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jreback/pandas
pandas/tests/frame/methods/test_droplevel.py
3
1236
import pytest from pandas import DataFrame, Index, MultiIndex import pandas._testing as tm class TestDropLevel: def test_droplevel(self, frame_or_series): # GH#20342 cols = MultiIndex.from_tuples( [("c", "e"), ("d", "f")], names=["level_1", "level_2"] ) mi = MultiIndex.from_tuples([(1, 2), (5, 6), (9, 10)], names=["a", "b"]) df = DataFrame([[3, 4], [7, 8], [11, 12]], index=mi, columns=cols) if frame_or_series is not DataFrame: df = df.iloc[:, 0] # test that dropping of a level in index works expected = df.reset_index("a", drop=True) result = df.droplevel("a", axis="index") tm.assert_equal(result, expected) if frame_or_series is DataFrame: # test that dropping of a level in columns works expected = df.copy() expected.columns = Index(["c", "d"], name="level_1") result = df.droplevel("level_2", axis="columns") tm.assert_equal(result, expected) else: # test that droplevel raises ValueError on axis != 0 with pytest.raises(ValueError, match="No axis named columns"): df.droplevel(1, axis="columns")
bsd-3-clause
mogeiwang/nest
testsuite/manualtests/test_tsodyks_depr_fac.py
13
1136
# -*- coding: utf-8 -*- # # test_tsodyks_depr_fac.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/>. from scipy import * from matplotlib.pylab import * from matplotlib.mlab import * def plot_spikes(): dt = 0.1 # time resolution nbins = 1000 N = 500 # number of neurons vm = load('voltmeter-0-0-4.dat') figure(1) clf() plot(vm[:,0], vm[:,1], 'r') xlabel('time / ms') ylabel('$V_m [mV]$') savefig('test_tsodyks_depressing.png') plot_spikes() show()
gpl-2.0
Vvucinic/Wander
venv_2_7/lib/python2.7/site-packages/pandas/tools/util.py
9
2780
import numpy as np import pandas.lib as lib import pandas as pd from pandas.compat import reduce from pandas.core.index import Index from pandas.core import common as com def match(needles, haystack): haystack = Index(haystack) needles = Index(needles) return haystack.get_indexer(needles) def cartesian_product(X): ''' Numpy version of itertools.product or pandas.compat.product. Sometimes faster (for large inputs)... Examples -------- >>> cartesian_product([list('ABC'), [1, 2]]) [array(['A', 'A', 'B', 'B', 'C', 'C'], dtype='|S1'), array([1, 2, 1, 2, 1, 2])] ''' lenX = np.fromiter((len(x) for x in X), dtype=int) cumprodX = np.cumproduct(lenX) a = np.roll(cumprodX, 1) a[0] = 1 b = cumprodX[-1] / cumprodX return [np.tile(np.repeat(np.asarray(com._values_from_object(x)), b[i]), np.product(a[i])) for i, x in enumerate(X)] def _compose2(f, g): """Compose 2 callables""" return lambda *args, **kwargs: f(g(*args, **kwargs)) def compose(*funcs): """Compose 2 or more callables""" assert len(funcs) > 1, 'At least 2 callables must be passed to compose' return reduce(_compose2, funcs) def to_numeric(arg, errors='raise'): """ Convert argument to a numeric type. Parameters ---------- arg : list, tuple or array of objects, or Series errors : {'ignore', 'raise', 'coerce'}, default 'raise' - If 'raise', then invalid parsing will raise an exception - If 'coerce', then invalid parsing will be set as NaN - If 'ignore', then invalid parsing will return the input Returns ------- ret : numeric if parsing succeeded. Return type depends on input. Series if Series, otherwise ndarray Examples -------- Take separate series and convert to numeric, coercing when told to >>> import pandas as pd >>> s = pd.Series(['1.0', '2', -3]) >>> pd.to_numeric(s) >>> s = pd.Series(['apple', '1.0', '2', -3]) >>> pd.to_numeric(s, errors='ignore') >>> pd.to_numeric(s, errors='coerce') """ index = name = None if isinstance(arg, pd.Series): index, name = arg.index, arg.name elif isinstance(arg, (list, tuple)): arg = np.array(arg, dtype='O') conv = arg arg = com._ensure_object(arg) coerce_numeric = False if errors in ('ignore', 'raise') else True try: conv = lib.maybe_convert_numeric(arg, set(), coerce_numeric=coerce_numeric) except: if errors == 'raise': raise if index is not None: return pd.Series(conv, index=index, name=name) else: return conv
artistic-2.0
ephes/scikit-learn
examples/cluster/plot_color_quantization.py
297
3443
# -*- coding: utf-8 -*- """ ================================== Color Quantization using K-Means ================================== Performs a pixel-wise Vector Quantization (VQ) of an image of the summer palace (China), reducing the number of colors required to show the image from 96,615 unique colors to 64, while preserving the overall appearance quality. In this example, pixels are represented in a 3D-space and K-means is used to find 64 color clusters. In the image processing literature, the codebook obtained from K-means (the cluster centers) is called the color palette. Using a single byte, up to 256 colors can be addressed, whereas an RGB encoding requires 3 bytes per pixel. The GIF file format, for example, uses such a palette. For comparison, a quantized image using a random codebook (colors picked up randomly) is also shown. """ # Authors: Robert Layton <robertlayton@gmail.com> # Olivier Grisel <olivier.grisel@ensta.org> # Mathieu Blondel <mathieu@mblondel.org> # # License: BSD 3 clause print(__doc__) import numpy as np import matplotlib.pyplot as plt from sklearn.cluster import KMeans from sklearn.metrics import pairwise_distances_argmin from sklearn.datasets import load_sample_image from sklearn.utils import shuffle from time import time n_colors = 64 # Load the Summer Palace photo china = load_sample_image("china.jpg") # Convert to floats instead of the default 8 bits integer coding. Dividing by # 255 is important so that plt.imshow behaves works well on float data (need to # be in the range [0-1] china = np.array(china, dtype=np.float64) / 255 # Load Image and transform to a 2D numpy array. w, h, d = original_shape = tuple(china.shape) assert d == 3 image_array = np.reshape(china, (w * h, d)) print("Fitting model on a small sub-sample of the data") t0 = time() image_array_sample = shuffle(image_array, random_state=0)[:1000] kmeans = KMeans(n_clusters=n_colors, random_state=0).fit(image_array_sample) print("done in %0.3fs." % (time() - t0)) # Get labels for all points print("Predicting color indices on the full image (k-means)") t0 = time() labels = kmeans.predict(image_array) print("done in %0.3fs." % (time() - t0)) codebook_random = shuffle(image_array, random_state=0)[:n_colors + 1] print("Predicting color indices on the full image (random)") t0 = time() labels_random = pairwise_distances_argmin(codebook_random, image_array, axis=0) print("done in %0.3fs." % (time() - t0)) def recreate_image(codebook, labels, w, h): """Recreate the (compressed) image from the code book & labels""" d = codebook.shape[1] image = np.zeros((w, h, d)) label_idx = 0 for i in range(w): for j in range(h): image[i][j] = codebook[labels[label_idx]] label_idx += 1 return image # Display all results, alongside original image plt.figure(1) plt.clf() ax = plt.axes([0, 0, 1, 1]) plt.axis('off') plt.title('Original image (96,615 colors)') plt.imshow(china) plt.figure(2) plt.clf() ax = plt.axes([0, 0, 1, 1]) plt.axis('off') plt.title('Quantized image (64 colors, K-Means)') plt.imshow(recreate_image(kmeans.cluster_centers_, labels, w, h)) plt.figure(3) plt.clf() ax = plt.axes([0, 0, 1, 1]) plt.axis('off') plt.title('Quantized image (64 colors, Random)') plt.imshow(recreate_image(codebook_random, labels_random, w, h)) plt.show()
bsd-3-clause
secdev/scapy
scapy/plist.py
2
31226
# This file is part of Scapy # See http://www.secdev.org/projects/scapy for more information # Copyright (C) Philippe Biondi <phil@secdev.org> # This program is published under a GPLv2 license """ PacketList: holds several packets and allows to do operations on them. """ from __future__ import absolute_import from __future__ import print_function import os from collections import defaultdict from scapy.compat import lambda_tuple_converter from scapy.config import conf from scapy.base_classes import ( BasePacket, BasePacketList, PacketList_metaclass, SetGen, _CanvasDumpExtended, ) from scapy.utils import do_graph, hexdump, make_table, make_lined_table, \ make_tex_table, issubtype from scapy.extlib import plt, Line2D, \ MATPLOTLIB_INLINED, MATPLOTLIB_DEFAULT_PLOT_KARGS from functools import reduce import scapy.modules.six as six from scapy.modules.six.moves import range, zip # typings from scapy.compat import ( Any, Callable, DefaultDict, Dict, Generic, Iterator, List, NamedTuple, Optional, Tuple, Type, TypeVar, Union, ) from scapy.packet import Packet ############# # Results # ############# QueryAnswer = NamedTuple( "QueryAnswer", [("query", Packet), ("answer", Packet)] ) _Inner = TypeVar("_Inner", Packet, QueryAnswer) @six.add_metaclass(PacketList_metaclass) class _PacketList(Generic[_Inner]): __slots__ = ["stats", "res", "listname"] def __init__(self, res=None, # type: Optional[Union[_PacketList[_Inner], List[_Inner]]] # noqa: E501 name="PacketList", # type: str stats=None # type: Optional[List[Type[Packet]]] ): # type: (...) -> None """create a packet list from a list of packets res: the list of packets stats: a list of classes that will appear in the stats (defaults to [TCP,UDP,ICMP])""" # noqa: E501 if stats is None: stats = conf.stats_classic_protocols self.stats = stats if res is None: self.res = [] # type: List[_Inner] elif isinstance(res, _PacketList): self.res = res.res else: self.res = res self.listname = name def __len__(self): # type: () -> int return len(self.res) def _elt2pkt(self, elt): # type: (_Inner) -> Packet return elt # type: ignore def _elt2sum(self, elt): # type: (_Inner) -> str return elt.summary() # type: ignore def _elt2show(self, elt): # type: (_Inner) -> str return self._elt2sum(elt) def __repr__(self): # type: () -> str stats = {x: 0 for x in self.stats} other = 0 for r in self.res: f = 0 for p in stats: if self._elt2pkt(r).haslayer(p): stats[p] += 1 f = 1 break if not f: other += 1 s = "" ct = conf.color_theme for p in self.stats: s += " %s%s%s" % (ct.packetlist_proto(p._name), ct.punct(":"), ct.packetlist_value(stats[p])) s += " %s%s%s" % (ct.packetlist_proto("Other"), ct.punct(":"), ct.packetlist_value(other)) return "%s%s%s%s%s" % (ct.punct("<"), ct.packetlist_name(self.listname), ct.punct(":"), s, ct.punct(">")) def __getstate__(self): # type: () -> Dict[str, Any] """ Creates a basic representation of the instance, used in conjunction with __setstate__() e.g. by pickle :returns: dict representing this instance """ state = { 'res': self.res, 'stats': self.stats, 'listname': self.listname } return state def __setstate__(self, state): # type: (Dict[str, Any]) -> None """ Sets instance attributes to values given by state, used in conjunction with __getstate__() e.g. by pickle :param state: dict representing this instance """ self.res = state['res'] self.stats = state['stats'] self.listname = state['listname'] def __iter__(self): # type: () -> Iterator[_Inner] return self.res.__iter__() def __getattr__(self, attr): # type: (str) -> Any return getattr(self.res, attr) def __getitem__(self, item): # type: (Any) -> Any if issubtype(item, BasePacket): return self.__class__([x for x in self.res if item in self._elt2pkt(x)], # noqa: E501 name="%s from %s" % (item.__name__, self.listname)) # noqa: E501 if isinstance(item, slice): return self.__class__(self.res.__getitem__(item), name="mod %s" % self.listname) return self.res.__getitem__(item) _T = TypeVar('_T', 'SndRcvList', 'PacketList') # Hinting hack: type self def __add__(self, # type: _PacketList._T # type: ignore other # type: _PacketList._T ): # type: (...) -> _PacketList._T return self.__class__( self.res + other.res, name="%s+%s" % ( self.listname, other.listname ) ) def summary(self, prn=None, # type: Optional[Callable[..., Any]] lfilter=None # type: Optional[Callable[..., bool]] ): # type: (...) -> None """prints a summary of each packet :param prn: function to apply to each packet instead of lambda x:x.summary() :param lfilter: truth function to apply to each packet to decide whether it will be displayed """ # Python 2 backward compatibility if prn is not None: prn = lambda_tuple_converter(prn) if lfilter is not None: lfilter = lambda_tuple_converter(lfilter) for r in self.res: if lfilter is not None: if not lfilter(*r): continue if prn is None: print(self._elt2sum(r)) else: print(prn(*r)) def nsummary(self, prn=None, # type: Optional[Callable[..., Any]] lfilter=None # type: Optional[Callable[..., bool]] ): # type: (...) -> None """prints a summary of each packet with the packet's number :param prn: function to apply to each packet instead of lambda x:x.summary() :param lfilter: truth function to apply to each packet to decide whether it will be displayed """ # Python 2 backward compatibility if prn is not None: prn = lambda_tuple_converter(prn) if lfilter is not None: lfilter = lambda_tuple_converter(lfilter) for i, res in enumerate(self.res): if lfilter is not None: if not lfilter(*res): continue print(conf.color_theme.id(i, fmt="%04i"), end=' ') if prn is None: print(self._elt2sum(res)) else: print(prn(*res)) def show(self, *args, **kargs): # type: (*Any, **Any) -> None """Best way to display the packet list. Defaults to nsummary() method""" # noqa: E501 return self.nsummary(*args, **kargs) def filter(self, func): # type: (Callable[..., bool]) -> _PacketList[_Inner] """Returns a packet list filtered by a truth function. This truth function has to take a packet as the only argument and return a boolean value. """ # Python 2 backward compatibility func = lambda_tuple_converter(func) return self.__class__([x for x in self.res if func(*x)], name="filtered %s" % self.listname) def make_table(self, *args, **kargs): # type: (Any, Any) -> Optional[str] """Prints a table using a function that returns for each packet its head column value, head row value and displayed value # noqa: E501 ex: p.make_table(lambda x:(x[IP].dst, x[TCP].dport, x[TCP].sprintf("%flags%")) """ # noqa: E501 return make_table(self.res, *args, **kargs) def make_lined_table(self, *args, **kargs): # type: (Any, Any) -> Optional[str] """Same as make_table, but print a table with lines""" return make_lined_table(self.res, *args, **kargs) def make_tex_table(self, *args, **kargs): # type: (Any, Any) -> Optional[str] """Same as make_table, but print a table with LaTeX syntax""" return make_tex_table(self.res, *args, **kargs) def plot(self, f, # type: Callable[..., Any] lfilter=None, # type: Optional[Callable[..., bool]] plot_xy=False, # type: bool **kargs # type: Any ): # type: (...) -> Line2D """Applies a function to each packet to get a value that will be plotted with matplotlib. A list of matplotlib.lines.Line2D is returned. lfilter: a truth function that decides whether a packet must be plotted """ # Python 2 backward compatibility f = lambda_tuple_converter(f) if lfilter is not None: lfilter = lambda_tuple_converter(lfilter) # Get the list of packets if lfilter is None: lst_pkts = [f(*e) for e in self.res] else: lst_pkts = [f(*e) for e in self.res if lfilter(*e)] # Mimic the default gnuplot output if kargs == {}: kargs = MATPLOTLIB_DEFAULT_PLOT_KARGS if plot_xy: lines = plt.plot(*zip(*lst_pkts), **kargs) else: lines = plt.plot(lst_pkts, **kargs) # Call show() if matplotlib is not inlined if not MATPLOTLIB_INLINED: plt.show() return lines def diffplot(self, f, # type: Callable[..., Any] delay=1, # type: int lfilter=None, # type: Optional[Callable[..., bool]] **kargs # type: Any ): # type: (...) -> Line2D """diffplot(f, delay=1, lfilter=None) Applies a function to couples (l[i],l[i+delay]) A list of matplotlib.lines.Line2D is returned. """ # Get the list of packets if lfilter is None: lst_pkts = [f(self.res[i], self.res[i + 1]) for i in range(len(self.res) - delay)] else: lst_pkts = [f(self.res[i], self.res[i + 1]) for i in range(len(self.res) - delay) if lfilter(self.res[i])] # Mimic the default gnuplot output if kargs == {}: kargs = MATPLOTLIB_DEFAULT_PLOT_KARGS lines = plt.plot(lst_pkts, **kargs) # Call show() if matplotlib is not inlined if not MATPLOTLIB_INLINED: plt.show() return lines def multiplot(self, f, # type: Callable[..., Any] lfilter=None, # type: Optional[Callable[..., Any]] plot_xy=False, # type: bool **kargs # type: Any ): # type: (...) -> Line2D """Uses a function that returns a label and a value for this label, then plots all the values label by label. A list of matplotlib.lines.Line2D is returned. """ # Python 2 backward compatibility f = lambda_tuple_converter(f) if lfilter is not None: lfilter = lambda_tuple_converter(lfilter) # Get the list of packets if lfilter is None: lst_pkts = (f(*e) for e in self.res) else: lst_pkts = (f(*e) for e in self.res if lfilter(*e)) # Apply the function f to the packets d = {} # type: Dict[str, List[float]] for k, v in lst_pkts: d.setdefault(k, []).append(v) # Mimic the default gnuplot output if not kargs: kargs = MATPLOTLIB_DEFAULT_PLOT_KARGS if plot_xy: lines = [plt.plot(*zip(*pl), **dict(kargs, label=k)) for k, pl in six.iteritems(d)] else: lines = [plt.plot(pl, **dict(kargs, label=k)) for k, pl in six.iteritems(d)] plt.legend(loc="center right", bbox_to_anchor=(1.5, 0.5)) # Call show() if matplotlib is not inlined if not MATPLOTLIB_INLINED: plt.show() return lines def rawhexdump(self): # type: () -> None """Prints an hexadecimal dump of each packet in the list""" for p in self: hexdump(self._elt2pkt(p)) def hexraw(self, lfilter=None): # type: (Optional[Callable[..., bool]]) -> None """Same as nsummary(), except that if a packet has a Raw layer, it will be hexdumped # noqa: E501 lfilter: a truth function that decides whether a packet must be displayed""" # noqa: E501 for i, res in enumerate(self.res): p = self._elt2pkt(res) if lfilter is not None and not lfilter(p): continue print("%s %s %s" % (conf.color_theme.id(i, fmt="%04i"), p.sprintf("%.time%"), self._elt2sum(res))) if p.haslayer(conf.raw_layer): hexdump(p.getlayer(conf.raw_layer).load) # type: ignore def hexdump(self, lfilter=None): # type: (Optional[Callable[..., bool]]) -> None """Same as nsummary(), except that packets are also hexdumped lfilter: a truth function that decides whether a packet must be displayed""" # noqa: E501 for i, res in enumerate(self.res): p = self._elt2pkt(res) if lfilter is not None and not lfilter(p): continue print("%s %s %s" % (conf.color_theme.id(i, fmt="%04i"), p.sprintf("%.time%"), self._elt2sum(res))) hexdump(p) def padding(self, lfilter=None): # type: (Optional[Callable[..., bool]]) -> None """Same as hexraw(), for Padding layer""" for i, res in enumerate(self.res): p = self._elt2pkt(res) if p.haslayer(conf.padding_layer): if lfilter is None or lfilter(p): print("%s %s %s" % (conf.color_theme.id(i, fmt="%04i"), p.sprintf("%.time%"), self._elt2sum(res))) hexdump( p.getlayer(conf.padding_layer).load # type: ignore ) def nzpadding(self, lfilter=None): # type: (Optional[Callable[..., bool]]) -> None """Same as padding() but only non null padding""" for i, res in enumerate(self.res): p = self._elt2pkt(res) if p.haslayer(conf.padding_layer): pad = p.getlayer(conf.padding_layer).load # type: ignore if pad == pad[0] * len(pad): continue if lfilter is None or lfilter(p): print("%s %s %s" % (conf.color_theme.id(i, fmt="%04i"), p.sprintf("%.time%"), self._elt2sum(res))) hexdump( p.getlayer(conf.padding_layer).load # type: ignore ) def conversations(self, getsrcdst=None, # type: Optional[Callable[[Packet], Tuple[Any, ...]]] # noqa: E501 **kargs # type: Any ): # type: (...) -> Any """Graphes a conversations between sources and destinations and display it (using graphviz and imagemagick) :param getsrcdst: a function that takes an element of the list and returns the source, the destination and optionally a label. By default, returns the IP source and destination from IP and ARP layers :param type: output type (svg, ps, gif, jpg, etc.), passed to dot's "-T" option :param target: filename or redirect. Defaults pipe to Imagemagick's display program :param prog: which graphviz program to use """ if getsrcdst is None: def _getsrcdst(pkt): # type: (Packet) -> Tuple[str, str] """Extract src and dst addresses""" if 'IP' in pkt: return (pkt['IP'].src, pkt['IP'].dst) if 'IPv6' in pkt: return (pkt['IPv6'].src, pkt['IPv6'].dst) if 'ARP' in pkt: return (pkt['ARP'].psrc, pkt['ARP'].pdst) raise TypeError() getsrcdst = _getsrcdst conv = {} # type: Dict[Tuple[Any, ...], Any] for p in self.res: p = self._elt2pkt(p) try: c = getsrcdst(p) except Exception: # No warning here: it's OK that getsrcdst() raises an # exception, since it might be, for example, a # function that expects a specific layer in each # packet. The try/except approach is faster and # considered more Pythonic than adding tests. continue if len(c) == 3: conv.setdefault(c[:2], set()).add(c[2]) else: conv[c] = conv.get(c, 0) + 1 gr = 'digraph "conv" {\n' for (s, d), l in six.iteritems(conv): gr += '\t "%s" -> "%s" [label="%s"]\n' % ( s, d, ', '.join(str(x) for x in l) if isinstance(l, set) else l ) gr += "}\n" return do_graph(gr, **kargs) def afterglow(self, src=None, # type: Optional[Callable[[_Inner], Any]] event=None, # type: Optional[Callable[[_Inner], Any]] dst=None, # type: Optional[Callable[[_Inner], Any]] **kargs # type: Any ): # type: (...) -> Any """Experimental clone attempt of http://sourceforge.net/projects/afterglow each datum is reduced as src -> event -> dst and the data are graphed. by default we have IP.src -> IP.dport -> IP.dst""" if src is None: src = lambda *x: x[0]['IP'].src if event is None: event = lambda *x: x[0]['IP'].dport if dst is None: dst = lambda *x: x[0]['IP'].dst sl = {} # type: Dict[Any, Tuple[Union[float, int], List[Any]]] el = {} # type: Dict[Any, Tuple[Union[float, int], List[Any]]] dl = {} # type: Dict[Any, int] for i in self.res: try: s, e, d = src(i), event(i), dst(i) if s in sl: n, lst = sl[s] n += 1 if e not in lst: lst.append(e) sl[s] = (n, lst) else: sl[s] = (1, [e]) if e in el: n, lst = el[e] n += 1 if d not in lst: lst.append(d) el[e] = (n, lst) else: el[e] = (1, [d]) dl[d] = dl.get(d, 0) + 1 except Exception: continue def minmax(x): # type: (Any) -> Tuple[int, int] m, M = reduce(lambda a, b: (min(a[0], b[0]), max(a[1], b[1])), ((a, a) for a in x)) if m == M: m = 0 if M == 0: M = 1 return m, M mins, maxs = minmax(x for x, _ in six.itervalues(sl)) mine, maxe = minmax(x for x, _ in six.itervalues(el)) mind, maxd = minmax(six.itervalues(dl)) gr = 'digraph "afterglow" {\n\tedge [len=2.5];\n' gr += "# src nodes\n" for s in sl: n, _ = sl[s] n = 1 + float(n - mins) / (maxs - mins) gr += '"src.%s" [label = "%s", shape=box, fillcolor="#FF0000", style=filled, fixedsize=1, height=%.2f,width=%.2f];\n' % (repr(s), repr(s), n, n) # noqa: E501 gr += "# event nodes\n" for e in el: n, _ = el[e] n = 1 + float(n - mine) / (maxe - mine) gr += '"evt.%s" [label = "%s", shape=circle, fillcolor="#00FFFF", style=filled, fixedsize=1, height=%.2f, width=%.2f];\n' % (repr(e), repr(e), n, n) # noqa: E501 for d in dl: n = dl[d] n = 1 + float(n - mind) / (maxd - mind) gr += '"dst.%s" [label = "%s", shape=triangle, fillcolor="#0000ff", style=filled, fixedsize=1, height=%.2f, width=%.2f];\n' % (repr(d), repr(d), n, n) # noqa: E501 gr += "###\n" for s in sl: n, lst1 = sl[s] for e in lst1: gr += ' "src.%s" -> "evt.%s";\n' % (repr(s), repr(e)) for e in el: n, lst2 = el[e] for d in lst2: gr += ' "evt.%s" -> "dst.%s";\n' % (repr(e), repr(d)) gr += "}" return do_graph(gr, **kargs) def canvas_dump(self, **kargs): # type: (Any) -> Any # Using Any since pyx is imported later import pyx d = pyx.document.document() len_res = len(self.res) for i, res in enumerate(self.res): c = self._elt2pkt(res).canvas_dump(**kargs) cbb = c.bbox() c.text(cbb.left(), cbb.top() + 1, r"\font\cmssfont=cmss12\cmssfont{Frame %i/%i}" % (i, len_res), [pyx.text.size.LARGE]) # noqa: E501 if conf.verb >= 2: os.write(1, b".") d.append(pyx.document.page(c, paperformat=pyx.document.paperformat.A4, # noqa: E501 margin=1 * pyx.unit.t_cm, fittosize=1)) return d def sessions( self, session_extractor=None # type: Optional[Callable[[Packet], str]] ): # type: (...) -> Dict[str, _PacketList[_Inner]] if session_extractor is None: def _session_extractor(p): # type: (Packet) -> str """Extract sessions from packets""" if 'Ether' in p: if 'IP' in p or 'IPv6' in p: ip_src_fmt = "{IP:%IP.src%}{IPv6:%IPv6.src%}" ip_dst_fmt = "{IP:%IP.dst%}{IPv6:%IPv6.dst%}" addr_fmt = (ip_src_fmt, ip_dst_fmt) if 'TCP' in p: fmt = "TCP {}:%r,TCP.sport% > {}:%r,TCP.dport%" elif 'UDP' in p: fmt = "UDP {}:%r,UDP.sport% > {}:%r,UDP.dport%" elif 'ICMP' in p: fmt = "ICMP {} > {} type=%r,ICMP.type% code=%r," \ "ICMP.code% id=%ICMP.id%" elif 'ICMPv6' in p: fmt = "ICMPv6 {} > {} type=%r,ICMPv6.type% " \ "code=%r,ICMPv6.code%" elif 'IPv6' in p: fmt = "IPv6 {} > {} nh=%IPv6.nh%" else: fmt = "IP {} > {} proto=%IP.proto%" return p.sprintf(fmt.format(*addr_fmt)) elif 'ARP' in p: return p.sprintf("ARP %ARP.psrc% > %ARP.pdst%") else: return p.sprintf("Ethernet type=%04xr,Ether.type%") return "Other" session_extractor = _session_extractor sessions = defaultdict(self.__class__) # type: DefaultDict[str, _PacketList[_Inner]] # noqa: E501 for p in self.res: sess = session_extractor( self._elt2pkt(p) ) sessions[sess].append(p) return dict(sessions) def replace(self, *args, **kargs): # type: (Any, Any) -> PacketList """ lst.replace(<field>,[<oldvalue>,]<newvalue>) lst.replace( (fld,[ov],nv),(fld,[ov,]nv),...) if ov is None, all values are replaced ex: lst.replace( IP.src, "192.168.1.1", "10.0.0.1" ) lst.replace( IP.ttl, 64 ) lst.replace( (IP.ttl, 64), (TCP.sport, 666, 777), ) """ delete_checksums = kargs.get("delete_checksums", False) x = PacketList(name="Replaced %s" % self.listname) if not isinstance(args[0], tuple): args = (args,) for _p in self.res: p = self._elt2pkt(_p) copied = False for scheme in args: fld = scheme[0] old = scheme[1] # not used if len(scheme) == 2 new = scheme[-1] for o in fld.owners: if o in p: if len(scheme) == 2 or p[o].getfieldval(fld.name) == old: # noqa: E501 if not copied: p = p.copy() if delete_checksums: p.delete_checksums() copied = True setattr(p[o], fld.name, new) x.append(p) return x def getlayer(self, cls, # type: Packet nb=None, # type: Optional[int] flt=None, # type: Optional[Dict[str, Any]] name=None, # type: Optional[str] stats=None # type: Optional[List[Type[Packet]]] ): # type: (...) -> PacketList """Returns the packet list from a given layer. See ``Packet.getlayer`` for more info. :param cls: search for a layer that is an instance of ``cls`` :type cls: Type[scapy.packet.Packet] :param nb: return the nb^th layer that is an instance of ``cls`` :type nb: Optional[int] :param flt: filter parameters for ``Packet.getlayer`` :type flt: Optional[Dict[str, Any]] :param name: optional name for the new PacketList :type name: Optional[str] :param stats: optional list of protocols to give stats on; if not specified, inherits from this PacketList. :type stats: Optional[List[Type[scapy.packet.Packet]]] :rtype: scapy.plist.PacketList """ if name is None: name = "{} layer {}".format(self.listname, cls.__name__) if stats is None: stats = self.stats getlayer_arg = {} # type: Dict[str, Any] if flt is not None: getlayer_arg.update(flt) getlayer_arg['cls'] = cls if nb is not None: getlayer_arg['nb'] = nb # Only return non-None getlayer results return PacketList([ pc for pc in ( self._elt2pkt(p).getlayer(**getlayer_arg) for p in self.res ) if pc is not None], name, stats ) def convert_to(self, other_cls, # type: Type[Packet] name=None, # type: Optional[str] stats=None # type: Optional[List[Type[Packet]]] ): # type: (...) -> PacketList """Converts all packets to another type. See ``Packet.convert_to`` for more info. :param other_cls: reference to a Packet class to convert to :type other_cls: Type[scapy.packet.Packet] :param name: optional name for the new PacketList :type name: Optional[str] :param stats: optional list of protocols to give stats on; if not specified, inherits from this PacketList. :type stats: Optional[List[Type[scapy.packet.Packet]]] :rtype: scapy.plist.PacketList """ if name is None: name = "{} converted to {}".format( self.listname, other_cls.__name__) if stats is None: stats = self.stats return PacketList( [self._elt2pkt(p).convert_to(other_cls) for p in self.res], name, stats ) class PacketList(_PacketList[Packet], BasePacketList[Packet], _CanvasDumpExtended): def sr(self, multi=False, lookahead=None): # type: (bool, Optional[int]) -> Tuple[SndRcvList, PacketList] """ Matches packets in the list :param multi: True if a packet can have multiple answers :param lookahead: Maximum number of packets between packet and answer. If 0 or None, full remaining list is scanned for answers :return: ( (matched couples), (unmatched packets) ) """ remain = self.res[:] sr = [] # type: List[QueryAnswer] i = 0 if lookahead is None or lookahead == 0: lookahead = len(remain) while i < len(remain): s = remain[i] j = i while j < min(lookahead + i, len(remain) - 1): j += 1 r = remain[j] if r.answers(s): sr.append(QueryAnswer(s, r)) if multi: remain[i]._answered = 1 remain[j]._answered = 2 continue del(remain[j]) del(remain[i]) i -= 1 break i += 1 if multi: remain = [x for x in remain if not hasattr(x, "_answered")] return SndRcvList(sr), PacketList(remain) _PacketIterable = Union[ List[Packet], Packet, SetGen[Packet], _PacketList[Packet] ] class SndRcvList(_PacketList[QueryAnswer], BasePacketList[QueryAnswer], _CanvasDumpExtended): __slots__ = [] # type: List[str] def __init__(self, res=None, # type: Optional[Union[_PacketList[QueryAnswer], List[QueryAnswer]]] # noqa: E501 name="Results", # type: str stats=None # type: Optional[List[Type[Packet]]] ): # type: (...) -> None super(SndRcvList, self).__init__(res, name, stats) def _elt2pkt(self, elt): # type: (QueryAnswer) -> Packet return elt[1] def _elt2sum(self, elt): # type: (QueryAnswer) -> str return "%s ==> %s" % (elt[0].summary(), elt[1].summary())
gpl-2.0
ptoman/icgauge
experiments/kannan_ambili.py
1
2108
# -*- coding: utf-8 -*- #!/usr/bin/python """ This file contains experimental results related to the Kannan-Ambili semantic coherence metric. Usage: From top level (/path/to/repo/icgauge), issue the command `python -m experiments.kannan_ambili` """ import json from collections import defaultdict from matplotlib import pyplot as plt import scipy import numpy as np import icgauge from icgauge import experiment_frameworks from icgauge import feature_extractors run_experiment = True if run_experiment: corr, alpha, conf_matrix, details = experiment_frameworks.experiment_features_iterated( train_reader=icgauge.data_readers.train_and_dev, assess_reader=icgauge.data_readers.test,#_official, train_size=0.7, phi_list=[ icgauge.feature_extractors.semcom_ka_features ], class_func=icgauge.label_transformers.identity_class_func, #ternary_class_func train_func=icgauge.training_functions.fit_logistic_at,#_with_crossvalidation, score_func=scipy.stats.stats.pearsonr, verbose=False, iterations=5) # Print out the results print "\n-- AFTER COMPLETION --" print "Averaged correlation (95% CI): " print np.round(np.mean(corr),2), "+/-", np.round(np.std(corr),2) print "All correlations:" print corr print print "Averaged Cronbach's alpha (95% CI): " print np.round(np.mean(alpha),2), "+/-", np.round(np.std(alpha),2) print "All alphas:" print alpha print print "Confusion matrix:" print conf_matrix # Store the results to disk -- "truth"/"prediction"/"example" with open("results.json", "w") as fp: json.dump(details, fp, indent=4) """"""""""""""""""""" Experimental results. Cross-validation on train: alpha = 1.0, 0.2, 0.2, 0.2, 0.4, 0.8, 0.2, 2.0, 0.2, 0.4, 0.8 If only using best: 0.28 and 0.17 Try 0.6 -- it's closest to average -- and get 0.22 and 0.15 Try 0.2 -- and get 0.25 and 0.15 ... these are basically the same. so let's stick with the average ==> 0.6. Test: 0 correlation, 0 alpha Test official: 0 correlation, 0 alpha """""""""""""""""""""
mit
alephu5/Soundbyte
environment/lib/python3.3/site-packages/pandas/stats/ols.py
7
39955
""" Ordinary least squares regression """ # pylint: disable-msg=W0201 from pandas.compat import zip, range, StringIO from itertools import starmap from pandas import compat import numpy as np from pandas.core.api import DataFrame, Series, isnull from pandas.core.base import StringMixin from pandas.core.common import _ensure_float64 from pandas.core.index import MultiIndex from pandas.core.panel import Panel from pandas.util.decorators import cache_readonly import pandas.stats.common as scom import pandas.stats.math as math import pandas.stats.moments as moments _FP_ERR = 1e-8 class OLS(StringMixin): """ Runs a full sample ordinary least squares regression. Parameters ---------- y : Series x : Series, DataFrame, dict of Series intercept : bool True if you want an intercept. weights : array-like, optional 1d array of weights. If you supply 1/W then the variables are pre- multiplied by 1/sqrt(W). If no weights are supplied the default value is 1 and WLS reults are the same as OLS. nw_lags : None or int Number of Newey-West lags. nw_overlap : boolean, default False Assume data is overlapping when computing Newey-West estimator """ _panel_model = False def __init__(self, y, x, intercept=True, weights=None, nw_lags=None, nw_overlap=False): try: import statsmodels.api as sm except ImportError: import scikits.statsmodels.api as sm self._x_orig = x self._y_orig = y self._weights_orig = weights self._intercept = intercept self._nw_lags = nw_lags self._nw_overlap = nw_overlap (self._y, self._x, self._weights, self._x_filtered, self._index, self._time_has_obs) = self._prepare_data() if self._weights is not None: self._x_trans = self._x.mul(np.sqrt(self._weights), axis=0) self._y_trans = self._y * np.sqrt(self._weights) self.sm_ols = sm.WLS(self._y.get_values(), self._x.get_values(), weights=self._weights.values).fit() else: self._x_trans = self._x self._y_trans = self._y self.sm_ols = sm.OLS(self._y.get_values(), self._x.get_values()).fit() def _prepare_data(self): """ Cleans the input for single OLS. Parameters ---------- lhs: Series Dependent variable in the regression. rhs: dict, whose values are Series, DataFrame, or dict Explanatory variables of the regression. Returns ------- Series, DataFrame Cleaned lhs and rhs """ (filt_lhs, filt_rhs, filt_weights, pre_filt_rhs, index, valid) = _filter_data(self._y_orig, self._x_orig, self._weights_orig) if self._intercept: filt_rhs['intercept'] = 1. pre_filt_rhs['intercept'] = 1. if hasattr(filt_weights,'to_dense'): filt_weights = filt_weights.to_dense() return (filt_lhs, filt_rhs, filt_weights, pre_filt_rhs, index, valid) @property def nobs(self): return self._nobs @property def _nobs(self): return len(self._y) @property def nw_lags(self): return self._nw_lags @property def x(self): """Returns the filtered x used in the regression.""" return self._x @property def y(self): """Returns the filtered y used in the regression.""" return self._y @cache_readonly def _beta_raw(self): """Runs the regression and returns the beta.""" return self.sm_ols.params @cache_readonly def beta(self): """Returns the betas in Series form.""" return Series(self._beta_raw, index=self._x.columns) @cache_readonly def _df_raw(self): """Returns the degrees of freedom.""" return math.rank(self._x.values) @cache_readonly def df(self): """Returns the degrees of freedom. This equals the rank of the X matrix. """ return self._df_raw @cache_readonly def _df_model_raw(self): """Returns the raw model degrees of freedom.""" return self.sm_ols.df_model @cache_readonly def df_model(self): """Returns the degrees of freedom of the model.""" return self._df_model_raw @cache_readonly def _df_resid_raw(self): """Returns the raw residual degrees of freedom.""" return self.sm_ols.df_resid @cache_readonly def df_resid(self): """Returns the degrees of freedom of the residuals.""" return self._df_resid_raw @cache_readonly def _f_stat_raw(self): """Returns the raw f-stat value.""" from scipy.stats import f cols = self._x.columns if self._nw_lags is None: F = self._r2_raw / (self._r2_raw - self._r2_adj_raw) q = len(cols) if 'intercept' in cols: q -= 1 shape = q, self.df_resid p_value = 1 - f.cdf(F, shape[0], shape[1]) return F, shape, p_value k = len(cols) R = np.eye(k) r = np.zeros((k, 1)) try: intercept = cols.get_loc('intercept') R = np.concatenate((R[0: intercept], R[intercept + 1:])) r = np.concatenate((r[0: intercept], r[intercept + 1:])) except KeyError: # no intercept pass return math.calc_F(R, r, self._beta_raw, self._var_beta_raw, self._nobs, self.df) @cache_readonly def f_stat(self): """Returns the f-stat value.""" return f_stat_to_dict(self._f_stat_raw) def f_test(self, hypothesis): """Runs the F test, given a joint hypothesis. The hypothesis is represented by a collection of equations, in the form A*x_1+B*x_2=C You must provide the coefficients even if they're 1. No spaces. The equations can be passed as either a single string or a list of strings. Examples -------- o = ols(...) o.f_test('1*x1+2*x2=0,1*x3=0') o.f_test(['1*x1+2*x2=0','1*x3=0']) """ x_names = self._x.columns R = [] r = [] if isinstance(hypothesis, str): eqs = hypothesis.split(',') elif isinstance(hypothesis, list): eqs = hypothesis else: # pragma: no cover raise Exception('hypothesis must be either string or list') for equation in eqs: row = np.zeros(len(x_names)) lhs, rhs = equation.split('=') for s in lhs.split('+'): ss = s.split('*') coeff = float(ss[0]) x_name = ss[1] if x_name not in x_names: raise Exception('no coefficient named %s' % x_name) idx = x_names.get_loc(x_name) row[idx] = coeff rhs = float(rhs) R.append(row) r.append(rhs) R = np.array(R) q = len(r) r = np.array(r).reshape(q, 1) result = math.calc_F(R, r, self._beta_raw, self._var_beta_raw, self._nobs, self.df) return f_stat_to_dict(result) @cache_readonly def _p_value_raw(self): """Returns the raw p values.""" from scipy.stats import t return 2 * t.sf(np.fabs(self._t_stat_raw), self._df_resid_raw) @cache_readonly def p_value(self): """Returns the p values.""" return Series(self._p_value_raw, index=self.beta.index) @cache_readonly def _r2_raw(self): """Returns the raw r-squared values.""" if self._use_centered_tss: return 1 - self.sm_ols.ssr / self.sm_ols.centered_tss else: return 1 - self.sm_ols.ssr / self.sm_ols.uncentered_tss @property def _use_centered_tss(self): # has_intercept = np.abs(self._resid_raw.sum()) < _FP_ERR return self._intercept @cache_readonly def r2(self): """Returns the r-squared values.""" return self._r2_raw @cache_readonly def _r2_adj_raw(self): """Returns the raw r-squared adjusted values.""" return self.sm_ols.rsquared_adj @cache_readonly def r2_adj(self): """Returns the r-squared adjusted values.""" return self._r2_adj_raw @cache_readonly def _resid_raw(self): """Returns the raw residuals.""" return self.sm_ols.resid @cache_readonly def resid(self): """Returns the residuals.""" return Series(self._resid_raw, index=self._x.index) @cache_readonly def _rmse_raw(self): """Returns the raw rmse values.""" return np.sqrt(self.sm_ols.mse_resid) @cache_readonly def rmse(self): """Returns the rmse value.""" return self._rmse_raw @cache_readonly def _std_err_raw(self): """Returns the raw standard err values.""" return np.sqrt(np.diag(self._var_beta_raw)) @cache_readonly def std_err(self): """Returns the standard err values of the betas.""" return Series(self._std_err_raw, index=self.beta.index) @cache_readonly def _t_stat_raw(self): """Returns the raw t-stat value.""" return self._beta_raw / self._std_err_raw @cache_readonly def t_stat(self): """Returns the t-stat values of the betas.""" return Series(self._t_stat_raw, index=self.beta.index) @cache_readonly def _var_beta_raw(self): """ Returns the raw covariance of beta. """ x = self._x.values y = self._y.values xx = np.dot(x.T, x) if self._nw_lags is None: return math.inv(xx) * (self._rmse_raw ** 2) else: resid = y - np.dot(x, self._beta_raw) m = (x.T * resid).T xeps = math.newey_west(m, self._nw_lags, self._nobs, self._df_raw, self._nw_overlap) xx_inv = math.inv(xx) return np.dot(xx_inv, np.dot(xeps, xx_inv)) @cache_readonly def var_beta(self): """Returns the variance-covariance matrix of beta.""" return DataFrame(self._var_beta_raw, index=self.beta.index, columns=self.beta.index) @cache_readonly def _y_fitted_raw(self): """Returns the raw fitted y values.""" if self._weights is None: X = self._x_filtered.values else: # XXX return self.sm_ols.fittedvalues b = self._beta_raw return np.dot(X, b) @cache_readonly def y_fitted(self): """Returns the fitted y values. This equals BX.""" if self._weights is None: index = self._x_filtered.index orig_index = index else: index = self._y.index orig_index = self._y_orig.index result = Series(self._y_fitted_raw, index=index) return result.reindex(orig_index) @cache_readonly def _y_predict_raw(self): """Returns the raw predicted y values.""" return self._y_fitted_raw @cache_readonly def y_predict(self): """Returns the predicted y values. For in-sample, this is same as y_fitted.""" return self.y_fitted def predict(self, beta=None, x=None, fill_value=None, fill_method=None, axis=0): """ Parameters ---------- beta : Series x : Series or DataFrame fill_value : scalar or dict, default None fill_method : {'backfill', 'bfill', 'pad', 'ffill', None}, default None axis : {0, 1}, default 0 See DataFrame.fillna for more details Notes ----- 1. If both fill_value and fill_method are None then NaNs are dropped (this is the default behavior) 2. An intercept will be automatically added to the new_y_values if the model was fitted using an intercept Returns ------- Series of predicted values """ if beta is None and x is None: return self.y_predict if beta is None: beta = self.beta else: beta = beta.reindex(self.beta.index) if isnull(beta).any(): raise ValueError('Must supply betas for same variables') if x is None: x = self._x orig_x = x else: orig_x = x if fill_value is None and fill_method is None: x = x.dropna(how='any') else: x = x.fillna(value=fill_value, method=fill_method, axis=axis) if isinstance(x, Series): x = DataFrame({'x': x}) if self._intercept: x['intercept'] = 1. x = x.reindex(columns=self._x.columns) rs = np.dot(x.values, beta.values) return Series(rs, x.index).reindex(orig_x.index) RESULT_FIELDS = ['r2', 'r2_adj', 'df', 'df_model', 'df_resid', 'rmse', 'f_stat', 'beta', 'std_err', 't_stat', 'p_value', 'nobs'] @cache_readonly def _results(self): results = {} for result in self.RESULT_FIELDS: results[result] = getattr(self, result) return results @cache_readonly def _coef_table(self): buf = StringIO() buf.write('%14s %10s %10s %10s %10s %10s %10s\n' % ('Variable', 'Coef', 'Std Err', 't-stat', 'p-value', 'CI 2.5%', 'CI 97.5%')) buf.write(scom.banner('')) coef_template = '\n%14s %10.4f %10.4f %10.2f %10.4f %10.4f %10.4f' results = self._results beta = results['beta'] for i, name in enumerate(beta.index): if i and not (i % 5): buf.write('\n' + scom.banner('')) std_err = results['std_err'][name] CI1 = beta[name] - 1.96 * std_err CI2 = beta[name] + 1.96 * std_err t_stat = results['t_stat'][name] p_value = results['p_value'][name] line = coef_template % (name, beta[name], std_err, t_stat, p_value, CI1, CI2) buf.write(line) if self.nw_lags is not None: buf.write('\n') buf.write('*** The calculations are Newey-West ' 'adjusted with lags %5d\n' % self.nw_lags) return buf.getvalue() @cache_readonly def summary_as_matrix(self): """Returns the formatted results of the OLS as a DataFrame.""" results = self._results beta = results['beta'] data = {'beta': results['beta'], 't-stat': results['t_stat'], 'p-value': results['p_value'], 'std err': results['std_err']} return DataFrame(data, beta.index).T @cache_readonly def summary(self): """ This returns the formatted result of the OLS computation """ template = """ %(bannerTop)s Formula: Y ~ %(formula)s Number of Observations: %(nobs)d Number of Degrees of Freedom: %(df)d R-squared: %(r2)10.4f Adj R-squared: %(r2_adj)10.4f Rmse: %(rmse)10.4f F-stat %(f_stat_shape)s: %(f_stat)10.4f, p-value: %(f_stat_p_value)10.4f Degrees of Freedom: model %(df_model)d, resid %(df_resid)d %(bannerCoef)s %(coef_table)s %(bannerEnd)s """ coef_table = self._coef_table results = self._results f_stat = results['f_stat'] bracketed = ['<%s>' % str(c) for c in results['beta'].index] formula = StringIO() formula.write(bracketed[0]) tot = len(bracketed[0]) line = 1 for coef in bracketed[1:]: tot = tot + len(coef) + 3 if tot // (68 * line): formula.write('\n' + ' ' * 12) line += 1 formula.write(' + ' + coef) params = { 'bannerTop': scom.banner('Summary of Regression Analysis'), 'bannerCoef': scom.banner('Summary of Estimated Coefficients'), 'bannerEnd': scom.banner('End of Summary'), 'formula': formula.getvalue(), 'r2': results['r2'], 'r2_adj': results['r2_adj'], 'nobs': results['nobs'], 'df': results['df'], 'df_model': results['df_model'], 'df_resid': results['df_resid'], 'coef_table': coef_table, 'rmse': results['rmse'], 'f_stat': f_stat['f-stat'], 'f_stat_shape': '(%d, %d)' % (f_stat['DF X'], f_stat['DF Resid']), 'f_stat_p_value': f_stat['p-value'], } return template % params def __unicode__(self): return self.summary @cache_readonly def _time_obs_count(self): # XXX return self._time_has_obs.astype(int) @property def _total_times(self): return self._time_has_obs.sum() class MovingOLS(OLS): """ Runs a rolling/expanding simple OLS. Parameters ---------- y : Series x : Series, DataFrame, or dict of Series weights : array-like, optional 1d array of weights. If None, equivalent to an unweighted OLS. window_type : {'full sample', 'rolling', 'expanding'} Default expanding window : int size of window (for rolling/expanding OLS) min_periods : int Threshold of non-null data points to require. If None, defaults to size of window. intercept : bool True if you want an intercept. nw_lags : None or int Number of Newey-West lags. nw_overlap : boolean, default False Assume data is overlapping when computing Newey-West estimator """ def __init__(self, y, x, weights=None, window_type='expanding', window=None, min_periods=None, intercept=True, nw_lags=None, nw_overlap=False): self._args = dict(intercept=intercept, nw_lags=nw_lags, nw_overlap=nw_overlap) OLS.__init__(self, y=y, x=x, weights=weights, **self._args) self._set_window(window_type, window, min_periods) def _set_window(self, window_type, window, min_periods): self._window_type = scom._get_window_type(window_type) if self._is_rolling: if window is None: raise AssertionError("Must specify window.") if min_periods is None: min_periods = window else: window = len(self._x) if min_periods is None: min_periods = 1 self._window = int(window) self._min_periods = min_periods #------------------------------------------------------------------------------ # "Public" results @cache_readonly def beta(self): """Returns the betas in Series/DataFrame form.""" return DataFrame(self._beta_raw, index=self._result_index, columns=self._x.columns) @cache_readonly def rank(self): return Series(self._rank_raw, index=self._result_index) @cache_readonly def df(self): """Returns the degrees of freedom.""" return Series(self._df_raw, index=self._result_index) @cache_readonly def df_model(self): """Returns the model degrees of freedom.""" return Series(self._df_model_raw, index=self._result_index) @cache_readonly def df_resid(self): """Returns the residual degrees of freedom.""" return Series(self._df_resid_raw, index=self._result_index) @cache_readonly def f_stat(self): """Returns the f-stat value.""" f_stat_dicts = dict((date, f_stat_to_dict(f_stat)) for date, f_stat in zip(self.beta.index, self._f_stat_raw)) return DataFrame(f_stat_dicts).T def f_test(self, hypothesis): raise NotImplementedError('must use full sample') @cache_readonly def forecast_mean(self): return Series(self._forecast_mean_raw, index=self._result_index) @cache_readonly def forecast_vol(self): return Series(self._forecast_vol_raw, index=self._result_index) @cache_readonly def p_value(self): """Returns the p values.""" cols = self.beta.columns return DataFrame(self._p_value_raw, columns=cols, index=self._result_index) @cache_readonly def r2(self): """Returns the r-squared values.""" return Series(self._r2_raw, index=self._result_index) @cache_readonly def resid(self): """Returns the residuals.""" return Series(self._resid_raw[self._valid_obs_labels], index=self._result_index) @cache_readonly def r2_adj(self): """Returns the r-squared adjusted values.""" index = self.r2.index return Series(self._r2_adj_raw, index=index) @cache_readonly def rmse(self): """Returns the rmse values.""" return Series(self._rmse_raw, index=self._result_index) @cache_readonly def std_err(self): """Returns the standard err values.""" return DataFrame(self._std_err_raw, columns=self.beta.columns, index=self._result_index) @cache_readonly def t_stat(self): """Returns the t-stat value.""" return DataFrame(self._t_stat_raw, columns=self.beta.columns, index=self._result_index) @cache_readonly def var_beta(self): """Returns the covariance of beta.""" result = {} result_index = self._result_index for i in range(len(self._var_beta_raw)): dm = DataFrame(self._var_beta_raw[i], columns=self.beta.columns, index=self.beta.columns) result[result_index[i]] = dm return Panel.from_dict(result, intersect=False) @cache_readonly def y_fitted(self): """Returns the fitted y values.""" return Series(self._y_fitted_raw[self._valid_obs_labels], index=self._result_index) @cache_readonly def y_predict(self): """Returns the predicted y values.""" return Series(self._y_predict_raw[self._valid_obs_labels], index=self._result_index) #------------------------------------------------------------------------------ # "raw" attributes, calculations @property def _is_rolling(self): return self._window_type == 'rolling' @cache_readonly def _beta_raw(self): """Runs the regression and returns the beta.""" beta, indices, mask = self._rolling_ols_call return beta[indices] @cache_readonly def _result_index(self): return self._index[self._valid_indices] @property def _valid_indices(self): return self._rolling_ols_call[1] @cache_readonly def _rolling_ols_call(self): return self._calc_betas(self._x_trans, self._y_trans) def _calc_betas(self, x, y): N = len(self._index) K = len(self._x.columns) betas = np.empty((N, K), dtype=float) betas[:] = np.NaN valid = self._time_has_obs enough = self._enough_obs window = self._window # Use transformed (demeaned) Y, X variables cum_xx = self._cum_xx(x) cum_xy = self._cum_xy(x, y) for i in range(N): if not valid[i] or not enough[i]: continue xx = cum_xx[i] xy = cum_xy[i] if self._is_rolling and i >= window: xx = xx - cum_xx[i - window] xy = xy - cum_xy[i - window] betas[i] = math.solve(xx, xy) mask = -np.isnan(betas).any(axis=1) have_betas = np.arange(N)[mask] return betas, have_betas, mask def _rolling_rank(self): dates = self._index window = self._window ranks = np.empty(len(dates), dtype=float) ranks[:] = np.NaN for i, date in enumerate(dates): if self._is_rolling and i >= window: prior_date = dates[i - window + 1] else: prior_date = dates[0] x_slice = self._x.truncate(before=prior_date, after=date).values if len(x_slice) == 0: continue ranks[i] = math.rank(x_slice) return ranks def _cum_xx(self, x): dates = self._index K = len(x.columns) valid = self._time_has_obs cum_xx = [] slicer = lambda df, dt: df.truncate(dt, dt).values if not self._panel_model: _get_index = x.index.get_loc def slicer(df, dt): i = _get_index(dt) return df.values[i:i + 1, :] last = np.zeros((K, K)) for i, date in enumerate(dates): if not valid[i]: cum_xx.append(last) continue x_slice = slicer(x, date) xx = last = last + np.dot(x_slice.T, x_slice) cum_xx.append(xx) return cum_xx def _cum_xy(self, x, y): dates = self._index valid = self._time_has_obs cum_xy = [] x_slicer = lambda df, dt: df.truncate(dt, dt).values if not self._panel_model: _get_index = x.index.get_loc def x_slicer(df, dt): i = _get_index(dt) return df.values[i:i + 1] _y_get_index = y.index.get_loc _values = y.values if isinstance(y.index, MultiIndex): def y_slicer(df, dt): loc = _y_get_index(dt) return _values[loc] else: def y_slicer(df, dt): i = _y_get_index(dt) return _values[i:i + 1] last = np.zeros(len(x.columns)) for i, date in enumerate(dates): if not valid[i]: cum_xy.append(last) continue x_slice = x_slicer(x, date) y_slice = y_slicer(y, date) xy = last = last + np.dot(x_slice.T, y_slice) cum_xy.append(xy) return cum_xy @cache_readonly def _rank_raw(self): rank = self._rolling_rank() return rank[self._valid_indices] @cache_readonly def _df_raw(self): """Returns the degrees of freedom.""" return self._rank_raw @cache_readonly def _df_model_raw(self): """Returns the raw model degrees of freedom.""" return self._df_raw - 1 @cache_readonly def _df_resid_raw(self): """Returns the raw residual degrees of freedom.""" return self._nobs - self._df_raw @cache_readonly def _f_stat_raw(self): """Returns the raw f-stat value.""" from scipy.stats import f items = self.beta.columns nobs = self._nobs df = self._df_raw df_resid = nobs - df # var_beta has not been newey-west adjusted if self._nw_lags is None: F = self._r2_raw / (self._r2_raw - self._r2_adj_raw) q = len(items) if 'intercept' in items: q -= 1 def get_result_simple(Fst, d): return Fst, (q, d), 1 - f.cdf(Fst, q, d) # Compute the P-value for each pair result = starmap(get_result_simple, zip(F, df_resid)) return list(result) K = len(items) R = np.eye(K) r = np.zeros((K, 1)) try: intercept = items.get_loc('intercept') R = np.concatenate((R[0: intercept], R[intercept + 1:])) r = np.concatenate((r[0: intercept], r[intercept + 1:])) except KeyError: # no intercept pass def get_result(beta, vcov, n, d): return math.calc_F(R, r, beta, vcov, n, d) results = starmap(get_result, zip(self._beta_raw, self._var_beta_raw, nobs, df)) return list(results) @cache_readonly def _p_value_raw(self): """Returns the raw p values.""" from scipy.stats import t result = [2 * t.sf(a, b) for a, b in zip(np.fabs(self._t_stat_raw), self._df_resid_raw)] return np.array(result) @cache_readonly def _resid_stats(self): uncentered_sst = [] sst = [] sse = [] Yreg = self._y Y = self._y_trans X = self._x_trans weights = self._weights dates = self._index window = self._window for n, index in enumerate(self._valid_indices): if self._is_rolling and index >= window: prior_date = dates[index - window + 1] else: prior_date = dates[0] date = dates[index] beta = self._beta_raw[n] X_slice = X.truncate(before=prior_date, after=date).values Y_slice = _y_converter(Y.truncate(before=prior_date, after=date)) resid = Y_slice - np.dot(X_slice, beta) if weights is not None: Y_slice = _y_converter(Yreg.truncate(before=prior_date, after=date)) weights_slice = weights.truncate(prior_date, date) demeaned = Y_slice - np.average(Y_slice, weights=weights_slice) SS_total = (weights_slice * demeaned ** 2).sum() else: SS_total = ((Y_slice - Y_slice.mean()) ** 2).sum() SS_err = (resid ** 2).sum() SST_uncentered = (Y_slice ** 2).sum() sse.append(SS_err) sst.append(SS_total) uncentered_sst.append(SST_uncentered) return { 'sse': np.array(sse), 'centered_tss': np.array(sst), 'uncentered_tss': np.array(uncentered_sst), } @cache_readonly def _rmse_raw(self): """Returns the raw rmse values.""" return np.sqrt(self._resid_stats['sse'] / self._df_resid_raw) @cache_readonly def _r2_raw(self): rs = self._resid_stats if self._use_centered_tss: return 1 - rs['sse'] / rs['centered_tss'] else: return 1 - rs['sse'] / rs['uncentered_tss'] @cache_readonly def _r2_adj_raw(self): """Returns the raw r-squared adjusted values.""" nobs = self._nobs factors = (nobs - 1) / (nobs - self._df_raw) return 1 - (1 - self._r2_raw) * factors @cache_readonly def _resid_raw(self): """Returns the raw residuals.""" return (self._y.values - self._y_fitted_raw) @cache_readonly def _std_err_raw(self): """Returns the raw standard err values.""" results = [] for i in range(len(self._var_beta_raw)): results.append(np.sqrt(np.diag(self._var_beta_raw[i]))) return np.array(results) @cache_readonly def _t_stat_raw(self): """Returns the raw t-stat value.""" return self._beta_raw / self._std_err_raw @cache_readonly def _var_beta_raw(self): """Returns the raw covariance of beta.""" x = self._x_trans y = self._y_trans dates = self._index nobs = self._nobs rmse = self._rmse_raw beta = self._beta_raw df = self._df_raw window = self._window cum_xx = self._cum_xx(self._x) results = [] for n, i in enumerate(self._valid_indices): xx = cum_xx[i] date = dates[i] if self._is_rolling and i >= window: xx = xx - cum_xx[i - window] prior_date = dates[i - window + 1] else: prior_date = dates[0] x_slice = x.truncate(before=prior_date, after=date) y_slice = y.truncate(before=prior_date, after=date) xv = x_slice.values yv = np.asarray(y_slice) if self._nw_lags is None: result = math.inv(xx) * (rmse[n] ** 2) else: resid = yv - np.dot(xv, beta[n]) m = (xv.T * resid).T xeps = math.newey_west(m, self._nw_lags, nobs[n], df[n], self._nw_overlap) xx_inv = math.inv(xx) result = np.dot(xx_inv, np.dot(xeps, xx_inv)) results.append(result) return np.array(results) @cache_readonly def _forecast_mean_raw(self): """Returns the raw covariance of beta.""" nobs = self._nobs window = self._window # x should be ones dummy = DataFrame(index=self._y.index) dummy['y'] = 1 cum_xy = self._cum_xy(dummy, self._y) results = [] for n, i in enumerate(self._valid_indices): sumy = cum_xy[i] if self._is_rolling and i >= window: sumy = sumy - cum_xy[i - window] results.append(sumy[0] / nobs[n]) return np.array(results) @cache_readonly def _forecast_vol_raw(self): """Returns the raw covariance of beta.""" beta = self._beta_raw window = self._window dates = self._index x = self._x results = [] for n, i in enumerate(self._valid_indices): date = dates[i] if self._is_rolling and i >= window: prior_date = dates[i - window + 1] else: prior_date = dates[0] x_slice = x.truncate(prior_date, date).values x_demeaned = x_slice - x_slice.mean(0) x_cov = np.dot(x_demeaned.T, x_demeaned) / (len(x_slice) - 1) B = beta[n] result = np.dot(B, np.dot(x_cov, B)) results.append(np.sqrt(result)) return np.array(results) @cache_readonly def _y_fitted_raw(self): """Returns the raw fitted y values.""" return (self._x.values * self._beta_matrix(lag=0)).sum(1) @cache_readonly def _y_predict_raw(self): """Returns the raw predicted y values.""" return (self._x.values * self._beta_matrix(lag=1)).sum(1) @cache_readonly def _results(self): results = {} for result in self.RESULT_FIELDS: value = getattr(self, result) if isinstance(value, Series): value = value[self.beta.index[-1]] elif isinstance(value, DataFrame): value = value.xs(self.beta.index[-1]) else: # pragma: no cover raise Exception('Problem retrieving %s' % result) results[result] = value return results @cache_readonly def _window_time_obs(self): window_obs = moments.rolling_sum(self._time_obs_count > 0, self._window, min_periods=1) window_obs[np.isnan(window_obs)] = 0 return window_obs.astype(int) @cache_readonly def _nobs_raw(self): if self._is_rolling: window = self._window else: # expanding case window = len(self._index) result = moments.rolling_sum(self._time_obs_count, window, min_periods=1) return result.astype(int) def _beta_matrix(self, lag=0): if lag < 0: raise AssertionError("'lag' must be greater than or equal to 0, " "input was {0}".format(lag)) betas = self._beta_raw labels = np.arange(len(self._y)) - lag indexer = self._valid_obs_labels.searchsorted(labels, side='left') indexer[indexer == len(betas)] = len(betas) - 1 beta_matrix = betas[indexer] beta_matrix[labels < self._valid_obs_labels[0]] = np.NaN return beta_matrix @cache_readonly def _valid_obs_labels(self): dates = self._index[self._valid_indices] return self._y.index.searchsorted(dates) @cache_readonly def _nobs(self): return self._nobs_raw[self._valid_indices] @property def nobs(self): return Series(self._nobs, index=self._result_index) @cache_readonly def _enough_obs(self): # XXX: what's the best way to determine where to start? return self._nobs_raw >= max(self._min_periods, len(self._x.columns) + 1) def _safe_update(d, other): """ Combine dictionaries with non-overlapping keys """ for k, v in compat.iteritems(other): if k in d: raise Exception('Duplicate regressor: %s' % k) d[k] = v def _filter_data(lhs, rhs, weights=None): """ Cleans the input for single OLS. Parameters ---------- lhs : Series Dependent variable in the regression. rhs : dict, whose values are Series, DataFrame, or dict Explanatory variables of the regression. weights : array-like, optional 1d array of weights. If None, equivalent to an unweighted OLS. Returns ------- Series, DataFrame Cleaned lhs and rhs """ if not isinstance(lhs, Series): if len(lhs) != len(rhs): raise AssertionError("length of lhs must equal length of rhs") lhs = Series(lhs, index=rhs.index) rhs = _combine_rhs(rhs) lhs = DataFrame({'__y__': lhs}, dtype=float) pre_filt_rhs = rhs.dropna(how='any') combined = rhs.join(lhs, how='outer') if weights is not None: combined['__weights__'] = weights valid = (combined.count(1) == len(combined.columns)).values index = combined.index combined = combined[valid] if weights is not None: filt_weights = combined.pop('__weights__') else: filt_weights = None filt_lhs = combined.pop('__y__') filt_rhs = combined if hasattr(filt_weights,'to_dense'): filt_weights = filt_weights.to_dense() return (filt_lhs.to_dense(), filt_rhs.to_dense(), filt_weights, pre_filt_rhs.to_dense(), index, valid) def _combine_rhs(rhs): """ Glue input X variables together while checking for potential duplicates """ series = {} if isinstance(rhs, Series): series['x'] = rhs elif isinstance(rhs, DataFrame): series = rhs.copy() elif isinstance(rhs, dict): for name, value in compat.iteritems(rhs): if isinstance(value, Series): _safe_update(series, {name: value}) elif isinstance(value, (dict, DataFrame)): _safe_update(series, value) else: # pragma: no cover raise Exception('Invalid RHS data type: %s' % type(value)) else: # pragma: no cover raise Exception('Invalid RHS type: %s' % type(rhs)) if not isinstance(series, DataFrame): series = DataFrame(series, dtype=float) return series # A little kludge so we can use this method for both # MovingOLS and MovingPanelOLS def _y_converter(y): y = y.values.squeeze() if y.ndim == 0: # pragma: no cover return np.array([y]) else: return y def f_stat_to_dict(result): f_stat, shape, p_value = result result = {} result['f-stat'] = f_stat result['DF X'] = shape[0] result['DF Resid'] = shape[1] result['p-value'] = p_value return result
gpl-3.0
ankurankan/scikit-learn
examples/cluster/plot_kmeans_digits.py
53
4524
""" =========================================================== A demo of K-Means clustering on the handwritten digits data =========================================================== In this example we compare the various initialization strategies for K-means in terms of runtime and quality of the results. As the ground truth is known here, we also apply different cluster quality metrics to judge the goodness of fit of the cluster labels to the ground truth. Cluster quality metrics evaluated (see :ref:`clustering_evaluation` for definitions and discussions of the metrics): =========== ======================================================== Shorthand full name =========== ======================================================== homo homogeneity score compl completeness score v-meas V measure ARI adjusted Rand index AMI adjusted mutual information silhouette silhouette coefficient =========== ======================================================== """ print(__doc__) from time import time import numpy as np import matplotlib.pyplot as plt from sklearn import metrics from sklearn.cluster import KMeans from sklearn.datasets import load_digits from sklearn.decomposition import PCA from sklearn.preprocessing import scale np.random.seed(42) digits = load_digits() data = scale(digits.data) n_samples, n_features = data.shape n_digits = len(np.unique(digits.target)) labels = digits.target sample_size = 300 print("n_digits: %d, \t n_samples %d, \t n_features %d" % (n_digits, n_samples, n_features)) print(79 * '_') print('% 9s' % 'init' ' time inertia homo compl v-meas ARI AMI silhouette') def bench_k_means(estimator, name, data): t0 = time() estimator.fit(data) print('% 9s %.2fs %i %.3f %.3f %.3f %.3f %.3f %.3f' % (name, (time() - t0), estimator.inertia_, metrics.homogeneity_score(labels, estimator.labels_), metrics.completeness_score(labels, estimator.labels_), metrics.v_measure_score(labels, estimator.labels_), metrics.adjusted_rand_score(labels, estimator.labels_), metrics.adjusted_mutual_info_score(labels, estimator.labels_), metrics.silhouette_score(data, estimator.labels_, metric='euclidean', sample_size=sample_size))) bench_k_means(KMeans(init='k-means++', n_clusters=n_digits, n_init=10), name="k-means++", data=data) bench_k_means(KMeans(init='random', n_clusters=n_digits, n_init=10), name="random", data=data) # in this case the seeding of the centers is deterministic, hence we run the # kmeans algorithm only once with n_init=1 pca = PCA(n_components=n_digits).fit(data) bench_k_means(KMeans(init=pca.components_, n_clusters=n_digits, n_init=1), name="PCA-based", data=data) print(79 * '_') ############################################################################### # Visualize the results on PCA-reduced data reduced_data = PCA(n_components=2).fit_transform(data) kmeans = KMeans(init='k-means++', n_clusters=n_digits, n_init=10) kmeans.fit(reduced_data) # Step size of the mesh. Decrease to increase the quality of the VQ. h = .02 # point in the mesh [x_min, m_max]x[y_min, y_max]. # Plot the decision boundary. For that, we will assign a color to each x_min, x_max = reduced_data[:, 0].min() + 1, reduced_data[:, 0].max() - 1 y_min, y_max = reduced_data[:, 1].min() + 1, reduced_data[:, 1].max() - 1 xx, yy = np.meshgrid(np.arange(x_min, x_max, h), np.arange(y_min, y_max, h)) # Obtain labels for each point in mesh. Use last trained model. Z = kmeans.predict(np.c_[xx.ravel(), yy.ravel()]) # Put the result into a color plot Z = Z.reshape(xx.shape) plt.figure(1) plt.clf() plt.imshow(Z, interpolation='nearest', extent=(xx.min(), xx.max(), yy.min(), yy.max()), cmap=plt.cm.Paired, aspect='auto', origin='lower') plt.plot(reduced_data[:, 0], reduced_data[:, 1], 'k.', markersize=2) # Plot the centroids as a white X centroids = kmeans.cluster_centers_ plt.scatter(centroids[:, 0], centroids[:, 1], marker='x', s=169, linewidths=3, color='w', zorder=10) plt.title('K-means clustering on the digits dataset (PCA-reduced data)\n' 'Centroids are marked with white cross') plt.xlim(x_min, x_max) plt.ylim(y_min, y_max) plt.xticks(()) plt.yticks(()) plt.show()
bsd-3-clause
nhejazi/scikit-learn
examples/neighbors/plot_regression.py
15
1402
""" ============================ Nearest Neighbors regression ============================ Demonstrate the resolution of a regression problem using a k-Nearest Neighbor and the interpolation of the target using both barycenter and constant weights. """ print(__doc__) # Author: Alexandre Gramfort <alexandre.gramfort@inria.fr> # Fabian Pedregosa <fabian.pedregosa@inria.fr> # # License: BSD 3 clause (C) INRIA # ############################################################################# # Generate sample data import numpy as np import matplotlib.pyplot as plt from sklearn import neighbors np.random.seed(0) X = np.sort(5 * np.random.rand(40, 1), axis=0) T = np.linspace(0, 5, 500)[:, np.newaxis] y = np.sin(X).ravel() # Add noise to targets y[::5] += 1 * (0.5 - np.random.rand(8)) # ############################################################################# # Fit regression model n_neighbors = 5 for i, weights in enumerate(['uniform', 'distance']): knn = neighbors.KNeighborsRegressor(n_neighbors, weights=weights) y_ = knn.fit(X, y).predict(T) plt.subplot(2, 1, i + 1) plt.scatter(X, y, c='k', label='data') plt.plot(T, y_, c='g', label='prediction') plt.axis('tight') plt.legend() plt.title("KNeighborsRegressor (k = %i, weights = '%s')" % (n_neighbors, weights)) plt.show()
bsd-3-clause
drewejohnson/drewtils
docs/conf.py
1
5093
#!/usr/bin/env python3 # -*- coding: utf-8 -*- # # drewtils documentation build configuration file, created by # sphinx-quickstart on Tue Dec 5 01:45:19 2017. # # This file is execfile()d with the current directory set to its # containing dir. # # Note that not all possible configuration values are present in this # autogenerated file. # # All configuration values have a default; values that are commented out # serve to show the default. # If extensions (or modules to document with autodoc) are in another directory, # add these directories to sys.path here. If the directory is relative to the # documentation root, use os.path.abspath to make it absolute, like shown here. # import os import sys sys.path.insert(0, os.path.abspath('../')) # -- General configuration ------------------------------------------------ # If your documentation needs a minimal Sphinx version, state it here. # # needs_sphinx = '1.0' # Add any Sphinx extension module names here, as strings. They can be # extensions coming with Sphinx (named 'sphinx.ext.*') or your custom # ones. extensions = ['sphinx.ext.autodoc', 'sphinx.ext.napoleon', 'sphinx.ext.doctest', 'sphinx.ext.intersphinx', 'sphinx.ext.coverage'] autodoc_default_options = {"members": True} # Add any paths that contain templates here, relative to this directory. templates_path = ['_templates'] # The suffix(es) of source filenames. # You can specify multiple suffix as a list of string: # # source_suffix = ['.rst', '.md'] source_suffix = '.rst' # The master toctree document. master_doc = 'index' # General information about the project. project = 'drewtils' copyright = '2017-2020, Andrew Johnson' author = 'Andrew Johnson' # The version info for the project you're documenting, acts as replacement for # |version| and |release|, also used in various other places throughout the # built documents. # # The short X.Y version. version = '0.2' # The full version, including alpha/beta/rc tags. release = '0.2.0' # The language for content autogenerated by Sphinx. Refer to documentation # for a list of supported languages. # # This is also used if you do content translation via gettext catalogs. # Usually you set "language" from the command line for these cases. language = None # List of patterns, relative to source directory, that match files and # directories to ignore when looking for source files. # This patterns also effect to html_static_path and html_extra_path exclude_patterns = ['_build', 'Thumbs.db', '.DS_Store'] # The name of the Pygments (syntax highlighting) style to use. pygments_style = 'sphinx' # If true, `todo` and `todoList` produce output, else they produce nothing. todo_include_todos = False # -- Options for HTML output ---------------------------------------------- # The theme to use for HTML and HTML Help pages. See the documentation for # a list of builtin themes. # html_theme = 'alabaster' # Theme options are theme-specific and customize the look and feel of a theme # further. For a list of options available for each theme, see the # documentation. # # html_theme_options = {} # Add any paths that contain custom static files (such as style sheets) here, # relative to this directory. They are copied after the builtin static files, # so a file named "default.css" will overwrite the builtin "default.css". html_static_path = ['_static'] # -- Options for HTMLHelp output ------------------------------------------ # Output file base name for HTML help builder. htmlhelp_basename = 'drewtilsdoc' # -- Options for LaTeX output --------------------------------------------- latex_elements = { # The paper size ('letterpaper' or 'a4paper'). # # 'papersize': 'letterpaper', # The font size ('10pt', '11pt' or '12pt'). # # 'pointsize': '10pt', # Additional stuff for the LaTeX preamble. # # 'preamble': '', # Latex figure (float) alignment # # 'figure_align': 'htbp', } # Grouping the document tree into LaTeX files. List of tuples # (source start file, target name, title, # author, documentclass [howto, manual, or own class]). latex_documents = [ (master_doc, 'drewtils.tex', 'drewtils Documentation', 'Andrew Johnson', 'manual'), ] # -- Options for manual page output --------------------------------------- # One entry per manual page. List of tuples # (source start file, name, description, authors, manual section). man_pages = [ (master_doc, 'drewtils', 'drewtils Documentation', [author], 1) ] # -- Options for Texinfo output ------------------------------------------- # Grouping the document tree into Texinfo files. List of tuples # (source start file, target name, title, author, # dir menu entry, description, category) texinfo_documents = [ (master_doc, 'drewtils', 'drewtils Documentation', author, 'drewtils', 'One line description of project.', 'Miscellaneous'), ] intersphinx_mapping = { 'python': ('https://docs.python.org/3.5', None), 'pandas': ('https://pandas.pydata.org/pandas-docs/stable/', None), }
mit
celiafish/VisTrails
vistrails/packages/tabledata/operations.py
2
28158
try: import numpy except ImportError: # pragma: no cover numpy = None import re from vistrails.core.modules.vistrails_module import ModuleError from .common import TableObject, Table, choose_column, choose_columns # FIXME use pandas? def utf8(obj): if isinstance(obj, bytes): return obj elif isinstance(obj, unicode): return obj.encode('utf-8') else: return bytes(obj) class JoinedTables(TableObject): def __init__(self, left_t, right_t, left_key_col, right_key_col, case_sensitive=False, always_prefix=False): self.left_t = left_t self.right_t = right_t self.left_key_col = left_key_col self.right_key_col = right_key_col self.case_sensitive = case_sensitive self.always_prefix = always_prefix self.build_column_names() self.compute_row_map() self.column_cache = {} self.rows = len(self.row_map) def build_column_names(self): left_name = self.left_t.name if left_name is None: left_name = "left" right_name = self.right_t.name if right_name is None: right_name = "right" def get_col_names(table, other, prefix): names = [] for i in xrange(table.columns): should_prefix = self.always_prefix if table.names is not None: n = table.names[i] else: n = "col %d" % i should_prefix = True if not should_prefix and other.names is not None: if n in other.names: should_prefix = True names.append("%s%s" % (prefix + "." if should_prefix else "", n)) return names self.names = (get_col_names(self.left_t, self.right_t, left_name) + get_col_names(self.right_t, self.left_t, right_name)) self.columns = len(self.names) def get_column(self, index, numeric=False): if (index, numeric) in self.column_cache: return self.column_cache[(index, numeric)] result = [] if index < self.left_t.columns: column = self.left_t.get_column(index, numeric) for i in xrange(self.left_t.rows): if i in self.row_map: result.append(column[i]) else: column = self.right_t.get_column(index - self.left_t.columns, numeric) for i in xrange(self.left_t.rows): if i in self.row_map: j = self.row_map[i] result.append(column[j]) if numeric and numpy is not None: result = numpy.array(result, dtype=numpy.float32) self.column_cache[(index, numeric)] = result return result def compute_row_map(self): def build_key_dict(table, key_col): column = table.get_column(key_col) if self.case_sensitive: key_dict = dict((utf8(val).strip(), i) for i, val in enumerate(column)) else: key_dict = dict((utf8(val).strip().upper(), i) for i, val in enumerate(column)) return key_dict right_keys = build_key_dict(self.right_t, self.right_key_col) self.row_map = {} for left_row_idx, key in enumerate( self.left_t.get_column(self.left_key_col)): key = utf8(key).strip() if not self.case_sensitive: key = key.upper() if key in right_keys: self.row_map[left_row_idx] = right_keys[key] class JoinTables(Table): """Joins data from two tables using equality of a pair of columns. This creates a table by combining the fields from the two tables. It will match the values in the two selected columns (one from each table). If a row from one of the table has a value for the selected field that doesn't exist in the other table, that row will not appear in the result (INNER JOIN semantics). """ _input_ports = [('left_table', 'Table'), ('right_table', 'Table'), ('left_column_idx', 'basic:Integer'), ('left_column_name', 'basic:String'), ('right_column_idx', 'basic:Integer'), ('right_column_name', 'basic:String'), ('case_sensitive', 'basic:Boolean', {"optional": True, "defaults": str(["False"])}), ('always_prefix', 'basic:Boolean', {"optional": True, "defaults": str(["False"])})] _output_ports = [('value', Table)] def compute(self): left_t = self.get_input('left_table') right_t = self.get_input('right_table') case_sensitive = self.get_input('case_sensitive') always_prefix = self.get_input('always_prefix') def get_column_idx(table, prefix): col_name_port = "%s_column_name" % prefix col_idx_port = '%s_column_idx' % prefix try: col_idx = choose_column( table.columns, column_names=table.names, name=self.force_get_input(col_name_port, None), index=self.force_get_input(col_idx_port, None)) except ValueError, e: raise ModuleError(self, e.message) return col_idx left_key_col = get_column_idx(left_t, "left") right_key_col = get_column_idx(right_t, "right") table = JoinedTables(left_t, right_t, left_key_col, right_key_col, case_sensitive, always_prefix) self.set_output('value', table) class ProjectedTable(TableObject): def __init__(self, table, col_idxs, col_names): self.table = table self.col_map = dict(enumerate(col_idxs)) self.columns = len(self.col_map) self.names = col_names def get_column(self, index, numeric=False): mapped_idx = self.col_map[index] return self.table.get_column(mapped_idx, numeric) @property def rows(self): return self.table.rows class ProjectTable(Table): """Build a table from the columns of another table. This allows you to restrict, reorder or rename the columns of a table. You can also duplicate columns by mentioning them several times. """ _input_ports = [("table", "Table"), ("column_names", "basic:List"), ("column_indexes", "basic:List"), ("new_column_names", "basic:List", {"optional": True})] _output_ports = [("value", Table)] def compute(self): table = self.get_input("table") try: indexes = choose_columns( table.columns, column_names=table.names, names=self.force_get_input('column_names', None), indexes=self.force_get_input('column_indexes', None)) except ValueError, e: raise ModuleError(self, e.message) if self.has_input('new_column_names'): column_names = self.get_input('new_column_names') if len(column_names) != len(indexes): raise ModuleError(self, "new_column_names was specified but doesn't " "have the right number of names") else: column_names = [] names = {} for i in indexes: name = table.names[i] if name in names: nb = names[name] names[name] += 1 name = '%s_%d' % (name, nb) else: names[name] = 1 column_names.append(name) projected_table = ProjectedTable(table, indexes, column_names) self.set_output("value", projected_table) class SelectFromTable(Table): """Builds a table from the rows of another table. This allows you to filter the records in a table according to a condition on a specific field. """ _input_ports = [('table', 'Table'), ('str_expr', 'basic:String,basic:String,basic:String', {'entry_types': "['default','enum','default']", 'values': "[[], ['==', '!=', '=~'], []]"}), ('float_expr', 'basic:String,basic:String,basic:Float', {'entry_types': "['default','enum','default']", 'values': "[[], ['==', '!=', '<', '>', '<=', '>='], []]"})] _output_ports = [('value', Table)] @staticmethod def make_condition(comparand, comparer): if isinstance(comparand, float): with_cast = lambda f: lambda v: f(float(v)) else: with_cast = lambda f: f if comparer == '==': return with_cast(lambda v: v == comparand) elif comparer == '!=': return with_cast(lambda v: v != comparand) elif comparer == '<': return with_cast(lambda v: v < comparand) elif comparer == '>': return with_cast(lambda v: v > comparand) elif comparer == '<=': return with_cast(lambda v: v <= comparand) elif comparer == '>=': return with_cast(lambda v: v >= comparand) elif comparer == '=~': regex = re.compile(comparand) return regex.search else: raise ValueError("Invalid comparison operator %r" % comparer) def compute(self): table = self.get_input('table') if self.has_input('str_expr'): (col, comparer, comparand) = self.get_input('str_expr') elif self.has_input('float_expr'): (col, comparer, comparand) = self.get_input('float_expr') else: raise ModuleError(self, "Must have some expression") try: idx = int(col) except ValueError: try: idx = table.names.index(col) except ValueError: raise ModuleError(self, "No column %r" % col) else: if idx < 0 or idx >= table.columns: raise ModuleError(self, "No column %d, table only has %d columns" % ( idx, table.columns)) condition = self.make_condition(comparand, comparer) numeric = isinstance(comparand, float) column = table.get_column(idx, numeric) matched_rows = [i for i, col_val in enumerate(column) if condition(col_val)] columns = [] for col in xrange(table.columns): column = table.get_column(col) columns.append([column[row] for row in matched_rows]) selected_table = TableObject(columns, len(matched_rows), table.names) self.set_output('value', selected_table) class AggregatedTable(TableObject): def __init__(self, table, op, col, group_col): self.table = table self.op = op self.col = col self.group_col = group_col self.build_map() def build_map(self): agg_map = {} for i, val in enumerate(self.table.get_column(self.group_col)): if val in agg_map: agg_map[val].append(i) else: agg_map[val] = [i] self.agg_rows = [(min(rows), rows) for rows in agg_map.itervalues()] self.agg_rows.sort() self.rows = len(self.agg_rows) self.columns = 2 if self.table.names is not None: self.names = [self.table.names[self.group_col], self.table.names[self.col]] def get_column(self, index, numeric=False): def average(value_iter): # value_iter can only be used once sum = 0 count = 0 for count, v in enumerate(value_iter): sum += v return sum / (count+1) op_map = {'sum': sum, 'average': average, 'min': min, 'max': max} if index == 0: col = self.table.get_column(self.group_col, numeric) return [col[x[0]] for x in self.agg_rows] else: if self.op == 'count': return [len(x[1]) for x in self.agg_rows] elif self.op in op_map: col = self.table.get_column(self.col, True) return [op_map[self.op](col[idx] for idx in x[1]) for x in self.agg_rows] else: raise ValueError('Unknown operation: "%s"' % self.op) class AggregateColumn(Table): _input_ports = [('table', 'Table'), ('op', 'basic:String', {'entry_types': "['enum']", 'values': "[['sum', 'count', 'average', 'min', 'max']]"}), ('column_name', 'basic:String'), ('column_index', 'basic:Integer'), ('group_by_name', 'basic:String'), ('group_by_index', 'basic:Integer')] _output_ports = [('value', 'Table')] def compute(self): table = self.get_input('table') op = self.get_input('op') column_name = self.force_get_input('column_name', None) column_index = self.force_get_input('column_index', None) col_idx = choose_column(table.columns, column_names=table.names, name=column_name, index=column_index) group_by_name = self.force_get_input('group_by_name', None) group_by_index = self.force_get_input('group_by_index', None) gb_idx = choose_column(table.columns, column_names=table.names, name=group_by_name, index=group_by_index) res_table = AggregatedTable(table, op, col_idx, gb_idx) self.set_output('value', res_table) _modules = [JoinTables, ProjectTable, SelectFromTable, AggregateColumn] ############################################################################### import unittest from vistrails.tests.utils import execute, intercept_result from .identifiers import identifier class TestJoin(unittest.TestCase): def test_join(self): """Test joining tables that have column names. """ with intercept_result(JoinTables, 'value') as results: self.assertFalse(execute([ ('BuildTable', identifier, [ ('id', [('List', repr([1, '2', 4, 5]))]), ('A_name', [('List', repr(['one', 2, 'four', 'five'])), ]), ]), ('BuildTable', identifier, [ ('B_age', [('List', repr([14, 50, '12', 22])), ]), ('id', [('List', repr(['1', 2, 3, 5]))]), ]), ('JoinTables', identifier, [ ('left_column_idx', [('Integer', '0')]), ('right_column_name', [('String', 'id')]), ('right_column_idx', [('Integer', '1')]), ]), ], [ (0, 'value', 2, 'left_table'), (1, 'value', 2, 'right_table'), ], add_port_specs=[ (0, 'input', 'id', 'org.vistrails.vistrails.basic:List'), (0, 'input', 'A_name', 'org.vistrails.vistrails.basic:List'), (1, 'input', 'B_age', 'org.vistrails.vistrails.basic:List'), (1, 'input', 'id', 'org.vistrails.vistrails.basic:List'), ])) self.assertEqual(len(results), 1) table, = results self.assertEqual(table.names, ['left.id', 'A_name', 'B_age', 'right.id']) self.assertEqual(table.get_column(0, False), [1, '2', 5]) l = table.get_column(0, True) self.assertIsInstance(l, numpy.ndarray) self.assertEqual(list(l), [1, 2, 5]) self.assertEqual(table.get_column(3, False), ['1', 2, 5]) l = table.get_column(3, True) self.assertIsInstance(l, numpy.ndarray) self.assertEqual(list(l), [1, 2, 5]) self.assertEqual(table.get_column(1, False), ['one', 2, 'five']) self.assertEqual(list(table.get_column(2, True)), [14, 50, 22]) def test_noname(self): """Tests joining tables that have no column names. """ with intercept_result(JoinTables, 'value') as results: self.assertFalse(execute([ ('WriteFile', 'org.vistrails.vistrails.basic', [ ('in_value', [('String', '1;one\n2;2\n4;four\n' '5;five')]), ]), ('read|CSVFile', identifier, [ ('delimiter', [('String', ';')]), ('header_present', [('Boolean', 'False')]), ('sniff_header', [('Boolean', 'False')]), ]), ('WriteFile', 'org.vistrails.vistrails.basic', [ ('in_value', [('String', '14;1\n50;2\n12;3\n22;5\n')]), ]), ('read|CSVFile', identifier, [ ('delimiter', [('String', ';')]), ('header_present', [('Boolean', 'False')]), ('sniff_header', [('Boolean', 'False')]), ]), ('JoinTables', identifier, [ ('left_column_idx', [('Integer', '0')]), ('right_column_idx', [('Integer', '1')]), ]), ], [ (0, 'out_value', 1, 'file'), (2, 'out_value', 3, 'file'), (1, 'value', 4, 'left_table'), (3, 'value', 4, 'right_table'), ])) self.assertEqual(len(results), 1) table, = results self.assertEqual(table.names, ['left.col 0', 'left.col 1', 'right.col 0', 'right.col 1']) self.assertEqual(table.get_column(0, False), ['1', '2', '5']) self.assertEqual(table.get_column(1, False), ['one', '2', 'five']) class TestProjection(unittest.TestCase): def do_project(self, project_functions, error=None): with intercept_result(ProjectTable, 'value') as results: errors = execute([ ('BuildTable', identifier, [ ('letters', [('List', repr(['a', 'b', 'c', 'd']))]), ('numbers', [('List', repr([1, 2, 3, '4']))]), ('cardinals', [('List', repr(['one', 'two', 'three', 'four']))]), ('ordinals', [('List', repr(['first', 'second', 'third', 'fourth']))]) ]), ('ProjectTable', identifier, project_functions), ], [ (0, 'value', 1, 'table'), ], add_port_specs=[ (0, 'input', 'letters', 'org.vistrails.vistrails.basic:List'), (0, 'input', 'numbers', 'org.vistrails.vistrails.basic:List'), (0, 'input', 'cardinals', 'org.vistrails.vistrails.basic:List'), (0, 'input', 'ordinals', 'org.vistrails.vistrails.basic:List'), ]) if error is not None: self.assertEqual([1], errors.keys()) self.assertIn(error, errors[1].message) return None else: self.assertFalse(errors) self.assertEqual(len(results), 1) return results[0] def test_column_numbers(self): """Projects using column numbers. """ self.do_project([ ('column_indexes', [('List', '[0, 4, 1, 0]')]), ], 'table only has 4 columns') result = self.do_project([ ('column_indexes', [('List', '[0, 3, 1, 0]')]), ]) self.assertEqual(result.names, ['letters', 'ordinals', 'numbers', 'letters_1']) self.assertEqual(result.get_column(0, False), ['a', 'b', 'c', 'd']) self.assertEqual(list(result.get_column(2, True)), [1, 2, 3, 4]) self.assertEqual(result.get_column(3, False), ['a', 'b', 'c', 'd']) def test_column_numbers_rename(self): """Projects and rename columns, using column numbers. """ self.do_project([ ('column_indexes', [('List', '[0, 3, 1, 0]')]), ('new_column_names', [('List', '["a", "b", "c"]')]) ], "doesn't have the right number of names") result = self.do_project([ ('column_indexes', [('List', '[0, 3, 1, 0]')]), ('new_column_names', [('List', '["a", "b", "c", "d"]')]), ]) self.assertEqual(result.names, ['a', 'b', 'c', 'd']) def test_column_names(self): """Projects using column names. """ self.do_project([ ('column_names', [('List', repr(['letters', 'crackers']))]), ], "not found: 'crackers'") self.do_project([ ('column_names', [('List', repr(['letters', 'ordinals']))]), ('column_indexes', [('List', '[0, 2]')]), ], "they don't agree") self.do_project([ ('column_names', [('List', repr(['letters', 'ordinals']))]), ('column_indexes', [('List', '[0, 3]')]), ]) result = self.do_project([ ('column_names', [('List', repr(['letters', 'ordinals', 'letters']))]), ]) self.assertEqual(result.names, ['letters', 'ordinals', 'letters_1']) class TestSelect(unittest.TestCase): def do_select(self, select_functions, error=None): with intercept_result(SelectFromTable, 'value') as results: errors = execute([ ('WriteFile', 'org.vistrails.vistrails.basic', [ ('in_value', [('String', '22;a;T;abaab\n' '43;b;F;aabab\n' '-7;d;T;abbababb\n' '500;e;F;aba abacc')]), ]), ('read|CSVFile', identifier, [ ('delimiter', [('String', ';')]), ('header_present', [('Boolean', 'False')]), ('sniff_header', [('Boolean', 'False')]), ]), ('SelectFromTable', identifier, select_functions), ], [ (0, 'out_value', 1, 'file'), (1, 'value', 2, 'table'), ]) if error is not None: self.assertEqual([2], errors.keys()) self.assertIn(error, errors[2].message) return None else: self.assertFalse(errors) self.assertEqual(len(results), 1) return results[0] def test_numeric(self): """Selects using the 'less-than' condition. """ self.do_select([ ('float_expr', [('String', '6'), ('String', '<='), ('Float', '42.0')]), ], "table only has 4 columns") table = self.do_select([ ('float_expr', [('String', '0'), ('String', '<='), ('Float', '42.0')]), ]) l = table.get_column(0, True) self.assertIsInstance(l, numpy.ndarray) self.assertEqual(list(l), [22, -7]) self.assertEqual(table.get_column(1, False), ['a', 'd']) def test_text(self): """Selects using the 'equal' condition. """ table = self.do_select([ ('str_expr', [('String', '2'), ('String', '=='), ('String', 'T')]) ]) self.assertEqual(table.get_column(0, False), ['22', '-7']) def test_regex(self): """Selects using the 'regex-match' condition. """ table = self.do_select([ ('str_expr', [('String', '3'), ('String', '=~'), ('String', r'([ab])\1')]), ]) self.assertEqual(table.get_column(0, False), ['22', '43', '-7']) class TestAggregate(unittest.TestCase): def do_aggregate(self, agg_functions): with intercept_result(AggregateColumn, 'value') as results: errors = execute([ ('WriteFile', 'org.vistrails.vistrails.basic', [ ('in_value', [('String', '22;a;T;100\n' '43;b;F;3\n' '-7;d;T;41\n' '500;e;F;21\n' '20;a;T;1\n' '43;b;F;23\n' '21;a;F;41\n')]), ]), ('read|CSVFile', identifier, [ ('delimiter', [('String', ';')]), ('header_present', [('Boolean', 'False')]), ('sniff_header', [('Boolean', 'False')]), ]), ('AggregateColumn', identifier, agg_functions), ], [ (0, 'out_value', 1, 'file'), (1, 'value', 2, 'table'), ]) self.assertFalse(errors) self.assertEqual(len(results), 1) return results[0] def test_aggregate_sum(self): table = self.do_aggregate([('op', [('String', 'sum')]), ('column_index', [('Integer', '0')]), ('group_by_index', [('Integer', '1')])]) self.assertEqual(table.get_column(0, False), ['a', 'b', 'd', 'e']) self.assertEqual(table.get_column(1, True), [63, 86, -7, 500]) def test_aggregate_avg(self): table = self.do_aggregate([('op', [('String', 'average')]), ('column_index', [('Integer', '3')]), ('group_by_index', [('Integer', '2')])]) self.assertEqual(table.get_column(0, False), ['T', 'F']) second_col = list(table.get_column(1, True)) self.assertAlmostEqual(second_col[0], 47.3333333333333) self.assertAlmostEqual(second_col[1], 22.0) def test_aggregate_min(self): table = self.do_aggregate([('op', [('String', 'min')]), ('column_index', [('Integer', '0')]), ('group_by_index', [('Integer', '2')])]) self.assertEqual(table.get_column(0, False), ['T', 'F']) self.assertEqual(table.get_column(1, True), [-7, 21])
bsd-3-clause
google-research/google-research
ledge/utils.py
1
2167
# coding=utf-8 # Copyright 2021 The Google Research 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. import tensorflow.compat.v1 as tf from matplotlib import pyplot as plt plt.rcParams.update({'font.size': 13}) import numpy as np def graphBatch(lines, filename, labels=None, ylim=None, title=None): """Plots several lines or Tensors on several figures. Each figure is written to its own png file. Every figure must have the same number of lines. It's common to have just one figure. Args: lines: (list of points) A list of lines to be drawn on the figure. Each "points" is itself a list of y-values for that line. filename: (str) Output file name. labels: (list of str) labels[i] is the legend label for lines[i]. If omitted, there is no legend. Returns: None """ color_list = ['blue', 'orange', 'purple', 'pink', 'cyan', 'red', 'yellow', 'magenta', 'teal'] x_values = range(len(lines[0])) fig, ax = plt.subplots() axes = plt.gca() axes.set_ylim(ylim) for l in range(len(lines)): assert len(lines[l]) == len(lines[0]) ax.plot(x_values, lines[l], label = None if not labels else labels[l], color=color_list[l % len(color_list)], marker='', linestyle='-') ax.grid() plt.title(title) if labels: ax.legend(loc='upper center', bbox_to_anchor=(0.5, -0.1), shadow=False, ncol=3, numpoints=1, fontsize=10) ax.axes.xaxis.set_ticklabels([]) ax.axes.yaxis.set_ticklabels([]) plt.grid(True) with tf.io.gfile.GFile(filename, 'wb') as f: plt.savefig(f, bbox_inches='tight', pad_inches=0) print('wrote figure', filename) plt.close()
apache-2.0
google/intelligent_annotation_dialogs
detector.py
1
2744
# Copyright 2017 Google 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 # # https://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. # ============================================================================== """The module that keeps and operates with detector's output. """ from __future__ import absolute_import from __future__ import division from __future__ import print_function import numpy as np class Detector(object): """Keeps the detections and gets proposals for a given image-label pairs.""" def __init__(self, detections, predictive_fields): """Initialisation of the detector. Args: detections: pandas dataframe with detections predictive_fields: list of features that will be used by IAD """ self.predictive_fields = predictive_fields # We need to search in detection many times, sort them to make it faster self.detections = detections.sort_values('image_id') self.detections_nparray = self.detections.values[:, 0] def get_box_proposals(self, image_id, class_id): """Gets a list of proposals for a given image and class. Args: image_id: image id for verification, str class_id: class id for verification, int64 Returns: coordinates: of all box proposals, pandas dataframe with columns 'xmin', 'xmax', 'ymin', 'ymax' features: corresponding to coordinates, pandas dataframe with columns stated in predictive fields """ # as the images_id are sorted, # let's find the first and last occurrence of image_id # that will define the possible search range for proposals in1 = np.searchsorted(self.detections_nparray, image_id, side='left') in2 = np.searchsorted(self.detections_nparray, image_id, side='right') subset2search = self.detections.iloc[in1:in2] # now in this range find all class_ids all_proposals = subset2search[subset2search['class_id'] == class_id] all_proposals_sorted = all_proposals.sort_values(['prediction_score'], ascending=0) # features of the boxes correcponding to image_id, class_id features = all_proposals_sorted[self.predictive_fields] coordinates = all_proposals_sorted[['xmin', 'xmax', 'ymin', 'ymax']] return coordinates, features
apache-2.0
Jacobsolawetz/trading-with-python
sandbox/spreadCalculations.py
78
1496
''' Created on 28 okt 2011 @author: jev ''' from tradingWithPython import estimateBeta, Spread, returns, Portfolio, readBiggerScreener from tradingWithPython.lib import yahooFinance from pandas import DataFrame, Series import numpy as np import matplotlib.pyplot as plt import os symbols = ['SPY','IWM'] y = yahooFinance.HistData('temp.csv') y.startDate = (2007,1,1) df = y.loadSymbols(symbols,forceDownload=False) #df = y.downloadData(symbols) res = readBiggerScreener('CointPairs.csv') #---check with spread scanner #sp = DataFrame(index=symbols) # #sp['last'] = df.ix[-1,:] #sp['targetCapital'] = Series({'SPY':100,'IWM':-100}) #sp['targetShares'] = sp['targetCapital']/sp['last'] #print sp #The dollar-neutral ratio is about 1 * IWM - 1.7 * IWM. You will get the spread = zero (or probably very near zero) #s = Spread(symbols, histClose = df) #print s #s.value.plot() #print 'beta (returns)', estimateBeta(df[symbols[0]],df[symbols[1]],algo='returns') #print 'beta (log)', estimateBeta(df[symbols[0]],df[symbols[1]],algo='log') #print 'beta (standard)', estimateBeta(df[symbols[0]],df[symbols[1]],algo='standard') #p = Portfolio(df) #p.setShares([1, -1.7]) #p.value.plot() quote = yahooFinance.getQuote(symbols) print quote s = Spread(symbols,histClose=df, estimateBeta = False) s.setLast(quote['last']) s.setShares(Series({'SPY':1,'IWM':-1.7})) print s #s.value.plot() #s.plot() fig = figure(2) s.plot()
bsd-3-clause
cybernet14/scikit-learn
examples/covariance/plot_mahalanobis_distances.py
348
6232
r""" ================================================================ Robust covariance estimation and Mahalanobis distances relevance ================================================================ An example to show covariance estimation with the Mahalanobis distances on Gaussian distributed data. For Gaussian distributed data, the distance of an observation :math:`x_i` to the mode of the distribution can be computed using its Mahalanobis distance: :math:`d_{(\mu,\Sigma)}(x_i)^2 = (x_i - \mu)'\Sigma^{-1}(x_i - \mu)` where :math:`\mu` and :math:`\Sigma` are the location and the covariance of the underlying Gaussian distribution. In practice, :math:`\mu` and :math:`\Sigma` are replaced by some estimates. The usual covariance maximum likelihood estimate is very sensitive to the presence of outliers in the data set and therefor, the corresponding Mahalanobis distances are. One would better have to use a robust estimator of covariance to guarantee that the estimation is resistant to "erroneous" observations in the data set and that the associated Mahalanobis distances accurately reflect the true organisation of the observations. The Minimum Covariance Determinant estimator is a robust, high-breakdown point (i.e. it can be used to estimate the covariance matrix of highly contaminated datasets, up to :math:`\frac{n_\text{samples}-n_\text{features}-1}{2}` outliers) estimator of covariance. The idea is to find :math:`\frac{n_\text{samples}+n_\text{features}+1}{2}` observations whose empirical covariance has the smallest determinant, yielding a "pure" subset of observations from which to compute standards estimates of location and covariance. The Minimum Covariance Determinant estimator (MCD) has been introduced by P.J.Rousseuw in [1]. This example illustrates how the Mahalanobis distances are affected by outlying data: observations drawn from a contaminating distribution are not distinguishable from the observations coming from the real, Gaussian distribution that one may want to work with. Using MCD-based Mahalanobis distances, the two populations become distinguishable. Associated applications are outliers detection, observations ranking, clustering, ... For visualization purpose, the cubic root of the Mahalanobis distances are represented in the boxplot, as Wilson and Hilferty suggest [2] [1] P. J. Rousseeuw. Least median of squares regression. J. Am Stat Ass, 79:871, 1984. [2] Wilson, E. B., & Hilferty, M. M. (1931). The distribution of chi-square. Proceedings of the National Academy of Sciences of the United States of America, 17, 684-688. """ print(__doc__) import numpy as np import matplotlib.pyplot as plt from sklearn.covariance import EmpiricalCovariance, MinCovDet n_samples = 125 n_outliers = 25 n_features = 2 # generate data gen_cov = np.eye(n_features) gen_cov[0, 0] = 2. X = np.dot(np.random.randn(n_samples, n_features), gen_cov) # add some outliers outliers_cov = np.eye(n_features) outliers_cov[np.arange(1, n_features), np.arange(1, n_features)] = 7. X[-n_outliers:] = np.dot(np.random.randn(n_outliers, n_features), outliers_cov) # fit a Minimum Covariance Determinant (MCD) robust estimator to data robust_cov = MinCovDet().fit(X) # compare estimators learnt from the full data set with true parameters emp_cov = EmpiricalCovariance().fit(X) ############################################################################### # Display results fig = plt.figure() plt.subplots_adjust(hspace=-.1, wspace=.4, top=.95, bottom=.05) # Show data set subfig1 = plt.subplot(3, 1, 1) inlier_plot = subfig1.scatter(X[:, 0], X[:, 1], color='black', label='inliers') outlier_plot = subfig1.scatter(X[:, 0][-n_outliers:], X[:, 1][-n_outliers:], color='red', label='outliers') subfig1.set_xlim(subfig1.get_xlim()[0], 11.) subfig1.set_title("Mahalanobis distances of a contaminated data set:") # Show contours of the distance functions xx, yy = np.meshgrid(np.linspace(plt.xlim()[0], plt.xlim()[1], 100), np.linspace(plt.ylim()[0], plt.ylim()[1], 100)) zz = np.c_[xx.ravel(), yy.ravel()] mahal_emp_cov = emp_cov.mahalanobis(zz) mahal_emp_cov = mahal_emp_cov.reshape(xx.shape) emp_cov_contour = subfig1.contour(xx, yy, np.sqrt(mahal_emp_cov), cmap=plt.cm.PuBu_r, linestyles='dashed') mahal_robust_cov = robust_cov.mahalanobis(zz) mahal_robust_cov = mahal_robust_cov.reshape(xx.shape) robust_contour = subfig1.contour(xx, yy, np.sqrt(mahal_robust_cov), cmap=plt.cm.YlOrBr_r, linestyles='dotted') subfig1.legend([emp_cov_contour.collections[1], robust_contour.collections[1], inlier_plot, outlier_plot], ['MLE dist', 'robust dist', 'inliers', 'outliers'], loc="upper right", borderaxespad=0) plt.xticks(()) plt.yticks(()) # Plot the scores for each point emp_mahal = emp_cov.mahalanobis(X - np.mean(X, 0)) ** (0.33) subfig2 = plt.subplot(2, 2, 3) subfig2.boxplot([emp_mahal[:-n_outliers], emp_mahal[-n_outliers:]], widths=.25) subfig2.plot(1.26 * np.ones(n_samples - n_outliers), emp_mahal[:-n_outliers], '+k', markeredgewidth=1) subfig2.plot(2.26 * np.ones(n_outliers), emp_mahal[-n_outliers:], '+k', markeredgewidth=1) subfig2.axes.set_xticklabels(('inliers', 'outliers'), size=15) subfig2.set_ylabel(r"$\sqrt[3]{\rm{(Mahal. dist.)}}$", size=16) subfig2.set_title("1. from non-robust estimates\n(Maximum Likelihood)") plt.yticks(()) robust_mahal = robust_cov.mahalanobis(X - robust_cov.location_) ** (0.33) subfig3 = plt.subplot(2, 2, 4) subfig3.boxplot([robust_mahal[:-n_outliers], robust_mahal[-n_outliers:]], widths=.25) subfig3.plot(1.26 * np.ones(n_samples - n_outliers), robust_mahal[:-n_outliers], '+k', markeredgewidth=1) subfig3.plot(2.26 * np.ones(n_outliers), robust_mahal[-n_outliers:], '+k', markeredgewidth=1) subfig3.axes.set_xticklabels(('inliers', 'outliers'), size=15) subfig3.set_ylabel(r"$\sqrt[3]{\rm{(Mahal. dist.)}}$", size=16) subfig3.set_title("2. from robust estimates\n(Minimum Covariance Determinant)") plt.yticks(()) plt.show()
bsd-3-clause
omnisis/trading-with-python
cookbook/reconstructVXX/reconstructVXX.py
77
3574
# -*- coding: utf-8 -*- """ Reconstructing VXX from futures data author: Jev Kuznetsov License : BSD """ from __future__ import division from pandas import * import numpy as np import os class Future(object): """ vix future class, used to keep data structures simple """ def __init__(self,series,code=None): """ code is optional, example '2010_01' """ self.series = series.dropna() # price data self.settleDate = self.series.index[-1] self.dt = len(self.series) # roll period (this is default, should be recalculated) self.code = code # string code 'YYYY_MM' def monthNr(self): """ get month nr from the future code """ return int(self.code.split('_')[1]) def dr(self,date): """ days remaining before settlement, on a given date """ return(sum(self.series.index>date)) def price(self,date): """ price on a date """ return self.series.get_value(date) def returns(df): """ daily return """ return (df/df.shift(1)-1) def recounstructVXX(): """ calculate VXX returns needs a previously preprocessed file vix_futures.csv """ dataDir = os.path.expanduser('~')+'/twpData' X = DataFrame.from_csv(dataDir+'/vix_futures.csv') # raw data table # build end dates list & futures classes futures = [] codes = X.columns endDates = [] for code in codes: f = Future(X[code],code=code) print code,':', f.settleDate endDates.append(f.settleDate) futures.append(f) endDates = np.array(endDates) # set roll period of each future for i in range(1,len(futures)): futures[i].dt = futures[i].dr(futures[i-1].settleDate) # Y is the result table idx = X.index Y = DataFrame(index=idx, columns=['first','second','days_left','w1','w2', 'ret','30days_avg']) # W is the weight matrix W = DataFrame(data = np.zeros(X.values.shape),index=idx,columns = X.columns) # for VXX calculation see http://www.ipathetn.com/static/pdf/vix-prospectus.pdf # page PS-20 for date in idx: i =np.nonzero(endDates>=date)[0][0] # find first not exprired future first = futures[i] # first month futures class second = futures[i+1] # second month futures class dr = first.dr(date) # number of remaining dates in the first futures contract dt = first.dt #number of business days in roll period W.set_value(date,codes[i],100*dr/dt) W.set_value(date,codes[i+1],100*(dt-dr)/dt) # this is all just debug info p1 = first.price(date) p2 = second.price(date) w1 = 100*dr/dt w2 = 100*(dt-dr)/dt Y.set_value(date,'first',p1) Y.set_value(date,'second',p2) Y.set_value(date,'days_left',first.dr(date)) Y.set_value(date,'w1',w1) Y.set_value(date,'w2',w2) Y.set_value(date,'30days_avg',(p1*w1+p2*w2)/100) valCurr = (X*W.shift(1)).sum(axis=1) # value on day N valYest = (X.shift(1)*W.shift(1)).sum(axis=1) # value on day N-1 Y['ret'] = valCurr/valYest-1 # index return on day N return Y ##-------------------Main script--------------------------- if __name__=="__main__": Y = recounstructVXX() print Y.head(30)# Y.to_csv('reconstructedVXX.csv')
bsd-3-clause
jseabold/statsmodels
statsmodels/datasets/stackloss/data.py
4
1852
"""Stack loss data""" from statsmodels.datasets import utils as du __docformat__ = 'restructuredtext' COPYRIGHT = """This is public domain. """ TITLE = __doc__ SOURCE = """ Brownlee, K. A. (1965), "Statistical Theory and Methodology in Science and Engineering", 2nd edition, New York:Wiley. """ DESCRSHORT = """Stack loss plant data of Brownlee (1965)""" DESCRLONG = """The stack loss plant data of Brownlee (1965) contains 21 days of measurements from a plant's oxidation of ammonia to nitric acid. The nitric oxide pollutants are captured in an absorption tower.""" NOTE = """:: Number of Observations - 21 Number of Variables - 4 Variable name definitions:: STACKLOSS - 10 times the percentage of ammonia going into the plant that escapes from the absoroption column AIRFLOW - Rate of operation of the plant WATERTEMP - Cooling water temperature in the absorption tower ACIDCONC - Acid concentration of circulating acid minus 50 times 10. """ def load(as_pandas=None): """ Load the stack loss data and returns a Dataset class instance. Parameters ---------- as_pandas : bool Flag indicating whether to return pandas DataFrames and Series or numpy recarrays and arrays. If True, returns pandas. Returns ------- Dataset See DATASET_PROPOSAL.txt for more information. """ return du.as_numpy_dataset(load_pandas(), as_pandas=as_pandas) def load_pandas(): """ Load the stack loss data and returns a Dataset class instance. Returns ------- Dataset See DATASET_PROPOSAL.txt for more information. """ data = _get_data() return du.process_pandas(data, endog_idx=0) def _get_data(): return du.load_csv(__file__, 'stackloss.csv').astype(float)
bsd-3-clause
aditipawde/TimeTable1
TimeTable1/try (copy).py
1
3163
import dataAccessSQLAlchemy as da import pandas as pd import random import numpy as np print("welcome"); f_join_subject_subjectClassTeacher = da.execquery('select s.subjectId, subjectShortName, totalHrs, eachSlot, c.classId, teacherId from subject s, subjectClassTeacher c where s.subjectId = c.subjectId;') f_join_subject_subjectClassTeacher.insert(5,'batchId','-') f_join_subject_subjectClassTeacher.insert(6,'category','T') #T for theory #f_join_subject_subjectClassTeacher.rename(columns={'classId':'classOrBatchId'}, inplace=True) f_join_subject_subjectBatchTeacher = da.execquery('select s.subjectId, subjectShortName, totalHrs, eachSlot, sbt.batchId, bc.classId, teacherId from subject s, subjectBatchTeacher sbt, batchClass bc where s.subjectId = sbt.subjectId AND sbt.batchId = bc.batchId;') f_join_subject_subjectBatchTeacher.insert(6,'category','L') #L for Lab #f_join_subject_subjectBatchTeacher.rename(columns={'batchId':'classOrBatchId'}, inplace=True) f_subjectBatchClassTeacher = pd.concat([f_join_subject_subjectClassTeacher, f_join_subject_subjectBatchTeacher]) print(f_subjectBatchClassTeacher) #x = f_subject.join(f_subjectBatchTeacher.set_index('subjectId'), on='subjectId') x=f_subjectBatchClassTeacher x=x.reset_index() x.to_csv("x.csv") totallectures_list = (x['totalHrs'] / x['eachSlot']) # Create empty dataframe to save all the requirements req_all = pd.DataFrame(index=range(int(totallectures_list.sum())), columns=list(x)) j = 0 for i in range(len(req_all)): if((x.iloc[j]['totalHrs']/x.iloc[j]['eachSlot'])>0): req_all.loc[[i]] = x.iloc[[j]].values x.set_value(j,'totalHrs', x.loc[j]['totalHrs'] - x.loc[j]['eachSlot']) if (x.iloc[j]['totalHrs'] == 0): j = j + 1 #print(req_all) req_all.to_csv("req_all.csv") #These values need to be calculated from the database n_classes=14 n_days=5 n_slots=10 n_maxlecsperslot=4 timetable_np = np.empty((n_classes, n_days, n_slots, n_maxlecsperslot))*np.nan #print(timetable_np) for c in (set(req_all.classId)): #First take one class #print(c) #http://stackoverflow.com/questions/17071871/select-rows-from-a-dataframe-based-on-values-in-a-column-in-pandas req_forgivenclass=req_all.loc[req_all['classId'] == c] #List all the requirements for that class in req_forgivenclass #print(req_forgivenclass) #print(set(req_forgivenclass.index)) #These are the indices of the requirements for this class for req in set(req_forgivenclass.index): #Schedule each of these requirements notassigned = 1 while(notassigned==1): #Keep on scheduling till not found r_day=random.randint(0,n_days-1) r_slot = random.randint(0, n_slots-1) r_lecnumber=random.randint(0,n_maxlecsperslot-1) if(np.isnan(np.sum(timetable_np[c,r_day,r_slot,r_lecnumber]))): #Check if that slot is empty, this way of using np.isnan is the fastest way of doing so timetable_np[c,r_day,r_slot,r_lecnumber]=req notassigned=0 arr_2d = timetable_np.reshape(70,40) print(arr_2d) pd.DataFrame(arr_2d).to_csv('tt_2d') read_arr_2d = #print(timetable_np[c,:,:,:])
lgpl-3.0
rabernat/xray
xarray/core/coordinates.py
1
9856
from __future__ import absolute_import from __future__ import division from __future__ import print_function from collections import Mapping from contextlib import contextmanager import pandas as pd from . import formatting from .utils import Frozen from .merge import ( merge_coords, expand_and_merge_variables, merge_coords_for_inplace_math) from .pycompat import OrderedDict class AbstractCoordinates(Mapping, formatting.ReprMixin): def __getitem__(self, key): raise NotImplementedError def __setitem__(self, key, value): self.update({key: value}) @property def indexes(self): return self._data.indexes @property def variables(self): raise NotImplementedError def _update_coords(self, coords): raise NotImplementedError def __iter__(self): # needs to be in the same order as the dataset variables for k in self.variables: if k in self._names: yield k def __len__(self): return len(self._names) def __contains__(self, key): return key in self._names def __unicode__(self): return formatting.coords_repr(self) @property def dims(self): return self._data.dims def to_index(self, ordered_dims=None): """Convert all index coordinates into a :py:class:`pandas.Index`. Parameters ---------- ordered_dims : sequence, optional Possibly reordered version of this object's dimensions indicating the order in which dimensions should appear on the result. Returns ------- pandas.Index Index subclass corresponding to the outer-product of all dimension coordinates. This will be a MultiIndex if this object is has more than more dimension. """ if ordered_dims is None: ordered_dims = self.dims elif set(ordered_dims) != set(self.dims): raise ValueError('ordered_dims must match dims, but does not: ' '{} vs {}'.format(ordered_dims, self.dims)) if len(ordered_dims) == 0: raise ValueError('no valid index for a 0-dimensional object') elif len(ordered_dims) == 1: (dim,) = ordered_dims return self._data.get_index(dim) else: indexes = [self._data.get_index(k) for k in ordered_dims] names = list(ordered_dims) return pd.MultiIndex.from_product(indexes, names=names) def update(self, other): other_vars = getattr(other, 'variables', other) coords = merge_coords([self.variables, other_vars], priority_arg=1, indexes=self.indexes) self._update_coords(coords) def _merge_raw(self, other): """For use with binary arithmetic.""" if other is None: variables = OrderedDict(self.variables) else: # don't align because we already called xarray.align variables = expand_and_merge_variables( [self.variables, other.variables]) return variables @contextmanager def _merge_inplace(self, other): """For use with in-place binary arithmetic.""" if other is None: yield else: # don't include indexes in priority_vars, because we didn't align # first priority_vars = OrderedDict( (k, v) for k, v in self.variables.items() if k not in self.dims) variables = merge_coords_for_inplace_math( [self.variables, other.variables], priority_vars=priority_vars) yield self._update_coords(variables) def merge(self, other): """Merge two sets of coordinates to create a new Dataset The method implements the logic used for joining coordinates in the result of a binary operation performed on xarray objects: - If two index coordinates conflict (are not equal), an exception is raised. You must align your data before passing it to this method. - If an index coordinate and a non-index coordinate conflict, the non- index coordinate is dropped. - If two non-index coordinates conflict, both are dropped. Parameters ---------- other : DatasetCoordinates or DataArrayCoordinates The coordinates from another dataset or data array. Returns ------- merged : Dataset A new Dataset with merged coordinates. """ from .dataset import Dataset if other is None: return self.to_dataset() else: other_vars = getattr(other, 'variables', other) coords = expand_and_merge_variables([self.variables, other_vars]) return Dataset._from_vars_and_coord_names(coords, set(coords)) class DatasetCoordinates(AbstractCoordinates): """Dictionary like container for Dataset coordinates. Essentially an immutable OrderedDict with keys given by the array's dimensions and the values given by the corresponding xarray.Coordinate objects. """ def __init__(self, dataset): self._data = dataset @property def _names(self): return self._data._coord_names @property def variables(self): return Frozen(OrderedDict((k, v) for k, v in self._data.variables.items() if k in self._names)) def __getitem__(self, key): if key in self._data.data_vars: raise KeyError(key) return self._data[key] def to_dataset(self): """Convert these coordinates into a new Dataset """ return self._data._copy_listed(self._names) def _update_coords(self, coords): from .dataset import calculate_dimensions variables = self._data._variables.copy() variables.update(coords) # check for inconsistent state *before* modifying anything in-place dims = calculate_dimensions(variables) new_coord_names = set(coords) for dim, size in dims.items(): if dim in variables: new_coord_names.add(dim) self._data._variables = variables self._data._coord_names.update(new_coord_names) self._data._dims = dict(dims) def __delitem__(self, key): if key in self: del self._data[key] else: raise KeyError(key) def _ipython_key_completions_(self): """Provide method for the key-autocompletions in IPython. """ return [key for key in self._data._ipython_key_completions_() if key not in self._data.data_vars] class DataArrayCoordinates(AbstractCoordinates): """Dictionary like container for DataArray coordinates. Essentially an OrderedDict with keys given by the array's dimensions and the values given by corresponding DataArray objects. """ def __init__(self, dataarray): self._data = dataarray @property def _names(self): return set(self._data._coords) def __getitem__(self, key): return self._data._getitem_coord(key) def _update_coords(self, coords): from .dataset import calculate_dimensions dims = calculate_dimensions(coords) if not set(dims) <= set(self.dims): raise ValueError('cannot add coordinates with new dimensions to ' 'a DataArray') self._data._coords = coords @property def variables(self): return Frozen(self._data._coords) def _to_dataset(self, shallow_copy=True): from .dataset import Dataset coords = OrderedDict((k, v.copy(deep=False) if shallow_copy else v) for k, v in self._data._coords.items()) return Dataset._from_vars_and_coord_names(coords, set(coords)) def to_dataset(self): return self._to_dataset() def __delitem__(self, key): del self._data._coords[key] def _ipython_key_completions_(self): """Provide method for the key-autocompletions in IPython. """ return self._data._ipython_key_completions_() class LevelCoordinatesSource(object): """Iterator for MultiIndex level coordinates. Used for attribute style lookup with AttrAccessMixin. Not returned directly by any public methods. """ def __init__(self, data_object): self._data = data_object def __getitem__(self, key): # not necessary -- everything here can already be found in coords. raise KeyError def __iter__(self): return iter(self._data._level_coords) class Indexes(Mapping, formatting.ReprMixin): """Ordered Mapping[str, pandas.Index] for xarray objects. """ def __init__(self, variables, sizes): """Not for public consumption. Arguments --------- variables : OrderedDict[Any, Variable] Reference to OrderedDict holding variable objects. Should be the same dictionary used by the source object. sizes : OrderedDict[Any, int] Map from dimension names to sizes. """ self._variables = variables self._sizes = sizes def __iter__(self): for key in self._sizes: if key in self._variables: yield key def __len__(self): return sum(key in self._variables for key in self._sizes) def __contains__(self, key): return key in self._sizes and key in self._variables def __getitem__(self, key): if key not in self._sizes: raise KeyError(key) return self._variables[key].to_index() def __unicode__(self): return formatting.indexes_repr(self)
apache-2.0
dmitry-r/incubator-airflow
airflow/hooks/hive_hooks.py
7
28649
# -*- coding: utf-8 -*- # # Licensed under the Apache License, Version 2.0 (the "License"); # you may not use this file except in compliance with the License. # You may obtain a copy of the License at # # http://www.apache.org/licenses/LICENSE-2.0 # # Unless required by applicable law or agreed to in writing, software # distributed under the License is distributed on an "AS IS" BASIS, # WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. # See the License for the specific language governing permissions and # limitations under the License. # from __future__ import print_function from builtins import zip from past.builtins import basestring import collections import unicodecsv as csv import itertools import logging import re import subprocess import time from tempfile import NamedTemporaryFile import hive_metastore from airflow.exceptions import AirflowException from airflow.hooks.base_hook import BaseHook from airflow.utils.helpers import as_flattened_list from airflow.utils.file import TemporaryDirectory from airflow import configuration import airflow.security.utils as utils HIVE_QUEUE_PRIORITIES = ['VERY_HIGH', 'HIGH', 'NORMAL', 'LOW', 'VERY_LOW'] class HiveCliHook(BaseHook): """Simple wrapper around the hive CLI. It also supports the ``beeline`` a lighter CLI that runs JDBC and is replacing the heavier traditional CLI. To enable ``beeline``, set the use_beeline param in the extra field of your connection as in ``{ "use_beeline": true }`` Note that you can also set default hive CLI parameters using the ``hive_cli_params`` to be used in your connection as in ``{"hive_cli_params": "-hiveconf mapred.job.tracker=some.jobtracker:444"}`` Parameters passed here can be overridden by run_cli's hive_conf param The extra connection parameter ``auth`` gets passed as in the ``jdbc`` connection string as is. :param mapred_queue: queue used by the Hadoop Scheduler (Capacity or Fair) :type mapred_queue: string :param mapred_queue_priority: priority within the job queue. Possible settings include: VERY_HIGH, HIGH, NORMAL, LOW, VERY_LOW :type mapred_queue_priority: string :param mapred_job_name: This name will appear in the jobtracker. This can make monitoring easier. :type mapred_job_name: string """ def __init__( self, hive_cli_conn_id="hive_cli_default", run_as=None, mapred_queue=None, mapred_queue_priority=None, mapred_job_name=None): conn = self.get_connection(hive_cli_conn_id) self.hive_cli_params = conn.extra_dejson.get('hive_cli_params', '') self.use_beeline = conn.extra_dejson.get('use_beeline', False) self.auth = conn.extra_dejson.get('auth', 'noSasl') self.conn = conn self.run_as = run_as if mapred_queue_priority: mapred_queue_priority = mapred_queue_priority.upper() if mapred_queue_priority not in HIVE_QUEUE_PRIORITIES: raise AirflowException( "Invalid Mapred Queue Priority. Valid values are: " "{}".format(', '.join(HIVE_QUEUE_PRIORITIES))) self.mapred_queue = mapred_queue self.mapred_queue_priority = mapred_queue_priority self.mapred_job_name = mapred_job_name def _prepare_cli_cmd(self): """ This function creates the command list from available information """ conn = self.conn hive_bin = 'hive' cmd_extra = [] if self.use_beeline: hive_bin = 'beeline' jdbc_url = "jdbc:hive2://{conn.host}:{conn.port}/{conn.schema}" if configuration.get('core', 'security') == 'kerberos': template = conn.extra_dejson.get( 'principal', "hive/_HOST@EXAMPLE.COM") if "_HOST" in template: template = utils.replace_hostname_pattern( utils.get_components(template)) proxy_user = "" # noqa if conn.extra_dejson.get('proxy_user') == "login" and conn.login: proxy_user = "hive.server2.proxy.user={0}".format(conn.login) elif conn.extra_dejson.get('proxy_user') == "owner" and self.run_as: proxy_user = "hive.server2.proxy.user={0}".format(self.run_as) jdbc_url += ";principal={template};{proxy_user}" elif self.auth: jdbc_url += ";auth=" + self.auth jdbc_url = jdbc_url.format(**locals()) cmd_extra += ['-u', jdbc_url] if conn.login: cmd_extra += ['-n', conn.login] if conn.password: cmd_extra += ['-p', conn.password] hive_params_list = self.hive_cli_params.split() return [hive_bin] + cmd_extra + hive_params_list def _prepare_hiveconf(self, d): """ This function prepares a list of hiveconf params from a dictionary of key value pairs. :param d: :type d: dict >>> hh = HiveCliHook() >>> hive_conf = {"hive.exec.dynamic.partition": "true", ... "hive.exec.dynamic.partition.mode": "nonstrict"} >>> hh._prepare_hiveconf(hive_conf) ["-hiveconf", "hive.exec.dynamic.partition=true",\ "-hiveconf", "hive.exec.dynamic.partition.mode=nonstrict"] """ if not d: return [] return as_flattened_list( itertools.izip( ["-hiveconf"] * len(d), ["{}={}".format(k, v) for k, v in d.items()] ) ) def run_cli(self, hql, schema=None, verbose=True, hive_conf=None): """ Run an hql statement using the hive cli. If hive_conf is specified it should be a dict and the entries will be set as key/value pairs in HiveConf :param hive_conf: if specified these key value pairs will be passed to hive as ``-hiveconf "key"="value"``. Note that they will be passed after the ``hive_cli_params`` and thus will override whatever values are specified in the database. :type hive_conf: dict >>> hh = HiveCliHook() >>> result = hh.run_cli("USE airflow;") >>> ("OK" in result) True """ conn = self.conn schema = schema or conn.schema if schema: hql = "USE {schema};\n{hql}".format(**locals()) with TemporaryDirectory(prefix='airflow_hiveop_') as tmp_dir: with NamedTemporaryFile(dir=tmp_dir) as f: f.write(hql.encode('UTF-8')) f.flush() hive_cmd = self._prepare_cli_cmd() hive_conf_params = self._prepare_hiveconf(hive_conf) if self.mapred_queue: hive_conf_params.extend( ['-hiveconf', 'mapreduce.job.queuename={}' .format(self.mapred_queue)]) if self.mapred_queue_priority: hive_conf_params.extend( ['-hiveconf', 'mapreduce.job.priority={}' .format(self.mapred_queue_priority)]) if self.mapred_job_name: hive_conf_params.extend( ['-hiveconf', 'mapred.job.name={}' .format(self.mapred_job_name)]) hive_cmd.extend(hive_conf_params) hive_cmd.extend(['-f', f.name]) if verbose: logging.info(" ".join(hive_cmd)) sp = subprocess.Popen( hive_cmd, stdout=subprocess.PIPE, stderr=subprocess.STDOUT, cwd=tmp_dir) self.sp = sp stdout = '' while True: line = sp.stdout.readline() if not line: break stdout += line.decode('UTF-8') if verbose: logging.info(line.decode('UTF-8').strip()) sp.wait() if sp.returncode: raise AirflowException(stdout) return stdout def test_hql(self, hql): """ Test an hql statement using the hive cli and EXPLAIN """ create, insert, other = [], [], [] for query in hql.split(';'): # naive query_original = query query = query.lower().strip() if query.startswith('create table'): create.append(query_original) elif query.startswith(('set ', 'add jar ', 'create temporary function')): other.append(query_original) elif query.startswith('insert'): insert.append(query_original) other = ';'.join(other) for query_set in [create, insert]: for query in query_set: query_preview = ' '.join(query.split())[:50] logging.info("Testing HQL [{0} (...)]".format(query_preview)) if query_set == insert: query = other + '; explain ' + query else: query = 'explain ' + query try: self.run_cli(query, verbose=False) except AirflowException as e: message = e.args[0].split('\n')[-2] logging.info(message) error_loc = re.search('(\d+):(\d+)', message) if error_loc and error_loc.group(1).isdigit(): l = int(error_loc.group(1)) begin = max(l-2, 0) end = min(l+3, len(query.split('\n'))) context = '\n'.join(query.split('\n')[begin:end]) logging.info("Context :\n {0}".format(context)) else: logging.info("SUCCESS") def load_df( self, df, table, create=True, recreate=False, field_dict=None, delimiter=',', encoding='utf8', pandas_kwargs=None, **kwargs): """ Loads a pandas DataFrame into hive. Hive data types will be inferred if not passed but column names will not be sanitized. :param table: target Hive table, use dot notation to target a specific database :type table: str :param create: whether to create the table if it doesn't exist :type create: bool :param recreate: whether to drop and recreate the table at every execution :type recreate: bool :param field_dict: mapping from column name to hive data type :type field_dict: dict :param encoding: string encoding to use when writing DataFrame to file :type encoding: str :param pandas_kwargs: passed to DataFrame.to_csv :type pandas_kwargs: dict :param kwargs: passed to self.load_file """ def _infer_field_types_from_df(df): DTYPE_KIND_HIVE_TYPE = { 'b': 'BOOLEAN', # boolean 'i': 'BIGINT', # signed integer 'u': 'BIGINT', # unsigned integer 'f': 'DOUBLE', # floating-point 'c': 'STRING', # complex floating-point 'O': 'STRING', # object 'S': 'STRING', # (byte-)string 'U': 'STRING', # Unicode 'V': 'STRING' # void } return dict((col, DTYPE_KIND_HIVE_TYPE[dtype.kind]) for col, dtype in df.dtypes.iteritems()) if pandas_kwargs is None: pandas_kwargs = {} with TemporaryDirectory(prefix='airflow_hiveop_') as tmp_dir: with NamedTemporaryFile(dir=tmp_dir) as f: if field_dict is None and (create or recreate): field_dict = _infer_field_types_from_df(df) df.to_csv(f, sep=delimiter, **pandas_kwargs) return self.load_file(filepath=f.name, table=table, delimiter=delimiter, field_dict=field_dict, **kwargs) def load_file( self, filepath, table, delimiter=",", field_dict=None, create=True, overwrite=True, partition=None, recreate=False, tblproperties=None): """ Loads a local file into Hive Note that the table generated in Hive uses ``STORED AS textfile`` which isn't the most efficient serialization format. If a large amount of data is loaded and/or if the tables gets queried considerably, you may want to use this operator only to stage the data into a temporary table before loading it into its final destination using a ``HiveOperator``. :param filepath: local filepath of the file to load :type filepath: str :param table: target Hive table, use dot notation to target a specific database :type table: str :param delimiter: field delimiter in the file :type delimiter: str :param field_dict: A dictionary of the fields name in the file as keys and their Hive types as values :type field_dict: dict :param create: whether to create the table if it doesn't exist :type create: bool :param overwrite: whether to overwrite the data in table or partition :type overwrite: bool :param partition: target partition as a dict of partition columns and values :type partition: dict :param recreate: whether to drop and recreate the table at every execution :type recreate: bool :param tblproperties: TBLPROPERTIES of the hive table being created :type tblproperties: dict """ hql = '' if recreate: hql += "DROP TABLE IF EXISTS {table};\n" if create or recreate: if field_dict is None: raise ValueError("Must provide a field dict when creating a table") fields = ",\n ".join( [k + ' ' + v for k, v in field_dict.items()]) hql += "CREATE TABLE IF NOT EXISTS {table} (\n{fields})\n" if partition: pfields = ",\n ".join( [p + " STRING" for p in partition]) hql += "PARTITIONED BY ({pfields})\n" hql += "ROW FORMAT DELIMITED\n" hql += "FIELDS TERMINATED BY '{delimiter}'\n" hql += "STORED AS textfile\n" if tblproperties is not None: tprops = ", ".join( ["'{0}'='{1}'".format(k, v) for k, v in tblproperties.items()]) hql += "TBLPROPERTIES({tprops})\n" hql += ";" hql = hql.format(**locals()) logging.info(hql) self.run_cli(hql) hql = "LOAD DATA LOCAL INPATH '{filepath}' " if overwrite: hql += "OVERWRITE " hql += "INTO TABLE {table} " if partition: pvals = ", ".join( ["{0}='{1}'".format(k, v) for k, v in partition.items()]) hql += "PARTITION ({pvals});" hql = hql.format(**locals()) logging.info(hql) self.run_cli(hql) def kill(self): if hasattr(self, 'sp'): if self.sp.poll() is None: print("Killing the Hive job") self.sp.terminate() time.sleep(60) self.sp.kill() class HiveMetastoreHook(BaseHook): """ Wrapper to interact with the Hive Metastore""" def __init__(self, metastore_conn_id='metastore_default'): self.metastore_conn = self.get_connection(metastore_conn_id) self.metastore = self.get_metastore_client() def __getstate__(self): # This is for pickling to work despite the thirft hive client not # being pickable d = dict(self.__dict__) del d['metastore'] return d def __setstate__(self, d): self.__dict__.update(d) self.__dict__['metastore'] = self.get_metastore_client() def get_metastore_client(self): """ Returns a Hive thrift client. """ from thrift.transport import TSocket, TTransport from thrift.protocol import TBinaryProtocol from hive_service import ThriftHive ms = self.metastore_conn auth_mechanism = ms.extra_dejson.get('authMechanism', 'NOSASL') if configuration.get('core', 'security') == 'kerberos': auth_mechanism = ms.extra_dejson.get('authMechanism', 'GSSAPI') kerberos_service_name = ms.extra_dejson.get('kerberos_service_name', 'hive') socket = TSocket.TSocket(ms.host, ms.port) if configuration.get('core', 'security') == 'kerberos' and auth_mechanism == 'GSSAPI': try: import saslwrapper as sasl except ImportError: import sasl def sasl_factory(): sasl_client = sasl.Client() sasl_client.setAttr("host", ms.host) sasl_client.setAttr("service", kerberos_service_name) sasl_client.init() return sasl_client from thrift_sasl import TSaslClientTransport transport = TSaslClientTransport(sasl_factory, "GSSAPI", socket) else: transport = TTransport.TBufferedTransport(socket) protocol = TBinaryProtocol.TBinaryProtocol(transport) return ThriftHive.Client(protocol) def get_conn(self): return self.metastore def check_for_partition(self, schema, table, partition): """ Checks whether a partition exists :param schema: Name of hive schema (database) @table belongs to :type schema: string :param table: Name of hive table @partition belongs to :type schema: string :partition: Expression that matches the partitions to check for (eg `a = 'b' AND c = 'd'`) :type schema: string :rtype: boolean >>> hh = HiveMetastoreHook() >>> t = 'static_babynames_partitioned' >>> hh.check_for_partition('airflow', t, "ds='2015-01-01'") True """ self.metastore._oprot.trans.open() partitions = self.metastore.get_partitions_by_filter( schema, table, partition, 1) self.metastore._oprot.trans.close() if partitions: return True else: return False def check_for_named_partition(self, schema, table, partition_name): """ Checks whether a partition with a given name exists :param schema: Name of hive schema (database) @table belongs to :type schema: string :param table: Name of hive table @partition belongs to :type schema: string :partition: Name of the partitions to check for (eg `a=b/c=d`) :type schema: string :rtype: boolean >>> hh = HiveMetastoreHook() >>> t = 'static_babynames_partitioned' >>> hh.check_for_named_partition('airflow', t, "ds=2015-01-01") True >>> hh.check_for_named_partition('airflow', t, "ds=xxx") False """ self.metastore._oprot.trans.open() try: self.metastore.get_partition_by_name( schema, table, partition_name) return True except hive_metastore.ttypes.NoSuchObjectException: return False finally: self.metastore._oprot.trans.close() def get_table(self, table_name, db='default'): """Get a metastore table object >>> hh = HiveMetastoreHook() >>> t = hh.get_table(db='airflow', table_name='static_babynames') >>> t.tableName 'static_babynames' >>> [col.name for col in t.sd.cols] ['state', 'year', 'name', 'gender', 'num'] """ self.metastore._oprot.trans.open() if db == 'default' and '.' in table_name: db, table_name = table_name.split('.')[:2] table = self.metastore.get_table(dbname=db, tbl_name=table_name) self.metastore._oprot.trans.close() return table def get_tables(self, db, pattern='*'): """ Get a metastore table object """ self.metastore._oprot.trans.open() tables = self.metastore.get_tables(db_name=db, pattern=pattern) objs = self.metastore.get_table_objects_by_name(db, tables) self.metastore._oprot.trans.close() return objs def get_databases(self, pattern='*'): """ Get a metastore table object """ self.metastore._oprot.trans.open() dbs = self.metastore.get_databases(pattern) self.metastore._oprot.trans.close() return dbs def get_partitions( self, schema, table_name, filter=None): """ Returns a list of all partitions in a table. Works only for tables with less than 32767 (java short max val). For subpartitioned table, the number might easily exceed this. >>> hh = HiveMetastoreHook() >>> t = 'static_babynames_partitioned' >>> parts = hh.get_partitions(schema='airflow', table_name=t) >>> len(parts) 1 >>> parts [{'ds': '2015-01-01'}] """ self.metastore._oprot.trans.open() table = self.metastore.get_table(dbname=schema, tbl_name=table_name) if len(table.partitionKeys) == 0: raise AirflowException("The table isn't partitioned") else: if filter: parts = self.metastore.get_partitions_by_filter( db_name=schema, tbl_name=table_name, filter=filter, max_parts=32767) else: parts = self.metastore.get_partitions( db_name=schema, tbl_name=table_name, max_parts=32767) self.metastore._oprot.trans.close() pnames = [p.name for p in table.partitionKeys] return [dict(zip(pnames, p.values)) for p in parts] def max_partition(self, schema, table_name, field=None, filter=None): """ Returns the maximum value for all partitions in a table. Works only for tables that have a single partition key. For subpartitioned table, we recommend using signal tables. >>> hh = HiveMetastoreHook() >>> t = 'static_babynames_partitioned' >>> hh.max_partition(schema='airflow', table_name=t) '2015-01-01' """ parts = self.get_partitions(schema, table_name, filter) if not parts: return None elif len(parts[0]) == 1: field = list(parts[0].keys())[0] elif not field: raise AirflowException( "Please specify the field you want the max " "value for") return max([p[field] for p in parts]) def table_exists(self, table_name, db='default'): """ Check if table exists >>> hh = HiveMetastoreHook() >>> hh.table_exists(db='airflow', table_name='static_babynames') True >>> hh.table_exists(db='airflow', table_name='does_not_exist') False """ try: t = self.get_table(table_name, db) return True except Exception as e: return False class HiveServer2Hook(BaseHook): """ Wrapper around the impyla library Note that the default authMechanism is PLAIN, to override it you can specify it in the ``extra`` of your connection in the UI as in """ def __init__(self, hiveserver2_conn_id='hiveserver2_default'): self.hiveserver2_conn_id = hiveserver2_conn_id def get_conn(self, schema=None): db = self.get_connection(self.hiveserver2_conn_id) auth_mechanism = db.extra_dejson.get('authMechanism', 'PLAIN') kerberos_service_name = None if configuration.get('core', 'security') == 'kerberos': auth_mechanism = db.extra_dejson.get('authMechanism', 'GSSAPI') kerberos_service_name = db.extra_dejson.get('kerberos_service_name', 'hive') # impyla uses GSSAPI instead of KERBEROS as a auth_mechanism identifier if auth_mechanism == 'KERBEROS': logging.warning("Detected deprecated 'KERBEROS' for authMechanism for %s. Please use 'GSSAPI' instead", self.hiveserver2_conn_id) auth_mechanism = 'GSSAPI' from impala.dbapi import connect return connect( host=db.host, port=db.port, auth_mechanism=auth_mechanism, kerberos_service_name=kerberos_service_name, user=db.login, database=schema or db.schema or 'default') def get_results(self, hql, schema='default', arraysize=1000): from impala.error import ProgrammingError with self.get_conn(schema) as conn: if isinstance(hql, basestring): hql = [hql] results = { 'data': [], 'header': [], } cur = conn.cursor() for statement in hql: cur.execute(statement) records = [] try: # impala Lib raises when no results are returned # we're silencing here as some statements in the list # may be `SET` or DDL records = cur.fetchall() except ProgrammingError: logging.debug("get_results returned no records") if records: results = { 'data': records, 'header': cur.description, } return results def to_csv( self, hql, csv_filepath, schema='default', delimiter=',', lineterminator='\r\n', output_header=True, fetch_size=1000): schema = schema or 'default' with self.get_conn(schema) as conn: with conn.cursor() as cur: logging.info("Running query: " + hql) cur.execute(hql) schema = cur.description with open(csv_filepath, 'wb') as f: writer = csv.writer(f, delimiter=delimiter, lineterminator=lineterminator, encoding='utf-8') if output_header: writer.writerow([c[0] for c in cur.description]) i = 0 while True: rows = [row for row in cur.fetchmany(fetch_size) if row] if not rows: break writer.writerows(rows) i += len(rows) logging.info("Written {0} rows so far.".format(i)) logging.info("Done. Loaded a total of {0} rows.".format(i)) def get_records(self, hql, schema='default'): """ Get a set of records from a Hive query. >>> hh = HiveServer2Hook() >>> sql = "SELECT * FROM airflow.static_babynames LIMIT 100" >>> len(hh.get_records(sql)) 100 """ return self.get_results(hql, schema=schema)['data'] def get_pandas_df(self, hql, schema='default'): """ Get a pandas dataframe from a Hive query >>> hh = HiveServer2Hook() >>> sql = "SELECT * FROM airflow.static_babynames LIMIT 100" >>> df = hh.get_pandas_df(sql) >>> len(df.index) 100 """ import pandas as pd res = self.get_results(hql, schema=schema) df = pd.DataFrame(res['data']) df.columns = [c[0] for c in res['header']] return df
apache-2.0
shibaniahegde/OpenStak_swift
swift/common/middleware/xprofile.py
36
9905
# Copyright (c) 2010-2012 OpenStack, LLC. # # Licensed under the Apache License, Version 2.0 (the "License"); # you may not use this file except in compliance with the License. # You may obtain a copy of the License at # # http://www.apache.org/licenses/LICENSE-2.0 # # Unless required by applicable law or agreed to in writing, software # distributed under the License is distributed on an "AS IS" BASIS, # WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or # implied. # See the License for the specific language governing permissions and # limitations under the License. """ Profiling middleware for Swift Servers. The current implementation is based on eventlet aware profiler.(For the future, more profilers could be added in to collect more data for analysis.) Profiling all incoming requests and accumulating cpu timing statistics information for performance tuning and optimization. An mini web UI is also provided for profiling data analysis. It can be accessed from the URL as below. Index page for browse profile data:: http://SERVER_IP:PORT/__profile__ List all profiles to return profile ids in json format:: http://SERVER_IP:PORT/__profile__/ http://SERVER_IP:PORT/__profile__/all Retrieve specific profile data in different formats:: http://SERVER_IP:PORT/__profile__/PROFILE_ID?format=[default|json|csv|ods] http://SERVER_IP:PORT/__profile__/current?format=[default|json|csv|ods] http://SERVER_IP:PORT/__profile__/all?format=[default|json|csv|ods] Retrieve metrics from specific function in json format:: http://SERVER_IP:PORT/__profile__/PROFILE_ID/NFL?format=json http://SERVER_IP:PORT/__profile__/current/NFL?format=json http://SERVER_IP:PORT/__profile__/all/NFL?format=json NFL is defined by concatenation of file name, function name and the first line number. e.g.:: account.py:50(GETorHEAD) or with full path: opt/stack/swift/swift/proxy/controllers/account.py:50(GETorHEAD) A list of URL examples: http://localhost:8080/__profile__ (proxy server) http://localhost:6000/__profile__/all (object server) http://localhost:6001/__profile__/current (container server) http://localhost:6002/__profile__/12345?format=json (account server) The profiling middleware can be configured in paste file for WSGI servers such as proxy, account, container and object servers. Please refer to the sample configuration files in etc directory. The profiling data is provided with four formats such as binary(by default), json, csv and odf spreadsheet which requires installing odfpy library. sudo pip install odfpy There's also a simple visualization capability which is enabled by using matplotlib toolkit. it is also required to be installed if you want to use it to visualize statistic data. sudo apt-get install python-matplotlib """ import os import sys import time from eventlet import greenthread, GreenPool, patcher import eventlet.green.profile as eprofile from swift import gettext_ as _ from swift.common.utils import get_logger, config_true_value from swift.common.swob import Request from x_profile.exceptions import NotFoundException, MethodNotAllowed,\ ProfileException from x_profile.html_viewer import HTMLViewer from x_profile.profile_model import ProfileLog # True if we are running on Python 3. PY3 = sys.version_info[0] == 3 if PY3: # pragma: no cover text_type = str else: text_type = unicode def bytes_(s, encoding='utf-8', errors='strict'): if isinstance(s, text_type): # pragma: no cover return s.encode(encoding, errors) return s try: from urllib.parse import parse_qs except ImportError: try: from urlparse import parse_qs except ImportError: # pragma: no cover from cgi import parse_qs DEFAULT_PROFILE_PREFIX = '/tmp/log/swift/profile/default.profile' # unwind the iterator; it may call start_response, do lots of work, etc PROFILE_EXEC_EAGER = """ app_iter = self.app(environ, start_response) app_iter_ = list(app_iter) if hasattr(app_iter, 'close'): app_iter.close() """ # don't unwind the iterator (don't consume resources) PROFILE_EXEC_LAZY = """ app_iter_ = self.app(environ, start_response) """ thread = patcher.original('thread') # non-monkeypatched module needed # This monkey patch code fix the problem of eventlet profile tool # which can not accumulate profiling results across multiple calls # of runcalls and runctx. def new_setup(self): self._has_setup = True self.cur = None self.timings = {} self.current_tasklet = greenthread.getcurrent() self.thread_id = thread.get_ident() self.simulate_call("profiler") def new_runctx(self, cmd, globals, locals): if not getattr(self, '_has_setup', False): self._setup() try: return self.base.runctx(self, cmd, globals, locals) finally: self.TallyTimings() def new_runcall(self, func, *args, **kw): if not getattr(self, '_has_setup', False): self._setup() try: return self.base.runcall(self, func, *args, **kw) finally: self.TallyTimings() class ProfileMiddleware(object): def __init__(self, app, conf): self.app = app self.logger = get_logger(conf, log_route='profile') self.log_filename_prefix = conf.get('log_filename_prefix', DEFAULT_PROFILE_PREFIX) dirname = os.path.dirname(self.log_filename_prefix) # Notes: this effort may fail due to permission denied. # it is better to be created and authorized to current # user in advance. if not os.path.exists(dirname): os.makedirs(dirname) self.dump_interval = float(conf.get('dump_interval', 5.0)) self.dump_timestamp = config_true_value(conf.get( 'dump_timestamp', 'no')) self.flush_at_shutdown = config_true_value(conf.get( 'flush_at_shutdown', 'no')) self.path = conf.get('path', '__profile__').replace('/', '') self.unwind = config_true_value(conf.get('unwind', 'no')) self.profile_module = conf.get('profile_module', 'eventlet.green.profile') self.profiler = get_profiler(self.profile_module) self.profile_log = ProfileLog(self.log_filename_prefix, self.dump_timestamp) self.viewer = HTMLViewer(self.path, self.profile_module, self.profile_log) self.dump_pool = GreenPool(1000) self.last_dump_at = None def __del__(self): if self.flush_at_shutdown: self.profile_log.clear(str(os.getpid())) def _combine_body_qs(self, request): wsgi_input = request.environ['wsgi.input'] query_dict = request.params qs_in_body = wsgi_input.read() query_dict.update(parse_qs(qs_in_body, keep_blank_values=True, strict_parsing=False)) return query_dict def dump_checkpoint(self): current_time = time.time() if self.last_dump_at is None or self.last_dump_at +\ self.dump_interval < current_time: self.dump_pool.spawn_n(self.profile_log.dump_profile, self.profiler, os.getpid()) self.last_dump_at = current_time def __call__(self, environ, start_response): request = Request(environ) path_entry = request.path_info.split('/') # hijack favicon request sent by browser so that it doesn't # invoke profiling hook and contaminate the data. if path_entry[1] == 'favicon.ico': start_response('200 OK', []) return '' elif path_entry[1] == self.path: try: self.dump_checkpoint() query_dict = self._combine_body_qs(request) content, headers = self.viewer.render(request.url, request.method, path_entry, query_dict, self.renew_profile) start_response('200 OK', headers) return [bytes_(content)] except MethodNotAllowed as mx: start_response('405 Method Not Allowed', []) return '%s' % mx except NotFoundException as nx: start_response('404 Not Found', []) return '%s' % nx except ProfileException as pf: start_response('500 Internal Server Error', []) return '%s' % pf except Exception as ex: start_response('500 Internal Server Error', []) return _('Error on render profiling results: %s') % ex else: _locals = locals() code = self.unwind and PROFILE_EXEC_EAGER or\ PROFILE_EXEC_LAZY self.profiler.runctx(code, globals(), _locals) app_iter = _locals['app_iter_'] self.dump_checkpoint() return app_iter def renew_profile(self): self.profiler = get_profiler(self.profile_module) def get_profiler(profile_module): if profile_module == 'eventlet.green.profile': eprofile.Profile._setup = new_setup eprofile.Profile.runctx = new_runctx eprofile.Profile.runcall = new_runcall # hacked method to import profile module supported in python 2.6 __import__(profile_module) return sys.modules[profile_module].Profile() def filter_factory(global_conf, **local_conf): conf = global_conf.copy() conf.update(local_conf) def profile_filter(app): return ProfileMiddleware(app, conf) return profile_filter
apache-2.0
bikong2/scikit-learn
sklearn/manifold/t_sne.py
52
34602
# Author: Alexander Fabisch -- <afabisch@informatik.uni-bremen.de> # Author: Christopher Moody <chrisemoody@gmail.com> # Author: Nick Travers <nickt@squareup.com> # License: BSD 3 clause (C) 2014 # This is the exact and Barnes-Hut t-SNE implementation. There are other # modifications of the algorithm: # * Fast Optimization for t-SNE: # http://cseweb.ucsd.edu/~lvdmaaten/workshops/nips2010/papers/vandermaaten.pdf import numpy as np from scipy import linalg import scipy.sparse as sp from scipy.spatial.distance import pdist from scipy.spatial.distance import squareform from ..neighbors import BallTree from ..base import BaseEstimator from ..utils import check_array from ..utils import check_random_state from ..utils.extmath import _ravel from ..decomposition import RandomizedPCA from ..metrics.pairwise import pairwise_distances from . import _utils from . import _barnes_hut_tsne from ..utils.fixes import astype MACHINE_EPSILON = np.finfo(np.double).eps def _joint_probabilities(distances, desired_perplexity, verbose): """Compute joint probabilities p_ij from distances. Parameters ---------- distances : array, shape (n_samples * (n_samples-1) / 2,) Distances of samples are stored as condensed matrices, i.e. we omit the diagonal and duplicate entries and store everything in a one-dimensional array. desired_perplexity : float Desired perplexity of the joint probability distributions. verbose : int Verbosity level. Returns ------- P : array, shape (n_samples * (n_samples-1) / 2,) Condensed joint probability matrix. """ # Compute conditional probabilities such that they approximately match # the desired perplexity distances = astype(distances, np.float32, copy=False) conditional_P = _utils._binary_search_perplexity( distances, None, desired_perplexity, verbose) P = conditional_P + conditional_P.T sum_P = np.maximum(np.sum(P), MACHINE_EPSILON) P = np.maximum(squareform(P) / sum_P, MACHINE_EPSILON) return P def _joint_probabilities_nn(distances, neighbors, desired_perplexity, verbose): """Compute joint probabilities p_ij from distances using just nearest neighbors. This method is approximately equal to _joint_probabilities. The latter is O(N), but limiting the joint probability to nearest neighbors improves this substantially to O(uN). Parameters ---------- distances : array, shape (n_samples * (n_samples-1) / 2,) Distances of samples are stored as condensed matrices, i.e. we omit the diagonal and duplicate entries and store everything in a one-dimensional array. desired_perplexity : float Desired perplexity of the joint probability distributions. verbose : int Verbosity level. Returns ------- P : array, shape (n_samples * (n_samples-1) / 2,) Condensed joint probability matrix. """ # Compute conditional probabilities such that they approximately match # the desired perplexity distances = astype(distances, np.float32, copy=False) neighbors = astype(neighbors, np.int64, copy=False) conditional_P = _utils._binary_search_perplexity( distances, neighbors, desired_perplexity, verbose) m = "All probabilities should be finite" assert np.all(np.isfinite(conditional_P)), m P = conditional_P + conditional_P.T sum_P = np.maximum(np.sum(P), MACHINE_EPSILON) P = np.maximum(squareform(P) / sum_P, MACHINE_EPSILON) assert np.all(np.abs(P) <= 1.0) return P def _kl_divergence(params, P, degrees_of_freedom, n_samples, n_components, skip_num_points=0): """t-SNE objective function: gradient of the KL divergence of p_ijs and q_ijs and the absolute error. Parameters ---------- params : array, shape (n_params,) Unraveled embedding. P : array, shape (n_samples * (n_samples-1) / 2,) Condensed joint probability matrix. degrees_of_freedom : float Degrees of freedom of the Student's-t distribution. n_samples : int Number of samples. n_components : int Dimension of the embedded space. skip_num_points : int (optional, default:0) This does not compute the gradient for points with indices below `skip_num_points`. This is useful when computing transforms of new data where you'd like to keep the old data fixed. Returns ------- kl_divergence : float Kullback-Leibler divergence of p_ij and q_ij. grad : array, shape (n_params,) Unraveled gradient of the Kullback-Leibler divergence with respect to the embedding. """ X_embedded = params.reshape(n_samples, n_components) # Q is a heavy-tailed distribution: Student's t-distribution n = pdist(X_embedded, "sqeuclidean") n += 1. n /= degrees_of_freedom n **= (degrees_of_freedom + 1.0) / -2.0 Q = np.maximum(n / (2.0 * np.sum(n)), MACHINE_EPSILON) # Optimization trick below: np.dot(x, y) is faster than # np.sum(x * y) because it calls BLAS # Objective: C (Kullback-Leibler divergence of P and Q) kl_divergence = 2.0 * np.dot(P, np.log(P / Q)) # Gradient: dC/dY grad = np.ndarray((n_samples, n_components)) PQd = squareform((P - Q) * n) for i in range(skip_num_points, n_samples): np.dot(_ravel(PQd[i]), X_embedded[i] - X_embedded, out=grad[i]) grad = grad.ravel() c = 2.0 * (degrees_of_freedom + 1.0) / degrees_of_freedom grad *= c return kl_divergence, grad def _kl_divergence_error(params, P, neighbors, degrees_of_freedom, n_samples, n_components): """t-SNE objective function: the absolute error of the KL divergence of p_ijs and q_ijs. Parameters ---------- params : array, shape (n_params,) Unraveled embedding. P : array, shape (n_samples * (n_samples-1) / 2,) Condensed joint probability matrix. neighbors : array (n_samples, K) The neighbors is not actually required to calculate the divergence, but is here to match the signature of the gradient function degrees_of_freedom : float Degrees of freedom of the Student's-t distribution. n_samples : int Number of samples. n_components : int Dimension of the embedded space. Returns ------- kl_divergence : float Kullback-Leibler divergence of p_ij and q_ij. grad : array, shape (n_params,) Unraveled gradient of the Kullback-Leibler divergence with respect to the embedding. """ X_embedded = params.reshape(n_samples, n_components) # Q is a heavy-tailed distribution: Student's t-distribution n = pdist(X_embedded, "sqeuclidean") n += 1. n /= degrees_of_freedom n **= (degrees_of_freedom + 1.0) / -2.0 Q = np.maximum(n / (2.0 * np.sum(n)), MACHINE_EPSILON) # Optimization trick below: np.dot(x, y) is faster than # np.sum(x * y) because it calls BLAS # Objective: C (Kullback-Leibler divergence of P and Q) if len(P.shape) == 2: P = squareform(P) kl_divergence = 2.0 * np.dot(P, np.log(P / Q)) return kl_divergence def _kl_divergence_bh(params, P, neighbors, degrees_of_freedom, n_samples, n_components, angle=0.5, skip_num_points=0, verbose=False): """t-SNE objective function: KL divergence of p_ijs and q_ijs. Uses Barnes-Hut tree methods to calculate the gradient that runs in O(NlogN) instead of O(N^2) Parameters ---------- params : array, shape (n_params,) Unraveled embedding. P : array, shape (n_samples * (n_samples-1) / 2,) Condensed joint probability matrix. neighbors: int64 array, shape (n_samples, K) Array with element [i, j] giving the index for the jth closest neighbor to point i. degrees_of_freedom : float Degrees of freedom of the Student's-t distribution. n_samples : int Number of samples. n_components : int Dimension of the embedded space. angle : float (default: 0.5) This is the trade-off between speed and accuracy for Barnes-Hut T-SNE. 'angle' is the angular size (referred to as theta in [3]) of a distant node as measured from a point. If this size is below 'angle' then it is used as a summary node of all points contained within it. This method is not very sensitive to changes in this parameter in the range of 0.2 - 0.8. Angle less than 0.2 has quickly increasing computation time and angle greater 0.8 has quickly increasing error. skip_num_points : int (optional, default:0) This does not compute the gradient for points with indices below `skip_num_points`. This is useful when computing transforms of new data where you'd like to keep the old data fixed. verbose : int Verbosity level. Returns ------- kl_divergence : float Kullback-Leibler divergence of p_ij and q_ij. grad : array, shape (n_params,) Unraveled gradient of the Kullback-Leibler divergence with respect to the embedding. """ params = astype(params, np.float32, copy=False) X_embedded = params.reshape(n_samples, n_components) neighbors = astype(neighbors, np.int64, copy=False) if len(P.shape) == 1: sP = squareform(P).astype(np.float32) else: sP = P.astype(np.float32) grad = np.zeros(X_embedded.shape, dtype=np.float32) error = _barnes_hut_tsne.gradient(sP, X_embedded, neighbors, grad, angle, n_components, verbose, dof=degrees_of_freedom) c = 2.0 * (degrees_of_freedom + 1.0) / degrees_of_freedom grad = grad.ravel() grad *= c return error, grad def _gradient_descent(objective, p0, it, n_iter, objective_error=None, n_iter_check=1, n_iter_without_progress=50, momentum=0.5, learning_rate=1000.0, min_gain=0.01, min_grad_norm=1e-7, min_error_diff=1e-7, verbose=0, args=None, kwargs=None): """Batch gradient descent with momentum and individual gains. Parameters ---------- objective : function or callable Should return a tuple of cost and gradient for a given parameter vector. When expensive to compute, the cost can optionally be None and can be computed every n_iter_check steps using the objective_error function. p0 : array-like, shape (n_params,) Initial parameter vector. it : int Current number of iterations (this function will be called more than once during the optimization). n_iter : int Maximum number of gradient descent iterations. n_iter_check : int Number of iterations before evaluating the global error. If the error is sufficiently low, we abort the optimization. objective_error : function or callable Should return a tuple of cost and gradient for a given parameter vector. n_iter_without_progress : int, optional (default: 30) Maximum number of iterations without progress before we abort the optimization. momentum : float, within (0.0, 1.0), optional (default: 0.5) The momentum generates a weight for previous gradients that decays exponentially. learning_rate : float, optional (default: 1000.0) The learning rate should be extremely high for t-SNE! Values in the range [100.0, 1000.0] are common. min_gain : float, optional (default: 0.01) Minimum individual gain for each parameter. min_grad_norm : float, optional (default: 1e-7) If the gradient norm is below this threshold, the optimization will be aborted. min_error_diff : float, optional (default: 1e-7) If the absolute difference of two successive cost function values is below this threshold, the optimization will be aborted. verbose : int, optional (default: 0) Verbosity level. args : sequence Arguments to pass to objective function. kwargs : dict Keyword arguments to pass to objective function. Returns ------- p : array, shape (n_params,) Optimum parameters. error : float Optimum. i : int Last iteration. """ if args is None: args = [] if kwargs is None: kwargs = {} p = p0.copy().ravel() update = np.zeros_like(p) gains = np.ones_like(p) error = np.finfo(np.float).max best_error = np.finfo(np.float).max best_iter = 0 for i in range(it, n_iter): new_error, grad = objective(p, *args, **kwargs) grad_norm = linalg.norm(grad) inc = update * grad >= 0.0 dec = np.invert(inc) gains[inc] += 0.05 gains[dec] *= 0.95 np.clip(gains, min_gain, np.inf) grad *= gains update = momentum * update - learning_rate * grad p += update if (i + 1) % n_iter_check == 0: if new_error is None: new_error = objective_error(p, *args) error_diff = np.abs(new_error - error) error = new_error if verbose >= 2: m = "[t-SNE] Iteration %d: error = %.7f, gradient norm = %.7f" print(m % (i + 1, error, grad_norm)) if error < best_error: best_error = error best_iter = i elif i - best_iter > n_iter_without_progress: if verbose >= 2: print("[t-SNE] Iteration %d: did not make any progress " "during the last %d episodes. Finished." % (i + 1, n_iter_without_progress)) break if grad_norm <= min_grad_norm: if verbose >= 2: print("[t-SNE] Iteration %d: gradient norm %f. Finished." % (i + 1, grad_norm)) break if error_diff <= min_error_diff: if verbose >= 2: m = "[t-SNE] Iteration %d: error difference %f. Finished." print(m % (i + 1, error_diff)) break if new_error is not None: error = new_error return p, error, i def trustworthiness(X, X_embedded, n_neighbors=5, precomputed=False): """Expresses to what extent the local structure is retained. The trustworthiness is within [0, 1]. It is defined as .. math:: T(k) = 1 - \frac{2}{nk (2n - 3k - 1)} \sum^n_{i=1} \sum_{j \in U^{(k)}_i (r(i, j) - k)} where :math:`r(i, j)` is the rank of the embedded datapoint j according to the pairwise distances between the embedded datapoints, :math:`U^{(k)}_i` is the set of points that are in the k nearest neighbors in the embedded space but not in the original space. * "Neighborhood Preservation in Nonlinear Projection Methods: An Experimental Study" J. Venna, S. Kaski * "Learning a Parametric Embedding by Preserving Local Structure" L.J.P. van der Maaten Parameters ---------- X : array, shape (n_samples, n_features) or (n_samples, n_samples) If the metric is 'precomputed' X must be a square distance matrix. Otherwise it contains a sample per row. X_embedded : array, shape (n_samples, n_components) Embedding of the training data in low-dimensional space. n_neighbors : int, optional (default: 5) Number of neighbors k that will be considered. precomputed : bool, optional (default: False) Set this flag if X is a precomputed square distance matrix. Returns ------- trustworthiness : float Trustworthiness of the low-dimensional embedding. """ if precomputed: dist_X = X else: dist_X = pairwise_distances(X, squared=True) dist_X_embedded = pairwise_distances(X_embedded, squared=True) ind_X = np.argsort(dist_X, axis=1) ind_X_embedded = np.argsort(dist_X_embedded, axis=1)[:, 1:n_neighbors + 1] n_samples = X.shape[0] t = 0.0 ranks = np.zeros(n_neighbors) for i in range(n_samples): for j in range(n_neighbors): ranks[j] = np.where(ind_X[i] == ind_X_embedded[i, j])[0][0] ranks -= n_neighbors t += np.sum(ranks[ranks > 0]) t = 1.0 - t * (2.0 / (n_samples * n_neighbors * (2.0 * n_samples - 3.0 * n_neighbors - 1.0))) return t class TSNE(BaseEstimator): """t-distributed Stochastic Neighbor Embedding. t-SNE [1] is a tool to visualize high-dimensional data. It converts similarities between data points to joint probabilities and tries to minimize the Kullback-Leibler divergence between the joint probabilities of the low-dimensional embedding and the high-dimensional data. t-SNE has a cost function that is not convex, i.e. with different initializations we can get different results. It is highly recommended to use another dimensionality reduction method (e.g. PCA for dense data or TruncatedSVD for sparse data) to reduce the number of dimensions to a reasonable amount (e.g. 50) if the number of features is very high. This will suppress some noise and speed up the computation of pairwise distances between samples. For more tips see Laurens van der Maaten's FAQ [2]. Read more in the :ref:`User Guide <t_sne>`. Parameters ---------- n_components : int, optional (default: 2) Dimension of the embedded space. perplexity : float, optional (default: 30) The perplexity is related to the number of nearest neighbors that is used in other manifold learning algorithms. Larger datasets usually require a larger perplexity. Consider selcting a value between 5 and 50. The choice is not extremely critical since t-SNE is quite insensitive to this parameter. early_exaggeration : float, optional (default: 4.0) Controls how tight natural clusters in the original space are in the embedded space and how much space will be between them. For larger values, the space between natural clusters will be larger in the embedded space. Again, the choice of this parameter is not very critical. If the cost function increases during initial optimization, the early exaggeration factor or the learning rate might be too high. learning_rate : float, optional (default: 1000) The learning rate can be a critical parameter. It should be between 100 and 1000. If the cost function increases during initial optimization, the early exaggeration factor or the learning rate might be too high. If the cost function gets stuck in a bad local minimum increasing the learning rate helps sometimes. n_iter : int, optional (default: 1000) Maximum number of iterations for the optimization. Should be at least 200. n_iter_without_progress : int, optional (default: 30) Maximum number of iterations without progress before we abort the optimization. min_grad_norm : float, optional (default: 1E-7) If the gradient norm is below this threshold, the optimization will be aborted. metric : string or callable, optional The metric to use when calculating distance between instances in a feature array. If metric is a string, it must be one of the options allowed by scipy.spatial.distance.pdist for its metric parameter, or a metric listed in pairwise.PAIRWISE_DISTANCE_FUNCTIONS. If metric is "precomputed", X is assumed to be a distance matrix. Alternatively, if metric is a callable function, it is called on each pair of instances (rows) and the resulting value recorded. The callable should take two arrays from X as input and return a value indicating the distance between them. The default is "euclidean" which is interpreted as squared euclidean distance. init : string, optional (default: "random") Initialization of embedding. Possible options are 'random' and 'pca'. PCA initialization cannot be used with precomputed distances and is usually more globally stable than random initialization. verbose : int, optional (default: 0) Verbosity level. random_state : int or RandomState instance or None (default) Pseudo Random Number generator seed control. If None, use the numpy.random singleton. Note that different initializations might result in different local minima of the cost function. method : string (default: 'barnes_hut') By default the gradient calculation algorithm uses Barnes-Hut approximation running in O(NlogN) time. method='exact' will run on the slower, but exact, algorithm in O(N^2) time. The exact algorithm should be used when nearest-neighbor errors need to be better than 3%. However, the exact method cannot scale to millions of examples. angle : float (default: 0.5) Only used if method='barnes_hut' This is the trade-off between speed and accuracy for Barnes-Hut T-SNE. 'angle' is the angular size (referred to as theta in [3]) of a distant node as measured from a point. If this size is below 'angle' then it is used as a summary node of all points contained within it. This method is not very sensitive to changes in this parameter in the range of 0.2 - 0.8. Angle less than 0.2 has quickly increasing computation time and angle greater 0.8 has quickly increasing error. Attributes ---------- embedding_ : array-like, shape (n_samples, n_components) Stores the embedding vectors. Examples -------- >>> import numpy as np >>> from sklearn.manifold import TSNE >>> X = np.array([[0, 0, 0], [0, 1, 1], [1, 0, 1], [1, 1, 1]]) >>> model = TSNE(n_components=2, random_state=0) >>> np.set_printoptions(suppress=True) >>> model.fit_transform(X) # doctest: +ELLIPSIS, +NORMALIZE_WHITESPACE array([[ 0.00017599, 0.00003993], [ 0.00009891, 0.00021913], [ 0.00018554, -0.00009357], [ 0.00009528, -0.00001407]]) References ---------- [1] van der Maaten, L.J.P.; Hinton, G.E. Visualizing High-Dimensional Data Using t-SNE. Journal of Machine Learning Research 9:2579-2605, 2008. [2] van der Maaten, L.J.P. t-Distributed Stochastic Neighbor Embedding http://homepage.tudelft.nl/19j49/t-SNE.html [3] L.J.P. van der Maaten. Accelerating t-SNE using Tree-Based Algorithms. Journal of Machine Learning Research 15(Oct):3221-3245, 2014. http://lvdmaaten.github.io/publications/papers/JMLR_2014.pdf """ def __init__(self, n_components=2, perplexity=30.0, early_exaggeration=4.0, learning_rate=1000.0, n_iter=1000, n_iter_without_progress=30, min_grad_norm=1e-7, metric="euclidean", init="random", verbose=0, random_state=None, method='barnes_hut', angle=0.5): if init not in ["pca", "random"] or isinstance(init, np.ndarray): msg = "'init' must be 'pca', 'random' or a NumPy array" raise ValueError(msg) self.n_components = n_components self.perplexity = perplexity self.early_exaggeration = early_exaggeration self.learning_rate = learning_rate self.n_iter = n_iter self.n_iter_without_progress = n_iter_without_progress self.min_grad_norm = min_grad_norm self.metric = metric self.init = init self.verbose = verbose self.random_state = random_state self.method = method self.angle = angle self.embedding_ = None def _fit(self, X, skip_num_points=0): """Fit the model using X as training data. Note that sparse arrays can only be handled by method='exact'. It is recommended that you convert your sparse array to dense (e.g. `X.toarray()`) if it fits in memory, or otherwise using a dimensionality reduction technique (e.g. TrucnatedSVD). Parameters ---------- X : array, shape (n_samples, n_features) or (n_samples, n_samples) If the metric is 'precomputed' X must be a square distance matrix. Otherwise it contains a sample per row. Note that this when method='barnes_hut', X cannot be a sparse array and if need be will be converted to a 32 bit float array. Method='exact' allows sparse arrays and 64bit floating point inputs. skip_num_points : int (optional, default:0) This does not compute the gradient for points with indices below `skip_num_points`. This is useful when computing transforms of new data where you'd like to keep the old data fixed. """ if self.method not in ['barnes_hut', 'exact']: raise ValueError("'method' must be 'barnes_hut' or 'exact'") if self.angle < 0.0 or self.angle > 1.0: raise ValueError("'angle' must be between 0.0 - 1.0") if self.method == 'barnes_hut' and sp.issparse(X): raise TypeError('A sparse matrix was passed, but dense ' 'data is required for method="barnes_hut". Use ' 'X.toarray() to convert to a dense numpy array if ' 'the array is small enough for it to fit in ' 'memory. Otherwise consider dimensionality ' 'reduction techniques (e.g. TruncatedSVD)') X = check_array(X, dtype=np.float32) else: X = check_array(X, accept_sparse=['csr', 'csc', 'coo'], dtype=np.float64) random_state = check_random_state(self.random_state) if self.early_exaggeration < 1.0: raise ValueError("early_exaggeration must be at least 1, but is " "%f" % self.early_exaggeration) if self.n_iter < 200: raise ValueError("n_iter should be at least 200") if self.metric == "precomputed": if self.init == 'pca': raise ValueError("The parameter init=\"pca\" cannot be used " "with metric=\"precomputed\".") if X.shape[0] != X.shape[1]: raise ValueError("X should be a square distance matrix") distances = X else: if self.verbose: print("[t-SNE] Computing pairwise distances...") if self.metric == "euclidean": distances = pairwise_distances(X, metric=self.metric, squared=True) else: distances = pairwise_distances(X, metric=self.metric) if not np.all(distances >= 0): raise ValueError("All distances should be positive, either " "the metric or precomputed distances given " "as X are not correct") # Degrees of freedom of the Student's t-distribution. The suggestion # degrees_of_freedom = n_components - 1 comes from # "Learning a Parametric Embedding by Preserving Local Structure" # Laurens van der Maaten, 2009. degrees_of_freedom = max(self.n_components - 1.0, 1) n_samples = X.shape[0] # the number of nearest neighbors to find k = min(n_samples - 1, int(3. * self.perplexity + 1)) neighbors_nn = None if self.method == 'barnes_hut': if self.verbose: print("[t-SNE] Computing %i nearest neighbors..." % k) if self.metric == 'precomputed': # Use the precomputed distances to find # the k nearest neighbors and their distances neighbors_nn = np.argsort(distances, axis=1)[:, :k] else: # Find the nearest neighbors for every point bt = BallTree(X) # LvdM uses 3 * perplexity as the number of neighbors # And we add one to not count the data point itself # In the event that we have very small # of points # set the neighbors to n - 1 distances_nn, neighbors_nn = bt.query(X, k=k + 1) neighbors_nn = neighbors_nn[:, 1:] P = _joint_probabilities_nn(distances, neighbors_nn, self.perplexity, self.verbose) else: P = _joint_probabilities(distances, self.perplexity, self.verbose) assert np.all(np.isfinite(P)), "All probabilities should be finite" assert np.all(P >= 0), "All probabilities should be zero or positive" assert np.all(P <= 1), ("All probabilities should be less " "or then equal to one") if self.init == 'pca': pca = RandomizedPCA(n_components=self.n_components, random_state=random_state) X_embedded = pca.fit_transform(X) elif isinstance(self.init, np.ndarray): X_embedded = self.init elif self.init == 'random': X_embedded = None else: raise ValueError("Unsupported initialization scheme: %s" % self.init) return self._tsne(P, degrees_of_freedom, n_samples, random_state, X_embedded=X_embedded, neighbors=neighbors_nn, skip_num_points=skip_num_points) def _tsne(self, P, degrees_of_freedom, n_samples, random_state, X_embedded=None, neighbors=None, skip_num_points=0): """Runs t-SNE.""" # t-SNE minimizes the Kullback-Leiber divergence of the Gaussians P # and the Student's t-distributions Q. The optimization algorithm that # we use is batch gradient descent with three stages: # * early exaggeration with momentum 0.5 # * early exaggeration with momentum 0.8 # * final optimization with momentum 0.8 # The embedding is initialized with iid samples from Gaussians with # standard deviation 1e-4. if X_embedded is None: # Initialize embedding randomly X_embedded = 1e-4 * random_state.randn(n_samples, self.n_components) params = X_embedded.ravel() opt_args = {} opt_args = {"n_iter": 50, "momentum": 0.5, "it": 0, "learning_rate": self.learning_rate, "verbose": self.verbose, "n_iter_check": 25, "kwargs": dict(skip_num_points=skip_num_points)} if self.method == 'barnes_hut': m = "Must provide an array of neighbors to use Barnes-Hut" assert neighbors is not None, m obj_func = _kl_divergence_bh objective_error = _kl_divergence_error sP = squareform(P).astype(np.float32) neighbors = neighbors.astype(np.int64) args = [sP, neighbors, degrees_of_freedom, n_samples, self.n_components] opt_args['args'] = args opt_args['min_grad_norm'] = 1e-3 opt_args['n_iter_without_progress'] = 30 # Don't always calculate the cost since that calculation # can be nearly as expensive as the gradient opt_args['objective_error'] = objective_error opt_args['kwargs']['angle'] = self.angle opt_args['kwargs']['verbose'] = self.verbose else: obj_func = _kl_divergence opt_args['args'] = [P, degrees_of_freedom, n_samples, self.n_components] opt_args['min_error_diff'] = 0.0 opt_args['min_grad_norm'] = 0.0 # Early exaggeration P *= self.early_exaggeration params, error, it = _gradient_descent(obj_func, params, **opt_args) opt_args['n_iter'] = 100 opt_args['momentum'] = 0.8 opt_args['it'] = it + 1 params, error, it = _gradient_descent(obj_func, params, **opt_args) if self.verbose: print("[t-SNE] Error after %d iterations with early " "exaggeration: %f" % (it + 1, error)) # Save the final number of iterations self.n_iter_final = it # Final optimization P /= self.early_exaggeration opt_args['n_iter'] = self.n_iter opt_args['it'] = it + 1 params, error, it = _gradient_descent(obj_func, params, **opt_args) if self.verbose: print("[t-SNE] Error after %d iterations: %f" % (it + 1, error)) X_embedded = params.reshape(n_samples, self.n_components) return X_embedded def fit_transform(self, X, y=None): """Fit X into an embedded space and return that transformed output. Parameters ---------- X : array, shape (n_samples, n_features) or (n_samples, n_samples) If the metric is 'precomputed' X must be a square distance matrix. Otherwise it contains a sample per row. Returns ------- X_new : array, shape (n_samples, n_components) Embedding of the training data in low-dimensional space. """ embedding = self._fit(X) self.embedding_ = embedding return self.embedding_ def fit(self, X, y=None): """Fit X into an embedded space. Parameters ---------- X : array, shape (n_samples, n_features) or (n_samples, n_samples) If the metric is 'precomputed' X must be a square distance matrix. Otherwise it contains a sample per row. If the method is 'exact', X may be a sparse matrix of type 'csr', 'csc' or 'coo'. """ self.fit_transform(X) return self def _check_fitted(self): if self.embedding_ is None: raise ValueError("Cannot call `transform` unless `fit` has" "already been called")
bsd-3-clause
luo66/scikit-learn
sklearn/manifold/t_sne.py
48
20644
# Author: Alexander Fabisch -- <afabisch@informatik.uni-bremen.de> # License: BSD 3 clause (C) 2014 # This is the standard t-SNE implementation. There are faster modifications of # the algorithm: # * Barnes-Hut-SNE: reduces the complexity of the gradient computation from # N^2 to N log N (http://arxiv.org/abs/1301.3342) # * Fast Optimization for t-SNE: # http://cseweb.ucsd.edu/~lvdmaaten/workshops/nips2010/papers/vandermaaten.pdf import numpy as np from scipy import linalg from scipy.spatial.distance import pdist from scipy.spatial.distance import squareform from ..base import BaseEstimator from ..utils import check_array from ..utils import check_random_state from ..utils.extmath import _ravel from ..decomposition import RandomizedPCA from ..metrics.pairwise import pairwise_distances from . import _utils MACHINE_EPSILON = np.finfo(np.double).eps def _joint_probabilities(distances, desired_perplexity, verbose): """Compute joint probabilities p_ij from distances. Parameters ---------- distances : array, shape (n_samples * (n_samples-1) / 2,) Distances of samples are stored as condensed matrices, i.e. we omit the diagonal and duplicate entries and store everything in a one-dimensional array. desired_perplexity : float Desired perplexity of the joint probability distributions. verbose : int Verbosity level. Returns ------- P : array, shape (n_samples * (n_samples-1) / 2,) Condensed joint probability matrix. """ # Compute conditional probabilities such that they approximately match # the desired perplexity conditional_P = _utils._binary_search_perplexity( distances, desired_perplexity, verbose) P = conditional_P + conditional_P.T sum_P = np.maximum(np.sum(P), MACHINE_EPSILON) P = np.maximum(squareform(P) / sum_P, MACHINE_EPSILON) return P def _kl_divergence(params, P, alpha, n_samples, n_components): """t-SNE objective function: KL divergence of p_ijs and q_ijs. Parameters ---------- params : array, shape (n_params,) Unraveled embedding. P : array, shape (n_samples * (n_samples-1) / 2,) Condensed joint probability matrix. alpha : float Degrees of freedom of the Student's-t distribution. n_samples : int Number of samples. n_components : int Dimension of the embedded space. Returns ------- kl_divergence : float Kullback-Leibler divergence of p_ij and q_ij. grad : array, shape (n_params,) Unraveled gradient of the Kullback-Leibler divergence with respect to the embedding. """ X_embedded = params.reshape(n_samples, n_components) # Q is a heavy-tailed distribution: Student's t-distribution n = pdist(X_embedded, "sqeuclidean") n += 1. n /= alpha n **= (alpha + 1.0) / -2.0 Q = np.maximum(n / (2.0 * np.sum(n)), MACHINE_EPSILON) # Optimization trick below: np.dot(x, y) is faster than # np.sum(x * y) because it calls BLAS # Objective: C (Kullback-Leibler divergence of P and Q) kl_divergence = 2.0 * np.dot(P, np.log(P / Q)) # Gradient: dC/dY grad = np.ndarray((n_samples, n_components)) PQd = squareform((P - Q) * n) for i in range(n_samples): np.dot(_ravel(PQd[i]), X_embedded[i] - X_embedded, out=grad[i]) grad = grad.ravel() c = 2.0 * (alpha + 1.0) / alpha grad *= c return kl_divergence, grad def _gradient_descent(objective, p0, it, n_iter, n_iter_without_progress=30, momentum=0.5, learning_rate=1000.0, min_gain=0.01, min_grad_norm=1e-7, min_error_diff=1e-7, verbose=0, args=None): """Batch gradient descent with momentum and individual gains. Parameters ---------- objective : function or callable Should return a tuple of cost and gradient for a given parameter vector. p0 : array-like, shape (n_params,) Initial parameter vector. it : int Current number of iterations (this function will be called more than once during the optimization). n_iter : int Maximum number of gradient descent iterations. n_iter_without_progress : int, optional (default: 30) Maximum number of iterations without progress before we abort the optimization. momentum : float, within (0.0, 1.0), optional (default: 0.5) The momentum generates a weight for previous gradients that decays exponentially. learning_rate : float, optional (default: 1000.0) The learning rate should be extremely high for t-SNE! Values in the range [100.0, 1000.0] are common. min_gain : float, optional (default: 0.01) Minimum individual gain for each parameter. min_grad_norm : float, optional (default: 1e-7) If the gradient norm is below this threshold, the optimization will be aborted. min_error_diff : float, optional (default: 1e-7) If the absolute difference of two successive cost function values is below this threshold, the optimization will be aborted. verbose : int, optional (default: 0) Verbosity level. args : sequence Arguments to pass to objective function. Returns ------- p : array, shape (n_params,) Optimum parameters. error : float Optimum. i : int Last iteration. """ if args is None: args = [] p = p0.copy().ravel() update = np.zeros_like(p) gains = np.ones_like(p) error = np.finfo(np.float).max best_error = np.finfo(np.float).max best_iter = 0 for i in range(it, n_iter): new_error, grad = objective(p, *args) error_diff = np.abs(new_error - error) error = new_error grad_norm = linalg.norm(grad) if error < best_error: best_error = error best_iter = i elif i - best_iter > n_iter_without_progress: if verbose >= 2: print("[t-SNE] Iteration %d: did not make any progress " "during the last %d episodes. Finished." % (i + 1, n_iter_without_progress)) break if min_grad_norm >= grad_norm: if verbose >= 2: print("[t-SNE] Iteration %d: gradient norm %f. Finished." % (i + 1, grad_norm)) break if min_error_diff >= error_diff: if verbose >= 2: print("[t-SNE] Iteration %d: error difference %f. Finished." % (i + 1, error_diff)) break inc = update * grad >= 0.0 dec = np.invert(inc) gains[inc] += 0.05 gains[dec] *= 0.95 np.clip(gains, min_gain, np.inf) grad *= gains update = momentum * update - learning_rate * grad p += update if verbose >= 2 and (i + 1) % 10 == 0: print("[t-SNE] Iteration %d: error = %.7f, gradient norm = %.7f" % (i + 1, error, grad_norm)) return p, error, i def trustworthiness(X, X_embedded, n_neighbors=5, precomputed=False): """Expresses to what extent the local structure is retained. The trustworthiness is within [0, 1]. It is defined as .. math:: T(k) = 1 - \frac{2}{nk (2n - 3k - 1)} \sum^n_{i=1} \sum_{j \in U^{(k)}_i (r(i, j) - k)} where :math:`r(i, j)` is the rank of the embedded datapoint j according to the pairwise distances between the embedded datapoints, :math:`U^{(k)}_i` is the set of points that are in the k nearest neighbors in the embedded space but not in the original space. * "Neighborhood Preservation in Nonlinear Projection Methods: An Experimental Study" J. Venna, S. Kaski * "Learning a Parametric Embedding by Preserving Local Structure" L.J.P. van der Maaten Parameters ---------- X : array, shape (n_samples, n_features) or (n_samples, n_samples) If the metric is 'precomputed' X must be a square distance matrix. Otherwise it contains a sample per row. X_embedded : array, shape (n_samples, n_components) Embedding of the training data in low-dimensional space. n_neighbors : int, optional (default: 5) Number of neighbors k that will be considered. precomputed : bool, optional (default: False) Set this flag if X is a precomputed square distance matrix. Returns ------- trustworthiness : float Trustworthiness of the low-dimensional embedding. """ if precomputed: dist_X = X else: dist_X = pairwise_distances(X, squared=True) dist_X_embedded = pairwise_distances(X_embedded, squared=True) ind_X = np.argsort(dist_X, axis=1) ind_X_embedded = np.argsort(dist_X_embedded, axis=1)[:, 1:n_neighbors + 1] n_samples = X.shape[0] t = 0.0 ranks = np.zeros(n_neighbors) for i in range(n_samples): for j in range(n_neighbors): ranks[j] = np.where(ind_X[i] == ind_X_embedded[i, j])[0][0] ranks -= n_neighbors t += np.sum(ranks[ranks > 0]) t = 1.0 - t * (2.0 / (n_samples * n_neighbors * (2.0 * n_samples - 3.0 * n_neighbors - 1.0))) return t class TSNE(BaseEstimator): """t-distributed Stochastic Neighbor Embedding. t-SNE [1] is a tool to visualize high-dimensional data. It converts similarities between data points to joint probabilities and tries to minimize the Kullback-Leibler divergence between the joint probabilities of the low-dimensional embedding and the high-dimensional data. t-SNE has a cost function that is not convex, i.e. with different initializations we can get different results. It is highly recommended to use another dimensionality reduction method (e.g. PCA for dense data or TruncatedSVD for sparse data) to reduce the number of dimensions to a reasonable amount (e.g. 50) if the number of features is very high. This will suppress some noise and speed up the computation of pairwise distances between samples. For more tips see Laurens van der Maaten's FAQ [2]. Read more in the :ref:`User Guide <t_sne>`. Parameters ---------- n_components : int, optional (default: 2) Dimension of the embedded space. perplexity : float, optional (default: 30) The perplexity is related to the number of nearest neighbors that is used in other manifold learning algorithms. Larger datasets usually require a larger perplexity. Consider selcting a value between 5 and 50. The choice is not extremely critical since t-SNE is quite insensitive to this parameter. early_exaggeration : float, optional (default: 4.0) Controls how tight natural clusters in the original space are in the embedded space and how much space will be between them. For larger values, the space between natural clusters will be larger in the embedded space. Again, the choice of this parameter is not very critical. If the cost function increases during initial optimization, the early exaggeration factor or the learning rate might be too high. learning_rate : float, optional (default: 1000) The learning rate can be a critical parameter. It should be between 100 and 1000. If the cost function increases during initial optimization, the early exaggeration factor or the learning rate might be too high. If the cost function gets stuck in a bad local minimum increasing the learning rate helps sometimes. n_iter : int, optional (default: 1000) Maximum number of iterations for the optimization. Should be at least 200. n_iter_without_progress : int, optional (default: 30) Maximum number of iterations without progress before we abort the optimization. min_grad_norm : float, optional (default: 1E-7) If the gradient norm is below this threshold, the optimization will be aborted. metric : string or callable, optional The metric to use when calculating distance between instances in a feature array. If metric is a string, it must be one of the options allowed by scipy.spatial.distance.pdist for its metric parameter, or a metric listed in pairwise.PAIRWISE_DISTANCE_FUNCTIONS. If metric is "precomputed", X is assumed to be a distance matrix. Alternatively, if metric is a callable function, it is called on each pair of instances (rows) and the resulting value recorded. The callable should take two arrays from X as input and return a value indicating the distance between them. The default is "euclidean" which is interpreted as squared euclidean distance. init : string, optional (default: "random") Initialization of embedding. Possible options are 'random' and 'pca'. PCA initialization cannot be used with precomputed distances and is usually more globally stable than random initialization. verbose : int, optional (default: 0) Verbosity level. random_state : int or RandomState instance or None (default) Pseudo Random Number generator seed control. If None, use the numpy.random singleton. Note that different initializations might result in different local minima of the cost function. Attributes ---------- embedding_ : array-like, shape (n_samples, n_components) Stores the embedding vectors. training_data_ : array-like, shape (n_samples, n_features) Stores the training data. Examples -------- >>> import numpy as np >>> from sklearn.manifold import TSNE >>> X = np.array([[0, 0, 0], [0, 1, 1], [1, 0, 1], [1, 1, 1]]) >>> model = TSNE(n_components=2, random_state=0) >>> model.fit_transform(X) # doctest: +ELLIPSIS, +NORMALIZE_WHITESPACE array([[ 887.28..., 238.61...], [ -714.79..., 3243.34...], [ 957.30..., -2505.78...], [-1130.28..., -974.78...]) References ---------- [1] van der Maaten, L.J.P.; Hinton, G.E. Visualizing High-Dimensional Data Using t-SNE. Journal of Machine Learning Research 9:2579-2605, 2008. [2] van der Maaten, L.J.P. t-Distributed Stochastic Neighbor Embedding http://homepage.tudelft.nl/19j49/t-SNE.html """ def __init__(self, n_components=2, perplexity=30.0, early_exaggeration=4.0, learning_rate=1000.0, n_iter=1000, n_iter_without_progress=30, min_grad_norm=1e-7, metric="euclidean", init="random", verbose=0, random_state=None): if init not in ["pca", "random"]: raise ValueError("'init' must be either 'pca' or 'random'") self.n_components = n_components self.perplexity = perplexity self.early_exaggeration = early_exaggeration self.learning_rate = learning_rate self.n_iter = n_iter self.n_iter_without_progress = n_iter_without_progress self.min_grad_norm = min_grad_norm self.metric = metric self.init = init self.verbose = verbose self.random_state = random_state def fit(self, X, y=None): """Fit the model using X as training data. Parameters ---------- X : array, shape (n_samples, n_features) or (n_samples, n_samples) If the metric is 'precomputed' X must be a square distance matrix. Otherwise it contains a sample per row. """ X = check_array(X, accept_sparse=['csr', 'csc', 'coo'], dtype=np.float64) random_state = check_random_state(self.random_state) if self.early_exaggeration < 1.0: raise ValueError("early_exaggeration must be at least 1, but is " "%f" % self.early_exaggeration) if self.n_iter < 200: raise ValueError("n_iter should be at least 200") if self.metric == "precomputed": if self.init == 'pca': raise ValueError("The parameter init=\"pca\" cannot be used " "with metric=\"precomputed\".") if X.shape[0] != X.shape[1]: raise ValueError("X should be a square distance matrix") distances = X else: if self.verbose: print("[t-SNE] Computing pairwise distances...") if self.metric == "euclidean": distances = pairwise_distances(X, metric=self.metric, squared=True) else: distances = pairwise_distances(X, metric=self.metric) # Degrees of freedom of the Student's t-distribution. The suggestion # alpha = n_components - 1 comes from "Learning a Parametric Embedding # by Preserving Local Structure" Laurens van der Maaten, 2009. alpha = max(self.n_components - 1.0, 1) n_samples = X.shape[0] self.training_data_ = X P = _joint_probabilities(distances, self.perplexity, self.verbose) if self.init == 'pca': pca = RandomizedPCA(n_components=self.n_components, random_state=random_state) X_embedded = pca.fit_transform(X) elif self.init == 'random': X_embedded = None else: raise ValueError("Unsupported initialization scheme: %s" % self.init) self.embedding_ = self._tsne(P, alpha, n_samples, random_state, X_embedded=X_embedded) return self def _tsne(self, P, alpha, n_samples, random_state, X_embedded=None): """Runs t-SNE.""" # t-SNE minimizes the Kullback-Leiber divergence of the Gaussians P # and the Student's t-distributions Q. The optimization algorithm that # we use is batch gradient descent with three stages: # * early exaggeration with momentum 0.5 # * early exaggeration with momentum 0.8 # * final optimization with momentum 0.8 # The embedding is initialized with iid samples from Gaussians with # standard deviation 1e-4. if X_embedded is None: # Initialize embedding randomly X_embedded = 1e-4 * random_state.randn(n_samples, self.n_components) params = X_embedded.ravel() # Early exaggeration P *= self.early_exaggeration params, error, it = _gradient_descent( _kl_divergence, params, it=0, n_iter=50, momentum=0.5, min_grad_norm=0.0, min_error_diff=0.0, learning_rate=self.learning_rate, verbose=self.verbose, args=[P, alpha, n_samples, self.n_components]) params, error, it = _gradient_descent( _kl_divergence, params, it=it + 1, n_iter=100, momentum=0.8, min_grad_norm=0.0, min_error_diff=0.0, learning_rate=self.learning_rate, verbose=self.verbose, args=[P, alpha, n_samples, self.n_components]) if self.verbose: print("[t-SNE] Error after %d iterations with early " "exaggeration: %f" % (it + 1, error)) # Final optimization P /= self.early_exaggeration params, error, it = _gradient_descent( _kl_divergence, params, it=it + 1, n_iter=self.n_iter, min_grad_norm=self.min_grad_norm, n_iter_without_progress=self.n_iter_without_progress, momentum=0.8, learning_rate=self.learning_rate, verbose=self.verbose, args=[P, alpha, n_samples, self.n_components]) if self.verbose: print("[t-SNE] Error after %d iterations: %f" % (it + 1, error)) X_embedded = params.reshape(n_samples, self.n_components) return X_embedded def fit_transform(self, X, y=None): """Transform X to the embedded space. Parameters ---------- X : array, shape (n_samples, n_features) or (n_samples, n_samples) If the metric is 'precomputed' X must be a square distance matrix. Otherwise it contains a sample per row. Returns ------- X_new : array, shape (n_samples, n_components) Embedding of the training data in low-dimensional space. """ self.fit(X) return self.embedding_
bsd-3-clause
zorojean/scikit-learn
examples/manifold/plot_manifold_sphere.py
258
5101
#!/usr/bin/python # -*- coding: utf-8 -*- """ ============================================= Manifold Learning methods on a severed sphere ============================================= An application of the different :ref:`manifold` techniques on a spherical data-set. Here one can see the use of dimensionality reduction in order to gain some intuition regarding the manifold learning methods. Regarding the dataset, the poles are cut from the sphere, as well as a thin slice down its side. This enables the manifold learning techniques to 'spread it open' whilst projecting it onto two dimensions. For a similar example, where the methods are applied to the S-curve dataset, see :ref:`example_manifold_plot_compare_methods.py` Note that the purpose of the :ref:`MDS <multidimensional_scaling>` is to find a low-dimensional representation of the data (here 2D) in which the distances respect well the distances in the original high-dimensional space, unlike other manifold-learning algorithms, it does not seeks an isotropic representation of the data in the low-dimensional space. Here the manifold problem matches fairly that of representing a flat map of the Earth, as with `map projection <http://en.wikipedia.org/wiki/Map_projection>`_ """ # Author: Jaques Grobler <jaques.grobler@inria.fr> # License: BSD 3 clause print(__doc__) from time import time import numpy as np import matplotlib.pyplot as plt from mpl_toolkits.mplot3d import Axes3D from matplotlib.ticker import NullFormatter from sklearn import manifold from sklearn.utils import check_random_state # Next line to silence pyflakes. Axes3D # Variables for manifold learning. n_neighbors = 10 n_samples = 1000 # Create our sphere. random_state = check_random_state(0) p = random_state.rand(n_samples) * (2 * np.pi - 0.55) t = random_state.rand(n_samples) * np.pi # Sever the poles from the sphere. indices = ((t < (np.pi - (np.pi / 8))) & (t > ((np.pi / 8)))) colors = p[indices] x, y, z = np.sin(t[indices]) * np.cos(p[indices]), \ np.sin(t[indices]) * np.sin(p[indices]), \ np.cos(t[indices]) # Plot our dataset. fig = plt.figure(figsize=(15, 8)) plt.suptitle("Manifold Learning with %i points, %i neighbors" % (1000, n_neighbors), fontsize=14) ax = fig.add_subplot(251, projection='3d') ax.scatter(x, y, z, c=p[indices], cmap=plt.cm.rainbow) try: # compatibility matplotlib < 1.0 ax.view_init(40, -10) except: pass sphere_data = np.array([x, y, z]).T # Perform Locally Linear Embedding Manifold learning methods = ['standard', 'ltsa', 'hessian', 'modified'] labels = ['LLE', 'LTSA', 'Hessian LLE', 'Modified LLE'] for i, method in enumerate(methods): t0 = time() trans_data = manifold\ .LocallyLinearEmbedding(n_neighbors, 2, method=method).fit_transform(sphere_data).T t1 = time() print("%s: %.2g sec" % (methods[i], t1 - t0)) ax = fig.add_subplot(252 + i) plt.scatter(trans_data[0], trans_data[1], c=colors, cmap=plt.cm.rainbow) plt.title("%s (%.2g sec)" % (labels[i], t1 - t0)) ax.xaxis.set_major_formatter(NullFormatter()) ax.yaxis.set_major_formatter(NullFormatter()) plt.axis('tight') # Perform Isomap Manifold learning. t0 = time() trans_data = manifold.Isomap(n_neighbors, n_components=2)\ .fit_transform(sphere_data).T t1 = time() print("%s: %.2g sec" % ('ISO', t1 - t0)) ax = fig.add_subplot(257) plt.scatter(trans_data[0], trans_data[1], c=colors, cmap=plt.cm.rainbow) plt.title("%s (%.2g sec)" % ('Isomap', t1 - t0)) ax.xaxis.set_major_formatter(NullFormatter()) ax.yaxis.set_major_formatter(NullFormatter()) plt.axis('tight') # Perform Multi-dimensional scaling. t0 = time() mds = manifold.MDS(2, max_iter=100, n_init=1) trans_data = mds.fit_transform(sphere_data).T t1 = time() print("MDS: %.2g sec" % (t1 - t0)) ax = fig.add_subplot(258) plt.scatter(trans_data[0], trans_data[1], c=colors, cmap=plt.cm.rainbow) plt.title("MDS (%.2g sec)" % (t1 - t0)) ax.xaxis.set_major_formatter(NullFormatter()) ax.yaxis.set_major_formatter(NullFormatter()) plt.axis('tight') # Perform Spectral Embedding. t0 = time() se = manifold.SpectralEmbedding(n_components=2, n_neighbors=n_neighbors) trans_data = se.fit_transform(sphere_data).T t1 = time() print("Spectral Embedding: %.2g sec" % (t1 - t0)) ax = fig.add_subplot(259) plt.scatter(trans_data[0], trans_data[1], c=colors, cmap=plt.cm.rainbow) plt.title("Spectral Embedding (%.2g sec)" % (t1 - t0)) ax.xaxis.set_major_formatter(NullFormatter()) ax.yaxis.set_major_formatter(NullFormatter()) plt.axis('tight') # Perform t-distributed stochastic neighbor embedding. t0 = time() tsne = manifold.TSNE(n_components=2, init='pca', random_state=0) trans_data = tsne.fit_transform(sphere_data).T t1 = time() print("t-SNE: %.2g sec" % (t1 - t0)) ax = fig.add_subplot(250) plt.scatter(trans_data[0], trans_data[1], c=colors, cmap=plt.cm.rainbow) plt.title("t-SNE (%.2g sec)" % (t1 - t0)) ax.xaxis.set_major_formatter(NullFormatter()) ax.yaxis.set_major_formatter(NullFormatter()) plt.axis('tight') plt.show()
bsd-3-clause
466152112/scikit-learn
sklearn/utils/metaestimators.py
283
2353
"""Utilities for meta-estimators""" # Author: Joel Nothman # Andreas Mueller # Licence: BSD from operator import attrgetter from functools import update_wrapper __all__ = ['if_delegate_has_method'] class _IffHasAttrDescriptor(object): """Implements a conditional property using the descriptor protocol. Using this class to create a decorator will raise an ``AttributeError`` if the ``attribute_name`` is not present on the base object. This allows ducktyping of the decorated method based on ``attribute_name``. See https://docs.python.org/3/howto/descriptor.html for an explanation of descriptors. """ def __init__(self, fn, attribute_name): self.fn = fn self.get_attribute = attrgetter(attribute_name) # update the docstring of the descriptor update_wrapper(self, fn) def __get__(self, obj, type=None): # raise an AttributeError if the attribute is not present on the object if obj is not None: # delegate only on instances, not the classes. # this is to allow access to the docstrings. self.get_attribute(obj) # lambda, but not partial, allows help() to work with update_wrapper out = lambda *args, **kwargs: self.fn(obj, *args, **kwargs) # update the docstring of the returned function update_wrapper(out, self.fn) return out def if_delegate_has_method(delegate): """Create a decorator for methods that are delegated to a sub-estimator This enables ducktyping by hasattr returning True according to the sub-estimator. >>> from sklearn.utils.metaestimators import if_delegate_has_method >>> >>> >>> class MetaEst(object): ... def __init__(self, sub_est): ... self.sub_est = sub_est ... ... @if_delegate_has_method(delegate='sub_est') ... def predict(self, X): ... return self.sub_est.predict(X) ... >>> class HasPredict(object): ... def predict(self, X): ... return X.sum(axis=1) ... >>> class HasNoPredict(object): ... pass ... >>> hasattr(MetaEst(HasPredict()), 'predict') True >>> hasattr(MetaEst(HasNoPredict()), 'predict') False """ return lambda fn: _IffHasAttrDescriptor(fn, '%s.%s' % (delegate, fn.__name__))
bsd-3-clause
lbishal/scikit-learn
sklearn/manifold/t_sne.py
13
34618
# Author: Alexander Fabisch -- <afabisch@informatik.uni-bremen.de> # Author: Christopher Moody <chrisemoody@gmail.com> # Author: Nick Travers <nickt@squareup.com> # License: BSD 3 clause (C) 2014 # This is the exact and Barnes-Hut t-SNE implementation. There are other # modifications of the algorithm: # * Fast Optimization for t-SNE: # http://cseweb.ucsd.edu/~lvdmaaten/workshops/nips2010/papers/vandermaaten.pdf import numpy as np from scipy import linalg import scipy.sparse as sp from scipy.spatial.distance import pdist from scipy.spatial.distance import squareform from ..neighbors import BallTree from ..base import BaseEstimator from ..utils import check_array from ..utils import check_random_state from ..utils.extmath import _ravel from ..decomposition import RandomizedPCA from ..metrics.pairwise import pairwise_distances from . import _utils from . import _barnes_hut_tsne from ..utils.fixes import astype MACHINE_EPSILON = np.finfo(np.double).eps def _joint_probabilities(distances, desired_perplexity, verbose): """Compute joint probabilities p_ij from distances. Parameters ---------- distances : array, shape (n_samples * (n_samples-1) / 2,) Distances of samples are stored as condensed matrices, i.e. we omit the diagonal and duplicate entries and store everything in a one-dimensional array. desired_perplexity : float Desired perplexity of the joint probability distributions. verbose : int Verbosity level. Returns ------- P : array, shape (n_samples * (n_samples-1) / 2,) Condensed joint probability matrix. """ # Compute conditional probabilities such that they approximately match # the desired perplexity distances = astype(distances, np.float32, copy=False) conditional_P = _utils._binary_search_perplexity( distances, None, desired_perplexity, verbose) P = conditional_P + conditional_P.T sum_P = np.maximum(np.sum(P), MACHINE_EPSILON) P = np.maximum(squareform(P) / sum_P, MACHINE_EPSILON) return P def _joint_probabilities_nn(distances, neighbors, desired_perplexity, verbose): """Compute joint probabilities p_ij from distances using just nearest neighbors. This method is approximately equal to _joint_probabilities. The latter is O(N), but limiting the joint probability to nearest neighbors improves this substantially to O(uN). Parameters ---------- distances : array, shape (n_samples * (n_samples-1) / 2,) Distances of samples are stored as condensed matrices, i.e. we omit the diagonal and duplicate entries and store everything in a one-dimensional array. desired_perplexity : float Desired perplexity of the joint probability distributions. verbose : int Verbosity level. Returns ------- P : array, shape (n_samples * (n_samples-1) / 2,) Condensed joint probability matrix. """ # Compute conditional probabilities such that they approximately match # the desired perplexity distances = astype(distances, np.float32, copy=False) neighbors = astype(neighbors, np.int64, copy=False) conditional_P = _utils._binary_search_perplexity( distances, neighbors, desired_perplexity, verbose) m = "All probabilities should be finite" assert np.all(np.isfinite(conditional_P)), m P = conditional_P + conditional_P.T sum_P = np.maximum(np.sum(P), MACHINE_EPSILON) P = np.maximum(squareform(P) / sum_P, MACHINE_EPSILON) assert np.all(np.abs(P) <= 1.0) return P def _kl_divergence(params, P, degrees_of_freedom, n_samples, n_components, skip_num_points=0): """t-SNE objective function: gradient of the KL divergence of p_ijs and q_ijs and the absolute error. Parameters ---------- params : array, shape (n_params,) Unraveled embedding. P : array, shape (n_samples * (n_samples-1) / 2,) Condensed joint probability matrix. degrees_of_freedom : float Degrees of freedom of the Student's-t distribution. n_samples : int Number of samples. n_components : int Dimension of the embedded space. skip_num_points : int (optional, default:0) This does not compute the gradient for points with indices below `skip_num_points`. This is useful when computing transforms of new data where you'd like to keep the old data fixed. Returns ------- kl_divergence : float Kullback-Leibler divergence of p_ij and q_ij. grad : array, shape (n_params,) Unraveled gradient of the Kullback-Leibler divergence with respect to the embedding. """ X_embedded = params.reshape(n_samples, n_components) # Q is a heavy-tailed distribution: Student's t-distribution n = pdist(X_embedded, "sqeuclidean") n += 1. n /= degrees_of_freedom n **= (degrees_of_freedom + 1.0) / -2.0 Q = np.maximum(n / (2.0 * np.sum(n)), MACHINE_EPSILON) # Optimization trick below: np.dot(x, y) is faster than # np.sum(x * y) because it calls BLAS # Objective: C (Kullback-Leibler divergence of P and Q) kl_divergence = 2.0 * np.dot(P, np.log(P / Q)) # Gradient: dC/dY grad = np.ndarray((n_samples, n_components)) PQd = squareform((P - Q) * n) for i in range(skip_num_points, n_samples): np.dot(_ravel(PQd[i]), X_embedded[i] - X_embedded, out=grad[i]) grad = grad.ravel() c = 2.0 * (degrees_of_freedom + 1.0) / degrees_of_freedom grad *= c return kl_divergence, grad def _kl_divergence_error(params, P, neighbors, degrees_of_freedom, n_samples, n_components): """t-SNE objective function: the absolute error of the KL divergence of p_ijs and q_ijs. Parameters ---------- params : array, shape (n_params,) Unraveled embedding. P : array, shape (n_samples * (n_samples-1) / 2,) Condensed joint probability matrix. neighbors : array (n_samples, K) The neighbors is not actually required to calculate the divergence, but is here to match the signature of the gradient function degrees_of_freedom : float Degrees of freedom of the Student's-t distribution. n_samples : int Number of samples. n_components : int Dimension of the embedded space. Returns ------- kl_divergence : float Kullback-Leibler divergence of p_ij and q_ij. grad : array, shape (n_params,) Unraveled gradient of the Kullback-Leibler divergence with respect to the embedding. """ X_embedded = params.reshape(n_samples, n_components) # Q is a heavy-tailed distribution: Student's t-distribution n = pdist(X_embedded, "sqeuclidean") n += 1. n /= degrees_of_freedom n **= (degrees_of_freedom + 1.0) / -2.0 Q = np.maximum(n / (2.0 * np.sum(n)), MACHINE_EPSILON) # Optimization trick below: np.dot(x, y) is faster than # np.sum(x * y) because it calls BLAS # Objective: C (Kullback-Leibler divergence of P and Q) if len(P.shape) == 2: P = squareform(P) kl_divergence = 2.0 * np.dot(P, np.log(P / Q)) return kl_divergence def _kl_divergence_bh(params, P, neighbors, degrees_of_freedom, n_samples, n_components, angle=0.5, skip_num_points=0, verbose=False): """t-SNE objective function: KL divergence of p_ijs and q_ijs. Uses Barnes-Hut tree methods to calculate the gradient that runs in O(NlogN) instead of O(N^2) Parameters ---------- params : array, shape (n_params,) Unraveled embedding. P : array, shape (n_samples * (n_samples-1) / 2,) Condensed joint probability matrix. neighbors: int64 array, shape (n_samples, K) Array with element [i, j] giving the index for the jth closest neighbor to point i. degrees_of_freedom : float Degrees of freedom of the Student's-t distribution. n_samples : int Number of samples. n_components : int Dimension of the embedded space. angle : float (default: 0.5) This is the trade-off between speed and accuracy for Barnes-Hut T-SNE. 'angle' is the angular size (referred to as theta in [3]) of a distant node as measured from a point. If this size is below 'angle' then it is used as a summary node of all points contained within it. This method is not very sensitive to changes in this parameter in the range of 0.2 - 0.8. Angle less than 0.2 has quickly increasing computation time and angle greater 0.8 has quickly increasing error. skip_num_points : int (optional, default:0) This does not compute the gradient for points with indices below `skip_num_points`. This is useful when computing transforms of new data where you'd like to keep the old data fixed. verbose : int Verbosity level. Returns ------- kl_divergence : float Kullback-Leibler divergence of p_ij and q_ij. grad : array, shape (n_params,) Unraveled gradient of the Kullback-Leibler divergence with respect to the embedding. """ params = astype(params, np.float32, copy=False) X_embedded = params.reshape(n_samples, n_components) neighbors = astype(neighbors, np.int64, copy=False) if len(P.shape) == 1: sP = squareform(P).astype(np.float32) else: sP = P.astype(np.float32) grad = np.zeros(X_embedded.shape, dtype=np.float32) error = _barnes_hut_tsne.gradient(sP, X_embedded, neighbors, grad, angle, n_components, verbose, dof=degrees_of_freedom) c = 2.0 * (degrees_of_freedom + 1.0) / degrees_of_freedom grad = grad.ravel() grad *= c return error, grad def _gradient_descent(objective, p0, it, n_iter, objective_error=None, n_iter_check=1, n_iter_without_progress=50, momentum=0.5, learning_rate=1000.0, min_gain=0.01, min_grad_norm=1e-7, min_error_diff=1e-7, verbose=0, args=None, kwargs=None): """Batch gradient descent with momentum and individual gains. Parameters ---------- objective : function or callable Should return a tuple of cost and gradient for a given parameter vector. When expensive to compute, the cost can optionally be None and can be computed every n_iter_check steps using the objective_error function. p0 : array-like, shape (n_params,) Initial parameter vector. it : int Current number of iterations (this function will be called more than once during the optimization). n_iter : int Maximum number of gradient descent iterations. n_iter_check : int Number of iterations before evaluating the global error. If the error is sufficiently low, we abort the optimization. objective_error : function or callable Should return a tuple of cost and gradient for a given parameter vector. n_iter_without_progress : int, optional (default: 30) Maximum number of iterations without progress before we abort the optimization. momentum : float, within (0.0, 1.0), optional (default: 0.5) The momentum generates a weight for previous gradients that decays exponentially. learning_rate : float, optional (default: 1000.0) The learning rate should be extremely high for t-SNE! Values in the range [100.0, 1000.0] are common. min_gain : float, optional (default: 0.01) Minimum individual gain for each parameter. min_grad_norm : float, optional (default: 1e-7) If the gradient norm is below this threshold, the optimization will be aborted. min_error_diff : float, optional (default: 1e-7) If the absolute difference of two successive cost function values is below this threshold, the optimization will be aborted. verbose : int, optional (default: 0) Verbosity level. args : sequence Arguments to pass to objective function. kwargs : dict Keyword arguments to pass to objective function. Returns ------- p : array, shape (n_params,) Optimum parameters. error : float Optimum. i : int Last iteration. """ if args is None: args = [] if kwargs is None: kwargs = {} p = p0.copy().ravel() update = np.zeros_like(p) gains = np.ones_like(p) error = np.finfo(np.float).max best_error = np.finfo(np.float).max best_iter = 0 for i in range(it, n_iter): new_error, grad = objective(p, *args, **kwargs) grad_norm = linalg.norm(grad) inc = update * grad >= 0.0 dec = np.invert(inc) gains[inc] += 0.05 gains[dec] *= 0.95 np.clip(gains, min_gain, np.inf) grad *= gains update = momentum * update - learning_rate * grad p += update if (i + 1) % n_iter_check == 0: if new_error is None: new_error = objective_error(p, *args) error_diff = np.abs(new_error - error) error = new_error if verbose >= 2: m = "[t-SNE] Iteration %d: error = %.7f, gradient norm = %.7f" print(m % (i + 1, error, grad_norm)) if error < best_error: best_error = error best_iter = i elif i - best_iter > n_iter_without_progress: if verbose >= 2: print("[t-SNE] Iteration %d: did not make any progress " "during the last %d episodes. Finished." % (i + 1, n_iter_without_progress)) break if grad_norm <= min_grad_norm: if verbose >= 2: print("[t-SNE] Iteration %d: gradient norm %f. Finished." % (i + 1, grad_norm)) break if error_diff <= min_error_diff: if verbose >= 2: m = "[t-SNE] Iteration %d: error difference %f. Finished." print(m % (i + 1, error_diff)) break if new_error is not None: error = new_error return p, error, i def trustworthiness(X, X_embedded, n_neighbors=5, precomputed=False): """Expresses to what extent the local structure is retained. The trustworthiness is within [0, 1]. It is defined as .. math:: T(k) = 1 - \frac{2}{nk (2n - 3k - 1)} \sum^n_{i=1} \sum_{j \in U^{(k)}_i (r(i, j) - k)} where :math:`r(i, j)` is the rank of the embedded datapoint j according to the pairwise distances between the embedded datapoints, :math:`U^{(k)}_i` is the set of points that are in the k nearest neighbors in the embedded space but not in the original space. * "Neighborhood Preservation in Nonlinear Projection Methods: An Experimental Study" J. Venna, S. Kaski * "Learning a Parametric Embedding by Preserving Local Structure" L.J.P. van der Maaten Parameters ---------- X : array, shape (n_samples, n_features) or (n_samples, n_samples) If the metric is 'precomputed' X must be a square distance matrix. Otherwise it contains a sample per row. X_embedded : array, shape (n_samples, n_components) Embedding of the training data in low-dimensional space. n_neighbors : int, optional (default: 5) Number of neighbors k that will be considered. precomputed : bool, optional (default: False) Set this flag if X is a precomputed square distance matrix. Returns ------- trustworthiness : float Trustworthiness of the low-dimensional embedding. """ if precomputed: dist_X = X else: dist_X = pairwise_distances(X, squared=True) dist_X_embedded = pairwise_distances(X_embedded, squared=True) ind_X = np.argsort(dist_X, axis=1) ind_X_embedded = np.argsort(dist_X_embedded, axis=1)[:, 1:n_neighbors + 1] n_samples = X.shape[0] t = 0.0 ranks = np.zeros(n_neighbors) for i in range(n_samples): for j in range(n_neighbors): ranks[j] = np.where(ind_X[i] == ind_X_embedded[i, j])[0][0] ranks -= n_neighbors t += np.sum(ranks[ranks > 0]) t = 1.0 - t * (2.0 / (n_samples * n_neighbors * (2.0 * n_samples - 3.0 * n_neighbors - 1.0))) return t class TSNE(BaseEstimator): """t-distributed Stochastic Neighbor Embedding. t-SNE [1] is a tool to visualize high-dimensional data. It converts similarities between data points to joint probabilities and tries to minimize the Kullback-Leibler divergence between the joint probabilities of the low-dimensional embedding and the high-dimensional data. t-SNE has a cost function that is not convex, i.e. with different initializations we can get different results. It is highly recommended to use another dimensionality reduction method (e.g. PCA for dense data or TruncatedSVD for sparse data) to reduce the number of dimensions to a reasonable amount (e.g. 50) if the number of features is very high. This will suppress some noise and speed up the computation of pairwise distances between samples. For more tips see Laurens van der Maaten's FAQ [2]. Read more in the :ref:`User Guide <t_sne>`. Parameters ---------- n_components : int, optional (default: 2) Dimension of the embedded space. perplexity : float, optional (default: 30) The perplexity is related to the number of nearest neighbors that is used in other manifold learning algorithms. Larger datasets usually require a larger perplexity. Consider selcting a value between 5 and 50. The choice is not extremely critical since t-SNE is quite insensitive to this parameter. early_exaggeration : float, optional (default: 4.0) Controls how tight natural clusters in the original space are in the embedded space and how much space will be between them. For larger values, the space between natural clusters will be larger in the embedded space. Again, the choice of this parameter is not very critical. If the cost function increases during initial optimization, the early exaggeration factor or the learning rate might be too high. learning_rate : float, optional (default: 1000) The learning rate can be a critical parameter. It should be between 100 and 1000. If the cost function increases during initial optimization, the early exaggeration factor or the learning rate might be too high. If the cost function gets stuck in a bad local minimum increasing the learning rate helps sometimes. n_iter : int, optional (default: 1000) Maximum number of iterations for the optimization. Should be at least 200. n_iter_without_progress : int, optional (default: 30) Maximum number of iterations without progress before we abort the optimization. .. versionadded:: 0.17 parameter *n_iter_without_progress* to control stopping criteria. min_grad_norm : float, optional (default: 1E-7) If the gradient norm is below this threshold, the optimization will be aborted. metric : string or callable, optional The metric to use when calculating distance between instances in a feature array. If metric is a string, it must be one of the options allowed by scipy.spatial.distance.pdist for its metric parameter, or a metric listed in pairwise.PAIRWISE_DISTANCE_FUNCTIONS. If metric is "precomputed", X is assumed to be a distance matrix. Alternatively, if metric is a callable function, it is called on each pair of instances (rows) and the resulting value recorded. The callable should take two arrays from X as input and return a value indicating the distance between them. The default is "euclidean" which is interpreted as squared euclidean distance. init : string, optional (default: "random") Initialization of embedding. Possible options are 'random' and 'pca'. PCA initialization cannot be used with precomputed distances and is usually more globally stable than random initialization. verbose : int, optional (default: 0) Verbosity level. random_state : int or RandomState instance or None (default) Pseudo Random Number generator seed control. If None, use the numpy.random singleton. Note that different initializations might result in different local minima of the cost function. method : string (default: 'barnes_hut') By default the gradient calculation algorithm uses Barnes-Hut approximation running in O(NlogN) time. method='exact' will run on the slower, but exact, algorithm in O(N^2) time. The exact algorithm should be used when nearest-neighbor errors need to be better than 3%. However, the exact method cannot scale to millions of examples. .. versionadded:: 0.17 Approximate optimization *method* via the Barnes-Hut. angle : float (default: 0.5) Only used if method='barnes_hut' This is the trade-off between speed and accuracy for Barnes-Hut T-SNE. 'angle' is the angular size (referred to as theta in [3]) of a distant node as measured from a point. If this size is below 'angle' then it is used as a summary node of all points contained within it. This method is not very sensitive to changes in this parameter in the range of 0.2 - 0.8. Angle less than 0.2 has quickly increasing computation time and angle greater 0.8 has quickly increasing error. Attributes ---------- embedding_ : array-like, shape (n_samples, n_components) Stores the embedding vectors. Examples -------- >>> import numpy as np >>> from sklearn.manifold import TSNE >>> X = np.array([[0, 0, 0], [0, 1, 1], [1, 0, 1], [1, 1, 1]]) >>> model = TSNE(n_components=2, random_state=0) >>> np.set_printoptions(suppress=True) >>> model.fit_transform(X) # doctest: +ELLIPSIS, +NORMALIZE_WHITESPACE array([[ 0.00017599, 0.00003993], [ 0.00009891, 0.00021913], [ 0.00018554, -0.00009357], [ 0.00009528, -0.00001407]]) References ---------- [1] van der Maaten, L.J.P.; Hinton, G.E. Visualizing High-Dimensional Data Using t-SNE. Journal of Machine Learning Research 9:2579-2605, 2008. [2] van der Maaten, L.J.P. t-Distributed Stochastic Neighbor Embedding http://homepage.tudelft.nl/19j49/t-SNE.html [3] L.J.P. van der Maaten. Accelerating t-SNE using Tree-Based Algorithms. Journal of Machine Learning Research 15(Oct):3221-3245, 2014. http://lvdmaaten.github.io/publications/papers/JMLR_2014.pdf """ def __init__(self, n_components=2, perplexity=30.0, early_exaggeration=4.0, learning_rate=1000.0, n_iter=1000, n_iter_without_progress=30, min_grad_norm=1e-7, metric="euclidean", init="random", verbose=0, random_state=None, method='barnes_hut', angle=0.5): if init not in ["pca", "random"] or isinstance(init, np.ndarray): msg = "'init' must be 'pca', 'random' or a NumPy array" raise ValueError(msg) self.n_components = n_components self.perplexity = perplexity self.early_exaggeration = early_exaggeration self.learning_rate = learning_rate self.n_iter = n_iter self.n_iter_without_progress = n_iter_without_progress self.min_grad_norm = min_grad_norm self.metric = metric self.init = init self.verbose = verbose self.random_state = random_state self.method = method self.angle = angle self.embedding_ = None def _fit(self, X, skip_num_points=0): """Fit the model using X as training data. Note that sparse arrays can only be handled by method='exact'. It is recommended that you convert your sparse array to dense (e.g. `X.toarray()`) if it fits in memory, or otherwise using a dimensionality reduction technique (e.g. TrucnatedSVD). Parameters ---------- X : array, shape (n_samples, n_features) or (n_samples, n_samples) If the metric is 'precomputed' X must be a square distance matrix. Otherwise it contains a sample per row. Note that this when method='barnes_hut', X cannot be a sparse array and if need be will be converted to a 32 bit float array. Method='exact' allows sparse arrays and 64bit floating point inputs. skip_num_points : int (optional, default:0) This does not compute the gradient for points with indices below `skip_num_points`. This is useful when computing transforms of new data where you'd like to keep the old data fixed. """ if self.method not in ['barnes_hut', 'exact']: raise ValueError("'method' must be 'barnes_hut' or 'exact'") if self.angle < 0.0 or self.angle > 1.0: raise ValueError("'angle' must be between 0.0 - 1.0") if self.method == 'barnes_hut' and sp.issparse(X): raise TypeError('A sparse matrix was passed, but dense ' 'data is required for method="barnes_hut". Use ' 'X.toarray() to convert to a dense numpy array if ' 'the array is small enough for it to fit in ' 'memory. Otherwise consider dimensionality ' 'reduction techniques (e.g. TruncatedSVD)') X = check_array(X, dtype=np.float32) else: X = check_array(X, accept_sparse=['csr', 'csc', 'coo'], dtype=np.float64) random_state = check_random_state(self.random_state) if self.early_exaggeration < 1.0: raise ValueError("early_exaggeration must be at least 1, but is " "%f" % self.early_exaggeration) if self.n_iter < 200: raise ValueError("n_iter should be at least 200") if self.metric == "precomputed": if self.init == 'pca': raise ValueError("The parameter init=\"pca\" cannot be used " "with metric=\"precomputed\".") if X.shape[0] != X.shape[1]: raise ValueError("X should be a square distance matrix") distances = X else: if self.verbose: print("[t-SNE] Computing pairwise distances...") if self.metric == "euclidean": distances = pairwise_distances(X, metric=self.metric, squared=True) else: distances = pairwise_distances(X, metric=self.metric) if not np.all(distances >= 0): raise ValueError("All distances should be positive, either " "the metric or precomputed distances given " "as X are not correct") # Degrees of freedom of the Student's t-distribution. The suggestion # degrees_of_freedom = n_components - 1 comes from # "Learning a Parametric Embedding by Preserving Local Structure" # Laurens van der Maaten, 2009. degrees_of_freedom = max(self.n_components - 1.0, 1) n_samples = X.shape[0] # the number of nearest neighbors to find k = min(n_samples - 1, int(3. * self.perplexity + 1)) neighbors_nn = None if self.method == 'barnes_hut': if self.verbose: print("[t-SNE] Computing %i nearest neighbors..." % k) if self.metric == 'precomputed': # Use the precomputed distances to find # the k nearest neighbors and their distances neighbors_nn = np.argsort(distances, axis=1)[:, :k] else: # Find the nearest neighbors for every point bt = BallTree(X) # LvdM uses 3 * perplexity as the number of neighbors # And we add one to not count the data point itself # In the event that we have very small # of points # set the neighbors to n - 1 distances_nn, neighbors_nn = bt.query(X, k=k + 1) neighbors_nn = neighbors_nn[:, 1:] P = _joint_probabilities_nn(distances, neighbors_nn, self.perplexity, self.verbose) else: P = _joint_probabilities(distances, self.perplexity, self.verbose) assert np.all(np.isfinite(P)), "All probabilities should be finite" assert np.all(P >= 0), "All probabilities should be zero or positive" assert np.all(P <= 1), ("All probabilities should be less " "or then equal to one") if self.init == 'pca': pca = RandomizedPCA(n_components=self.n_components, random_state=random_state) X_embedded = pca.fit_transform(X) elif isinstance(self.init, np.ndarray): X_embedded = self.init elif self.init == 'random': X_embedded = None else: raise ValueError("Unsupported initialization scheme: %s" % self.init) return self._tsne(P, degrees_of_freedom, n_samples, random_state, X_embedded=X_embedded, neighbors=neighbors_nn, skip_num_points=skip_num_points) def _tsne(self, P, degrees_of_freedom, n_samples, random_state, X_embedded=None, neighbors=None, skip_num_points=0): """Runs t-SNE.""" # t-SNE minimizes the Kullback-Leiber divergence of the Gaussians P # and the Student's t-distributions Q. The optimization algorithm that # we use is batch gradient descent with three stages: # * early exaggeration with momentum 0.5 # * early exaggeration with momentum 0.8 # * final optimization with momentum 0.8 # The embedding is initialized with iid samples from Gaussians with # standard deviation 1e-4. if X_embedded is None: # Initialize embedding randomly X_embedded = 1e-4 * random_state.randn(n_samples, self.n_components) params = X_embedded.ravel() opt_args = {} opt_args = {"n_iter": 50, "momentum": 0.5, "it": 0, "learning_rate": self.learning_rate, "verbose": self.verbose, "n_iter_check": 25, "kwargs": dict(skip_num_points=skip_num_points)} if self.method == 'barnes_hut': m = "Must provide an array of neighbors to use Barnes-Hut" assert neighbors is not None, m obj_func = _kl_divergence_bh objective_error = _kl_divergence_error sP = squareform(P).astype(np.float32) neighbors = neighbors.astype(np.int64) args = [sP, neighbors, degrees_of_freedom, n_samples, self.n_components] opt_args['args'] = args opt_args['min_grad_norm'] = 1e-3 opt_args['n_iter_without_progress'] = 30 # Don't always calculate the cost since that calculation # can be nearly as expensive as the gradient opt_args['objective_error'] = objective_error opt_args['kwargs']['angle'] = self.angle opt_args['kwargs']['verbose'] = self.verbose else: obj_func = _kl_divergence opt_args['args'] = [P, degrees_of_freedom, n_samples, self.n_components] opt_args['min_error_diff'] = 0.0 opt_args['min_grad_norm'] = 0.0 # Early exaggeration P *= self.early_exaggeration params, error, it = _gradient_descent(obj_func, params, **opt_args) opt_args['n_iter'] = 100 opt_args['momentum'] = 0.8 opt_args['it'] = it + 1 params, error, it = _gradient_descent(obj_func, params, **opt_args) if self.verbose: print("[t-SNE] Error after %d iterations with early " "exaggeration: %f" % (it + 1, error)) # Save the final number of iterations self.n_iter_final = it # Final optimization P /= self.early_exaggeration opt_args['n_iter'] = self.n_iter opt_args['it'] = it + 1 params, error, it = _gradient_descent(obj_func, params, **opt_args) if self.verbose: print("[t-SNE] Error after %d iterations: %f" % (it + 1, error)) X_embedded = params.reshape(n_samples, self.n_components) return X_embedded def fit_transform(self, X, y=None): """Fit X into an embedded space and return that transformed output. Parameters ---------- X : array, shape (n_samples, n_features) or (n_samples, n_samples) If the metric is 'precomputed' X must be a square distance matrix. Otherwise it contains a sample per row. Returns ------- X_new : array, shape (n_samples, n_components) Embedding of the training data in low-dimensional space. """ embedding = self._fit(X) self.embedding_ = embedding return self.embedding_ def fit(self, X, y=None): """Fit X into an embedded space. Parameters ---------- X : array, shape (n_samples, n_features) or (n_samples, n_samples) If the metric is 'precomputed' X must be a square distance matrix. Otherwise it contains a sample per row. If the method is 'exact', X may be a sparse matrix of type 'csr', 'csc' or 'coo'. """ self.fit_transform(X) return self
bsd-3-clause
maniteja123/numpy
numpy/fft/fftpack.py
12
45846
""" Discrete Fourier Transforms Routines in this module: fft(a, n=None, axis=-1) ifft(a, n=None, axis=-1) rfft(a, n=None, axis=-1) irfft(a, n=None, axis=-1) hfft(a, n=None, axis=-1) ihfft(a, n=None, axis=-1) fftn(a, s=None, axes=None) ifftn(a, s=None, axes=None) rfftn(a, s=None, axes=None) irfftn(a, s=None, axes=None) fft2(a, s=None, axes=(-2,-1)) ifft2(a, s=None, axes=(-2, -1)) rfft2(a, s=None, axes=(-2,-1)) irfft2(a, s=None, axes=(-2, -1)) i = inverse transform r = transform of purely real data h = Hermite transform n = n-dimensional transform 2 = 2-dimensional transform (Note: 2D routines are just nD routines with different default behavior.) The underlying code for these functions is an f2c-translated and modified version of the FFTPACK routines. """ from __future__ import division, absolute_import, print_function __all__ = ['fft', 'ifft', 'rfft', 'irfft', 'hfft', 'ihfft', 'rfftn', 'irfftn', 'rfft2', 'irfft2', 'fft2', 'ifft2', 'fftn', 'ifftn'] from numpy.core import (array, asarray, zeros, swapaxes, shape, conjugate, take, sqrt) from . import fftpack_lite as fftpack from .helper import _FFTCache _fft_cache = _FFTCache(max_size_in_mb=100, max_item_count=32) _real_fft_cache = _FFTCache(max_size_in_mb=100, max_item_count=32) def _raw_fft(a, n=None, axis=-1, init_function=fftpack.cffti, work_function=fftpack.cfftf, fft_cache=_fft_cache): a = asarray(a) if n is None: n = a.shape[axis] if n < 1: raise ValueError("Invalid number of FFT data points (%d) specified." % n) # We have to ensure that only a single thread can access a wsave array # at any given time. Thus we remove it from the cache and insert it # again after it has been used. Multiple threads might create multiple # copies of the wsave array. This is intentional and a limitation of # the current C code. wsave = fft_cache.pop_twiddle_factors(n) if wsave is None: wsave = init_function(n) if a.shape[axis] != n: s = list(a.shape) if s[axis] > n: index = [slice(None)]*len(s) index[axis] = slice(0, n) a = a[index] else: index = [slice(None)]*len(s) index[axis] = slice(0, s[axis]) s[axis] = n z = zeros(s, a.dtype.char) z[index] = a a = z if axis != -1: a = swapaxes(a, axis, -1) r = work_function(a, wsave) if axis != -1: r = swapaxes(r, axis, -1) # As soon as we put wsave back into the cache, another thread could pick it # up and start using it, so we must not do this until after we're # completely done using it ourselves. fft_cache.put_twiddle_factors(n, wsave) return r def _unitary(norm): if norm not in (None, "ortho"): raise ValueError("Invalid norm value %s, should be None or \"ortho\"." % norm) return norm is not None def fft(a, n=None, axis=-1, norm=None): """ Compute the one-dimensional discrete Fourier Transform. This function computes the one-dimensional *n*-point discrete Fourier Transform (DFT) with the efficient Fast Fourier Transform (FFT) algorithm [CT]. Parameters ---------- a : array_like Input array, can be complex. n : int, optional Length of the transformed axis of the output. If `n` is smaller than the length of the input, the input is cropped. If it is larger, the input is padded with zeros. If `n` is not given, the length of the input along the axis specified by `axis` is used. axis : int, optional Axis over which to compute the FFT. If not given, the last axis is used. norm : {None, "ortho"}, optional .. versionadded:: 1.10.0 Normalization mode (see `numpy.fft`). Default is None. Returns ------- out : complex ndarray The truncated or zero-padded input, transformed along the axis indicated by `axis`, or the last one if `axis` is not specified. Raises ------ IndexError if `axes` is larger than the last axis of `a`. See Also -------- numpy.fft : for definition of the DFT and conventions used. ifft : The inverse of `fft`. fft2 : The two-dimensional FFT. fftn : The *n*-dimensional FFT. rfftn : The *n*-dimensional FFT of real input. fftfreq : Frequency bins for given FFT parameters. Notes ----- FFT (Fast Fourier Transform) refers to a way the discrete Fourier Transform (DFT) can be calculated efficiently, by using symmetries in the calculated terms. The symmetry is highest when `n` is a power of 2, and the transform is therefore most efficient for these sizes. The DFT is defined, with the conventions used in this implementation, in the documentation for the `numpy.fft` module. References ---------- .. [CT] Cooley, James W., and John W. Tukey, 1965, "An algorithm for the machine calculation of complex Fourier series," *Math. Comput.* 19: 297-301. Examples -------- >>> np.fft.fft(np.exp(2j * np.pi * np.arange(8) / 8)) array([ -3.44505240e-16 +1.14383329e-17j, 8.00000000e+00 -5.71092652e-15j, 2.33482938e-16 +1.22460635e-16j, 1.64863782e-15 +1.77635684e-15j, 9.95839695e-17 +2.33482938e-16j, 0.00000000e+00 +1.66837030e-15j, 1.14383329e-17 +1.22460635e-16j, -1.64863782e-15 +1.77635684e-15j]) In this example, real input has an FFT which is Hermitian, i.e., symmetric in the real part and anti-symmetric in the imaginary part, as described in the `numpy.fft` documentation: >>> import matplotlib.pyplot as plt >>> t = np.arange(256) >>> sp = np.fft.fft(np.sin(t)) >>> freq = np.fft.fftfreq(t.shape[-1]) >>> plt.plot(freq, sp.real, freq, sp.imag) [<matplotlib.lines.Line2D object at 0x...>, <matplotlib.lines.Line2D object at 0x...>] >>> plt.show() """ a = asarray(a).astype(complex, copy=False) if n is None: n = a.shape[axis] output = _raw_fft(a, n, axis, fftpack.cffti, fftpack.cfftf, _fft_cache) if _unitary(norm): output *= 1 / sqrt(n) return output def ifft(a, n=None, axis=-1, norm=None): """ Compute the one-dimensional inverse discrete Fourier Transform. This function computes the inverse of the one-dimensional *n*-point discrete Fourier transform computed by `fft`. In other words, ``ifft(fft(a)) == a`` to within numerical accuracy. For a general description of the algorithm and definitions, see `numpy.fft`. The input should be ordered in the same way as is returned by `fft`, i.e., * ``a[0]`` should contain the zero frequency term, * ``a[1:n//2]`` should contain the positive-frequency terms, * ``a[n//2 + 1:]`` should contain the negative-frequency terms, in increasing order starting from the most negative frequency. For an even number of input points, ``A[n//2]`` represents the sum of the values at the positive and negative Nyquist frequencies, as the two are aliased together. See `numpy.fft` for details. Parameters ---------- a : array_like Input array, can be complex. n : int, optional Length of the transformed axis of the output. If `n` is smaller than the length of the input, the input is cropped. If it is larger, the input is padded with zeros. If `n` is not given, the length of the input along the axis specified by `axis` is used. See notes about padding issues. axis : int, optional Axis over which to compute the inverse DFT. If not given, the last axis is used. norm : {None, "ortho"}, optional .. versionadded:: 1.10.0 Normalization mode (see `numpy.fft`). Default is None. Returns ------- out : complex ndarray The truncated or zero-padded input, transformed along the axis indicated by `axis`, or the last one if `axis` is not specified. Raises ------ IndexError If `axes` is larger than the last axis of `a`. See Also -------- numpy.fft : An introduction, with definitions and general explanations. fft : The one-dimensional (forward) FFT, of which `ifft` is the inverse ifft2 : The two-dimensional inverse FFT. ifftn : The n-dimensional inverse FFT. Notes ----- If the input parameter `n` is larger than the size of the input, the input is padded by appending zeros at the end. Even though this is the common approach, it might lead to surprising results. If a different padding is desired, it must be performed before calling `ifft`. Examples -------- >>> np.fft.ifft([0, 4, 0, 0]) array([ 1.+0.j, 0.+1.j, -1.+0.j, 0.-1.j]) Create and plot a band-limited signal with random phases: >>> import matplotlib.pyplot as plt >>> t = np.arange(400) >>> n = np.zeros((400,), dtype=complex) >>> n[40:60] = np.exp(1j*np.random.uniform(0, 2*np.pi, (20,))) >>> s = np.fft.ifft(n) >>> plt.plot(t, s.real, 'b-', t, s.imag, 'r--') ... >>> plt.legend(('real', 'imaginary')) ... >>> plt.show() """ # The copy may be required for multithreading. a = array(a, copy=True, dtype=complex) if n is None: n = a.shape[axis] unitary = _unitary(norm) output = _raw_fft(a, n, axis, fftpack.cffti, fftpack.cfftb, _fft_cache) return output * (1 / (sqrt(n) if unitary else n)) def rfft(a, n=None, axis=-1, norm=None): """ Compute the one-dimensional discrete Fourier Transform for real input. This function computes the one-dimensional *n*-point discrete Fourier Transform (DFT) of a real-valued array by means of an efficient algorithm called the Fast Fourier Transform (FFT). Parameters ---------- a : array_like Input array n : int, optional Number of points along transformation axis in the input to use. If `n` is smaller than the length of the input, the input is cropped. If it is larger, the input is padded with zeros. If `n` is not given, the length of the input along the axis specified by `axis` is used. axis : int, optional Axis over which to compute the FFT. If not given, the last axis is used. norm : {None, "ortho"}, optional .. versionadded:: 1.10.0 Normalization mode (see `numpy.fft`). Default is None. Returns ------- out : complex ndarray The truncated or zero-padded input, transformed along the axis indicated by `axis`, or the last one if `axis` is not specified. If `n` is even, the length of the transformed axis is ``(n/2)+1``. If `n` is odd, the length is ``(n+1)/2``. Raises ------ IndexError If `axis` is larger than the last axis of `a`. See Also -------- numpy.fft : For definition of the DFT and conventions used. irfft : The inverse of `rfft`. fft : The one-dimensional FFT of general (complex) input. fftn : The *n*-dimensional FFT. rfftn : The *n*-dimensional FFT of real input. Notes ----- When the DFT is computed for purely real input, the output is Hermitian-symmetric, i.e. the negative frequency terms are just the complex conjugates of the corresponding positive-frequency terms, and the negative-frequency terms are therefore redundant. This function does not compute the negative frequency terms, and the length of the transformed axis of the output is therefore ``n//2 + 1``. When ``A = rfft(a)`` and fs is the sampling frequency, ``A[0]`` contains the zero-frequency term 0*fs, which is real due to Hermitian symmetry. If `n` is even, ``A[-1]`` contains the term representing both positive and negative Nyquist frequency (+fs/2 and -fs/2), and must also be purely real. If `n` is odd, there is no term at fs/2; ``A[-1]`` contains the largest positive frequency (fs/2*(n-1)/n), and is complex in the general case. If the input `a` contains an imaginary part, it is silently discarded. Examples -------- >>> np.fft.fft([0, 1, 0, 0]) array([ 1.+0.j, 0.-1.j, -1.+0.j, 0.+1.j]) >>> np.fft.rfft([0, 1, 0, 0]) array([ 1.+0.j, 0.-1.j, -1.+0.j]) Notice how the final element of the `fft` output is the complex conjugate of the second element, for real input. For `rfft`, this symmetry is exploited to compute only the non-negative frequency terms. """ # The copy may be required for multithreading. a = array(a, copy=True, dtype=float) output = _raw_fft(a, n, axis, fftpack.rffti, fftpack.rfftf, _real_fft_cache) if _unitary(norm): output *= 1 / sqrt(a.shape[axis]) return output def irfft(a, n=None, axis=-1, norm=None): """ Compute the inverse of the n-point DFT for real input. This function computes the inverse of the one-dimensional *n*-point discrete Fourier Transform of real input computed by `rfft`. In other words, ``irfft(rfft(a), len(a)) == a`` to within numerical accuracy. (See Notes below for why ``len(a)`` is necessary here.) The input is expected to be in the form returned by `rfft`, i.e. the real zero-frequency term followed by the complex positive frequency terms in order of increasing frequency. Since the discrete Fourier Transform of real input is Hermitian-symmetric, the negative frequency terms are taken to be the complex conjugates of the corresponding positive frequency terms. Parameters ---------- a : array_like The input array. n : int, optional Length of the transformed axis of the output. For `n` output points, ``n//2+1`` input points are necessary. If the input is longer than this, it is cropped. If it is shorter than this, it is padded with zeros. If `n` is not given, it is determined from the length of the input along the axis specified by `axis`. axis : int, optional Axis over which to compute the inverse FFT. If not given, the last axis is used. norm : {None, "ortho"}, optional .. versionadded:: 1.10.0 Normalization mode (see `numpy.fft`). Default is None. Returns ------- out : ndarray The truncated or zero-padded input, transformed along the axis indicated by `axis`, or the last one if `axis` is not specified. The length of the transformed axis is `n`, or, if `n` is not given, ``2*(m-1)`` where ``m`` is the length of the transformed axis of the input. To get an odd number of output points, `n` must be specified. Raises ------ IndexError If `axis` is larger than the last axis of `a`. See Also -------- numpy.fft : For definition of the DFT and conventions used. rfft : The one-dimensional FFT of real input, of which `irfft` is inverse. fft : The one-dimensional FFT. irfft2 : The inverse of the two-dimensional FFT of real input. irfftn : The inverse of the *n*-dimensional FFT of real input. Notes ----- Returns the real valued `n`-point inverse discrete Fourier transform of `a`, where `a` contains the non-negative frequency terms of a Hermitian-symmetric sequence. `n` is the length of the result, not the input. If you specify an `n` such that `a` must be zero-padded or truncated, the extra/removed values will be added/removed at high frequencies. One can thus resample a series to `m` points via Fourier interpolation by: ``a_resamp = irfft(rfft(a), m)``. Examples -------- >>> np.fft.ifft([1, -1j, -1, 1j]) array([ 0.+0.j, 1.+0.j, 0.+0.j, 0.+0.j]) >>> np.fft.irfft([1, -1j, -1]) array([ 0., 1., 0., 0.]) Notice how the last term in the input to the ordinary `ifft` is the complex conjugate of the second term, and the output has zero imaginary part everywhere. When calling `irfft`, the negative frequencies are not specified, and the output array is purely real. """ # The copy may be required for multithreading. a = array(a, copy=True, dtype=complex) if n is None: n = (a.shape[axis] - 1) * 2 unitary = _unitary(norm) output = _raw_fft(a, n, axis, fftpack.rffti, fftpack.rfftb, _real_fft_cache) return output * (1 / (sqrt(n) if unitary else n)) def hfft(a, n=None, axis=-1, norm=None): """ Compute the FFT of a signal which has Hermitian symmetry (real spectrum). Parameters ---------- a : array_like The input array. n : int, optional Length of the transformed axis of the output. For `n` output points, ``n//2+1`` input points are necessary. If the input is longer than this, it is cropped. If it is shorter than this, it is padded with zeros. If `n` is not given, it is determined from the length of the input along the axis specified by `axis`. axis : int, optional Axis over which to compute the FFT. If not given, the last axis is used. norm : {None, "ortho"}, optional .. versionadded:: 1.10.0 Normalization mode (see `numpy.fft`). Default is None. Returns ------- out : ndarray The truncated or zero-padded input, transformed along the axis indicated by `axis`, or the last one if `axis` is not specified. The length of the transformed axis is `n`, or, if `n` is not given, ``2*(m-1)`` where ``m`` is the length of the transformed axis of the input. To get an odd number of output points, `n` must be specified. Raises ------ IndexError If `axis` is larger than the last axis of `a`. See also -------- rfft : Compute the one-dimensional FFT for real input. ihfft : The inverse of `hfft`. Notes ----- `hfft`/`ihfft` are a pair analogous to `rfft`/`irfft`, but for the opposite case: here the signal has Hermitian symmetry in the time domain and is real in the frequency domain. So here it's `hfft` for which you must supply the length of the result if it is to be odd: ``ihfft(hfft(a), len(a)) == a``, within numerical accuracy. Examples -------- >>> signal = np.array([1, 2, 3, 4, 3, 2]) >>> np.fft.fft(signal) array([ 15.+0.j, -4.+0.j, 0.+0.j, -1.-0.j, 0.+0.j, -4.+0.j]) >>> np.fft.hfft(signal[:4]) # Input first half of signal array([ 15., -4., 0., -1., 0., -4.]) >>> np.fft.hfft(signal, 6) # Input entire signal and truncate array([ 15., -4., 0., -1., 0., -4.]) >>> signal = np.array([[1, 1.j], [-1.j, 2]]) >>> np.conj(signal.T) - signal # check Hermitian symmetry array([[ 0.-0.j, 0.+0.j], [ 0.+0.j, 0.-0.j]]) >>> freq_spectrum = np.fft.hfft(signal) >>> freq_spectrum array([[ 1., 1.], [ 2., -2.]]) """ # The copy may be required for multithreading. a = array(a, copy=True, dtype=complex) if n is None: n = (a.shape[axis] - 1) * 2 unitary = _unitary(norm) return irfft(conjugate(a), n, axis) * (sqrt(n) if unitary else n) def ihfft(a, n=None, axis=-1, norm=None): """ Compute the inverse FFT of a signal which has Hermitian symmetry. Parameters ---------- a : array_like Input array. n : int, optional Length of the inverse FFT. Number of points along transformation axis in the input to use. If `n` is smaller than the length of the input, the input is cropped. If it is larger, the input is padded with zeros. If `n` is not given, the length of the input along the axis specified by `axis` is used. axis : int, optional Axis over which to compute the inverse FFT. If not given, the last axis is used. norm : {None, "ortho"}, optional .. versionadded:: 1.10.0 Normalization mode (see `numpy.fft`). Default is None. Returns ------- out : complex ndarray The truncated or zero-padded input, transformed along the axis indicated by `axis`, or the last one if `axis` is not specified. If `n` is even, the length of the transformed axis is ``(n/2)+1``. If `n` is odd, the length is ``(n+1)/2``. See also -------- hfft, irfft Notes ----- `hfft`/`ihfft` are a pair analogous to `rfft`/`irfft`, but for the opposite case: here the signal has Hermitian symmetry in the time domain and is real in the frequency domain. So here it's `hfft` for which you must supply the length of the result if it is to be odd: ``ihfft(hfft(a), len(a)) == a``, within numerical accuracy. Examples -------- >>> spectrum = np.array([ 15, -4, 0, -1, 0, -4]) >>> np.fft.ifft(spectrum) array([ 1.+0.j, 2.-0.j, 3.+0.j, 4.+0.j, 3.+0.j, 2.-0.j]) >>> np.fft.ihfft(spectrum) array([ 1.-0.j, 2.-0.j, 3.-0.j, 4.-0.j]) """ # The copy may be required for multithreading. a = array(a, copy=True, dtype=float) if n is None: n = a.shape[axis] unitary = _unitary(norm) output = conjugate(rfft(a, n, axis)) return output * (1 / (sqrt(n) if unitary else n)) def _cook_nd_args(a, s=None, axes=None, invreal=0): if s is None: shapeless = 1 if axes is None: s = list(a.shape) else: s = take(a.shape, axes) else: shapeless = 0 s = list(s) if axes is None: axes = list(range(-len(s), 0)) if len(s) != len(axes): raise ValueError("Shape and axes have different lengths.") if invreal and shapeless: s[-1] = (a.shape[axes[-1]] - 1) * 2 return s, axes def _raw_fftnd(a, s=None, axes=None, function=fft, norm=None): a = asarray(a) s, axes = _cook_nd_args(a, s, axes) itl = list(range(len(axes))) itl.reverse() for ii in itl: a = function(a, n=s[ii], axis=axes[ii], norm=norm) return a def fftn(a, s=None, axes=None, norm=None): """ Compute the N-dimensional discrete Fourier Transform. This function computes the *N*-dimensional discrete Fourier Transform over any number of axes in an *M*-dimensional array by means of the Fast Fourier Transform (FFT). Parameters ---------- a : array_like Input array, can be complex. s : sequence of ints, optional Shape (length of each transformed axis) of the output (``s[0]`` refers to axis 0, ``s[1]`` to axis 1, etc.). This corresponds to ``n`` for ``fft(x, n)``. Along any axis, if the given shape is smaller than that of the input, the input is cropped. If it is larger, the input is padded with zeros. if `s` is not given, the shape of the input along the axes specified by `axes` is used. axes : sequence of ints, optional Axes over which to compute the FFT. If not given, the last ``len(s)`` axes are used, or all axes if `s` is also not specified. Repeated indices in `axes` means that the transform over that axis is performed multiple times. norm : {None, "ortho"}, optional .. versionadded:: 1.10.0 Normalization mode (see `numpy.fft`). Default is None. Returns ------- out : complex ndarray The truncated or zero-padded input, transformed along the axes indicated by `axes`, or by a combination of `s` and `a`, as explained in the parameters section above. Raises ------ ValueError If `s` and `axes` have different length. IndexError If an element of `axes` is larger than than the number of axes of `a`. See Also -------- numpy.fft : Overall view of discrete Fourier transforms, with definitions and conventions used. ifftn : The inverse of `fftn`, the inverse *n*-dimensional FFT. fft : The one-dimensional FFT, with definitions and conventions used. rfftn : The *n*-dimensional FFT of real input. fft2 : The two-dimensional FFT. fftshift : Shifts zero-frequency terms to centre of array Notes ----- The output, analogously to `fft`, contains the term for zero frequency in the low-order corner of all axes, the positive frequency terms in the first half of all axes, the term for the Nyquist frequency in the middle of all axes and the negative frequency terms in the second half of all axes, in order of decreasingly negative frequency. See `numpy.fft` for details, definitions and conventions used. Examples -------- >>> a = np.mgrid[:3, :3, :3][0] >>> np.fft.fftn(a, axes=(1, 2)) array([[[ 0.+0.j, 0.+0.j, 0.+0.j], [ 0.+0.j, 0.+0.j, 0.+0.j], [ 0.+0.j, 0.+0.j, 0.+0.j]], [[ 9.+0.j, 0.+0.j, 0.+0.j], [ 0.+0.j, 0.+0.j, 0.+0.j], [ 0.+0.j, 0.+0.j, 0.+0.j]], [[ 18.+0.j, 0.+0.j, 0.+0.j], [ 0.+0.j, 0.+0.j, 0.+0.j], [ 0.+0.j, 0.+0.j, 0.+0.j]]]) >>> np.fft.fftn(a, (2, 2), axes=(0, 1)) array([[[ 2.+0.j, 2.+0.j, 2.+0.j], [ 0.+0.j, 0.+0.j, 0.+0.j]], [[-2.+0.j, -2.+0.j, -2.+0.j], [ 0.+0.j, 0.+0.j, 0.+0.j]]]) >>> import matplotlib.pyplot as plt >>> [X, Y] = np.meshgrid(2 * np.pi * np.arange(200) / 12, ... 2 * np.pi * np.arange(200) / 34) >>> S = np.sin(X) + np.cos(Y) + np.random.uniform(0, 1, X.shape) >>> FS = np.fft.fftn(S) >>> plt.imshow(np.log(np.abs(np.fft.fftshift(FS))**2)) <matplotlib.image.AxesImage object at 0x...> >>> plt.show() """ return _raw_fftnd(a, s, axes, fft, norm) def ifftn(a, s=None, axes=None, norm=None): """ Compute the N-dimensional inverse discrete Fourier Transform. This function computes the inverse of the N-dimensional discrete Fourier Transform over any number of axes in an M-dimensional array by means of the Fast Fourier Transform (FFT). In other words, ``ifftn(fftn(a)) == a`` to within numerical accuracy. For a description of the definitions and conventions used, see `numpy.fft`. The input, analogously to `ifft`, should be ordered in the same way as is returned by `fftn`, i.e. it should have the term for zero frequency in all axes in the low-order corner, the positive frequency terms in the first half of all axes, the term for the Nyquist frequency in the middle of all axes and the negative frequency terms in the second half of all axes, in order of decreasingly negative frequency. Parameters ---------- a : array_like Input array, can be complex. s : sequence of ints, optional Shape (length of each transformed axis) of the output (``s[0]`` refers to axis 0, ``s[1]`` to axis 1, etc.). This corresponds to ``n`` for ``ifft(x, n)``. Along any axis, if the given shape is smaller than that of the input, the input is cropped. If it is larger, the input is padded with zeros. if `s` is not given, the shape of the input along the axes specified by `axes` is used. See notes for issue on `ifft` zero padding. axes : sequence of ints, optional Axes over which to compute the IFFT. If not given, the last ``len(s)`` axes are used, or all axes if `s` is also not specified. Repeated indices in `axes` means that the inverse transform over that axis is performed multiple times. norm : {None, "ortho"}, optional .. versionadded:: 1.10.0 Normalization mode (see `numpy.fft`). Default is None. Returns ------- out : complex ndarray The truncated or zero-padded input, transformed along the axes indicated by `axes`, or by a combination of `s` or `a`, as explained in the parameters section above. Raises ------ ValueError If `s` and `axes` have different length. IndexError If an element of `axes` is larger than than the number of axes of `a`. See Also -------- numpy.fft : Overall view of discrete Fourier transforms, with definitions and conventions used. fftn : The forward *n*-dimensional FFT, of which `ifftn` is the inverse. ifft : The one-dimensional inverse FFT. ifft2 : The two-dimensional inverse FFT. ifftshift : Undoes `fftshift`, shifts zero-frequency terms to beginning of array. Notes ----- See `numpy.fft` for definitions and conventions used. Zero-padding, analogously with `ifft`, is performed by appending zeros to the input along the specified dimension. Although this is the common approach, it might lead to surprising results. If another form of zero padding is desired, it must be performed before `ifftn` is called. Examples -------- >>> a = np.eye(4) >>> np.fft.ifftn(np.fft.fftn(a, axes=(0,)), axes=(1,)) array([[ 1.+0.j, 0.+0.j, 0.+0.j, 0.+0.j], [ 0.+0.j, 1.+0.j, 0.+0.j, 0.+0.j], [ 0.+0.j, 0.+0.j, 1.+0.j, 0.+0.j], [ 0.+0.j, 0.+0.j, 0.+0.j, 1.+0.j]]) Create and plot an image with band-limited frequency content: >>> import matplotlib.pyplot as plt >>> n = np.zeros((200,200), dtype=complex) >>> n[60:80, 20:40] = np.exp(1j*np.random.uniform(0, 2*np.pi, (20, 20))) >>> im = np.fft.ifftn(n).real >>> plt.imshow(im) <matplotlib.image.AxesImage object at 0x...> >>> plt.show() """ return _raw_fftnd(a, s, axes, ifft, norm) def fft2(a, s=None, axes=(-2, -1), norm=None): """ Compute the 2-dimensional discrete Fourier Transform This function computes the *n*-dimensional discrete Fourier Transform over any axes in an *M*-dimensional array by means of the Fast Fourier Transform (FFT). By default, the transform is computed over the last two axes of the input array, i.e., a 2-dimensional FFT. Parameters ---------- a : array_like Input array, can be complex s : sequence of ints, optional Shape (length of each transformed axis) of the output (``s[0]`` refers to axis 0, ``s[1]`` to axis 1, etc.). This corresponds to ``n`` for ``fft(x, n)``. Along each axis, if the given shape is smaller than that of the input, the input is cropped. If it is larger, the input is padded with zeros. if `s` is not given, the shape of the input along the axes specified by `axes` is used. axes : sequence of ints, optional Axes over which to compute the FFT. If not given, the last two axes are used. A repeated index in `axes` means the transform over that axis is performed multiple times. A one-element sequence means that a one-dimensional FFT is performed. norm : {None, "ortho"}, optional .. versionadded:: 1.10.0 Normalization mode (see `numpy.fft`). Default is None. Returns ------- out : complex ndarray The truncated or zero-padded input, transformed along the axes indicated by `axes`, or the last two axes if `axes` is not given. Raises ------ ValueError If `s` and `axes` have different length, or `axes` not given and ``len(s) != 2``. IndexError If an element of `axes` is larger than than the number of axes of `a`. See Also -------- numpy.fft : Overall view of discrete Fourier transforms, with definitions and conventions used. ifft2 : The inverse two-dimensional FFT. fft : The one-dimensional FFT. fftn : The *n*-dimensional FFT. fftshift : Shifts zero-frequency terms to the center of the array. For two-dimensional input, swaps first and third quadrants, and second and fourth quadrants. Notes ----- `fft2` is just `fftn` with a different default for `axes`. The output, analogously to `fft`, contains the term for zero frequency in the low-order corner of the transformed axes, the positive frequency terms in the first half of these axes, the term for the Nyquist frequency in the middle of the axes and the negative frequency terms in the second half of the axes, in order of decreasingly negative frequency. See `fftn` for details and a plotting example, and `numpy.fft` for definitions and conventions used. Examples -------- >>> a = np.mgrid[:5, :5][0] >>> np.fft.fft2(a) array([[ 50.0 +0.j , 0.0 +0.j , 0.0 +0.j , 0.0 +0.j , 0.0 +0.j ], [-12.5+17.20477401j, 0.0 +0.j , 0.0 +0.j , 0.0 +0.j , 0.0 +0.j ], [-12.5 +4.0614962j , 0.0 +0.j , 0.0 +0.j , 0.0 +0.j , 0.0 +0.j ], [-12.5 -4.0614962j , 0.0 +0.j , 0.0 +0.j , 0.0 +0.j , 0.0 +0.j ], [-12.5-17.20477401j, 0.0 +0.j , 0.0 +0.j , 0.0 +0.j , 0.0 +0.j ]]) """ return _raw_fftnd(a, s, axes, fft, norm) def ifft2(a, s=None, axes=(-2, -1), norm=None): """ Compute the 2-dimensional inverse discrete Fourier Transform. This function computes the inverse of the 2-dimensional discrete Fourier Transform over any number of axes in an M-dimensional array by means of the Fast Fourier Transform (FFT). In other words, ``ifft2(fft2(a)) == a`` to within numerical accuracy. By default, the inverse transform is computed over the last two axes of the input array. The input, analogously to `ifft`, should be ordered in the same way as is returned by `fft2`, i.e. it should have the term for zero frequency in the low-order corner of the two axes, the positive frequency terms in the first half of these axes, the term for the Nyquist frequency in the middle of the axes and the negative frequency terms in the second half of both axes, in order of decreasingly negative frequency. Parameters ---------- a : array_like Input array, can be complex. s : sequence of ints, optional Shape (length of each axis) of the output (``s[0]`` refers to axis 0, ``s[1]`` to axis 1, etc.). This corresponds to `n` for ``ifft(x, n)``. Along each axis, if the given shape is smaller than that of the input, the input is cropped. If it is larger, the input is padded with zeros. if `s` is not given, the shape of the input along the axes specified by `axes` is used. See notes for issue on `ifft` zero padding. axes : sequence of ints, optional Axes over which to compute the FFT. If not given, the last two axes are used. A repeated index in `axes` means the transform over that axis is performed multiple times. A one-element sequence means that a one-dimensional FFT is performed. norm : {None, "ortho"}, optional .. versionadded:: 1.10.0 Normalization mode (see `numpy.fft`). Default is None. Returns ------- out : complex ndarray The truncated or zero-padded input, transformed along the axes indicated by `axes`, or the last two axes if `axes` is not given. Raises ------ ValueError If `s` and `axes` have different length, or `axes` not given and ``len(s) != 2``. IndexError If an element of `axes` is larger than than the number of axes of `a`. See Also -------- numpy.fft : Overall view of discrete Fourier transforms, with definitions and conventions used. fft2 : The forward 2-dimensional FFT, of which `ifft2` is the inverse. ifftn : The inverse of the *n*-dimensional FFT. fft : The one-dimensional FFT. ifft : The one-dimensional inverse FFT. Notes ----- `ifft2` is just `ifftn` with a different default for `axes`. See `ifftn` for details and a plotting example, and `numpy.fft` for definition and conventions used. Zero-padding, analogously with `ifft`, is performed by appending zeros to the input along the specified dimension. Although this is the common approach, it might lead to surprising results. If another form of zero padding is desired, it must be performed before `ifft2` is called. Examples -------- >>> a = 4 * np.eye(4) >>> np.fft.ifft2(a) array([[ 1.+0.j, 0.+0.j, 0.+0.j, 0.+0.j], [ 0.+0.j, 0.+0.j, 0.+0.j, 1.+0.j], [ 0.+0.j, 0.+0.j, 1.+0.j, 0.+0.j], [ 0.+0.j, 1.+0.j, 0.+0.j, 0.+0.j]]) """ return _raw_fftnd(a, s, axes, ifft, norm) def rfftn(a, s=None, axes=None, norm=None): """ Compute the N-dimensional discrete Fourier Transform for real input. This function computes the N-dimensional discrete Fourier Transform over any number of axes in an M-dimensional real array by means of the Fast Fourier Transform (FFT). By default, all axes are transformed, with the real transform performed over the last axis, while the remaining transforms are complex. Parameters ---------- a : array_like Input array, taken to be real. s : sequence of ints, optional Shape (length along each transformed axis) to use from the input. (``s[0]`` refers to axis 0, ``s[1]`` to axis 1, etc.). The final element of `s` corresponds to `n` for ``rfft(x, n)``, while for the remaining axes, it corresponds to `n` for ``fft(x, n)``. Along any axis, if the given shape is smaller than that of the input, the input is cropped. If it is larger, the input is padded with zeros. if `s` is not given, the shape of the input along the axes specified by `axes` is used. axes : sequence of ints, optional Axes over which to compute the FFT. If not given, the last ``len(s)`` axes are used, or all axes if `s` is also not specified. norm : {None, "ortho"}, optional .. versionadded:: 1.10.0 Normalization mode (see `numpy.fft`). Default is None. Returns ------- out : complex ndarray The truncated or zero-padded input, transformed along the axes indicated by `axes`, or by a combination of `s` and `a`, as explained in the parameters section above. The length of the last axis transformed will be ``s[-1]//2+1``, while the remaining transformed axes will have lengths according to `s`, or unchanged from the input. Raises ------ ValueError If `s` and `axes` have different length. IndexError If an element of `axes` is larger than than the number of axes of `a`. See Also -------- irfftn : The inverse of `rfftn`, i.e. the inverse of the n-dimensional FFT of real input. fft : The one-dimensional FFT, with definitions and conventions used. rfft : The one-dimensional FFT of real input. fftn : The n-dimensional FFT. rfft2 : The two-dimensional FFT of real input. Notes ----- The transform for real input is performed over the last transformation axis, as by `rfft`, then the transform over the remaining axes is performed as by `fftn`. The order of the output is as for `rfft` for the final transformation axis, and as for `fftn` for the remaining transformation axes. See `fft` for details, definitions and conventions used. Examples -------- >>> a = np.ones((2, 2, 2)) >>> np.fft.rfftn(a) array([[[ 8.+0.j, 0.+0.j], [ 0.+0.j, 0.+0.j]], [[ 0.+0.j, 0.+0.j], [ 0.+0.j, 0.+0.j]]]) >>> np.fft.rfftn(a, axes=(2, 0)) array([[[ 4.+0.j, 0.+0.j], [ 4.+0.j, 0.+0.j]], [[ 0.+0.j, 0.+0.j], [ 0.+0.j, 0.+0.j]]]) """ # The copy may be required for multithreading. a = array(a, copy=True, dtype=float) s, axes = _cook_nd_args(a, s, axes) a = rfft(a, s[-1], axes[-1], norm) for ii in range(len(axes)-1): a = fft(a, s[ii], axes[ii], norm) return a def rfft2(a, s=None, axes=(-2, -1), norm=None): """ Compute the 2-dimensional FFT of a real array. Parameters ---------- a : array Input array, taken to be real. s : sequence of ints, optional Shape of the FFT. axes : sequence of ints, optional Axes over which to compute the FFT. norm : {None, "ortho"}, optional .. versionadded:: 1.10.0 Normalization mode (see `numpy.fft`). Default is None. Returns ------- out : ndarray The result of the real 2-D FFT. See Also -------- rfftn : Compute the N-dimensional discrete Fourier Transform for real input. Notes ----- This is really just `rfftn` with different default behavior. For more details see `rfftn`. """ return rfftn(a, s, axes, norm) def irfftn(a, s=None, axes=None, norm=None): """ Compute the inverse of the N-dimensional FFT of real input. This function computes the inverse of the N-dimensional discrete Fourier Transform for real input over any number of axes in an M-dimensional array by means of the Fast Fourier Transform (FFT). In other words, ``irfftn(rfftn(a), a.shape) == a`` to within numerical accuracy. (The ``a.shape`` is necessary like ``len(a)`` is for `irfft`, and for the same reason.) The input should be ordered in the same way as is returned by `rfftn`, i.e. as for `irfft` for the final transformation axis, and as for `ifftn` along all the other axes. Parameters ---------- a : array_like Input array. s : sequence of ints, optional Shape (length of each transformed axis) of the output (``s[0]`` refers to axis 0, ``s[1]`` to axis 1, etc.). `s` is also the number of input points used along this axis, except for the last axis, where ``s[-1]//2+1`` points of the input are used. Along any axis, if the shape indicated by `s` is smaller than that of the input, the input is cropped. If it is larger, the input is padded with zeros. If `s` is not given, the shape of the input along the axes specified by `axes` is used. axes : sequence of ints, optional Axes over which to compute the inverse FFT. If not given, the last `len(s)` axes are used, or all axes if `s` is also not specified. Repeated indices in `axes` means that the inverse transform over that axis is performed multiple times. norm : {None, "ortho"}, optional .. versionadded:: 1.10.0 Normalization mode (see `numpy.fft`). Default is None. Returns ------- out : ndarray The truncated or zero-padded input, transformed along the axes indicated by `axes`, or by a combination of `s` or `a`, as explained in the parameters section above. The length of each transformed axis is as given by the corresponding element of `s`, or the length of the input in every axis except for the last one if `s` is not given. In the final transformed axis the length of the output when `s` is not given is ``2*(m-1)`` where ``m`` is the length of the final transformed axis of the input. To get an odd number of output points in the final axis, `s` must be specified. Raises ------ ValueError If `s` and `axes` have different length. IndexError If an element of `axes` is larger than than the number of axes of `a`. See Also -------- rfftn : The forward n-dimensional FFT of real input, of which `ifftn` is the inverse. fft : The one-dimensional FFT, with definitions and conventions used. irfft : The inverse of the one-dimensional FFT of real input. irfft2 : The inverse of the two-dimensional FFT of real input. Notes ----- See `fft` for definitions and conventions used. See `rfft` for definitions and conventions used for real input. Examples -------- >>> a = np.zeros((3, 2, 2)) >>> a[0, 0, 0] = 3 * 2 * 2 >>> np.fft.irfftn(a) array([[[ 1., 1.], [ 1., 1.]], [[ 1., 1.], [ 1., 1.]], [[ 1., 1.], [ 1., 1.]]]) """ # The copy may be required for multithreading. a = array(a, copy=True, dtype=complex) s, axes = _cook_nd_args(a, s, axes, invreal=1) for ii in range(len(axes)-1): a = ifft(a, s[ii], axes[ii], norm) a = irfft(a, s[-1], axes[-1], norm) return a def irfft2(a, s=None, axes=(-2, -1), norm=None): """ Compute the 2-dimensional inverse FFT of a real array. Parameters ---------- a : array_like The input array s : sequence of ints, optional Shape of the inverse FFT. axes : sequence of ints, optional The axes over which to compute the inverse fft. Default is the last two axes. norm : {None, "ortho"}, optional .. versionadded:: 1.10.0 Normalization mode (see `numpy.fft`). Default is None. Returns ------- out : ndarray The result of the inverse real 2-D FFT. See Also -------- irfftn : Compute the inverse of the N-dimensional FFT of real input. Notes ----- This is really `irfftn` with different defaults. For more details see `irfftn`. """ return irfftn(a, s, axes, norm)
bsd-3-clause
MartinPerez/nistats
examples/plot_spm_multimodal_faces.py
1
3482
""" Minimal script for preprocessing single-subject data (two session) Author: DOHMATOB Elvis, Bertrand Thirion, 2015 For details on the data, please see: Henson, R.N., Goshen-Gottstein, Y., Ganel, T., Otten, L.J., Quayle, A., Rugg, M.D. Electrophysiological and haemodynamic correlates of face perception, recognition and priming. Cereb Cortex. 2003 Jul;13(7):793-805. http://www.dx.doi.org/10.1093/cercor/13.7.793 Note: this example takes a lot of time because the input are lists of 3D images sampled in different position (encoded by different) affine functions. """ print(__doc__) # standard imports import numpy as np from scipy.io import loadmat import pandas as pd # imports for GLM business from nilearn.image import concat_imgs, resample_img, mean_img from nistats.design_matrix import make_design_matrix from nistats.glm import FirstLevelGLM from nistats.datasets import fetch_spm_multimodal_fmri # fetch spm multimodal_faces data subject_data = fetch_spm_multimodal_fmri() # experimental paradigm meta-params tr = 2. drift_model = 'Cosine' hrf_model = 'Canonical With Derivative' period_cut = 128. # resample the images fmri_img = [concat_imgs(subject_data.func1, auto_resample=True), concat_imgs(subject_data.func2, auto_resample=True)] affine, shape = fmri_img[0].get_affine(), fmri_img[0].shape print('Resampling the second image (this takes time)...') fmri_img[1] = resample_img(fmri_img[1], affine, shape[:3]) # Create mean image for display mean_image = mean_img(fmri_img) # make design matrices design_matrices = [] for idx in range(2): # build paradigm n_scans = fmri_img[idx].shape[-1] timing = loadmat(getattr(subject_data, "trials_ses%i" % (idx + 1)), squeeze_me=True, struct_as_record=False) faces_onsets = timing['onsets'][0].ravel() scrambled_onsets = timing['onsets'][1].ravel() onsets = np.hstack((faces_onsets, scrambled_onsets)) onsets *= tr # because onsets were reporting in 'scans' units conditions = (['faces'] * len(faces_onsets) + ['scrambled'] * len(scrambled_onsets)) paradigm = pd.DataFrame({'name': conditions, 'onset': onsets}) # build design matrix frame_times = np.arange(n_scans) * tr design_matrix = make_design_matrix( frame_times, paradigm, hrf_model=hrf_model, drift_model=drift_model, period_cut=period_cut) design_matrices.append(design_matrix) # specify contrasts contrast_matrix = np.eye(design_matrix.shape[1]) contrasts = dict([(column, contrast_matrix[i]) for i, column in enumerate(design_matrix.columns)]) # more interesting contrasts contrasts = { 'faces-scrambled': contrasts['faces'] - contrasts['scrambled'], 'scrambled-faces': -contrasts['faces'] + contrasts['scrambled'], 'effects_of_interest': np.vstack((contrasts['faces'], contrasts['scrambled'])) } # fit GLM print('Fitting a GLM') fmri_glm = FirstLevelGLM(standardize=False).fit(fmri_img, design_matrices) # compute contrast maps print('Computing contrasts') from nilearn import plotting for contrast_id, contrast_val in contrasts.items(): print("\tcontrast id: %s" % contrast_id) z_map, = fmri_glm.transform( [contrast_val] * 2, contrast_name=contrast_id, output_z=True) plotting.plot_stat_map( z_map, bg_img=mean_image, threshold=3.0, display_mode='z', cut_coords=3, black_bg=True, title=contrast_id) plotting.show()
bsd-3-clause
louisLouL/pair_trading
capstone_env/lib/python3.6/site-packages/pandas/tests/plotting/test_series.py
6
30296
# coding: utf-8 """ Test cases for Series.plot """ import itertools import pytest from datetime import datetime import pandas as pd from pandas import Series, DataFrame, date_range from pandas.compat import range, lrange import pandas.util.testing as tm from pandas.util.testing import slow import numpy as np from numpy.random import randn import pandas.plotting as plotting from pandas.tests.plotting.common import (TestPlotBase, _check_plot_works, _skip_if_no_scipy_gaussian_kde, _ok_for_gaussian_kde) tm._skip_module_if_no_mpl() class TestSeriesPlots(TestPlotBase): def setup_method(self, method): TestPlotBase.setup_method(self, method) import matplotlib as mpl mpl.rcdefaults() self.ts = tm.makeTimeSeries() self.ts.name = 'ts' self.series = tm.makeStringSeries() self.series.name = 'series' self.iseries = tm.makePeriodSeries() self.iseries.name = 'iseries' @slow def test_plot(self): _check_plot_works(self.ts.plot, label='foo') _check_plot_works(self.ts.plot, use_index=False) axes = _check_plot_works(self.ts.plot, rot=0) self._check_ticks_props(axes, xrot=0) ax = _check_plot_works(self.ts.plot, style='.', logy=True) self._check_ax_scales(ax, yaxis='log') ax = _check_plot_works(self.ts.plot, style='.', logx=True) self._check_ax_scales(ax, xaxis='log') ax = _check_plot_works(self.ts.plot, style='.', loglog=True) self._check_ax_scales(ax, xaxis='log', yaxis='log') _check_plot_works(self.ts[:10].plot.bar) _check_plot_works(self.ts.plot.area, stacked=False) _check_plot_works(self.iseries.plot) for kind in ['line', 'bar', 'barh', 'kde', 'hist', 'box']: if not _ok_for_gaussian_kde(kind): continue _check_plot_works(self.series[:5].plot, kind=kind) _check_plot_works(self.series[:10].plot.barh) ax = _check_plot_works(Series(randn(10)).plot.bar, color='black') self._check_colors([ax.patches[0]], facecolors=['black']) # GH 6951 ax = _check_plot_works(self.ts.plot, subplots=True) self._check_axes_shape(ax, axes_num=1, layout=(1, 1)) ax = _check_plot_works(self.ts.plot, subplots=True, layout=(-1, 1)) self._check_axes_shape(ax, axes_num=1, layout=(1, 1)) ax = _check_plot_works(self.ts.plot, subplots=True, layout=(1, -1)) self._check_axes_shape(ax, axes_num=1, layout=(1, 1)) @slow def test_plot_figsize_and_title(self): # figsize and title ax = self.series.plot(title='Test', figsize=(16, 8)) self._check_text_labels(ax.title, 'Test') self._check_axes_shape(ax, axes_num=1, layout=(1, 1), figsize=(16, 8)) def test_dont_modify_rcParams(self): # GH 8242 if self.mpl_ge_1_5_0: key = 'axes.prop_cycle' else: key = 'axes.color_cycle' colors = self.plt.rcParams[key] Series([1, 2, 3]).plot() assert colors == self.plt.rcParams[key] def test_ts_line_lim(self): ax = self.ts.plot() xmin, xmax = ax.get_xlim() lines = ax.get_lines() assert xmin == lines[0].get_data(orig=False)[0][0] assert xmax == lines[0].get_data(orig=False)[0][-1] tm.close() ax = self.ts.plot(secondary_y=True) xmin, xmax = ax.get_xlim() lines = ax.get_lines() assert xmin == lines[0].get_data(orig=False)[0][0] assert xmax == lines[0].get_data(orig=False)[0][-1] def test_ts_area_lim(self): ax = self.ts.plot.area(stacked=False) xmin, xmax = ax.get_xlim() line = ax.get_lines()[0].get_data(orig=False)[0] assert xmin == line[0] assert xmax == line[-1] tm.close() # GH 7471 ax = self.ts.plot.area(stacked=False, x_compat=True) xmin, xmax = ax.get_xlim() line = ax.get_lines()[0].get_data(orig=False)[0] assert xmin == line[0] assert xmax == line[-1] tm.close() tz_ts = self.ts.copy() tz_ts.index = tz_ts.tz_localize('GMT').tz_convert('CET') ax = tz_ts.plot.area(stacked=False, x_compat=True) xmin, xmax = ax.get_xlim() line = ax.get_lines()[0].get_data(orig=False)[0] assert xmin == line[0] assert xmax == line[-1] tm.close() ax = tz_ts.plot.area(stacked=False, secondary_y=True) xmin, xmax = ax.get_xlim() line = ax.get_lines()[0].get_data(orig=False)[0] assert xmin == line[0] assert xmax == line[-1] def test_label(self): s = Series([1, 2]) ax = s.plot(label='LABEL', legend=True) self._check_legend_labels(ax, labels=['LABEL']) self.plt.close() ax = s.plot(legend=True) self._check_legend_labels(ax, labels=['None']) self.plt.close() # get name from index s.name = 'NAME' ax = s.plot(legend=True) self._check_legend_labels(ax, labels=['NAME']) self.plt.close() # override the default ax = s.plot(legend=True, label='LABEL') self._check_legend_labels(ax, labels=['LABEL']) self.plt.close() # Add lebel info, but don't draw ax = s.plot(legend=False, label='LABEL') assert ax.get_legend() is None # Hasn't been drawn ax.legend() # draw it self._check_legend_labels(ax, labels=['LABEL']) def test_line_area_nan_series(self): values = [1, 2, np.nan, 3] s = Series(values) ts = Series(values, index=tm.makeDateIndex(k=4)) for d in [s, ts]: ax = _check_plot_works(d.plot) masked = ax.lines[0].get_ydata() # remove nan for comparison purpose exp = np.array([1, 2, 3], dtype=np.float64) tm.assert_numpy_array_equal(np.delete(masked.data, 2), exp) tm.assert_numpy_array_equal( masked.mask, np.array([False, False, True, False])) expected = np.array([1, 2, 0, 3], dtype=np.float64) ax = _check_plot_works(d.plot, stacked=True) tm.assert_numpy_array_equal(ax.lines[0].get_ydata(), expected) ax = _check_plot_works(d.plot.area) tm.assert_numpy_array_equal(ax.lines[0].get_ydata(), expected) ax = _check_plot_works(d.plot.area, stacked=False) tm.assert_numpy_array_equal(ax.lines[0].get_ydata(), expected) def test_line_use_index_false(self): s = Series([1, 2, 3], index=['a', 'b', 'c']) s.index.name = 'The Index' ax = s.plot(use_index=False) label = ax.get_xlabel() assert label == '' ax2 = s.plot.bar(use_index=False) label2 = ax2.get_xlabel() assert label2 == '' @slow def test_bar_log(self): expected = np.array([1., 10., 100., 1000.]) if not self.mpl_le_1_2_1: expected = np.hstack((.1, expected, 1e4)) ax = Series([200, 500]).plot.bar(log=True) tm.assert_numpy_array_equal(ax.yaxis.get_ticklocs(), expected) tm.close() ax = Series([200, 500]).plot.barh(log=True) tm.assert_numpy_array_equal(ax.xaxis.get_ticklocs(), expected) tm.close() # GH 9905 expected = np.array([1.0e-03, 1.0e-02, 1.0e-01, 1.0e+00]) if not self.mpl_le_1_2_1: expected = np.hstack((1.0e-04, expected, 1.0e+01)) if self.mpl_ge_2_0_0: expected = np.hstack((1.0e-05, expected)) ax = Series([0.1, 0.01, 0.001]).plot(log=True, kind='bar') ymin = 0.0007943282347242822 if self.mpl_ge_2_0_0 else 0.001 ymax = 0.12589254117941673 if self.mpl_ge_2_0_0 else .10000000000000001 res = ax.get_ylim() tm.assert_almost_equal(res[0], ymin) tm.assert_almost_equal(res[1], ymax) tm.assert_numpy_array_equal(ax.yaxis.get_ticklocs(), expected) tm.close() ax = Series([0.1, 0.01, 0.001]).plot(log=True, kind='barh') res = ax.get_xlim() tm.assert_almost_equal(res[0], ymin) tm.assert_almost_equal(res[1], ymax) tm.assert_numpy_array_equal(ax.xaxis.get_ticklocs(), expected) @slow def test_bar_ignore_index(self): df = Series([1, 2, 3, 4], index=['a', 'b', 'c', 'd']) ax = df.plot.bar(use_index=False) self._check_text_labels(ax.get_xticklabels(), ['0', '1', '2', '3']) def test_rotation(self): df = DataFrame(randn(5, 5)) # Default rot 0 axes = df.plot() self._check_ticks_props(axes, xrot=0) axes = df.plot(rot=30) self._check_ticks_props(axes, xrot=30) def test_irregular_datetime(self): rng = date_range('1/1/2000', '3/1/2000') rng = rng[[0, 1, 2, 3, 5, 9, 10, 11, 12]] ser = Series(randn(len(rng)), rng) ax = ser.plot() xp = datetime(1999, 1, 1).toordinal() ax.set_xlim('1/1/1999', '1/1/2001') assert xp == ax.get_xlim()[0] @slow def test_pie_series(self): # if sum of values is less than 1.0, pie handle them as rate and draw # semicircle. series = Series(np.random.randint(1, 5), index=['a', 'b', 'c', 'd', 'e'], name='YLABEL') ax = _check_plot_works(series.plot.pie) self._check_text_labels(ax.texts, series.index) assert ax.get_ylabel() == 'YLABEL' # without wedge labels ax = _check_plot_works(series.plot.pie, labels=None) self._check_text_labels(ax.texts, [''] * 5) # with less colors than elements color_args = ['r', 'g', 'b'] ax = _check_plot_works(series.plot.pie, colors=color_args) color_expected = ['r', 'g', 'b', 'r', 'g'] self._check_colors(ax.patches, facecolors=color_expected) # with labels and colors labels = ['A', 'B', 'C', 'D', 'E'] color_args = ['r', 'g', 'b', 'c', 'm'] ax = _check_plot_works(series.plot.pie, labels=labels, colors=color_args) self._check_text_labels(ax.texts, labels) self._check_colors(ax.patches, facecolors=color_args) # with autopct and fontsize ax = _check_plot_works(series.plot.pie, colors=color_args, autopct='%.2f', fontsize=7) pcts = ['{0:.2f}'.format(s * 100) for s in series.values / float(series.sum())] iters = [iter(series.index), iter(pcts)] expected_texts = list(next(it) for it in itertools.cycle(iters)) self._check_text_labels(ax.texts, expected_texts) for t in ax.texts: assert t.get_fontsize() == 7 # includes negative value with pytest.raises(ValueError): series = Series([1, 2, 0, 4, -1], index=['a', 'b', 'c', 'd', 'e']) series.plot.pie() # includes nan series = Series([1, 2, np.nan, 4], index=['a', 'b', 'c', 'd'], name='YLABEL') ax = _check_plot_works(series.plot.pie) self._check_text_labels(ax.texts, ['a', 'b', '', 'd']) def test_pie_nan(self): s = Series([1, np.nan, 1, 1]) ax = s.plot.pie(legend=True) expected = ['0', '', '2', '3'] result = [x.get_text() for x in ax.texts] assert result == expected @slow def test_hist_df_kwargs(self): df = DataFrame(np.random.randn(10, 2)) ax = df.plot.hist(bins=5) assert len(ax.patches) == 10 @slow def test_hist_df_with_nonnumerics(self): # GH 9853 with tm.RNGContext(1): df = DataFrame( np.random.randn(10, 4), columns=['A', 'B', 'C', 'D']) df['E'] = ['x', 'y'] * 5 ax = df.plot.hist(bins=5) assert len(ax.patches) == 20 ax = df.plot.hist() # bins=10 assert len(ax.patches) == 40 @slow def test_hist_legacy(self): _check_plot_works(self.ts.hist) _check_plot_works(self.ts.hist, grid=False) _check_plot_works(self.ts.hist, figsize=(8, 10)) # _check_plot_works adds an ax so catch warning. see GH #13188 with tm.assert_produces_warning(UserWarning): _check_plot_works(self.ts.hist, by=self.ts.index.month) with tm.assert_produces_warning(UserWarning): _check_plot_works(self.ts.hist, by=self.ts.index.month, bins=5) fig, ax = self.plt.subplots(1, 1) _check_plot_works(self.ts.hist, ax=ax) _check_plot_works(self.ts.hist, ax=ax, figure=fig) _check_plot_works(self.ts.hist, figure=fig) tm.close() fig, (ax1, ax2) = self.plt.subplots(1, 2) _check_plot_works(self.ts.hist, figure=fig, ax=ax1) _check_plot_works(self.ts.hist, figure=fig, ax=ax2) with pytest.raises(ValueError): self.ts.hist(by=self.ts.index, figure=fig) @slow def test_hist_bins_legacy(self): df = DataFrame(np.random.randn(10, 2)) ax = df.hist(bins=2)[0][0] assert len(ax.patches) == 2 @slow def test_hist_layout(self): df = self.hist_df with pytest.raises(ValueError): df.height.hist(layout=(1, 1)) with pytest.raises(ValueError): df.height.hist(layout=[1, 1]) @slow def test_hist_layout_with_by(self): df = self.hist_df # _check_plot_works adds an ax so catch warning. see GH #13188 with tm.assert_produces_warning(UserWarning): axes = _check_plot_works(df.height.hist, by=df.gender, layout=(2, 1)) self._check_axes_shape(axes, axes_num=2, layout=(2, 1)) with tm.assert_produces_warning(UserWarning): axes = _check_plot_works(df.height.hist, by=df.gender, layout=(3, -1)) self._check_axes_shape(axes, axes_num=2, layout=(3, 1)) with tm.assert_produces_warning(UserWarning): axes = _check_plot_works(df.height.hist, by=df.category, layout=(4, 1)) self._check_axes_shape(axes, axes_num=4, layout=(4, 1)) with tm.assert_produces_warning(UserWarning): axes = _check_plot_works(df.height.hist, by=df.category, layout=(2, -1)) self._check_axes_shape(axes, axes_num=4, layout=(2, 2)) with tm.assert_produces_warning(UserWarning): axes = _check_plot_works(df.height.hist, by=df.category, layout=(3, -1)) self._check_axes_shape(axes, axes_num=4, layout=(3, 2)) with tm.assert_produces_warning(UserWarning): axes = _check_plot_works(df.height.hist, by=df.category, layout=(-1, 4)) self._check_axes_shape(axes, axes_num=4, layout=(1, 4)) with tm.assert_produces_warning(UserWarning): axes = _check_plot_works(df.height.hist, by=df.classroom, layout=(2, 2)) self._check_axes_shape(axes, axes_num=3, layout=(2, 2)) axes = df.height.hist(by=df.category, layout=(4, 2), figsize=(12, 7)) self._check_axes_shape(axes, axes_num=4, layout=(4, 2), figsize=(12, 7)) @slow def test_hist_no_overlap(self): from matplotlib.pyplot import subplot, gcf x = Series(randn(2)) y = Series(randn(2)) subplot(121) x.hist() subplot(122) y.hist() fig = gcf() axes = fig.axes if self.mpl_ge_1_5_0 else fig.get_axes() assert len(axes) == 2 @slow def test_hist_secondary_legend(self): # GH 9610 df = DataFrame(np.random.randn(30, 4), columns=list('abcd')) # primary -> secondary ax = df['a'].plot.hist(legend=True) df['b'].plot.hist(ax=ax, legend=True, secondary_y=True) # both legends are dran on left ax # left and right axis must be visible self._check_legend_labels(ax, labels=['a', 'b (right)']) assert ax.get_yaxis().get_visible() assert ax.right_ax.get_yaxis().get_visible() tm.close() # secondary -> secondary ax = df['a'].plot.hist(legend=True, secondary_y=True) df['b'].plot.hist(ax=ax, legend=True, secondary_y=True) # both legends are draw on left ax # left axis must be invisible, right axis must be visible self._check_legend_labels(ax.left_ax, labels=['a (right)', 'b (right)']) assert not ax.left_ax.get_yaxis().get_visible() assert ax.get_yaxis().get_visible() tm.close() # secondary -> primary ax = df['a'].plot.hist(legend=True, secondary_y=True) # right axes is returned df['b'].plot.hist(ax=ax, legend=True) # both legends are draw on left ax # left and right axis must be visible self._check_legend_labels(ax.left_ax, labels=['a (right)', 'b']) assert ax.left_ax.get_yaxis().get_visible() assert ax.get_yaxis().get_visible() tm.close() @slow def test_df_series_secondary_legend(self): # GH 9779 df = DataFrame(np.random.randn(30, 3), columns=list('abc')) s = Series(np.random.randn(30), name='x') # primary -> secondary (without passing ax) ax = df.plot() s.plot(legend=True, secondary_y=True) # both legends are dran on left ax # left and right axis must be visible self._check_legend_labels(ax, labels=['a', 'b', 'c', 'x (right)']) assert ax.get_yaxis().get_visible() assert ax.right_ax.get_yaxis().get_visible() tm.close() # primary -> secondary (with passing ax) ax = df.plot() s.plot(ax=ax, legend=True, secondary_y=True) # both legends are dran on left ax # left and right axis must be visible self._check_legend_labels(ax, labels=['a', 'b', 'c', 'x (right)']) assert ax.get_yaxis().get_visible() assert ax.right_ax.get_yaxis().get_visible() tm.close() # seconcary -> secondary (without passing ax) ax = df.plot(secondary_y=True) s.plot(legend=True, secondary_y=True) # both legends are dran on left ax # left axis must be invisible and right axis must be visible expected = ['a (right)', 'b (right)', 'c (right)', 'x (right)'] self._check_legend_labels(ax.left_ax, labels=expected) assert not ax.left_ax.get_yaxis().get_visible() assert ax.get_yaxis().get_visible() tm.close() # secondary -> secondary (with passing ax) ax = df.plot(secondary_y=True) s.plot(ax=ax, legend=True, secondary_y=True) # both legends are dran on left ax # left axis must be invisible and right axis must be visible expected = ['a (right)', 'b (right)', 'c (right)', 'x (right)'] self._check_legend_labels(ax.left_ax, expected) assert not ax.left_ax.get_yaxis().get_visible() assert ax.get_yaxis().get_visible() tm.close() # secondary -> secondary (with passing ax) ax = df.plot(secondary_y=True, mark_right=False) s.plot(ax=ax, legend=True, secondary_y=True) # both legends are dran on left ax # left axis must be invisible and right axis must be visible expected = ['a', 'b', 'c', 'x (right)'] self._check_legend_labels(ax.left_ax, expected) assert not ax.left_ax.get_yaxis().get_visible() assert ax.get_yaxis().get_visible() tm.close() @slow def test_plot_fails_with_dupe_color_and_style(self): x = Series(randn(2)) with pytest.raises(ValueError): x.plot(style='k--', color='k') @slow def test_hist_kde(self): ax = self.ts.plot.hist(logy=True) self._check_ax_scales(ax, yaxis='log') xlabels = ax.get_xticklabels() # ticks are values, thus ticklabels are blank self._check_text_labels(xlabels, [''] * len(xlabels)) ylabels = ax.get_yticklabels() self._check_text_labels(ylabels, [''] * len(ylabels)) tm._skip_if_no_scipy() _skip_if_no_scipy_gaussian_kde() _check_plot_works(self.ts.plot.kde) _check_plot_works(self.ts.plot.density) ax = self.ts.plot.kde(logy=True) self._check_ax_scales(ax, yaxis='log') xlabels = ax.get_xticklabels() self._check_text_labels(xlabels, [''] * len(xlabels)) ylabels = ax.get_yticklabels() self._check_text_labels(ylabels, [''] * len(ylabels)) @slow def test_kde_kwargs(self): tm._skip_if_no_scipy() _skip_if_no_scipy_gaussian_kde() from numpy import linspace _check_plot_works(self.ts.plot.kde, bw_method=.5, ind=linspace(-100, 100, 20)) _check_plot_works(self.ts.plot.density, bw_method=.5, ind=linspace(-100, 100, 20)) ax = self.ts.plot.kde(logy=True, bw_method=.5, ind=linspace(-100, 100, 20)) self._check_ax_scales(ax, yaxis='log') self._check_text_labels(ax.yaxis.get_label(), 'Density') @slow def test_kde_missing_vals(self): tm._skip_if_no_scipy() _skip_if_no_scipy_gaussian_kde() s = Series(np.random.uniform(size=50)) s[0] = np.nan axes = _check_plot_works(s.plot.kde) # gh-14821: check if the values have any missing values assert any(~np.isnan(axes.lines[0].get_xdata())) @slow def test_hist_kwargs(self): ax = self.ts.plot.hist(bins=5) assert len(ax.patches) == 5 self._check_text_labels(ax.yaxis.get_label(), 'Frequency') tm.close() if self.mpl_ge_1_3_1: ax = self.ts.plot.hist(orientation='horizontal') self._check_text_labels(ax.xaxis.get_label(), 'Frequency') tm.close() ax = self.ts.plot.hist(align='left', stacked=True) tm.close() @slow def test_hist_kde_color(self): ax = self.ts.plot.hist(logy=True, bins=10, color='b') self._check_ax_scales(ax, yaxis='log') assert len(ax.patches) == 10 self._check_colors(ax.patches, facecolors=['b'] * 10) tm._skip_if_no_scipy() _skip_if_no_scipy_gaussian_kde() ax = self.ts.plot.kde(logy=True, color='r') self._check_ax_scales(ax, yaxis='log') lines = ax.get_lines() assert len(lines) == 1 self._check_colors(lines, ['r']) @slow def test_boxplot_series(self): ax = self.ts.plot.box(logy=True) self._check_ax_scales(ax, yaxis='log') xlabels = ax.get_xticklabels() self._check_text_labels(xlabels, [self.ts.name]) ylabels = ax.get_yticklabels() self._check_text_labels(ylabels, [''] * len(ylabels)) @slow def test_kind_both_ways(self): s = Series(range(3)) kinds = (plotting._core._common_kinds + plotting._core._series_kinds) for kind in kinds: if not _ok_for_gaussian_kde(kind): continue s.plot(kind=kind) getattr(s.plot, kind)() @slow def test_invalid_plot_data(self): s = Series(list('abcd')) for kind in plotting._core._common_kinds: if not _ok_for_gaussian_kde(kind): continue with pytest.raises(TypeError): s.plot(kind=kind) @slow def test_valid_object_plot(self): s = Series(lrange(10), dtype=object) for kind in plotting._core._common_kinds: if not _ok_for_gaussian_kde(kind): continue _check_plot_works(s.plot, kind=kind) def test_partially_invalid_plot_data(self): s = Series(['a', 'b', 1.0, 2]) for kind in plotting._core._common_kinds: if not _ok_for_gaussian_kde(kind): continue with pytest.raises(TypeError): s.plot(kind=kind) def test_invalid_kind(self): s = Series([1, 2]) with pytest.raises(ValueError): s.plot(kind='aasdf') @slow def test_dup_datetime_index_plot(self): dr1 = date_range('1/1/2009', periods=4) dr2 = date_range('1/2/2009', periods=4) index = dr1.append(dr2) values = randn(index.size) s = Series(values, index=index) _check_plot_works(s.plot) @slow def test_errorbar_plot(self): s = Series(np.arange(10), name='x') s_err = np.random.randn(10) d_err = DataFrame(randn(10, 2), index=s.index, columns=['x', 'y']) # test line and bar plots kinds = ['line', 'bar'] for kind in kinds: ax = _check_plot_works(s.plot, yerr=Series(s_err), kind=kind) self._check_has_errorbars(ax, xerr=0, yerr=1) ax = _check_plot_works(s.plot, yerr=s_err, kind=kind) self._check_has_errorbars(ax, xerr=0, yerr=1) ax = _check_plot_works(s.plot, yerr=s_err.tolist(), kind=kind) self._check_has_errorbars(ax, xerr=0, yerr=1) ax = _check_plot_works(s.plot, yerr=d_err, kind=kind) self._check_has_errorbars(ax, xerr=0, yerr=1) ax = _check_plot_works(s.plot, xerr=0.2, yerr=0.2, kind=kind) self._check_has_errorbars(ax, xerr=1, yerr=1) ax = _check_plot_works(s.plot, xerr=s_err) self._check_has_errorbars(ax, xerr=1, yerr=0) # test time series plotting ix = date_range('1/1/2000', '1/1/2001', freq='M') ts = Series(np.arange(12), index=ix, name='x') ts_err = Series(np.random.randn(12), index=ix) td_err = DataFrame(randn(12, 2), index=ix, columns=['x', 'y']) ax = _check_plot_works(ts.plot, yerr=ts_err) self._check_has_errorbars(ax, xerr=0, yerr=1) ax = _check_plot_works(ts.plot, yerr=td_err) self._check_has_errorbars(ax, xerr=0, yerr=1) # check incorrect lengths and types with pytest.raises(ValueError): s.plot(yerr=np.arange(11)) s_err = ['zzz'] * 10 # in mpl 1.5+ this is a TypeError with pytest.raises((ValueError, TypeError)): s.plot(yerr=s_err) def test_table(self): _check_plot_works(self.series.plot, table=True) _check_plot_works(self.series.plot, table=self.series) @slow def test_series_grid_settings(self): # Make sure plot defaults to rcParams['axes.grid'] setting, GH 9792 self._check_grid_settings(Series([1, 2, 3]), plotting._core._series_kinds + plotting._core._common_kinds) @slow def test_standard_colors(self): from pandas.plotting._style import _get_standard_colors for c in ['r', 'red', 'green', '#FF0000']: result = _get_standard_colors(1, color=c) assert result == [c] result = _get_standard_colors(1, color=[c]) assert result == [c] result = _get_standard_colors(3, color=c) assert result == [c] * 3 result = _get_standard_colors(3, color=[c]) assert result == [c] * 3 @slow def test_standard_colors_all(self): import matplotlib.colors as colors from pandas.plotting._style import _get_standard_colors # multiple colors like mediumaquamarine for c in colors.cnames: result = _get_standard_colors(num_colors=1, color=c) assert result == [c] result = _get_standard_colors(num_colors=1, color=[c]) assert result == [c] result = _get_standard_colors(num_colors=3, color=c) assert result == [c] * 3 result = _get_standard_colors(num_colors=3, color=[c]) assert result == [c] * 3 # single letter colors like k for c in colors.ColorConverter.colors: result = _get_standard_colors(num_colors=1, color=c) assert result == [c] result = _get_standard_colors(num_colors=1, color=[c]) assert result == [c] result = _get_standard_colors(num_colors=3, color=c) assert result == [c] * 3 result = _get_standard_colors(num_colors=3, color=[c]) assert result == [c] * 3 def test_series_plot_color_kwargs(self): # GH1890 ax = Series(np.arange(12) + 1).plot(color='green') self._check_colors(ax.get_lines(), linecolors=['green']) def test_time_series_plot_color_kwargs(self): # #1890 ax = Series(np.arange(12) + 1, index=date_range( '1/1/2000', periods=12)).plot(color='green') self._check_colors(ax.get_lines(), linecolors=['green']) def test_time_series_plot_color_with_empty_kwargs(self): import matplotlib as mpl if self.mpl_ge_1_5_0: def_colors = self._maybe_unpack_cycler(mpl.rcParams) else: def_colors = mpl.rcParams['axes.color_cycle'] index = date_range('1/1/2000', periods=12) s = Series(np.arange(1, 13), index=index) ncolors = 3 for i in range(ncolors): ax = s.plot() self._check_colors(ax.get_lines(), linecolors=def_colors[:ncolors]) def test_xticklabels(self): # GH11529 s = Series(np.arange(10), index=['P%02d' % i for i in range(10)]) ax = s.plot(xticks=[0, 3, 5, 9]) exp = ['P%02d' % i for i in [0, 3, 5, 9]] self._check_text_labels(ax.get_xticklabels(), exp) def test_custom_business_day_freq(self): # GH7222 from pandas.tseries.offsets import CustomBusinessDay s = Series(range(100, 121), index=pd.bdate_range( start='2014-05-01', end='2014-06-01', freq=CustomBusinessDay(holidays=['2014-05-26']))) _check_plot_works(s.plot)
mit
xpspectre/aws-tools
spot_pricing.py
1
6176
# Usage: specify params (time interval, instance types, avail zones) # Does: Looks up from cache 1st; fetches results that aren't in the cache # Check if instance type is present # Gets present time range: have latest early time thru earliest late time; assumes present time ranges are contiguous import os import boto3 from datetime import datetime, timedelta import sqlite3 import matplotlib.pyplot as plt import numpy as np # Work with a sample response for development CACHE_DIR = 'cache' TIME_STR = '%Y-%m-%d %H:%M:%S' def fetch_spot_history(conn, instance_type, availability_zone, start_time, end_time): # https://boto3.readthedocs.io/en/latest/reference/services/ec2.html#EC2.Client.describe_spot_price_history # https://docs.aws.amazon.com/cli/latest/reference/ec2/describe-spot-price-history.html # Get for all Availability Zones # Do this in a loop to keep fetching more using NextToken # TODO: error handling client = boto3.client('ec2') next_token = '' while True: response = client.describe_spot_price_history( DryRun=False, StartTime=start_time, EndTime=end_time, InstanceTypes=[instance_type], ProductDescriptions=['Linux/UNIX'], AvailabilityZone=availability_zone, NextToken=next_token ) print('Fetched {} spot price entries'.format(len(response['SpotPriceHistory']))) # Turn response into something that's easily inserted into DB - list of tuples # By default, returned datetime has timezone info. It's UTF from the AWS API. # Strip it for compatibility with sqlite to_add = [] for row in response['SpotPriceHistory']: to_add.append((row['Timestamp'].replace(tzinfo=None), row['AvailabilityZone'], row['SpotPrice'])) with conn: conn.executemany('INSERT OR IGNORE INTO history VALUES (?,?,?)', to_add) next_token = response['NextToken'] if next_token == '': break def get_db_avail_zones(conn, instance_type): c = conn.cursor() zones = [] c.execute('SELECT DISTINCT availabilityzone FROM history') for row in c: zones.append(row[0]) return zones def update_spot_history(instance_type, start_time, end_time): # Update cached spot price history # Store in sqlite db, 1 db for each instance type # Ignore Product, everything will be Linux/UNIX # Single table called 'history' # Cols for AvailabilityZone, Timestamp, SpotPrice # AvailabilityZone+Timestamp primary key - identifies the entry # Fetches all avail zones together, which may cause extra fetches when avail zones times don't perfectly overlap db_file = os.path.join(CACHE_DIR, '{}.db'.format(instance_type)) conn = sqlite3.connect(db_file, detect_types=sqlite3.PARSE_DECLTYPES | sqlite3.PARSE_COLNAMES) # Note: table names can't be parametrized with conn: conn.execute('CREATE TABLE IF NOT EXISTS history (timestamp TIMESTAMP , availabilityzone TEXT, spotprice REAL, PRIMARY KEY (timestamp, availabilityzone))') # Get availability zones remotely client = boto3.client('ec2') response = client.describe_availability_zones() zones = [] for row in response['AvailabilityZones']: zones.append(row['ZoneName']) # Get availability zones in cache c = conn.cursor() cached_zones = get_db_avail_zones(conn, instance_type) for zone in zones: if zone in cached_zones: c.execute('SELECT MIN(timestamp) FROM history WHERE availabilityzone=?', (zone,)) first_time = datetime.strptime(c.fetchone()[0], TIME_STR) c.execute('SELECT MAX(timestamp) FROM history WHERE availabilityzone=?', (zone,)) last_time = datetime.strptime(c.fetchone()[0], TIME_STR) # Fetch earlier windows if needed if start_time < first_time: fetch_spot_history(conn, instance_type, zone, start_time, first_time) # Fetch later windows if needed if last_time < end_time: fetch_spot_history(conn, instance_type, zone, last_time, end_time) else: fetch_spot_history(conn, instance_type, zone, start_time, end_time) conn.close() def get_spot_history(instance_type, start_time, end_time, exclude_zones=[]): # Get spot price history from cache. Returns times and prices as numpy datatypes. db_file = os.path.join(CACHE_DIR, '{}.db'.format(instance_type)) conn = sqlite3.connect(db_file, detect_types=sqlite3.PARSE_DECLTYPES | sqlite3.PARSE_COLNAMES) times = [] prices = [] c = conn.cursor() zones = get_db_avail_zones(conn, instance_type) for exclude_zone in exclude_zones: try: zones.remove(exclude_zone) except ValueError: pass for zone in zones: c.execute('SELECT timestamp, spotprice FROM history WHERE availabilityzone=? AND timestamp BETWEEN datetime(?) AND datetime(?) ORDER BY timestamp', (zone, start_time, end_time)) times_i = [] prices_i = [] for row in c: times_i.append(row[0]) prices_i.append(row[1]) times.append(np.array(times_i, dtype='datetime64[s]')) # units of seconds prices.append(np.array(prices_i)) return times, prices, zones if __name__ == '__main__': GET_DATA = True # DEBUG: whether to collect/update data at all # Get the current date/time and 1 week ago # Turn into UTC # end_time = datetime.utcnow() end_time = datetime(2016, 12, 10) start_time = end_time - timedelta(days=7) instance_type = 't1.micro' if GET_DATA: update_spot_history(instance_type, start_time, end_time) # Analyze data # Make plots of spot price over time for each avail zone # This is probably inefficient... times, prices, zones = get_spot_history(instance_type, start_time, end_time, exclude_zones=['us-east-1e']) plt.figure() for i, zone in enumerate(zones): plt.plot(times[i], prices[i]) plt.legend(zones) plt.title(instance_type) plt.show()
mit
chrisjsewell/PyGauss
pygauss/file_io.py
1
10124
# -*- coding: utf-8 -*- """ Created on Mon May 18 21:01:25 2015 @author: chris sewell """ import os, glob import socket import errno import re import getpass from io import BytesIO import paramiko class Folder(object): """ an object intended to act as an entry point to a folder path it will act identical whether the folder is local or on a server """ def __init__(self, path, server=None, username=None, passwrd=None): """an object intended to act as an entry point to a folder path Parameters ---------- path : str the path to the folder (absolute or relative) server : str the server name username : str the username to connect to the server passwrd : str server password, if not present it will be asked for during initialisation """ assert type(path) is str self._path = path if not server: self._local = True else: self._local = False self._server = server self._username = username #TODO encrypt? self._passwrd = passwrd # set folder and test it exists if self._local: if not os.path.exists(self._path): raise IOError( 'the folder path does not exist: {}'.format(self._path)) else: ssh_failed = False try: ssh = self._connect_ssh(server, username, passwrd) except: ssh_failed = True if ssh_failed: if not type(self._username) is str: self._passwrd = getpass.getuser() if not type(self._passwrd) is str: self._passwrd = getpass.getpass('Please enter server password: ') ssh = self._connect_ssh(server, username, self._passwrd) sftp = ssh.open_sftp() try: sftp.stat(path) except IOError, e: ssh.close() if e.errno == errno.ENOENT: raise IOError("{0} does not exist on server: {1}".format(path, server)) else: IOError('error trying to validate folder \n {0}'.format(e)) ssh.close() self._ssh = None self._sftp = None def get_path(self): """get folder path """ return self._path def islocal(self): """ if folder is local """ return self._local def active(self): """ if folder is active """ if self._local: return True elif self._ssh: return True else: return False def _connect_ssh(self, ssh_server, ssh_username, ssh_passwrd): """ connect and verify ssh connection """ ssh = paramiko.SSHClient() ssh.set_missing_host_key_policy(paramiko.AutoAddPolicy()) try: ssh.connect(ssh_server, username=ssh_username, password=ssh_passwrd) except socket.error, e: raise IOError( 'could not connect to the ssh server: \n {0} \n {1}'.format(ssh_server, e)) except paramiko.ssh_exception.AuthenticationException, e: raise IOError( 'username or password authentication error \n {0}'.format(e)) except Exception, e: raise IOError('error connecting to server: \n {0}'.format(e)) return ssh def __enter__(self): """ use with statement to open ssh connection once """ if self._local: return self ssh = self._connect_ssh(self._server, self._username, self._passwrd) self._ssh = ssh self._sftp = ssh.open_sftp() return self def __exit__(self, type, value, traceback): """ use with statement to open ssh connection once """ if self._local: return try: self._ssh.close() except: pass self._ssh = None self._sftp = None def list_files(self, pattern=None, one_file=False): """ list files in folder Parameters ---------- pattern : str a pattern the file must match that can include * wildcards """ if self._local: if not pattern: pattern = '*' filepaths = glob.glob(os.path.join(self._path, pattern)) files = [os.path.basename(f) for f in filepaths] else: if not self._ssh: ssh = self._connect_ssh(self._server, self._username, self._passwrd) sftp = ssh.open_sftp() files = sftp.listdir(self._path) ssh.close() else: files = self._sftp.listdir(self._path) if pattern: pattern = "".join( [ c if c.isalnum() or c=='*' else "["+c+"]" for c in pattern] ).replace('*', '.*') files = filter(lambda x: re.match(pattern,x), files) if not one_file: return files if not files: raise IOError( 'no files of format {0} in path: {1}'.format(pattern, self._path)) if len(files)>1: raise IOError( 'multiple files found conforming to format {0} in path: {1}'.format( pattern, self._path)) if self._local: return os.path.basename(files[0]) else: return files[0] def read_file(self, file_name): """return an open file ready for reading """ mode='rb' file_name = self.list_files(file_name, one_file=True) if self._local: return open(os.path.join(self._path, file_name), mode) #assume it is a unix server (so '/' is path seperator) #otherwise if you use os.path.join on a windows os it will not find if not self._path[-1] == '/': file_path = self._path + '/' + file_name else: file_path = self._path + file_name if not self._sftp: raise IOError('must have an open ssh connection (use `with` statement)') return self._sftp.file(file_path, mode) def write_file(self, file_name, overwrite=False): """return an open file ready for writing to """ mode = 'w' if not overwrite: f = None try: f = self.list_files(file_name, one_file=True) except: pass if f: raise IOError('the file {0} already exists'.format(file_name)) if self._local: return open(os.path.join(self._path, file_name), mode) #assume it is a unix server (so '/' is path seperator) #otherwise if you use os.path.join on a windows os it will not find if not self._path[-1] == '/': file_path = self._path + '/' + file_name else: file_path = self._path + file_name if not self._sftp: raise IOError('must have an open ssh connection (use `with` statement)') return self._sftp.file(file_path, mode) #TODO write save_mplfig for non-local def save_mplfig(self, fig, fig_name, dpi=256, format='png'): """a function for outputing a matplotlib figure to a file Parameters ---------- fig : matplotlib.figure.Figure a Matplotlib figure fig_name : str the desired name of the file """ try: fig.get_figwidth() except AttributeError: raise ValueError('the fig is not a Matplotlib figure') if not os.path.splitext(fig_name)[1]: fig_name += os.path.extsep + 'png' if self._local: full_path = os.path.join(self._path, fig_name) fig.savefig(full_path, dpi=dpi, bbox_inches='tight') return os.path.abspath(full_path) else: raise NotImplementedError #TODO write save_ipyimg for non-local def save_ipyimg(self, img, img_name): """a function for outputing an IPython Image to a file Parameters ---------- img : IPython.display.Image an IPyton image img_name : str the desired name of the file """ try: data = img.data except AttributeError: raise ValueError('the img is not an IPython Image') #_PNG = b'\x89PNG\r\n\x1a\n' _JPEG = b'\xff\xd8' ext = 'png' if data[:2] == _JPEG: ext = 'jpg' if self._local: full_path = os.path.join(self._path, img_name)+ os.path.extsep + ext with open(full_path, "wb") as f: f.write(data) return os.path.abspath(full_path) else: raise NotImplementedError #TODO write save_pilimg def save_pilimg(self, img, img_name): raise NotImplementedError class NoOutputFolder(Folder): """ a folder object which will not output any data """ def __init__(self, *args, **kwargs): super(NoOutputFolder, self).__init__(*args, **kwargs) def write_file(self, *arg, **kwargs): return BytesIO() def save_ipyimg(self, *arg, **kwargs): return '' def save_mplfig(self, *arg, **kwargs): return '' def save_pilimg(self, *arg, **kwargs): return ''
gpl-3.0
TheBB/badger
tests/test_run.py
1
5308
from pathlib import Path import numpy as np import pandas as pd from grevling import Case DATADIR = Path(__file__).parent / 'data' def read_file(path: Path) -> str: with open(path, 'r') as f: return f.read() def check_df(left, right): to_remove = [c for c in left.columns if c.startswith('walltime/') or c.startswith('_')] pd.testing.assert_frame_equal( left.drop(columns=to_remove).sort_index(axis=1), right.sort_index(axis=1) ) def test_echo(): case = Case(DATADIR / 'run' / 'echo') case.clear_cache() case.run() case.collect() data = case.load_dataframe() check_df(data, pd.DataFrame( index=pd.Int64Index(range(9)), data={ 'alpha': pd.array([1, 1, 1, 2, 2, 2, 3, 3, 3], dtype=pd.Int64Dtype()), 'bravo': ['a', 'b', 'c', 'a', 'b', 'c', 'a', 'b', 'c'], 'charlie': pd.array([1, 1, 1, 3, 3, 3, 5, 5, 5], dtype=pd.Int64Dtype()), 'a': pd.array([1, 1, 1, 2, 2, 2, 3, 3, 3], dtype=pd.Int64Dtype()), 'b': ['a', 'b', 'c', 'a', 'b', 'c', 'a', 'b', 'c'], 'c': [1., 1., 1., 3., 3., 3., 5., 5., 5.], } )) def test_cat(): case = Case(DATADIR / 'run' / 'cat') case.clear_cache() case.run() case.collect() data = case.load_dataframe() check_df(data, pd.DataFrame( index=pd.Int64Index(range(9)), data={ 'alpha': pd.array([1, 1, 1, 2, 2, 2, 3, 3, 3], dtype=pd.Int64Dtype()), 'bravo': ['a', 'b', 'c', 'a', 'b', 'c', 'a', 'b', 'c'], 'charlie': pd.array([1, 1, 1, 3, 3, 3, 5, 5, 5], dtype=pd.Int64Dtype()), 'a': pd.array([1, 1, 1, 2, 2, 2, 3, 3, 3], dtype=pd.Int64Dtype()), 'b': ['a', 'b', 'c', 'a', 'b', 'c', 'a', 'b', 'c'], 'c': [1., 1., 1., 3., 3., 3., 5., 5., 5.], 'a_auto': pd.array([1, 1, 1, 2, 2, 2, 3, 3, 3], dtype=pd.Int64Dtype()), } )) def test_files(): case = Case(DATADIR / 'run' / 'files') case.clear_cache() case.run() for a in range(1,4): for b in 'abc': path = case.storagepath / f'{a}-{b}' assert read_file(path / 'template.txt') == f'a={a} b={b} c={2*a-1}\n' assert read_file(path / 'other-template.txt') == f'a={a} b={b} c={2*a-1}\n' assert read_file(path / 'non-template.txt') == 'a=${alpha} b=${bravo} c=${charlie}\n' assert read_file(path / 'some' / 'deep' / 'directory' / 'empty1.dat') == '' assert read_file(path / 'some' / 'deep' / 'directory' / 'empty2.dat') == '' assert read_file(path / 'some' / 'deep' / 'directory' / 'empty3.dat') == '' def test_capture(): case = Case(DATADIR / 'run' / 'capture') case.clear_cache() case.run() case.collect() data = case.load_dataframe() check_df(data, pd.DataFrame( index=pd.Int64Index(range(9)), data={ 'alpha': [1.234, 1.234, 1.234, 2.345, 2.345, 2.345, 3.456, 3.456, 3.456], 'bravo': pd.array([1, 2, 3, 1, 2, 3, 1, 2, 3], dtype=pd.Int64Dtype()), 'firstalpha': [1.234, 1.234, 1.234, 2.345, 2.345, 2.345, 3.456, 3.456, 3.456], 'lastalpha': [4.936, 4.936, 4.936, 9.38, 9.38, 9.38, 13.824, 13.824, 13.824], 'allalpha': [ [1.234, 2.468, 3.702, 4.936], [1.234, 2.468, 3.702, 4.936], [1.234, 2.468, 3.702, 4.936], [2.345, 4.690, 7.035, 9.380], [2.345, 4.690, 7.035, 9.380], [2.345, 4.690, 7.035, 9.380], [3.456, 6.912, 10.368, 13.824], [3.456, 6.912, 10.368, 13.824], [3.456, 6.912, 10.368, 13.824] ], 'firstbravo': pd.array([1, 2, 3, 1, 2, 3, 1, 2, 3], dtype=pd.Int64Dtype()), 'lastbravo': pd.array([4, 8, 12, 4, 8, 12, 4, 8, 12], dtype=pd.Int64Dtype()), 'allbravo': [ [1, 2, 3, 4], [2, 4, 6, 8], [3, 6, 9, 12], [1, 2, 3, 4], [2, 4, 6, 8], [3, 6, 9, 12], [1, 2, 3, 4], [2, 4, 6, 8], [3, 6, 9, 12], ], } )) def test_failing(): case = Case(DATADIR / 'run' / 'failing') case.clear_cache() case.run() case.collect() data = case.load_dataframe() check_df(data, pd.DataFrame( index=pd.Int64Index([0, 1]), data={ 'retcode': pd.array([0, 1], dtype=pd.Int64Dtype()), 'before': pd.array([12, 12], dtype=pd.Int64Dtype()), 'return': pd.array([0, 1], dtype=pd.Int64Dtype()), 'next': pd.array([0, pd.NA], dtype=pd.Int64Dtype()), 'after': pd.array([13, pd.NA], dtype=pd.Int64Dtype()), } )) def test_stdout(): case = Case(DATADIR / 'run' / 'stdout') case.clear_cache() case.run() path = case.storagepath assert read_file(path / 'out-0' / 'good.stdout') == 'stdout 0\n' assert read_file(path / 'out-0' / 'good.stderr') == 'stderr 0\n' assert read_file(path / 'out-0' / 'bad.stdout') == 'stdout 0\n' assert read_file(path / 'out-0' / 'bad.stderr') == 'stderr 0\n' assert read_file(path / 'out-1' / 'good.stdout') == 'stdout 1\n' assert read_file(path / 'out-1' / 'good.stderr') == 'stderr 1\n' assert read_file(path / 'out-1' / 'bad.stdout') == 'stdout 1\n' assert read_file(path / 'out-1' / 'bad.stderr') == 'stderr 1\n'
agpl-3.0
CassioAmador/profile_tcabr
visualization_tools/test_custom_spectrogram_sim2.py
1
2623
"""Compare custom spectrogram with scipy's implementation""" import numpy as np import matplotlib.pyplot as plt from matplotlib.mlab import specgram from scipy import signal import time import sys sys.path.insert(0, './../src/') import custom_spectrogram as cs fs = 100 # 100 MHz tem = np.arange(int(8 * fs)) / fs f = 12 - 4 * np.sqrt(np.arange(tem.size) / tem.size) sinal = np.sin(2 * np.pi * f * tem) + 0.8 * np.sin(2 * np.pi * (f + 6) * tem) + 0.8 * np.sin(2 * np.pi * (f + 12) * tem) nfft = 1* fs window = 80 step_scale = 16 zer_pad = 8 print('\n time cost:') # measure custom spectrogram time # for some unkown reason, the step must be scaled down to compare to scipy. freq_min, freq_max = 0, 15 time0 = time.time() for i in range(10): time_spec, beat_freq = cs.eval_beat_freq(tem, window_size=window, step_scale=step_scale, zer_pad=zer_pad) fmin, fmax, mask = cs.eval_mask(beat_freq, window, freq_min, freq_max, zer_pad=zer_pad) Sxx_custom = cs.spectrogram(sinal, window_size=window, zer_pad=zer_pad, step_scale=step_scale, freq_mask=mask) time1 = time.time() print('\nCUSTOM: {0} ms'.format(100 * (time1 - time0))) plt.subplots(4, 1) ax1 = plt.subplot(411) plt.plot(tem, sinal) plt.xlim(tem[0], tem[-1]) plt.ylabel('signal') plt.setp(ax1.get_xticklabels(), visible=False) ax2 = plt.subplot(412, sharex=ax1) plt.pcolormesh(time_spec, beat_freq[mask], Sxx_custom) plt.plot(tem, f, 'k', lw=2) plt.ylim(freq_min, freq_max) plt.ylabel('custom') plt.setp(ax2.get_xticklabels(), visible=False) # measure scipy spectrogram time time0 = time.time() for i in range(10): freqs, tempo, Sxx_scipy = signal.spectrogram(sinal, fs, nperseg=nfft, noverlap=99, window=signal.get_window('hann', nfft), nfft=512) time1 = time.time() print('\nSCIPY: {0} ms'.format(100 * (time1 - time0))) ax3 = plt.subplot(413) plt.pcolormesh(tempo, freqs, Sxx_scipy) plt.ylim(freq_min, freq_max) plt.plot(tem, f, 'k', lw=2) plt.ylim(freq_min, freq_max) plt.ylabel('scipy') plt.setp(ax3.get_xticklabels(), visible=False) # measure matplotlib spectrogram time plt.subplot(414, sharex=ax1) time0 = time.time() for i in range(10): Sxx_malab, freqs, bins = specgram(sinal, Fs=fs, NFFT=nfft, noverlap=99, pad_to=512) time1 = time.time() print('\nMATPLOTLIB: {0} ms'.format(100 * (time1 - time0))) print('\ntime resolution:\n CUSTOM: {} \t SCIPY: {} \t MATPLOTLIB: {}'.format(Sxx_custom.shape, Sxx_scipy.shape, Sxx_malab.shape)) print('\ndark line is simulated frequency\n') plt.plot(tem, f, 'k', lw=2) plt.pcolormesh(bins, freqs, Sxx_malab) plt.ylim(freq_min, freq_max) plt.ylabel('mlab') plt.tight_layout(h_pad=0) plt.show()
mit
mwv/scikit-learn
examples/linear_model/lasso_dense_vs_sparse_data.py
348
1862
""" ============================== Lasso on dense and sparse data ============================== We show that linear_model.Lasso provides the same results for dense and sparse data and that in the case of sparse data the speed is improved. """ print(__doc__) from time import time from scipy import sparse from scipy import linalg from sklearn.datasets.samples_generator import make_regression from sklearn.linear_model import Lasso ############################################################################### # The two Lasso implementations on Dense data print("--- Dense matrices") X, y = make_regression(n_samples=200, n_features=5000, random_state=0) X_sp = sparse.coo_matrix(X) alpha = 1 sparse_lasso = Lasso(alpha=alpha, fit_intercept=False, max_iter=1000) dense_lasso = Lasso(alpha=alpha, fit_intercept=False, max_iter=1000) t0 = time() sparse_lasso.fit(X_sp, y) print("Sparse Lasso done in %fs" % (time() - t0)) t0 = time() dense_lasso.fit(X, y) print("Dense Lasso done in %fs" % (time() - t0)) print("Distance between coefficients : %s" % linalg.norm(sparse_lasso.coef_ - dense_lasso.coef_)) ############################################################################### # The two Lasso implementations on Sparse data print("--- Sparse matrices") Xs = X.copy() Xs[Xs < 2.5] = 0.0 Xs = sparse.coo_matrix(Xs) Xs = Xs.tocsc() print("Matrix density : %s %%" % (Xs.nnz / float(X.size) * 100)) alpha = 0.1 sparse_lasso = Lasso(alpha=alpha, fit_intercept=False, max_iter=10000) dense_lasso = Lasso(alpha=alpha, fit_intercept=False, max_iter=10000) t0 = time() sparse_lasso.fit(Xs, y) print("Sparse Lasso done in %fs" % (time() - t0)) t0 = time() dense_lasso.fit(Xs.toarray(), y) print("Dense Lasso done in %fs" % (time() - t0)) print("Distance between coefficients : %s" % linalg.norm(sparse_lasso.coef_ - dense_lasso.coef_))
bsd-3-clause
jjx02230808/project0223
sklearn/neural_network/tests/test_stochastic_optimizers.py
146
4310
import numpy as np from sklearn.neural_network._stochastic_optimizers import (BaseOptimizer, SGDOptimizer, AdamOptimizer) from sklearn.utils.testing import (assert_array_equal, assert_true, assert_false, assert_equal) shapes = [(4, 6), (6, 8), (7, 8, 9)] def test_base_optimizer(): params = [np.zeros(shape) for shape in shapes] for lr in [10 ** i for i in range(-3, 4)]: optimizer = BaseOptimizer(params, lr) assert_true(optimizer.trigger_stopping('', False)) def test_sgd_optimizer_no_momentum(): params = [np.zeros(shape) for shape in shapes] for lr in [10 ** i for i in range(-3, 4)]: optimizer = SGDOptimizer(params, lr, momentum=0, nesterov=False) grads = [np.random.random(shape) for shape in shapes] expected = [param - lr * grad for param, grad in zip(params, grads)] optimizer.update_params(grads) for exp, param in zip(expected, optimizer.params): assert_array_equal(exp, param) def test_sgd_optimizer_momentum(): params = [np.zeros(shape) for shape in shapes] lr = 0.1 for momentum in np.arange(0.5, 0.9, 0.1): optimizer = SGDOptimizer(params, lr, momentum=momentum, nesterov=False) velocities = [np.random.random(shape) for shape in shapes] optimizer.velocities = velocities grads = [np.random.random(shape) for shape in shapes] updates = [momentum * velocity - lr * grad for velocity, grad in zip(velocities, grads)] expected = [param + update for param, update in zip(params, updates)] optimizer.update_params(grads) for exp, param in zip(expected, optimizer.params): assert_array_equal(exp, param) def test_sgd_optimizer_trigger_stopping(): params = [np.zeros(shape) for shape in shapes] lr = 2e-6 optimizer = SGDOptimizer(params, lr, lr_schedule='adaptive') assert_false(optimizer.trigger_stopping('', False)) assert_equal(lr / 5, optimizer.learning_rate) assert_true(optimizer.trigger_stopping('', False)) def test_sgd_optimizer_nesterovs_momentum(): params = [np.zeros(shape) for shape in shapes] lr = 0.1 for momentum in np.arange(0.5, 0.9, 0.1): optimizer = SGDOptimizer(params, lr, momentum=momentum, nesterov=True) velocities = [np.random.random(shape) for shape in shapes] optimizer.velocities = velocities grads = [np.random.random(shape) for shape in shapes] updates = [momentum * velocity - lr * grad for velocity, grad in zip(velocities, grads)] updates = [momentum * update - lr * grad for update, grad in zip(updates, grads)] expected = [param + update for param, update in zip(params, updates)] optimizer.update_params(grads) for exp, param in zip(expected, optimizer.params): assert_array_equal(exp, param) def test_adam_optimizer(): params = [np.zeros(shape) for shape in shapes] lr = 0.001 epsilon = 1e-8 for beta_1 in np.arange(0.9, 1.0, 0.05): for beta_2 in np.arange(0.995, 1.0, 0.001): optimizer = AdamOptimizer(params, lr, beta_1, beta_2, epsilon) ms = [np.random.random(shape) for shape in shapes] vs = [np.random.random(shape) for shape in shapes] t = 10 optimizer.ms = ms optimizer.vs = vs optimizer.t = t - 1 grads = [np.random.random(shape) for shape in shapes] ms = [beta_1 * m + (1 - beta_1) * grad for m, grad in zip(ms, grads)] vs = [beta_2 * v + (1 - beta_2) * (grad ** 2) for v, grad in zip(vs, grads)] learning_rate = lr * np.sqrt(1 - beta_2 ** t) / (1 - beta_1**t) updates = [-learning_rate * m / (np.sqrt(v) + epsilon) for m, v in zip(ms, vs)] expected = [param + update for param, update in zip(params, updates)] optimizer.update_params(grads) for exp, param in zip(expected, optimizer.params): assert_array_equal(exp, param)
bsd-3-clause
arjoly/scikit-learn
examples/linear_model/plot_ols_ridge_variance.py
387
2060
#!/usr/bin/python # -*- coding: utf-8 -*- """ ========================================================= Ordinary Least Squares and Ridge Regression Variance ========================================================= Due to the few points in each dimension and the straight line that linear regression uses to follow these points as well as it can, noise on the observations will cause great variance as shown in the first plot. Every line's slope can vary quite a bit for each prediction due to the noise induced in the observations. Ridge regression is basically minimizing a penalised version of the least-squared function. The penalising `shrinks` the value of the regression coefficients. Despite the few data points in each dimension, the slope of the prediction is much more stable and the variance in the line itself is greatly reduced, in comparison to that of the standard linear regression """ print(__doc__) # Code source: Gaël Varoquaux # Modified for documentation by Jaques Grobler # License: BSD 3 clause import numpy as np import matplotlib.pyplot as plt from sklearn import linear_model X_train = np.c_[.5, 1].T y_train = [.5, 1] X_test = np.c_[0, 2].T np.random.seed(0) classifiers = dict(ols=linear_model.LinearRegression(), ridge=linear_model.Ridge(alpha=.1)) fignum = 1 for name, clf in classifiers.items(): fig = plt.figure(fignum, figsize=(4, 3)) plt.clf() plt.title(name) ax = plt.axes([.12, .12, .8, .8]) for _ in range(6): this_X = .1 * np.random.normal(size=(2, 1)) + X_train clf.fit(this_X, y_train) ax.plot(X_test, clf.predict(X_test), color='.5') ax.scatter(this_X, y_train, s=3, c='.5', marker='o', zorder=10) clf.fit(X_train, y_train) ax.plot(X_test, clf.predict(X_test), linewidth=2, color='blue') ax.scatter(X_train, y_train, s=30, c='r', marker='+', zorder=10) ax.set_xticks(()) ax.set_yticks(()) ax.set_ylim((0, 1.6)) ax.set_xlabel('X') ax.set_ylabel('y') ax.set_xlim(0, 2) fignum += 1 plt.show()
bsd-3-clause
mne-tools/mne-tools.github.io
0.19/_downloads/c3c432f4bd08791c7b83f3ddb29bcc5b/plot_channel_epochs_image.py
1
2889
""" ========================================= Visualize channel over epochs as an image ========================================= This will produce what is sometimes called an event related potential / field (ERP/ERF) image. Two images are produced, one with a good channel and one with a channel that does not show any evoked field. It is also demonstrated how to reorder the epochs using a 1D spectral embedding as described in [1]_. """ # Authors: Alexandre Gramfort <alexandre.gramfort@inria.fr> # # License: BSD (3-clause) import numpy as np import matplotlib.pyplot as plt import mne from mne import io from mne.datasets import sample print(__doc__) data_path = sample.data_path() ############################################################################### # Set parameters raw_fname = data_path + '/MEG/sample/sample_audvis_filt-0-40_raw.fif' event_fname = data_path + '/MEG/sample/sample_audvis_filt-0-40_raw-eve.fif' event_id, tmin, tmax = 1, -0.2, 0.4 # Setup for reading the raw data raw = io.read_raw_fif(raw_fname) events = mne.read_events(event_fname) # Set up pick list: EEG + MEG - bad channels (modify to your needs) raw.info['bads'] = ['MEG 2443', 'EEG 053'] # Create epochs, here for gradiometers + EOG only for simplicity epochs = mne.Epochs(raw, events, event_id, tmin, tmax, proj=True, picks=('grad', 'eog'), baseline=(None, 0), preload=True, reject=dict(grad=4000e-13, eog=150e-6)) ############################################################################### # Show event-related fields images # and order with spectral reordering # If you don't have scikit-learn installed set order_func to None from sklearn.cluster.spectral import spectral_embedding # noqa from sklearn.metrics.pairwise import rbf_kernel # noqa def order_func(times, data): this_data = data[:, (times > 0.0) & (times < 0.350)] this_data /= np.sqrt(np.sum(this_data ** 2, axis=1))[:, np.newaxis] return np.argsort(spectral_embedding(rbf_kernel(this_data, gamma=1.), n_components=1, random_state=0).ravel()) good_pick = 97 # channel with a clear evoked response bad_pick = 98 # channel with no evoked response # We'll also plot a sample time onset for each trial plt_times = np.linspace(0, .2, len(epochs)) plt.close('all') mne.viz.plot_epochs_image(epochs, [good_pick, bad_pick], sigma=.5, order=order_func, vmin=-250, vmax=250, overlay_times=plt_times, show=True) ############################################################################### # References # ---------- # .. [1] Graph-based variability estimation in single-trial event-related # neural responses. A. Gramfort, R. Keriven, M. Clerc, 2010, # Biomedical Engineering, IEEE Trans. on, vol. 57 (5), 1051-1061 # https://ieeexplore.ieee.org/document/5406156
bsd-3-clause
Fireblend/scikit-learn
sklearn/gaussian_process/gaussian_process.py
83
34544
# -*- coding: utf-8 -*- # Author: Vincent Dubourg <vincent.dubourg@gmail.com> # (mostly translation, see implementation details) # Licence: BSD 3 clause from __future__ import print_function import numpy as np from scipy import linalg, optimize from ..base import BaseEstimator, RegressorMixin from ..metrics.pairwise import manhattan_distances from ..utils import check_random_state, check_array, check_X_y from ..utils.validation import check_is_fitted from . import regression_models as regression from . import correlation_models as correlation MACHINE_EPSILON = np.finfo(np.double).eps def l1_cross_distances(X): """ Computes the nonzero componentwise L1 cross-distances between the vectors in X. Parameters ---------- X: array_like An array with shape (n_samples, n_features) Returns ------- D: array with shape (n_samples * (n_samples - 1) / 2, n_features) The array of componentwise L1 cross-distances. ij: arrays with shape (n_samples * (n_samples - 1) / 2, 2) The indices i and j of the vectors in X associated to the cross- distances in D: D[k] = np.abs(X[ij[k, 0]] - Y[ij[k, 1]]). """ X = check_array(X) n_samples, n_features = X.shape n_nonzero_cross_dist = n_samples * (n_samples - 1) // 2 ij = np.zeros((n_nonzero_cross_dist, 2), dtype=np.int) D = np.zeros((n_nonzero_cross_dist, n_features)) ll_1 = 0 for k in range(n_samples - 1): ll_0 = ll_1 ll_1 = ll_0 + n_samples - k - 1 ij[ll_0:ll_1, 0] = k ij[ll_0:ll_1, 1] = np.arange(k + 1, n_samples) D[ll_0:ll_1] = np.abs(X[k] - X[(k + 1):n_samples]) return D, ij class GaussianProcess(BaseEstimator, RegressorMixin): """The Gaussian Process model class. Read more in the :ref:`User Guide <gaussian_process>`. Parameters ---------- regr : string or callable, optional A regression function returning an array of outputs of the linear regression functional basis. The number of observations n_samples should be greater than the size p of this basis. Default assumes a simple constant regression trend. Available built-in regression models are:: 'constant', 'linear', 'quadratic' corr : string or callable, optional A stationary autocorrelation function returning the autocorrelation between two points x and x'. Default assumes a squared-exponential autocorrelation model. Built-in correlation models are:: 'absolute_exponential', 'squared_exponential', 'generalized_exponential', 'cubic', 'linear' beta0 : double array_like, optional The regression weight vector to perform Ordinary Kriging (OK). Default assumes Universal Kriging (UK) so that the vector beta of regression weights is estimated using the maximum likelihood principle. storage_mode : string, optional A string specifying whether the Cholesky decomposition of the correlation matrix should be stored in the class (storage_mode = 'full') or not (storage_mode = 'light'). Default assumes storage_mode = 'full', so that the Cholesky decomposition of the correlation matrix is stored. This might be a useful parameter when one is not interested in the MSE and only plan to estimate the BLUP, for which the correlation matrix is not required. verbose : boolean, optional A boolean specifying the verbose level. Default is verbose = False. theta0 : double array_like, optional An array with shape (n_features, ) or (1, ). The parameters in the autocorrelation model. If thetaL and thetaU are also specified, theta0 is considered as the starting point for the maximum likelihood estimation of the best set of parameters. Default assumes isotropic autocorrelation model with theta0 = 1e-1. thetaL : double array_like, optional An array with shape matching theta0's. Lower bound on the autocorrelation parameters for maximum likelihood estimation. Default is None, so that it skips maximum likelihood estimation and it uses theta0. thetaU : double array_like, optional An array with shape matching theta0's. Upper bound on the autocorrelation parameters for maximum likelihood estimation. Default is None, so that it skips maximum likelihood estimation and it uses theta0. normalize : boolean, optional Input X and observations y are centered and reduced wrt means and standard deviations estimated from the n_samples observations provided. Default is normalize = True so that data is normalized to ease maximum likelihood estimation. nugget : double or ndarray, optional Introduce a nugget effect to allow smooth predictions from noisy data. If nugget is an ndarray, it must be the same length as the number of data points used for the fit. The nugget is added to the diagonal of the assumed training covariance; in this way it acts as a Tikhonov regularization in the problem. In the special case of the squared exponential correlation function, the nugget mathematically represents the variance of the input values. Default assumes a nugget close to machine precision for the sake of robustness (nugget = 10. * MACHINE_EPSILON). optimizer : string, optional A string specifying the optimization algorithm to be used. Default uses 'fmin_cobyla' algorithm from scipy.optimize. Available optimizers are:: 'fmin_cobyla', 'Welch' 'Welch' optimizer is dued to Welch et al., see reference [WBSWM1992]_. It consists in iterating over several one-dimensional optimizations instead of running one single multi-dimensional optimization. random_start : int, optional The number of times the Maximum Likelihood Estimation should be performed from a random starting point. The first MLE always uses the specified starting point (theta0), the next starting points are picked at random according to an exponential distribution (log-uniform on [thetaL, thetaU]). Default does not use random starting point (random_start = 1). random_state: integer or numpy.RandomState, optional The generator used to shuffle the sequence of coordinates of theta in the Welch optimizer. If an integer is given, it fixes the seed. Defaults to the global numpy random number generator. Attributes ---------- theta_ : array Specified theta OR the best set of autocorrelation parameters (the \ sought maximizer of the reduced likelihood function). reduced_likelihood_function_value_ : array The optimal reduced likelihood function value. Examples -------- >>> import numpy as np >>> from sklearn.gaussian_process import GaussianProcess >>> X = np.array([[1., 3., 5., 6., 7., 8.]]).T >>> y = (X * np.sin(X)).ravel() >>> gp = GaussianProcess(theta0=0.1, thetaL=.001, thetaU=1.) >>> gp.fit(X, y) # doctest: +ELLIPSIS GaussianProcess(beta0=None... ... Notes ----- The presentation implementation is based on a translation of the DACE Matlab toolbox, see reference [NLNS2002]_. References ---------- .. [NLNS2002] `H.B. Nielsen, S.N. Lophaven, H. B. Nielsen and J. Sondergaard. DACE - A MATLAB Kriging Toolbox.` (2002) http://www2.imm.dtu.dk/~hbn/dace/dace.pdf .. [WBSWM1992] `W.J. Welch, R.J. Buck, J. Sacks, H.P. Wynn, T.J. Mitchell, and M.D. Morris (1992). Screening, predicting, and computer experiments. Technometrics, 34(1) 15--25.` http://www.jstor.org/pss/1269548 """ _regression_types = { 'constant': regression.constant, 'linear': regression.linear, 'quadratic': regression.quadratic} _correlation_types = { 'absolute_exponential': correlation.absolute_exponential, 'squared_exponential': correlation.squared_exponential, 'generalized_exponential': correlation.generalized_exponential, 'cubic': correlation.cubic, 'linear': correlation.linear} _optimizer_types = [ 'fmin_cobyla', 'Welch'] def __init__(self, regr='constant', corr='squared_exponential', beta0=None, storage_mode='full', verbose=False, theta0=1e-1, thetaL=None, thetaU=None, optimizer='fmin_cobyla', random_start=1, normalize=True, nugget=10. * MACHINE_EPSILON, random_state=None): self.regr = regr self.corr = corr self.beta0 = beta0 self.storage_mode = storage_mode self.verbose = verbose self.theta0 = theta0 self.thetaL = thetaL self.thetaU = thetaU self.normalize = normalize self.nugget = nugget self.optimizer = optimizer self.random_start = random_start self.random_state = random_state def fit(self, X, y): """ The Gaussian Process model fitting method. Parameters ---------- X : double array_like An array with shape (n_samples, n_features) with the input at which observations were made. y : double array_like An array with shape (n_samples, ) or shape (n_samples, n_targets) with the observations of the output to be predicted. Returns ------- gp : self A fitted Gaussian Process model object awaiting data to perform predictions. """ # Run input checks self._check_params() self.random_state = check_random_state(self.random_state) # Force data to 2D numpy.array X, y = check_X_y(X, y, multi_output=True, y_numeric=True) self.y_ndim_ = y.ndim if y.ndim == 1: y = y[:, np.newaxis] # Check shapes of DOE & observations n_samples, n_features = X.shape _, n_targets = y.shape # Run input checks self._check_params(n_samples) # Normalize data or don't if self.normalize: X_mean = np.mean(X, axis=0) X_std = np.std(X, axis=0) y_mean = np.mean(y, axis=0) y_std = np.std(y, axis=0) X_std[X_std == 0.] = 1. y_std[y_std == 0.] = 1. # center and scale X if necessary X = (X - X_mean) / X_std y = (y - y_mean) / y_std else: X_mean = np.zeros(1) X_std = np.ones(1) y_mean = np.zeros(1) y_std = np.ones(1) # Calculate matrix of distances D between samples D, ij = l1_cross_distances(X) if (np.min(np.sum(D, axis=1)) == 0. and self.corr != correlation.pure_nugget): raise Exception("Multiple input features cannot have the same" " target value.") # Regression matrix and parameters F = self.regr(X) n_samples_F = F.shape[0] if F.ndim > 1: p = F.shape[1] else: p = 1 if n_samples_F != n_samples: raise Exception("Number of rows in F and X do not match. Most " "likely something is going wrong with the " "regression model.") if p > n_samples_F: raise Exception(("Ordinary least squares problem is undetermined " "n_samples=%d must be greater than the " "regression model size p=%d.") % (n_samples, p)) if self.beta0 is not None: if self.beta0.shape[0] != p: raise Exception("Shapes of beta0 and F do not match.") # Set attributes self.X = X self.y = y self.D = D self.ij = ij self.F = F self.X_mean, self.X_std = X_mean, X_std self.y_mean, self.y_std = y_mean, y_std # Determine Gaussian Process model parameters if self.thetaL is not None and self.thetaU is not None: # Maximum Likelihood Estimation of the parameters if self.verbose: print("Performing Maximum Likelihood Estimation of the " "autocorrelation parameters...") self.theta_, self.reduced_likelihood_function_value_, par = \ self._arg_max_reduced_likelihood_function() if np.isinf(self.reduced_likelihood_function_value_): raise Exception("Bad parameter region. " "Try increasing upper bound") else: # Given parameters if self.verbose: print("Given autocorrelation parameters. " "Computing Gaussian Process model parameters...") self.theta_ = self.theta0 self.reduced_likelihood_function_value_, par = \ self.reduced_likelihood_function() if np.isinf(self.reduced_likelihood_function_value_): raise Exception("Bad point. Try increasing theta0.") self.beta = par['beta'] self.gamma = par['gamma'] self.sigma2 = par['sigma2'] self.C = par['C'] self.Ft = par['Ft'] self.G = par['G'] if self.storage_mode == 'light': # Delete heavy data (it will be computed again if required) # (it is required only when MSE is wanted in self.predict) if self.verbose: print("Light storage mode specified. " "Flushing autocorrelation matrix...") self.D = None self.ij = None self.F = None self.C = None self.Ft = None self.G = None return self def predict(self, X, eval_MSE=False, batch_size=None): """ This function evaluates the Gaussian Process model at x. Parameters ---------- X : array_like An array with shape (n_eval, n_features) giving the point(s) at which the prediction(s) should be made. eval_MSE : boolean, optional A boolean specifying whether the Mean Squared Error should be evaluated or not. Default assumes evalMSE = False and evaluates only the BLUP (mean prediction). batch_size : integer, optional An integer giving the maximum number of points that can be evaluated simultaneously (depending on the available memory). Default is None so that all given points are evaluated at the same time. Returns ------- y : array_like, shape (n_samples, ) or (n_samples, n_targets) An array with shape (n_eval, ) if the Gaussian Process was trained on an array of shape (n_samples, ) or an array with shape (n_eval, n_targets) if the Gaussian Process was trained on an array of shape (n_samples, n_targets) with the Best Linear Unbiased Prediction at x. MSE : array_like, optional (if eval_MSE == True) An array with shape (n_eval, ) or (n_eval, n_targets) as with y, with the Mean Squared Error at x. """ check_is_fitted(self, "X") # Check input shapes X = check_array(X) n_eval, _ = X.shape n_samples, n_features = self.X.shape n_samples_y, n_targets = self.y.shape # Run input checks self._check_params(n_samples) if X.shape[1] != n_features: raise ValueError(("The number of features in X (X.shape[1] = %d) " "should match the number of features used " "for fit() " "which is %d.") % (X.shape[1], n_features)) if batch_size is None: # No memory management # (evaluates all given points in a single batch run) # Normalize input X = (X - self.X_mean) / self.X_std # Initialize output y = np.zeros(n_eval) if eval_MSE: MSE = np.zeros(n_eval) # Get pairwise componentwise L1-distances to the input training set dx = manhattan_distances(X, Y=self.X, sum_over_features=False) # Get regression function and correlation f = self.regr(X) r = self.corr(self.theta_, dx).reshape(n_eval, n_samples) # Scaled predictor y_ = np.dot(f, self.beta) + np.dot(r, self.gamma) # Predictor y = (self.y_mean + self.y_std * y_).reshape(n_eval, n_targets) if self.y_ndim_ == 1: y = y.ravel() # Mean Squared Error if eval_MSE: C = self.C if C is None: # Light storage mode (need to recompute C, F, Ft and G) if self.verbose: print("This GaussianProcess used 'light' storage mode " "at instantiation. Need to recompute " "autocorrelation matrix...") reduced_likelihood_function_value, par = \ self.reduced_likelihood_function() self.C = par['C'] self.Ft = par['Ft'] self.G = par['G'] rt = linalg.solve_triangular(self.C, r.T, lower=True) if self.beta0 is None: # Universal Kriging u = linalg.solve_triangular(self.G.T, np.dot(self.Ft.T, rt) - f.T, lower=True) else: # Ordinary Kriging u = np.zeros((n_targets, n_eval)) MSE = np.dot(self.sigma2.reshape(n_targets, 1), (1. - (rt ** 2.).sum(axis=0) + (u ** 2.).sum(axis=0))[np.newaxis, :]) MSE = np.sqrt((MSE ** 2.).sum(axis=0) / n_targets) # Mean Squared Error might be slightly negative depending on # machine precision: force to zero! MSE[MSE < 0.] = 0. if self.y_ndim_ == 1: MSE = MSE.ravel() return y, MSE else: return y else: # Memory management if type(batch_size) is not int or batch_size <= 0: raise Exception("batch_size must be a positive integer") if eval_MSE: y, MSE = np.zeros(n_eval), np.zeros(n_eval) for k in range(max(1, n_eval / batch_size)): batch_from = k * batch_size batch_to = min([(k + 1) * batch_size + 1, n_eval + 1]) y[batch_from:batch_to], MSE[batch_from:batch_to] = \ self.predict(X[batch_from:batch_to], eval_MSE=eval_MSE, batch_size=None) return y, MSE else: y = np.zeros(n_eval) for k in range(max(1, n_eval / batch_size)): batch_from = k * batch_size batch_to = min([(k + 1) * batch_size + 1, n_eval + 1]) y[batch_from:batch_to] = \ self.predict(X[batch_from:batch_to], eval_MSE=eval_MSE, batch_size=None) return y def reduced_likelihood_function(self, theta=None): """ This function determines the BLUP parameters and evaluates the reduced likelihood function for the given autocorrelation parameters theta. Maximizing this function wrt the autocorrelation parameters theta is equivalent to maximizing the likelihood of the assumed joint Gaussian distribution of the observations y evaluated onto the design of experiments X. Parameters ---------- theta : array_like, optional An array containing the autocorrelation parameters at which the Gaussian Process model parameters should be determined. Default uses the built-in autocorrelation parameters (ie ``theta = self.theta_``). Returns ------- reduced_likelihood_function_value : double The value of the reduced likelihood function associated to the given autocorrelation parameters theta. par : dict A dictionary containing the requested Gaussian Process model parameters: sigma2 Gaussian Process variance. beta Generalized least-squares regression weights for Universal Kriging or given beta0 for Ordinary Kriging. gamma Gaussian Process weights. C Cholesky decomposition of the correlation matrix [R]. Ft Solution of the linear equation system : [R] x Ft = F G QR decomposition of the matrix Ft. """ check_is_fitted(self, "X") if theta is None: # Use built-in autocorrelation parameters theta = self.theta_ # Initialize output reduced_likelihood_function_value = - np.inf par = {} # Retrieve data n_samples = self.X.shape[0] D = self.D ij = self.ij F = self.F if D is None: # Light storage mode (need to recompute D, ij and F) D, ij = l1_cross_distances(self.X) if (np.min(np.sum(D, axis=1)) == 0. and self.corr != correlation.pure_nugget): raise Exception("Multiple X are not allowed") F = self.regr(self.X) # Set up R r = self.corr(theta, D) R = np.eye(n_samples) * (1. + self.nugget) R[ij[:, 0], ij[:, 1]] = r R[ij[:, 1], ij[:, 0]] = r # Cholesky decomposition of R try: C = linalg.cholesky(R, lower=True) except linalg.LinAlgError: return reduced_likelihood_function_value, par # Get generalized least squares solution Ft = linalg.solve_triangular(C, F, lower=True) try: Q, G = linalg.qr(Ft, econ=True) except: #/usr/lib/python2.6/dist-packages/scipy/linalg/decomp.py:1177: # DeprecationWarning: qr econ argument will be removed after scipy # 0.7. The economy transform will then be available through the # mode='economic' argument. Q, G = linalg.qr(Ft, mode='economic') pass sv = linalg.svd(G, compute_uv=False) rcondG = sv[-1] / sv[0] if rcondG < 1e-10: # Check F sv = linalg.svd(F, compute_uv=False) condF = sv[0] / sv[-1] if condF > 1e15: raise Exception("F is too ill conditioned. Poor combination " "of regression model and observations.") else: # Ft is too ill conditioned, get out (try different theta) return reduced_likelihood_function_value, par Yt = linalg.solve_triangular(C, self.y, lower=True) if self.beta0 is None: # Universal Kriging beta = linalg.solve_triangular(G, np.dot(Q.T, Yt)) else: # Ordinary Kriging beta = np.array(self.beta0) rho = Yt - np.dot(Ft, beta) sigma2 = (rho ** 2.).sum(axis=0) / n_samples # The determinant of R is equal to the squared product of the diagonal # elements of its Cholesky decomposition C detR = (np.diag(C) ** (2. / n_samples)).prod() # Compute/Organize output reduced_likelihood_function_value = - sigma2.sum() * detR par['sigma2'] = sigma2 * self.y_std ** 2. par['beta'] = beta par['gamma'] = linalg.solve_triangular(C.T, rho) par['C'] = C par['Ft'] = Ft par['G'] = G return reduced_likelihood_function_value, par def _arg_max_reduced_likelihood_function(self): """ This function estimates the autocorrelation parameters theta as the maximizer of the reduced likelihood function. (Minimization of the opposite reduced likelihood function is used for convenience) Parameters ---------- self : All parameters are stored in the Gaussian Process model object. Returns ------- optimal_theta : array_like The best set of autocorrelation parameters (the sought maximizer of the reduced likelihood function). optimal_reduced_likelihood_function_value : double The optimal reduced likelihood function value. optimal_par : dict The BLUP parameters associated to thetaOpt. """ # Initialize output best_optimal_theta = [] best_optimal_rlf_value = [] best_optimal_par = [] if self.verbose: print("The chosen optimizer is: " + str(self.optimizer)) if self.random_start > 1: print(str(self.random_start) + " random starts are required.") percent_completed = 0. # Force optimizer to fmin_cobyla if the model is meant to be isotropic if self.optimizer == 'Welch' and self.theta0.size == 1: self.optimizer = 'fmin_cobyla' if self.optimizer == 'fmin_cobyla': def minus_reduced_likelihood_function(log10t): return - self.reduced_likelihood_function( theta=10. ** log10t)[0] constraints = [] for i in range(self.theta0.size): constraints.append(lambda log10t, i=i: log10t[i] - np.log10(self.thetaL[0, i])) constraints.append(lambda log10t, i=i: np.log10(self.thetaU[0, i]) - log10t[i]) for k in range(self.random_start): if k == 0: # Use specified starting point as first guess theta0 = self.theta0 else: # Generate a random starting point log10-uniformly # distributed between bounds log10theta0 = (np.log10(self.thetaL) + self.random_state.rand(*self.theta0.shape) * np.log10(self.thetaU / self.thetaL)) theta0 = 10. ** log10theta0 # Run Cobyla try: log10_optimal_theta = \ optimize.fmin_cobyla(minus_reduced_likelihood_function, np.log10(theta0).ravel(), constraints, iprint=0) except ValueError as ve: print("Optimization failed. Try increasing the ``nugget``") raise ve optimal_theta = 10. ** log10_optimal_theta optimal_rlf_value, optimal_par = \ self.reduced_likelihood_function(theta=optimal_theta) # Compare the new optimizer to the best previous one if k > 0: if optimal_rlf_value > best_optimal_rlf_value: best_optimal_rlf_value = optimal_rlf_value best_optimal_par = optimal_par best_optimal_theta = optimal_theta else: best_optimal_rlf_value = optimal_rlf_value best_optimal_par = optimal_par best_optimal_theta = optimal_theta if self.verbose and self.random_start > 1: if (20 * k) / self.random_start > percent_completed: percent_completed = (20 * k) / self.random_start print("%s completed" % (5 * percent_completed)) optimal_rlf_value = best_optimal_rlf_value optimal_par = best_optimal_par optimal_theta = best_optimal_theta elif self.optimizer == 'Welch': # Backup of the given atrributes theta0, thetaL, thetaU = self.theta0, self.thetaL, self.thetaU corr = self.corr verbose = self.verbose # This will iterate over fmin_cobyla optimizer self.optimizer = 'fmin_cobyla' self.verbose = False # Initialize under isotropy assumption if verbose: print("Initialize under isotropy assumption...") self.theta0 = check_array(self.theta0.min()) self.thetaL = check_array(self.thetaL.min()) self.thetaU = check_array(self.thetaU.max()) theta_iso, optimal_rlf_value_iso, par_iso = \ self._arg_max_reduced_likelihood_function() optimal_theta = theta_iso + np.zeros(theta0.shape) # Iterate over all dimensions of theta allowing for anisotropy if verbose: print("Now improving allowing for anisotropy...") for i in self.random_state.permutation(theta0.size): if verbose: print("Proceeding along dimension %d..." % (i + 1)) self.theta0 = check_array(theta_iso) self.thetaL = check_array(thetaL[0, i]) self.thetaU = check_array(thetaU[0, i]) def corr_cut(t, d): return corr(check_array(np.hstack([optimal_theta[0][0:i], t[0], optimal_theta[0][(i + 1)::]])), d) self.corr = corr_cut optimal_theta[0, i], optimal_rlf_value, optimal_par = \ self._arg_max_reduced_likelihood_function() # Restore the given atrributes self.theta0, self.thetaL, self.thetaU = theta0, thetaL, thetaU self.corr = corr self.optimizer = 'Welch' self.verbose = verbose else: raise NotImplementedError("This optimizer ('%s') is not " "implemented yet. Please contribute!" % self.optimizer) return optimal_theta, optimal_rlf_value, optimal_par def _check_params(self, n_samples=None): # Check regression model if not callable(self.regr): if self.regr in self._regression_types: self.regr = self._regression_types[self.regr] else: raise ValueError("regr should be one of %s or callable, " "%s was given." % (self._regression_types.keys(), self.regr)) # Check regression weights if given (Ordinary Kriging) if self.beta0 is not None: self.beta0 = check_array(self.beta0) if self.beta0.shape[1] != 1: # Force to column vector self.beta0 = self.beta0.T # Check correlation model if not callable(self.corr): if self.corr in self._correlation_types: self.corr = self._correlation_types[self.corr] else: raise ValueError("corr should be one of %s or callable, " "%s was given." % (self._correlation_types.keys(), self.corr)) # Check storage mode if self.storage_mode != 'full' and self.storage_mode != 'light': raise ValueError("Storage mode should either be 'full' or " "'light', %s was given." % self.storage_mode) # Check correlation parameters self.theta0 = check_array(self.theta0) lth = self.theta0.size if self.thetaL is not None and self.thetaU is not None: self.thetaL = check_array(self.thetaL) self.thetaU = check_array(self.thetaU) if self.thetaL.size != lth or self.thetaU.size != lth: raise ValueError("theta0, thetaL and thetaU must have the " "same length.") if np.any(self.thetaL <= 0) or np.any(self.thetaU < self.thetaL): raise ValueError("The bounds must satisfy O < thetaL <= " "thetaU.") elif self.thetaL is None and self.thetaU is None: if np.any(self.theta0 <= 0): raise ValueError("theta0 must be strictly positive.") elif self.thetaL is None or self.thetaU is None: raise ValueError("thetaL and thetaU should either be both or " "neither specified.") # Force verbose type to bool self.verbose = bool(self.verbose) # Force normalize type to bool self.normalize = bool(self.normalize) # Check nugget value self.nugget = np.asarray(self.nugget) if np.any(self.nugget) < 0.: raise ValueError("nugget must be positive or zero.") if (n_samples is not None and self.nugget.shape not in [(), (n_samples,)]): raise ValueError("nugget must be either a scalar " "or array of length n_samples.") # Check optimizer if self.optimizer not in self._optimizer_types: raise ValueError("optimizer should be one of %s" % self._optimizer_types) # Force random_start type to int self.random_start = int(self.random_start)
bsd-3-clause
Pabsm94/HyperPlume
src/AEM/AEM_plume.py
1
44467
# -*- coding: utf-8 -*- """ Created on Tue Apr 25 19:12:18 2017 @author: pablo """ import os dir_path = os.path.dirname(os.path.dirname(os.path.dirname(os.path.realpath(__file__)))) import sys sys.path.append(dir_path) #change to src from src import np,math,interp1d,Hyperplume,griddata,interp2d,plt import matplotlib.lines as mlines class AEM(Hyperplume): """Asymptotic Expansion Model of a plasma plume expansion.Class AEM inherits methods from parent class Hyperplume, and particularizes them.All initial inputs must be given in dimensional form. """ def __init__(self,plasma={'Electrons': {'Gamma': 1,'T_0_electron': 2.1801714e-19,'q_electron': -1.6e-19},'Ions': {'mass_ion': 2.1801714e-25, 'q_ion': 1.6e-19}},z_span=np.linspace(0,100,500),r_span=np.linspace(0,40,500),n_init=np.linspace(1,100,500),uz_init=np.linspace(1,100,500),ur_init=np.linspace(0,100,500),sol_order=0): """ Class method __init__ is used as class constructor. Calls parent class Hyperplume constructor method __init__ to store main plasma properties as attributes in the class. Args: plasma (dict): simple_plasma object dictionary containing basic plasma parameters. z_span (numpy.ndarray): axial region where the problem will be integrated. r_span (numpy.ndarray): initial far-field plasma radial profile. n_init (numpy.ndarray): initial far-field plum density front. uz_init (numpy.ndarray): initial far-region plume axial velocity profile ur_init (numpy.ndarray): initial fr-region plume radial velocity profile sol_order (int): Integer defining the AEM correction order for the plume integration. -0: AEM "cold beam" zeroth order solution -1: AEM first order correction -2: Second Order Correction Usage: >>>>>> e_charge,ion_mass,Plasma_temp,gamma_value=1.6e-19,2.1801714e-25,2.1801714e-19,1 #Main Plasma Parameters >>> Plasma = Hyperplume().simple_plasma(e_charge,ion_mass,Plasma_temp,gamma_value) #Loading Plasma dict >>> z_span = np.linspace(0,110,5000) # Axial plume grid for integration >>> r_0 = np.linspace(0,10,5000) #Initial plume radial profile >>> n0 = np.exp(-6.15/2 * r_0**2) #Initial far-field plume density >>> uz0,,ur0 = np.linspace(20000,20000,100),np.linspace(0,40000,100) #Intial far-field plume axial and radial velocity fronts >>> AEM_Order = 2 # AEM model solution >>> PlumeAEM = AEM(Plasma,z_span,eta_0,n0,uz0,ur0,AEM_Order) #Creation of AEM plume Other important class attributes loaded in the AEM constructor are: d0 (numpy.ndarray): far field initial divergence ur0/uz0. d0p (numpy.ndarray): derivative of plume initial divergence eps (float): AEM expansion parameter 1/M_{0}^{2} uz0p (numpy.ndarray): derivative of initial far region axial velocity duz0p (numpy.ndarray): derivative of initial far region radial velocity z_grid,r_grid (numpy.ndarray): Plume grids where AEM problem is integrated To access these attributes, for instance: >>> print(PlumeAEM.d0) >>> print(PlumeAEM.eps) """ #Call parent class Hyperplume constructor method to store main plasma properties as attributes in the AEM class.""" super(AEM,self).__init__(plasma,z_span,r_span,n_init) self.uz0,self.ur0,self.d0 = uz_init,ur_init,ur_init/uz_init #Load additional AEM plasma plume properties self.alpha0=math.degrees(math.atan(interp1d(self.eta,self.d0)(1))) #Initial Plume divergence at the 95% streamline self.order = sol_order #AEM Solution Order self.eps = self.Gamma*self.T_0/(self.m_ion*(uz_init[0]**2 + ur_init[0]**2)) #residual expansion parameter. Inverse of squared Mach Number self.M0 = np.sqrt(1/self.eps) #Plume Mach Nmeber "Derivatives of initial front" self.d0p = self.eta_deriver(self.eta,self.d0) #derivative of plume divergence self.d0p[0],self.d0p[-1] = self.d0[1]/self.eta[1],self.d0p[-2] + (self.d0p[-2] - self.d0p[-3]) #Edge vetor prime conditions self.uz0p = self.eta_deriver(self.eta,self.uz0) #derivative of initial axial velocity self.uz0p[0],self.uz0p[-1] = 0,self.uz0p[-2] + (self.uz0p[-2] - self.uz0p[-3]) self.duz0p = self.eta_deriver(self.eta,self.d0*self.uz0) #derivatie of initial radial velocity self.duz0p[0],self.duz0p[-1] = self.duz0p[1]/self.eta[1],self.duz0p[-2] + (self.duz0p[-2] - self.duz0p[-3]) "Grid Set Up" self.z_grid,self.r_grid = self.grid_setup(self.z_span.size,self.eta.size) #2D grids of z, and r points in the plume def solver(self): """ Class method Solver integrates the AEM model equations in the specified plume grid. The method stores the different order plasma properties in matrixes of size (mxn), where m,n are the number of z,r points,respectively.Porperties such as density,temperature,electric field,etc are calculated and saved as attributes of the class in this matrix form. Usage: >>> PlumeAEM = AEM(Plasma,z_span,eta_0,n0,uz0,ur0,AEM_Order) #Creation of AEM plume >>> PlumeAEM.solver() # be sure to create a valid AEM plasma plume before applying the plume solver method Main Plume properties solved and saved by the method as class attributes: lnn (numpy.ndarray): 3-D matrix containing density values (logarithmic) for the three possible AEM solution orders. uz (numpy.ndarray): 3-D matrix containing axial velocity values for the three possible AEM solution orders. ur (numpy.ndarray): 3-D matrix containing radial velocity values for the three possible AEM solution orders. T (numpy.ndarray): 3-D matrix containing plasma Temperature values for the three possible AEM solution orders. phi (numpy.ndarray):3-D matrix containing plasma ambipolar electric field for the three possible AEM solution orders. div (numpy.ndarray): 3-D matrix containing plume divergence values for the three possible AEM solution orders. eta_ (int,numpy.ndarray): 3-D matrix containing ion current streamlines for the three possible AEM solution orders. To access these varibles,for instance: >>> PlumeAEM.lnn[0,:,:] #density values for Cold Beam Zeroth Order AEM solution of plume expansion in the grid >>> PlumeAEM.uz[1,:,:] # axial velocity First Order AEM solution >>> PlumeAEM.T[2,:,:] ## Temperature values for Second Order AEM solution """ self.__zpts = np.shape(self.z_grid)[1] #Number of axial steps self.__epts = np.shape(self.r_grid)[0] #Number of radial steps self.uz = np.zeros((3,self.__epts,self.__zpts)) #3D matrix containing the axial velocity solutions for zeroth,first and second order self.ur = np.zeros((3,self.__epts,self.__zpts)) #3D matrix containing the axial velocity solutions for zeroth,first and second order self.div = np.zeros((3,self.__epts,self.__zpts)) #3D matrix containing the plume divergence solutions for zeroth,first and second order self.lnn = np.zeros((3,self.__epts,self.__zpts)) #3D matrix containing the natural logarothm of density solutions for zeroth,first and second order self.T = np.zeros((3,self.__epts,self.__zpts)) #3D matrix containing the plasma temperature solutions for zeroth,first and second order self.phi = np.zeros((3,self.__epts,self.__zpts)) #3D matrix containing the electric potential solutions for zeroth,first and second order self.eta_ = np.zeros((3,self.__epts,self.__zpts)) #3D matrix containing the eta lines for zeroth,first and second order """COMPUTE COLD PLASMA BEAM (ZEROTH ORDER) SOLUTION""" self.uz_0 = np.zeros((self.__epts, self.__zpts)) #matrix containing cold plasma axial velocity self.ur_0 = np.zeros((self.__epts, self.__zpts)) #matrix containing zeroth order radial velocity n_0 = np.zeros((self.__epts, self.__zpts)) #matrix containing zeroth order plasma density self.lnn_0 = np.zeros((self.__epts, self.__zpts)) #matrix containing natural logarithm of density """ADVANCES IN AXIAL DIRECTION""" for i in range(0,self.__zpts): "Calculation of properties at plume axis r = 0" z = self.z_grid[0,i] # Step in z-grid n_0[0,i] = self.n0[0] / (1 + self.d0p[0] * z)**2 #COMPUTATION OF DENSITY WHEN r0 --> 0, ON THE AXIS.Apply L'Hopital to equation 3.2 in paper" self.uz_0[0,i] = self.uz0[0] #Axial velocity at axis is kept constant and equal to origin velocity self.ur_0[0,i] = 0 #No radial velocity at axis for j in range(1,self.__epts): "ADVANCE IN THE RADIAL DIRECTION" r0 = self.eta[j] #Updating radial coordinate self.uz_0[j,i] = self.uz0[j] #Updating axial velocity self.ur_0[j,i] = self.uz0[j]*self.d0[j] #updating radial velocity "COMPUTATION OF DENSITY" n_0[j,i] = self.n0[j] / ((1 + self.d0p[j] * z) * (1 + self.d0[j] * z / r0 )) #updating density "Updating plume variable arrays with Zeroth-Order plasma plume reults" self.lnn_0[:,:] = np.log(n_0[:,:]) self.uz[0,:,:] = self.uz_0 self.ur[0,:,:] = self.ur_0 self.lnn[0,:,:] = self.lnn_0 self.div[0,:,:] = self.ur[0,:,:]/ self.uz[0,:,:] self.T[0,:,:] = super(AEM,self).temp(n_0[:,:],self.n0[0],self.T_0,self.Gamma) #Calling parent class method Hyperplume.temp() to calculate plume cold beam temperature based on density self.phi[0,:,:] = super(AEM,self).phi(n_0[:,:],self.n0[0],self.T_0,self.Gamma,self.q_ion) #Calling parent class method Hyperplume.phi() to calculate plume cold beam potential based on density self.eta_[0,:,:] = self.r_grid-self.div[0,:,:]*self.z_grid #Zeroth order eta-lines based on theory (paper equation no.) """COMPUTE FIRST ORDER CORRECTION OF PLUME VARIABLES""" zed = np.zeros((self.__zpts,1)) #array of axial steps zed[:,0] = self.z_grid[0,:] #redimensioning zstep = zed[1]-zed[0] #integer measuing the axial step of the grid.Assumes linearly spaced z points dlnn_dz_0, dlnn_dr_0 = self.partial_derivs(self.lnn_0, 0) #GET REQUIRED DERIVATIVES OF ZEROTH ORDER DENSITY (LOGARITHMIC) ALONG GRID POINTS "COMPUTE FIRST ORDER CONTRIBUTION OF VELOCITIES. EULER METHOD APPLIED TO ALL STREAMLINES" self.uz_1 = np.zeros((self.__epts,self.__zpts)) #matrix containing first order axial velocity self.ur_1 = np.zeros((self.__epts,self.__zpts)) #matrix containing first order radial velocity n1 = np.zeros((self.__epts,self.__zpts)) #matrix containing first order radial velocity for i in range(1,self.__zpts): "Computation of the first order velocity perturbation along one streamline. Euler method applied to all the streamlines at the same time" self.uz_1[:,i] = self.uz_1[:,i-1] + zstep * self.uz0[0]**2 / self.uz0 * ( 1/self.uz0[0]**2 * self.uz0p / (1+self.d0p*zed[i-1]) * (self.d0 * self.uz_1[:,i-1] - self.ur_1[:,i-1]) - (n_0[:,i-1]/self.n0[0]) ** (self.Gamma-1) * dlnn_dz_0[:,i-1] ) self.ur_1[:,i] = self.ur_1[:,i-1] + zstep * self.uz0[0]**2 / self.uz0 * ( 1/self.uz0[0]**2 * self.duz0p / (1+self.d0p*zed[i-1]) * (self.d0 * self.uz_1[:,i-1] - self.ur_1[:,i-1]) - (n_0[:,i-1]/self.n0[0]) ** (self.Gamma-1) * dlnn_dr_0[:,i-1] ) "GET REQUIRED VECTORS AND DERIVATIVES TO BE USED IN FISRT ORDER DENSITY CORRECTION" rur_1 = self.ur_1 * self.r_grid _,drur1_dr = self.partial_derivs(rur_1,0) duz1_dz,_ = self.partial_derivs(self.uz_1,0) """GET FIRST ORDER CONTRIBUTION OF THE DENSITY LOGARITHIM. EULER METHOD APPLIED TO ALL STREAMLINES.tHE FUNCTION INTEGRATES THE FIRST ORDER DENSTY PERTURBATION ALONG STREAMLINE""" self.lnn_1 = np.zeros((self.__epts,self.__zpts)) #matrix containing first order density correction(logarithmic) "Compute limit of 1/r*drur1/dr for r-->0 as second order derivative of r*ur1.Apply L'Hopital" limit = np.zeros((1,self.__zpts)) #array containing 1/r(0) * drur1(0)/dr (at the axis of plume) _,limit = self.partial_derivs(drur1_dr,0) for i in range(1,self.__zpts): "COMPUTE DENSITY FIRST ORDER SOLUTION FOR THE AXIS STREAMLINE" self.lnn_1[0,i] = self.lnn_1[0,i-1] + zstep * 1 / self.uz0[0] *( - self.uz_1[0,i-1] * dlnn_dz_0[0,i-1] - self.ur_1[0,i-1] * dlnn_dr_0[0,i-1] - duz1_dz[0,i-1] - limit[1,i-1] ) for i in range(1,self.__zpts): "COMPUTE DENSITY FIRST ORDER SOLUTION FOR ALL REMAINING STREAMLINES" self.lnn_1[1:,i] = self.lnn_1[1:,i-1] + zstep * 1 / self.uz0[1:] *( - self.uz_1[1:,i-1] * dlnn_dz_0[1:,i-1] - self.ur_1[1:,i-1] * dlnn_dr_0[1:,i-1] - duz1_dz[1:,i-1] - 1 / self.r_grid[1:,i-1] * drur1_dr[1:,i-1]) """Updating plume variable arrays with First Order Correction plasma plume reults""" self.uz[1,:,:] = self.uz[0,:,:] + self.uz_1*self.eps self.ur[1,:,:] = self.ur[0,:,:] + self.ur_1*self.eps self.lnn[1,:,:] = self.lnn[0,:,:] + self.lnn_1*self.eps n1[:,:] = np.exp(self.lnn[1,:,:]) self.div[1,:,:] = self.ur[1,:,:]/ self.uz[1,:,:] self.T [1,:,:] = super(AEM,self).temp(n1[:,:],self.n0[0],self.T_0,self.Gamma) #Calling parent class method Hyperplume.temp() to calculate plume second order solution temperature based on density self.phi[1,:,:] = super(AEM,self).phi(n1[:,:],self.n0[0],self.T_0,self.Gamma,self.q_ion) #Calling parent class method Hyperplume.phi() to calculate plume second order solution temperature based on density self.eta_[1,:,:] = self.r_grid-self.div[1,:,:]*self.z_grid #PABLO20170426this is clearly wrong. But why??, corrections are integrable along zeroth order streamlines as said in article.Matlab code calls function orbit2d.m , which I cannot understand """COMPUTE SECOND ORDER SOLUTION""" dlnn_dz_0, dlnn_dr_0 = self.partial_derivs(self.lnn_0, 0) #COMPUTE REQUIRED VECTORS AND DERIVATIVES TO BE USED IN SECOND ORDER CORRECTION CALCULATIONS dlnn_dz_1, dlnn_dr_1 = self.partial_derivs(self.lnn_1, 0) duz_dz_1, duz_dr_1 = self.partial_derivs(self.uz_1, 0) dur_dz_1, dur_dr_1 = self.partial_derivs(self.ur_1, -1) self.uz_2 = np.zeros((self.__epts,self.__zpts)) #matrix containing second order axial velocity self.ur_2 = np.zeros((self.__epts,self.__zpts)) #matrix containing second order radial velocity n2 = np.zeros((self.__epts,self.__zpts)) #matrix containing second order radial velocity for i in range(1,self.__zpts): "Computation of the second order velocity perturbation along one streamline. Euler method applied to all the streamlines at the same time" self.uz_2[:,i] = self.uz_2[:,i-1] + zstep * 1 / self.uz0 *( self.uz0p / ( 1 + self.d0p*zed[i-1] )*( self.d0* self.uz_2[:,i-1] - self.ur_2[:,i-1] )-self.uz_1[:,i-1] * duz_dz_1[:,i-1] - self.ur_1[:,i-1] * duz_dr_1[:,i-1]- self.uz0[0]**2*((n_0[:,i-1]/self.n0[0])**(self.Gamma-1) * ( (self.Gamma-1)*self.lnn_1[:,i-1] * dlnn_dz_0[:,i-1] + dlnn_dz_1[:,i-1] ) )) self.ur_2[:,i] = self.ur_2[:,i-1] + zstep * 1 / self.uz0 * ( self.duz0p / ( 1 + self.d0p*zed[i-1] )*( self.d0 * self.uz_2[:,i-1] - self.ur_2[:,i-1] )-self.uz_1[:,i-1] * dur_dz_1[:,i-1] - self.ur_1[:,i-1] * dur_dr_1[:,i-1]- self.uz0[0]**2*((n_0[:,i-1]/self.n0[0])**(self.Gamma-1) * ( (self.Gamma-1)*self.lnn_1[:,i-1] * dlnn_dr_0[:,i-1] + dlnn_dr_1[:,i-1] ) )) "GET REQUIRED VECTORS AND DERIVATIVES TO BE USED IN FISRT ORDER DENSITY CORRECTION" rur_2 = self.ur_2 * self.r_grid _,drur2_dr = self.partial_derivs(rur_2,0) duz2_dz,_ = self.partial_derivs(self.uz_2,0) """GET SECOND ORDER CONTRIBUTION OF THE DENSITY LOGARITHIM. EULER METHOD APPLIED TO ALL STREAMLINES.tHE FUNCTION INTEGRATES THE FIRST ORDER DENSTY PERTURBATION ALONG STREAMLINE""" self.lnn_2 = np.zeros((self.__epts,self.__zpts)) #matrix containing first order density (logarithmic) "Compute limit of 1/r*drur2/dr for r-->0 as second order derivative of r*ur2.Apply L'Hopital" limit = np.zeros((1,self.__zpts)) #array containing 1/r(0) * drur1(0)/dr (at the axis of plume) _,limit = self.partial_derivs(drur2_dr,0) for i in range(1,self.__zpts): "COMPUTE SOLUTION FOR THE AXIS STREAMLINE" self.lnn_2[0,i] = self.lnn_2[0,i-1] + zstep * 1 / self.uz0[0] *( - self.uz_2[0,i-1] * dlnn_dz_0[0,i-1] - self.ur_2[0,i-1] * dlnn_dr_0[0,i-1] - duz2_dz[0,i-1] - limit[0,i-1] - self.uz_1[0,i-1]*dlnn_dz_1[0,i-1] - self.ur_1[0,i-1]*dlnn_dr_1[0,i-1] ) for i in range(1,self.__zpts): "COMPUTE SOLUTION FOR ALL REMAINING STREAMLINES" self.lnn_2[1:,i] = self.lnn_2[1:,i-1] + zstep * 1 / self.uz0[1:] * (-self.uz_2[1:,i-1] * dlnn_dz_0[1:,i-1] - self.ur_2[1:,i-1] * dlnn_dr_0[1:,i-1] - duz2_dz[1:,i-1]- 1/self.r_grid[1:,i-1] * drur2_dr[1:,i-1]- self.uz_1[1:,i-1]*dlnn_dz_1[1:,i-1] - self.ur_1[1:,i-1]*dlnn_dr_1[1:,i-1] ) "Updating plume variable arrays with Second-Order plasma plume reults" self.uz[2,:,:] = self.uz[1,:,:] + self.uz_2*self.eps**2 self.ur[2,:,:] = self.ur[1,:,:] + self.ur_2*self.eps**2 self.lnn[2,:,:] = self.lnn[1,:,:] + self.lnn_2*self.eps**2 n2[:,:] = np.exp(self.lnn[2,:,:]) self.div[2,:,:] = self.ur[2,:,:]/ self.uz[2,:,:] self.T [2,:,:] = super(AEM,self).temp(n2[:,:],self.n0[0],self.T_0,self.Gamma) #Calling parent class method Hyperplume.temp() to calculate plume second order solution temperature based on density self.phi[2,:,:] = super(AEM,self).phi(n2[:,:],self.n0[0],self.T_0,self.Gamma,self.q_ion) #Calling parent class method Hyperplume.phi() to calculate plume second order solution temperature based on density self.eta_[2,:,:] = self.r_grid-self.div[2,:,:]*self.z_grid #PABLO20170426 This is clearly wrong. But why?? corrections are integrable along zeroth order streamlines as said in article.Matlab code calls function orbit2d.m , which I dont understand. Could you explain? def marching_solver(self,nsects): """Marching schem AEM plume solver.AEM Class method marching_solver solves extends the AEM solution downstream by reinitializing the method at each new calculated plasma plume front, (r0_front,z0_front,uz0_front,n0_front) preventing excessive error growth in the calculations and widening the convergence region of thr AEM model. Marching_solver method reinitializes the plume initial parameter, with the values calculated in the previous integration step, as many times as indicated by the user in nsects. It then solves the plume expansion incrementally by callling the solver method multiple times. Args: nsects (int): number of axial sections or steps (plume fronts), where solver reinitializes the model and integrates the solution agin. Usage: >>> PlumeAEM = AEM(Plasma,z_span,eta_0,n0,uz0,ur0,AEM_Order) #Creation of AEM plume >>> Plume.marching_solver(nsects=100) Same Plasma attributes from standard solver can be accessed in Method marching_solver, but in this case the method stores only the ith higher order correction specified by the user at plume creation with the input argument sol_order: lnn (numpy.ndarray): matrix containing density values (logarithmic) for the selected AEM solution order. uz (numpy.ndarray): matrix containing axial velocity values for the selected AEM solution order. ur (numpy.ndarray): matrix containing radial velocity values for the selected AEM solution order. T (numpy.ndarray): matrix containing plasma Temperature values for the selected AEM solution order. phi (numpy.ndarray): matrix containing plasma ambipolar electric field for the selected AEM solution order. div (numpy.ndarray): matrix containing plume divergence values for the selected AEM solution order. To access these properties, for instance: >>> PlumeAEM.lnn # density values for AEM ith order solution of plume expansion in the grid >>> PlumeAEM.uz # axial velocity for AEM ith order solution >>> PlumeAEM.T # Temperature values for AEM ith order solution """ z_grid_ = np.zeros((self.eta.size,self.z_span.size)) #2D matrix containing the z grid points in marching mode r_grid_ = np.zeros((self.eta.size,self.z_span.size)) #2D matrix containing the r grid points in marching mode lnn_ = np.zeros((self.eta.size,self.z_span.size)) #2D matrix containing the density (natural logarithm) in marching mode uz_ = np.zeros((self.eta.size,self.z_span.size)) #2D matrix containing the plume axial velocity in marching mode ur_ = np.zeros((self.eta.size,self.z_span.size)) #2D matrix containing the plume radial velocity in marching mode div_ = np.zeros((self.eta.size,self.z_span.size)) #2D matrix containing the plume divergence in marching mode #T_ = np.zeros((self.eta.size,self.z_span.size)) #2D matrix containing theplume temperature in marching mode #phi_ = np.zeros((self.eta.size,self.z_span.size)) #2D matrix containing the electric potential in marching mode zsects_val = np.linspace(self.z_span.max()/nsects,self.z_span.max(),nsects) #z_grid points values at the end of each section/front in maching mode """GENERATION OF FIRST COMPUTATIONAL GRID""" dz = self.z_span.max()/(self.z_span.size - 1) #minimum integration step in axial direction zpts = int(round(zsects_val[0]/dz) + 1) #number of steps in axial direction (number od z_points) zed = np.zeros((1,zpts+1)) #array containing integration axial steps zed[0,0:zpts] = np.linspace(0,zsects_val[0],zpts) zed[0,zpts] = zsects_val[0] + dz self.z_grid,self.r_grid = self.grid_setup(zpts+1,self.eta.size) #calculation of z_grid and r_grid based on first front M0_start = self.M0 #Initial Mach Number based on first front """Tracking variables for marching method""" zpts_old = 1 #tracker of previous axial grid points count = 0 #counter of axial sections vel_factor = 1 #factor for front plume velocity correction Te_factor = 1 #factor for front plume temperature corrections for i in range(nsects): """Solving current plasma axial extension""" self.solver() #Calling to method AEM class method to solve the plume in the entire grid if i == 0: """Update contents of marching plume_final result matrixes with results from self.solver method in the grid, for first axial section""" lnn_[:,0:zpts] = self.lnn[self.order,:,0:zpts] uz_[:,0:zpts] = self.uz[self.order,:,0:zpts] ur_[:,0:zpts] = self.ur[self.order,:,0:zpts] div_[:,0:zpts] = self.div[self.order,:,0:zpts] #T_[:,0:zpts] = self.T[self.order,:,0:zpts] #phi_[:,0:zpts] = self.phi[self.order,:,0:zpts] z_grid_[:,0:zpts] = self.z_grid[:,0:zpts] r_grid_[:,0:zpts] = self.r_grid[:,0:zpts] else: """Update contents of marching plume_final result matrixes with results from self.solver method in the grid, for remaining axial section""" lnn_[:,zpts_old-1:zpts_old+zpts-1] = self.lnn[self.order,:,0:zpts] uz_[:,zpts_old-1:zpts_old+zpts-1] = self.uz[self.order,:,0:zpts] * vel_factor ur_[:,zpts_old-1:zpts_old+zpts-1] = self.ur[self.order,:,0:zpts] * vel_factor div_[:,zpts_old-1:zpts_old+zpts-1] = self.div[self.order,:,0:zpts] #T_[:,zpts_old-1:zpts_old+zpts-1] = self.T[self.order,:,0:zpts] * Te_factor #phi_[:,zpts_old-1:zpts_old+zpts-1] = self.phi[self.order,:,0:zpts] z_grid_[:,zpts_old-1:zpts_old+zpts-1] = self.z_grid[:,0:zpts] + zsects_val[i-1] r_grid_[:,zpts_old-1:zpts_old+zpts-1] = self.r_grid[:,0:zpts] zpts_old = zpts_old + zpts -1 #Updating value of axial points, to move forward along the sections """PREPARING NEXT INTEGATION AXIAL STEP""" if i < nsects-1: """Updating new integration interval parameters""" zpts = int(round((zsects_val[i+1]-zsects_val[i])/dz) + 1) #Updating next number of axial points zed = np.zeros((1,zpts+1)) #Updating next array of axial integration steps zed[0,0:zpts] = np.linspace(zsects_val[i],zsects_val[i+1],zpts) - zsects_val[i] zed[0,zpts] = zed[0,zpts-1] + dz """New initial profiles for the next axial integration interval""" r0_front = self.r_grid[:,-2] #New initial r_span obtained from before-last previous section r_grid z0_front = zed #New z0_front based on zed array n0_front = np.exp(self.lnn[self.order,:,-2]) #New initial density profile obatained from before-last previous section density uz0_front = self.uz[self.order,:,-2] #New initial axial velocity profile obatained from before-last previous section axial velocity ur0_front = self.ur[self.order,:,-2] #New radial velocity profile obatained from before-last previous section radial velocity super(AEM,self) .__init__(self.plasma,z0_front.reshape(zed.shape[1],),r0_front,n0_front) #calling Hyperplume constructor to reload the new initial profiles self.uz0,self.ur0,self.d0 = uz0_front,ur0_front,ur0_front/uz0_front #reloading remaining new plume initial profiles """Compute derivatives of new initial plume profiles""" self.d0p = self.eta_deriver(self.eta,self.d0) #derivative of plume divergence self.d0p[0],self.d0p[-1] = self.d0[1]/self.eta[1],self.d0p[-2] + (self.d0p[-2] - self.d0p[-3]) self.uz0p = self.eta_deriver(self.eta,self.uz0) #derivative of initial axial velocity self.uz0p[0],self.uz0p[-1] = 0,self.uz0p[-2] + (self.uz0p[-2] - self.uz0p[-3]) self.duz0p = self.eta_deriver(self.eta,self.d0*self.uz0) #derivatie of initial radial velocity self.duz0p[0],self.duz0p[-1] = self.duz0p[1]/self.eta[1],self.duz0p[-2] + (self.duz0p[-2] - self.duz0p[-3]) """Updating correction factors""" vel_factor = vel_factor * self.uz[self.order,0,-2]/self.uz[self.order,0,0] #velocity factor for next integration interval Te_factor = Te_factor * self.T[self.order,0,-2]/self.T[self.order,0,0] #Temperature factor for next integration interval self.M0 = M0_start*np.sqrt(vel_factor**2/Te_factor) #Update new Mach number based on previos Mach and correction factors self.eps = 1/self.M0**2 #new AEM epsilon expansion parameter self.z_grid,self.r_grid = self.grid_setup(zpts+1,self.eta.size) #new interval solution grids """line1 = plt.plot(self.eta,self.n0,'b'); line2 = plt.plot(self.eta,self.uz0/self.uz0[0],'k') line3 = plt.plot(self.eta,self.d0,'r',label=r'$Plume divergence \delta = u_{r0}/u_{z0}$') count = count + 1 if count > 100: plt.close(fig) count = 0 red_line = mlines.Line2D([], [], color='red', label=r'$\delta_{0}$') black_line = mlines.Line2D([], [], color='black', label=r'$\tilde{u}_{z0}$') blue_line = mlines.Line2D([], [], color='blue', label=r'$\tilde{n}_{0}$') plt.legend(handles=[red_line,black_line,blue_line],loc='best') plt.title('AEM Marching Solver plume front evolution') plt.xlabel(r'$\eta$') plt.savefig('Marching_solver_init_fronts.png')""" """ Updating final plume attibutes structure with marching_plume results""" self.z_grid = z_grid_ self.r_grid = r_grid_ self.lnn = lnn_ self.uz = uz_ self.ur = ur_ self.div = div_ self.T = super(AEM,self).temp(np.exp(self.lnn),np.exp(self.lnn)[0,0],self.T_0,self.Gamma)#T_ self.phi = super(AEM,self).phi(np.exp(self.lnn),np.exp(self.lnn)[0,0],self.T_0,self.Gamma,self.q_ion)#phi_ def query(self,z,r): """ Method query returns the density, velocity profile, temperature, the electric potential at particular (z,r) points in the Plume. These plasma properties are interpolated along the previously calculated 2D grids z_grid and r_grid at targeted (z,r) points specified by the user. User must always check if np.max(r) > np.max(self.r_grid), np.max(z) > np.max(self.z_grid) in their query point set,to avoid extrapolation results. Args: z (float,numpy.ndarray): new interpolation z points. r (float,numpy.ndarray): new interpolation r points. Outputs: lnn (int,numpy.ndarray): logarithmic plasma density at specified (z,r) points in plume grid u_z (int,numpy.ndarray): plasma axial velocity at specified (z,r) points in plume grid u_r (int,numpy.ndarray): plasma radial velocity at specified (z,r) points in plume grid T (int,numpy.ndarray): plasma temperature at specified (z,r) points in plume grid phi (int,numpy.ndarray): plasma ambipolar electric potential at specified (z,r) points in plume grid eta (int,numpy.ndarray): ion current stream lines at specified (z,r) points in plume grid Usage: >>> z,r = np.linspace(0,100,50),np.linspace(0,50,40) #target (z,r) for plume query >>> lnn,u_z,u_r,T,phi,eta=PlumeAEM.query(z,r) Method query returns only the self.order solution indicated by the user. #PABLO20170506: After reading extensively on how to perform interpolation over 2D rectagunlar grids, I decided to leave method griddata for such task. The problem with interp2D is that given the great size of self.z_grid,and r_grid (mxn), the number of points exceeds memory of method and return error. Even if the size of the grids is made smaller (losing accuracy and information in the AEM) the method interp2D takes a lot of time (sometimes I had to reset the console). If you want to try to fix the bug or otherwise tell what I am doing incorrectly I leave the line of code with interp2D that I was using to solve the interpolation (The syntax is exactly the same as the one we saw the ither day in your office, but for some reason it is not returning the results i expect. lnn = interp2d(self.z_grid,self.r_grid,self.lnn[self.order,:,:])(z.flatten(),r.flatten()) On the other hand, griddadta in python does not behave like the Matlab function(In Matlab this function does indeed extrapolate the results).Griddata is the recommended function to use over large arrays of data over 2D structured or unstructured data, and I have check the return of the interpolation using griddata and it is correct """ grid_points = np.array((self.z_grid.flatten(),self.r_grid.flatten())).T #pairing each z_grid point to its matching r_grid point lnn = griddata(grid_points,self.lnn[self.order,:,:].flatten(),(z,r),method='linear') #Logarithm of plasma plume density interpolation matrix u_z = griddata(grid_points,self.uz[self.order,:,:].flatten(),(z,r),method='linear') #Plasma plume axial velocity interpolation matrix u_r = griddata(grid_points,self.ur[self.order,:,:].flatten(),(z,r),method='linear') #Plasma plume radial velocity interpolation matrix T = griddata(grid_points,self.T[self.order,:,:].flatten(),(z,r),method='linear') #Plasma plume temperature interpolation matrix phi = griddata(grid_points,self.phi[self.order,:,:].flatten(),(z,r),method='linear') #Plasma plume electric potential interpolation matrix eta = griddata(grid_points,self.eta_[self.order,:,:].flatten(),(z,r),method='linear') #Eta-line interpolated values at specied (z,r) points return lnn,u_z,u_r,T,phi,eta def grid_setup(self,zpts,epts): """ grid_setup creates an strctured grid of z,r points where the AEM problem will be integrated Args: zpts (int): number of axial points in the structure. Indicates legnth oof axial plume span epts (int): number of radial points in the structure. Indicates legnth of radial plume span Returns: z_grid (numpy.ndarray): 2D matrix containing axial grid points for model integration r_grid (numpy.ndarray): 2D matrix containing radial grid points for model integration Usage: >>> z_grid,r_grid = PlumeAEM.grid_setup(100,50) """ z_grid = np.zeros((epts,zpts)) #2D Matrix of Plume z points r_grid = np.zeros((epts,zpts)) #2D Matrix of Plume r points """Compute the radial and axial coordinates of each grid points along the streamlines""" for j in range(epts): #advance radially for k in range(zpts): #advance axially "Compute the axial coordinate along the jth streamline" z_grid[j,k] = self.z_span[k] #update z_grid point from initial z_front for j in range(epts): #advance radially r_grid[j,0] = self.eta[j] #updating initial r_grid fron points for k in range(1,zpts): #advance axially r_grid[j,k] = r_grid[j,0]+self.d0[j]*self.z_span[k] #update r_grid points from initial front and divergence return z_grid,r_grid def val_domain(self): """ val_domain class method evaluates the validity of the AEM series expansion solution at z_grid and r_grid points in the plume. Validity results for each AEM order are stored in the 3D matrix Plume.val. These matrix is filled with values indicating a specific validity condition in the results. VALIDITY VALUES 0 - Not valid for both velocity and density 1 - Valid only for velocity -1 - Valid only for density 2 - Valid for both velocity and density Usage: >>> PlumeAEM.val_domain() #Intialize validity condition study >>> print(Plume.val) #See results of validation """ rel_size = 0.1 #Maximum relative size of the ith order perturbation wrt(i-1)th order to ensure validity of the solution self.val = np.zeros((3,self.__epts,self.__zpts)) #3D matrix with validity values for each grid point and each solution order self.val[0,:,:]=2 #Setting valitidity od Zeroth Order solution as reference for i in range(self.order): "Creation of plume variable contribution matrixes" uz_contribution= np.zeros((self.__epts,self.__zpts)) ur_contribution= np.zeros((self.__epts,self.__zpts)) lnn_contribution= np.zeros((self.__epts,self.__zpts)) uz_contribution[:,1:] = abs((self.uz[i+1,:,1:]-self.uz[i,:,1:])/self.uz[i,:,1:]) ur_contribution[1:,1:] = abs((self.ur[i+1,1:,1:]-self.ur[i,1:,1:])/self.ur[i,1:,1:]) lnn_contribution[:,1:] = abs((self.lnn[i+1,:,1:]-self.lnn[i,:,1:])/self.lnn[i,:,1:]) for j in range(self.__epts): #advance in radial direction for k in range(self.__zpts): #advance axially if (uz_contribution[j,k]<rel_size and ur_contribution[j,k] < rel_size): #applying validity criterion stated in dissertation self.val[i+1,j,k] = 1 if lnn_contribution[j,k] < rel_size: #applying validity criterion stated in dissertation self.val[i+1,j,k] = 2 elif lnn_contribution[j,k] < rel_size: #applying validity criterion stated in dissertation self.val[i+1,j,k] = -1 def partial_derivs(self,var,type2): """Class method partial_derivs computes the partial derivatives of plasma variables with respect to the physical z,r at the plume grid points. Args: var (numpy.ndarray): Variable values to derive at z,r grid points type2 (int): Integer defining the behaviour of the derivative at the borders and therefore the Type of varible to be differentiated: 0: Symmetric function. Border derivative value is set to 0 -1; Anti-symmetric function. Forward finite difference is used for border derivative calculation. Returns: dvar_dz : z-partial derivative values of input argument var at the grid points dvar_dr : r-partial derivative values of input argument var at the grid points Usage: >>> dlnn0_dz,dlnn0dr = PlumeAEM.partial_derivs(Plume.lnn_0) #derivative of Zeroth order density correction """ dvar_dz = np.zeros((self.__epts,self.__zpts)) #2D matrix storing z-derivative values of var at grid points dvar_dr = np.zeros((self.__epts,self.__zpts)) #2D matrix storing z-derivative values of var at grid points zfactor = np.zeros((self.__epts,self.__zpts)) #2D Jacobian z tranformation matrix to pass from zita-eta derivatives to z,r derivatives at grid points(see dissertation appendix) rfactor = np.zeros((self.__epts,self.__zpts)) #2D Jacobian r tranformation matrix to pass from zita-eta derivatives to z,r derivatives at grid points(see dissertation appendix) eta_grid = np.dstack((self.r_grid[:,0],)*self.__zpts)[0] #2D matrix containing stacked values of the eta coordinates at grid points "CALCULATION OF DERIVATIVES IN ZITA-ETA COORDINATES AT GRID POINTS" "This function computes the partial derivatives with respect to the stream coordinates eta-Zita at the grid points" dvar_dzita = np.zeros((self.__epts,self.__zpts)) #2D matrix storing zita-derivative values of var at grid points dvar_deta = np.zeros((self.__epts,self.__zpts)) #2D matrix storing eta-derivative values of var at grid points "Compute the zita partial derivatives of the grid points inside the domain (excluding the boundaries) with a centred difference" dvar_dzita[0:,1:-1] = (var[0:,2:] - var[0:,0:-2]) / (self.z_grid[0:,2:] - self.z_grid[0:,0:-2]) "Compute the zita partial derivatives at z = 0 and zmax, using respectively a forwards and backwards Euler derivative" dvar_dzita[0:,0] = ( var[0:,1] - var[0:,0] ) / (self.z_grid[0,1] - self.z_grid[0,0]) dvar_dzita[0:,-1] = ( var[0:, -1] - var[0:, -2] ) / (self.z_grid[0,-1] - self.z_grid[0,-2]) """Compute the eta partial derivatives of the grid points inside the domain (excluding the boundaries) with a centred difference even when points are not uniform along eta""" h1 = eta_grid[1:-1,0:] - eta_grid[0:-2,0:] #steps in eta-grid used for derivation of variable h2 = eta_grid[2:,0:] - eta_grid[1:-1,0:] dvar_deta[1:-1,0:] = ((h1**2) * var[2:,0:] - ((h1**2) - (h2**2)) * var[1:-1,0:] - (h2**2) * var[0:-2,0:] ) / ((h1**2)*h2 + h1*(h2**2)) """ Compute the eta partial derivatives at z = 0 and zmax, using respectively a forwards and backwards Euler derivative For eta = 0, consider the type of input function""" if type2 == 0: dvar_deta[0,0:] = 0 else: dvar_deta[0,0:] = ( var[1, 0:] - var[0, 0:] ) / (eta_grid[1, 0:] - eta_grid[0,0:]) "Take the final eta line derivative equal to that of the previous point" dvar_deta[-1,0:] = dvar_deta[-2,0:] + (dvar_deta[-2,0:] - dvar_deta[-3,0:]) for i in range(0,self.__zpts): "Compute transformation factors in matrix form for z and r derivative using the Jacobian matrix" zfactor[:,i] = -self.d0[:] / (1 + self.z_grid[:,i] * self.d0p[:]) #Updating Jacobian matrixes rfactor[:,i] = 1 / (1 + self.z_grid[:,i] * self.d0p[:]) dvar_dz[:,:] = dvar_dzita + zfactor * dvar_deta #updatinf final derivatives in z,r coordinates dvar_dr[:,:] = rfactor * dvar_deta return dvar_dz, dvar_dr
mit
jrosebr1/imutils
imutils/convenience.py
1
11508
# author: Adrian Rosebrock # website: http://www.pyimagesearch.com # import the necessary packages import numpy as np import cv2 import sys # import any special Python 2.7 packages if sys.version_info.major == 2: from urllib import urlopen # import any special Python 3 packages elif sys.version_info.major == 3: from urllib.request import urlopen def translate(image, x, y): # define the translation matrix and perform the translation M = np.float32([[1, 0, x], [0, 1, y]]) shifted = cv2.warpAffine(image, M, (image.shape[1], image.shape[0])) # return the translated image return shifted def rotate(image, angle, center=None, scale=1.0): # grab the dimensions of the image (h, w) = image.shape[:2] # if the center is None, initialize it as the center of # the image if center is None: center = (w // 2, h // 2) # perform the rotation M = cv2.getRotationMatrix2D(center, angle, scale) rotated = cv2.warpAffine(image, M, (w, h)) # return the rotated image return rotated def rotate_bound(image, angle): # grab the dimensions of the image and then determine the # center (h, w) = image.shape[:2] (cX, cY) = (w / 2, h / 2) # grab the rotation matrix (applying the negative of the # angle to rotate clockwise), then grab the sine and cosine # (i.e., the rotation components of the matrix) M = cv2.getRotationMatrix2D((cX, cY), -angle, 1.0) cos = np.abs(M[0, 0]) sin = np.abs(M[0, 1]) # compute the new bounding dimensions of the image nW = int((h * sin) + (w * cos)) nH = int((h * cos) + (w * sin)) # adjust the rotation matrix to take into account translation M[0, 2] += (nW / 2) - cX M[1, 2] += (nH / 2) - cY # perform the actual rotation and return the image return cv2.warpAffine(image, M, (nW, nH)) def resize(image, width=None, height=None, inter=cv2.INTER_AREA): # initialize the dimensions of the image to be resized and # grab the image size dim = None (h, w) = image.shape[:2] # if both the width and height are None, then return the # original image if width is None and height is None: return image # check to see if the width is None if width is None: # calculate the ratio of the height and construct the # dimensions r = height / float(h) dim = (int(w * r), height) # otherwise, the height is None else: # calculate the ratio of the width and construct the # dimensions r = width / float(w) dim = (width, int(h * r)) # resize the image resized = cv2.resize(image, dim, interpolation=inter) # return the resized image return resized def skeletonize(image, size, structuring=cv2.MORPH_RECT): # determine the area (i.e. total number of pixels in the image), # initialize the output skeletonized image, and construct the # morphological structuring element area = image.shape[0] * image.shape[1] skeleton = np.zeros(image.shape, dtype="uint8") elem = cv2.getStructuringElement(structuring, size) # keep looping until the erosions remove all pixels from the # image while True: # erode and dilate the image using the structuring element eroded = cv2.erode(image, elem) temp = cv2.dilate(eroded, elem) # subtract the temporary image from the original, eroded # image, then take the bitwise 'or' between the skeleton # and the temporary image temp = cv2.subtract(image, temp) skeleton = cv2.bitwise_or(skeleton, temp) image = eroded.copy() # if there are no more 'white' pixels in the image, then # break from the loop if area == area - cv2.countNonZero(image): break # return the skeletonized image return skeleton def opencv2matplotlib(image): # OpenCV represents images in BGR order; however, Matplotlib # expects the image in RGB order, so simply convert from BGR # to RGB and return return cv2.cvtColor(image, cv2.COLOR_BGR2RGB) def url_to_image(url, readFlag=cv2.IMREAD_COLOR): # download the image, convert it to a NumPy array, and then read # it into OpenCV format resp = urlopen(url) image = np.asarray(bytearray(resp.read()), dtype="uint8") image = cv2.imdecode(image, readFlag) # return the image return image def auto_canny(image, sigma=0.33): # compute the median of the single channel pixel intensities v = np.median(image) # apply automatic Canny edge detection using the computed median lower = int(max(0, (1.0 - sigma) * v)) upper = int(min(255, (1.0 + sigma) * v)) edged = cv2.Canny(image, lower, upper) # return the edged image return edged def grab_contours(cnts): # if the length the contours tuple returned by cv2.findContours # is '2' then we are using either OpenCV v2.4, v4-beta, or # v4-official if len(cnts) == 2: cnts = cnts[0] # if the length of the contours tuple is '3' then we are using # either OpenCV v3, v4-pre, or v4-alpha elif len(cnts) == 3: cnts = cnts[1] # otherwise OpenCV has changed their cv2.findContours return # signature yet again and I have no idea WTH is going on else: raise Exception(("Contours tuple must have length 2 or 3, " "otherwise OpenCV changed their cv2.findContours return " "signature yet again. Refer to OpenCV's documentation " "in that case")) # return the actual contours array return cnts def is_cv2(or_better=False): # grab the OpenCV major version number major = get_opencv_major_version() # check to see if we are using *at least* OpenCV 2 if or_better: return major >= 2 # otherwise we want to check for *strictly* OpenCV 2 return major == 2 def is_cv3(or_better=False): # grab the OpenCV major version number major = get_opencv_major_version() # check to see if we are using *at least* OpenCV 3 if or_better: return major >= 3 # otherwise we want to check for *strictly* OpenCV 3 return major == 3 def is_cv4(or_better=False): # grab the OpenCV major version number major = get_opencv_major_version() # check to see if we are using *at least* OpenCV 4 if or_better: return major >= 4 # otherwise we want to check for *strictly* OpenCV 4 return major == 4 def get_opencv_major_version(lib=None): # if the supplied library is None, import OpenCV if lib is None: import cv2 as lib # return the major version number return int(lib.__version__.split(".")[0]) def check_opencv_version(major, lib=None): # this function may be removed in a future release as we now # use the get_opencv_major_function to obtain the current OpenCV # version and then perform the actual version check *within* the # respective function import warnings message = """ The check_opencv_version function is deprecated and may be removed in a future release. Use at your own risk. """ warnings.warn(message, DeprecationWarning, stacklevel=2) # if the supplied library is None, import OpenCV if lib is None: import cv2 as lib # return whether or not the current OpenCV version matches the # major version number return lib.__version__.startswith(major) def build_montages(image_list, image_shape, montage_shape): """ --------------------------------------------------------------------------------------------- author: Kyle Hounslow --------------------------------------------------------------------------------------------- Converts a list of single images into a list of 'montage' images of specified rows and columns. A new montage image is started once rows and columns of montage image is filled. Empty space of incomplete montage images are filled with black pixels --------------------------------------------------------------------------------------------- :param image_list: python list of input images :param image_shape: tuple, size each image will be resized to for display (width, height) :param montage_shape: tuple, shape of image montage (width, height) :return: list of montage images in numpy array format --------------------------------------------------------------------------------------------- example usage: # load single image img = cv2.imread('lena.jpg') # duplicate image 25 times num_imgs = 25 img_list = [] for i in xrange(num_imgs): img_list.append(img) # convert image list into a montage of 256x256 images tiled in a 5x5 montage montages = make_montages_of_images(img_list, (256, 256), (5, 5)) # iterate through montages and display for montage in montages: cv2.imshow('montage image', montage) cv2.waitKey(0) ---------------------------------------------------------------------------------------------- """ if len(image_shape) != 2: raise Exception('image shape must be list or tuple of length 2 (rows, cols)') if len(montage_shape) != 2: raise Exception('montage shape must be list or tuple of length 2 (rows, cols)') image_montages = [] # start with black canvas to draw images onto montage_image = np.zeros(shape=(image_shape[1] * (montage_shape[1]), image_shape[0] * montage_shape[0], 3), dtype=np.uint8) cursor_pos = [0, 0] start_new_img = False for img in image_list: if type(img).__module__ != np.__name__: raise Exception('input of type {} is not a valid numpy array'.format(type(img))) start_new_img = False img = cv2.resize(img, image_shape) # draw image to black canvas montage_image[cursor_pos[1]:cursor_pos[1] + image_shape[1], cursor_pos[0]:cursor_pos[0] + image_shape[0]] = img cursor_pos[0] += image_shape[0] # increment cursor x position if cursor_pos[0] >= montage_shape[0] * image_shape[0]: cursor_pos[1] += image_shape[1] # increment cursor y position cursor_pos[0] = 0 if cursor_pos[1] >= montage_shape[1] * image_shape[1]: cursor_pos = [0, 0] image_montages.append(montage_image) # reset black canvas montage_image = np.zeros(shape=(image_shape[1] * (montage_shape[1]), image_shape[0] * montage_shape[0], 3), dtype=np.uint8) start_new_img = True if start_new_img is False: image_montages.append(montage_image) # add unfinished montage return image_montages def adjust_brightness_contrast(image, brightness=0., contrast=0.): """ Adjust the brightness and/or contrast of an image :param image: OpenCV BGR image :param contrast: Float, contrast adjustment with 0 meaning no change :param brightness: Float, brightness adjustment with 0 meaning no change """ beta = 0 # See the OpenCV docs for more info on the `beta` parameter to addWeighted # https://docs.opencv.org/3.4.2/d2/de8/group__core__array.html#gafafb2513349db3bcff51f54ee5592a19 return cv2.addWeighted(image, 1 + float(contrast) / 100., image, beta, float(brightness))
mit
tmhm/scikit-learn
sklearn/neighbors/tests/test_ball_tree.py
129
10192
import pickle import numpy as np from numpy.testing import assert_array_almost_equal from sklearn.neighbors.ball_tree import (BallTree, NeighborsHeap, simultaneous_sort, kernel_norm, nodeheap_sort, DTYPE, ITYPE) from sklearn.neighbors.dist_metrics import DistanceMetric from sklearn.utils.testing import SkipTest, assert_allclose rng = np.random.RandomState(10) V = rng.rand(3, 3) V = np.dot(V, V.T) DIMENSION = 3 METRICS = {'euclidean': {}, 'manhattan': {}, 'minkowski': dict(p=3), 'chebyshev': {}, 'seuclidean': dict(V=np.random.random(DIMENSION)), 'wminkowski': dict(p=3, w=np.random.random(DIMENSION)), 'mahalanobis': dict(V=V)} DISCRETE_METRICS = ['hamming', 'canberra', 'braycurtis'] BOOLEAN_METRICS = ['matching', 'jaccard', 'dice', 'kulsinski', 'rogerstanimoto', 'russellrao', 'sokalmichener', 'sokalsneath'] def dist_func(x1, x2, p): return np.sum((x1 - x2) ** p) ** (1. / p) def brute_force_neighbors(X, Y, k, metric, **kwargs): D = DistanceMetric.get_metric(metric, **kwargs).pairwise(Y, X) ind = np.argsort(D, axis=1)[:, :k] dist = D[np.arange(Y.shape[0])[:, None], ind] return dist, ind def test_ball_tree_query(): np.random.seed(0) X = np.random.random((40, DIMENSION)) Y = np.random.random((10, DIMENSION)) def check_neighbors(dualtree, breadth_first, k, metric, kwargs): bt = BallTree(X, leaf_size=1, metric=metric, **kwargs) dist1, ind1 = bt.query(Y, k, dualtree=dualtree, breadth_first=breadth_first) dist2, ind2 = brute_force_neighbors(X, Y, k, metric, **kwargs) # don't check indices here: if there are any duplicate distances, # the indices may not match. Distances should not have this problem. assert_array_almost_equal(dist1, dist2) for (metric, kwargs) in METRICS.items(): for k in (1, 3, 5): for dualtree in (True, False): for breadth_first in (True, False): yield (check_neighbors, dualtree, breadth_first, k, metric, kwargs) def test_ball_tree_query_boolean_metrics(): np.random.seed(0) X = np.random.random((40, 10)).round(0) Y = np.random.random((10, 10)).round(0) k = 5 def check_neighbors(metric): bt = BallTree(X, leaf_size=1, metric=metric) dist1, ind1 = bt.query(Y, k) dist2, ind2 = brute_force_neighbors(X, Y, k, metric) assert_array_almost_equal(dist1, dist2) for metric in BOOLEAN_METRICS: yield check_neighbors, metric def test_ball_tree_query_discrete_metrics(): np.random.seed(0) X = (4 * np.random.random((40, 10))).round(0) Y = (4 * np.random.random((10, 10))).round(0) k = 5 def check_neighbors(metric): bt = BallTree(X, leaf_size=1, metric=metric) dist1, ind1 = bt.query(Y, k) dist2, ind2 = brute_force_neighbors(X, Y, k, metric) assert_array_almost_equal(dist1, dist2) for metric in DISCRETE_METRICS: yield check_neighbors, metric def test_ball_tree_query_radius(n_samples=100, n_features=10): np.random.seed(0) X = 2 * np.random.random(size=(n_samples, n_features)) - 1 query_pt = np.zeros(n_features, dtype=float) eps = 1E-15 # roundoff error can cause test to fail bt = BallTree(X, leaf_size=5) rad = np.sqrt(((X - query_pt) ** 2).sum(1)) for r in np.linspace(rad[0], rad[-1], 100): ind = bt.query_radius(query_pt, r + eps)[0] i = np.where(rad <= r + eps)[0] ind.sort() i.sort() assert_array_almost_equal(i, ind) def test_ball_tree_query_radius_distance(n_samples=100, n_features=10): np.random.seed(0) X = 2 * np.random.random(size=(n_samples, n_features)) - 1 query_pt = np.zeros(n_features, dtype=float) eps = 1E-15 # roundoff error can cause test to fail bt = BallTree(X, leaf_size=5) rad = np.sqrt(((X - query_pt) ** 2).sum(1)) for r in np.linspace(rad[0], rad[-1], 100): ind, dist = bt.query_radius(query_pt, r + eps, return_distance=True) ind = ind[0] dist = dist[0] d = np.sqrt(((query_pt - X[ind]) ** 2).sum(1)) assert_array_almost_equal(d, dist) def compute_kernel_slow(Y, X, kernel, h): d = np.sqrt(((Y[:, None, :] - X) ** 2).sum(-1)) norm = kernel_norm(h, X.shape[1], kernel) if kernel == 'gaussian': return norm * np.exp(-0.5 * (d * d) / (h * h)).sum(-1) elif kernel == 'tophat': return norm * (d < h).sum(-1) elif kernel == 'epanechnikov': return norm * ((1.0 - (d * d) / (h * h)) * (d < h)).sum(-1) elif kernel == 'exponential': return norm * (np.exp(-d / h)).sum(-1) elif kernel == 'linear': return norm * ((1 - d / h) * (d < h)).sum(-1) elif kernel == 'cosine': return norm * (np.cos(0.5 * np.pi * d / h) * (d < h)).sum(-1) else: raise ValueError('kernel not recognized') def test_ball_tree_kde(n_samples=100, n_features=3): np.random.seed(0) X = np.random.random((n_samples, n_features)) Y = np.random.random((n_samples, n_features)) bt = BallTree(X, leaf_size=10) for kernel in ['gaussian', 'tophat', 'epanechnikov', 'exponential', 'linear', 'cosine']: for h in [0.01, 0.1, 1]: dens_true = compute_kernel_slow(Y, X, kernel, h) def check_results(kernel, h, atol, rtol, breadth_first): dens = bt.kernel_density(Y, h, atol=atol, rtol=rtol, kernel=kernel, breadth_first=breadth_first) assert_allclose(dens, dens_true, atol=atol, rtol=max(rtol, 1e-7)) for rtol in [0, 1E-5]: for atol in [1E-6, 1E-2]: for breadth_first in (True, False): yield (check_results, kernel, h, atol, rtol, breadth_first) def test_gaussian_kde(n_samples=1000): # Compare gaussian KDE results to scipy.stats.gaussian_kde from scipy.stats import gaussian_kde np.random.seed(0) x_in = np.random.normal(0, 1, n_samples) x_out = np.linspace(-5, 5, 30) for h in [0.01, 0.1, 1]: bt = BallTree(x_in[:, None]) try: gkde = gaussian_kde(x_in, bw_method=h / np.std(x_in)) except TypeError: raise SkipTest("Old version of scipy, doesn't accept " "explicit bandwidth.") dens_bt = bt.kernel_density(x_out[:, None], h) / n_samples dens_gkde = gkde.evaluate(x_out) assert_array_almost_equal(dens_bt, dens_gkde, decimal=3) def test_ball_tree_two_point(n_samples=100, n_features=3): np.random.seed(0) X = np.random.random((n_samples, n_features)) Y = np.random.random((n_samples, n_features)) r = np.linspace(0, 1, 10) bt = BallTree(X, leaf_size=10) D = DistanceMetric.get_metric("euclidean").pairwise(Y, X) counts_true = [(D <= ri).sum() for ri in r] def check_two_point(r, dualtree): counts = bt.two_point_correlation(Y, r=r, dualtree=dualtree) assert_array_almost_equal(counts, counts_true) for dualtree in (True, False): yield check_two_point, r, dualtree def test_ball_tree_pickle(): np.random.seed(0) X = np.random.random((10, 3)) bt1 = BallTree(X, leaf_size=1) # Test if BallTree with callable metric is picklable bt1_pyfunc = BallTree(X, metric=dist_func, leaf_size=1, p=2) ind1, dist1 = bt1.query(X) ind1_pyfunc, dist1_pyfunc = bt1_pyfunc.query(X) def check_pickle_protocol(protocol): s = pickle.dumps(bt1, protocol=protocol) bt2 = pickle.loads(s) s_pyfunc = pickle.dumps(bt1_pyfunc, protocol=protocol) bt2_pyfunc = pickle.loads(s_pyfunc) ind2, dist2 = bt2.query(X) ind2_pyfunc, dist2_pyfunc = bt2_pyfunc.query(X) assert_array_almost_equal(ind1, ind2) assert_array_almost_equal(dist1, dist2) assert_array_almost_equal(ind1_pyfunc, ind2_pyfunc) assert_array_almost_equal(dist1_pyfunc, dist2_pyfunc) for protocol in (0, 1, 2): yield check_pickle_protocol, protocol def test_neighbors_heap(n_pts=5, n_nbrs=10): heap = NeighborsHeap(n_pts, n_nbrs) for row in range(n_pts): d_in = np.random.random(2 * n_nbrs).astype(DTYPE) i_in = np.arange(2 * n_nbrs, dtype=ITYPE) for d, i in zip(d_in, i_in): heap.push(row, d, i) ind = np.argsort(d_in) d_in = d_in[ind] i_in = i_in[ind] d_heap, i_heap = heap.get_arrays(sort=True) assert_array_almost_equal(d_in[:n_nbrs], d_heap[row]) assert_array_almost_equal(i_in[:n_nbrs], i_heap[row]) def test_node_heap(n_nodes=50): vals = np.random.random(n_nodes).astype(DTYPE) i1 = np.argsort(vals) vals2, i2 = nodeheap_sort(vals) assert_array_almost_equal(i1, i2) assert_array_almost_equal(vals[i1], vals2) def test_simultaneous_sort(n_rows=10, n_pts=201): dist = np.random.random((n_rows, n_pts)).astype(DTYPE) ind = (np.arange(n_pts) + np.zeros((n_rows, 1))).astype(ITYPE) dist2 = dist.copy() ind2 = ind.copy() # simultaneous sort rows using function simultaneous_sort(dist, ind) # simultaneous sort rows using numpy i = np.argsort(dist2, axis=1) row_ind = np.arange(n_rows)[:, None] dist2 = dist2[row_ind, i] ind2 = ind2[row_ind, i] assert_array_almost_equal(dist, dist2) assert_array_almost_equal(ind, ind2) def test_query_haversine(): np.random.seed(0) X = 2 * np.pi * np.random.random((40, 2)) bt = BallTree(X, leaf_size=1, metric='haversine') dist1, ind1 = bt.query(X, k=5) dist2, ind2 = brute_force_neighbors(X, X, k=5, metric='haversine') assert_array_almost_equal(dist1, dist2) assert_array_almost_equal(ind1, ind2)
bsd-3-clause
rmvanhees/pynadc
scripts/sdmf_calibSMR.py
1
54150
""" This file is part of pynadc https://github.com/rmvanhees/pynadc Calibrate Sciamachy Solar Mean Radiance measurements Copyright (c) 2016 SRON - Netherlands Institute for Space Research All Rights Reserved License: BSD-3-Clause """ # # Code layout: # SECTION VERSION # - define various versions of the S/W # SECTION AUXILIARY CKD # - define functions to read and pre-process CKD required for the calibration # - defined functions: get_h5_RadSensMoni # SECTION READ DATA # - define class SDMFreadSun to read the Sun measurements # SECTION CALIBRATE DATA # - define class 'SMRcalib' to calibrate the Sun measurements # SECTION WRITE DATA # - define class 'SMRdb' to write calibrated spectra and meta-data to database # SECTION DISPLAY DATA # - define class 'SMRshow' to display Sun measurements # SECTION ARGPARSE # - define function 'handleCmdParams' to obtain command-line parameters # SECTION MAIN # - code to be run as a standalone program # import sys import argparse import numpy as np import numpy.ma as ma import h5py #-------------------------SECTION VERSION----------------------------------- _swVersion = {'major': 0, 'minor': 8, 'revision' : 4} _calibVersion = {'major': 1, 'minor': 1, 'revision' : 0} _dbVersion = {'major': 0, 'minor': 9, 'revision' : 3} #-------------------------SECTION ERROR CLASSES----------------------------- class dbError(Exception): pass class readSunInfo(Exception): pass #-------------------------SECTION AUXILIARY CKD----------------------------- def get_h5_RadSensMoni(NDF=True, debug=False): fmtRSPM = '%-dfloat32, %-dfloat32, 8192float32, (%-d,%-d,8192)float64' nameRSPM = ('ang_ele', 'ang_asm', 'wvlen', 'sensitivity') fid = h5py.File('/SCIA/share/nadc_tools/key_radsens.h5', 'r') grp = fid['PPG0'] dset = grp['PPG0'] ppg0 = dset[:] grp = fid['ABS_RAD'] dset = grp['Axis 1 Wavelength'] ref_wl = dset[:] # regrid all data to ref_wl instead of Sun spectrum dset = grp['ABS_RAD'] abs_rad = dset[:].astype('float64') abs_rad /= (5.035e8 * ref_wl * ppg0) del ppg0 grp = fid['OBM_s_p'] dset = grp['Axis 1 Wavelength'] obm_s_p_wl = dset[:] dset = grp['OBM_s_p'] tmp = dset[:].astype('float64') obm_s_p = np.empty_like(tmp) for nc in range(8): i_mn = nc * 1024 i_mx = i_mn + 1024 obm_s_p[i_mn:i_mx] = np.interp(ref_wl[i_mn:i_mx], obm_s_p_wl[i_mn:i_mx], tmp[i_mn:i_mx]) del tmp grp = fid['ELEV_p'] dset = grp['Axis 1 wavelength'] elev_p_wl = dset[:] dset = grp['Axis 2 elevation angle'] elev_p_angle = dset[:] dset = grp['ELEV_p'] elev_p = dset[2, :] grp = fid['ELEV_s'] dset = grp['Axis 1 wavelength'] elev_s_wl = dset[:] dset = grp['Axis 2 elevation angle'] elev_s_angle = dset[:] dset = grp['ELEV_s'] elev_s = dset[2, :] elev_p_a0 = np.interp(ref_wl, elev_p_wl, elev_p.astype('float64')) elev_s_a0 = np.interp(ref_wl, elev_s_wl, elev_s.astype('float64')) elev_a0 = obm_s_p * elev_s_a0 + elev_p_a0 if NDF: grp = fid['NDF'] dset = grp['Axis 1 Wavelength'] ndf_wl = dset[:] dset = grp['NDF'] tmp = dset[:].astype('float64') ndf = np.empty_like(tmp) for nc in range(8): i_mn = nc * 1024 i_mx = i_mn + 1024 ndf[i_mn:i_mx] = np.interp(ref_wl[i_mn:i_mx], ndf_wl[i_mn:i_mx], tmp[i_mn:i_mx]) del tmp grp = fid['NDF_s_p'] dset = grp['Axis 1 Wavelength'] ndf_s_p_wl = dset[:] dset = grp['NDF_s_p'] ndf_s_p = dset[:] tmp = dset[:].astype('float64') ndf_s_p = np.empty_like(tmp) for nc in range(8): i_mn = nc * 1024 i_mx = i_mn + 1024 ndf_s_p[i_mn:i_mx] = np.interp(ref_wl[i_mn:i_mx], ndf_s_p_wl[i_mn:i_mx], tmp[i_mn:i_mx]) del tmp abs_rad *= (2 * ndf / (1 + ndf_s_p)) obm_s_p *= ndf_s_p grp = fid['BRDF_p'] dset = grp['Axis 1 vacuum wavelength'] brdf_p_wl = dset[:] dset = grp['Axis 2 elevation angle'] brdf_p_ele = dset[:] dset = grp['Axis 3 ASM angle'] brdf_p_asm = dset[:] dset = grp['BRDF_p'] brdf_p = dset[:].astype('float64') grp = fid['BRDF_s'] dset = grp['Axis 1 vacuum wavelength'] brdf_s_wl = dset[:] dset = grp['Axis 2 elevation angle'] brdf_s_ele = dset[:] dset = grp['Axis 3 ASM angle'] brdf_s_asm = dset[:] dset = grp['BRDF_s'] brdf_s = dset[:].astype('float64') fid.close() # re-arrange data: switch ang_asm and ang_ele and store both increasing dimWave = brdf_p_wl.shape[0] dimASM = brdf_p_asm.shape[0] dimELE = brdf_p_ele.shape[0] dimBRDF = dimASM * dimELE indx = [] for ni in range(dimELE): indx += list(ni + np.linspace(dimBRDF-dimELE, 0, num=dimASM).astype(int)) # write data to output structure, interpolated to the ele,asm grid rspm = np.empty(1, dtype=fmtRSPM % (dimELE, dimASM, dimELE, dimASM)) rspm.dtype.names = nameRSPM rspm['ang_ele'] = brdf_p_ele rspm['ang_asm'] = brdf_p_asm[::-1] rspm['wvlen'] = ref_wl brdf_p = brdf_p.reshape(dimBRDF, dimWave) brdf_s = brdf_s.reshape(dimBRDF, dimWave) for ni in range(dimBRDF): brdf_p_ni = np.interp(ref_wl, brdf_p_wl, brdf_p[indx[ni], :]) brdf_s_ni = np.interp(ref_wl, brdf_s_wl, brdf_s[indx[ni], :]) rspm['sensitivity'][0, ni // dimASM, ni % dimASM, :] = \ abs_rad * (obm_s_p * brdf_s_ni + brdf_p_ni) / elev_a0 if debug: fid = h5py.File('scia_key_rspm.h5', 'w') dset = fid.create_dataset('rspm', data=rspm) fid.close() return rspm #-------------------------SECTION READ DATA--------------------------------- class SDMFextractSun: """ Read Sciamachy Sun/State 62 SDMF (v3.1) data """ def __init__(self, state_id=62, sun_db='/SCIA/SDMF31/sdmf_extract_sun.h5'): self.sun_db = sun_db self.state_id = state_id self.numChannels = 8 # add some constants for SCIA self.channelSize = 1024 self.numPixels = self.numChannels * self.channelSize self.smr = None self.wvlen = None with h5py.File(sun_db, 'r') as fid: dset = fid['ClusDef'] self.clusDef = dset[:] def selectOrbits(self, orbitRange): with h5py.File(self.sun_db, 'r') as fid: grp = fid['State_%02d' % self.state_id] dset = grp['orbitList'] orbitList = dset[:] if isinstance(orbitRange, int): self.metaIndx = np.argmin(abs(orbitList - orbitRange)) else: self.metaIndx = np.where((orbitList >= orbitRange[0]) & (orbitList <= orbitRange[1]))[0] self.orbitList = orbitList[self.metaIndx] if self.orbitList.size == 0: print('* Info: no orbits selected from sdmf_extract_sun.h5') raise readSunInfo def readData(self): if self.metaIndx is None or self.metaIndx.size == 0: raise readSunInfo if isinstance(self.metaIndx, np.ndarray): metaIndx = self.metaIndx[0] self.metaIndx = self.metaIndx[1:] else: metaIndx = self.metaIndx self.metaIndx = None fid = h5py.File(self.sun_db, 'r') grp = fid['State_%02d' % self.state_id] dset = grp['metaTable'] self.mtbl = dset[metaIndx] self.absOrbit = self.mtbl['absOrbit'] self.obmTemp = self.mtbl['obmTemp'] self.detTemp = self.mtbl['detTemp'] dset = grp['pointing'] pointing = dset[metaIndx] self.julianDay = np.array([x[0] for x in pointing]) self.asmAngle = np.array([x[1] for x in pointing]) self.esmAngle = np.array([x[2] for x in pointing]) self.sunAzim = np.array([x[3] for x in pointing]) self.sunElev = np.array([x[4] for x in pointing]) dset = grp['cluster_01'] self.numSpectra = dset[0].shape[0] self.coaddf = np.ones((self.numPixels,), dtype=np.uint8) self.pet = np.zeros((self.numPixels,), dtype=float) self.spectra = ma.array( np.zeros((self.numSpectra, self.numPixels), dtype='float64'), mask=np.zeros((self.numSpectra, self.numPixels), dtype=int), hard_mask=True) for nc in range(self.clusDef.shape[0]): dset = grp['cluster_%02d' % (nc+1)] x = self.clusDef[nc] self.coaddf[x[2]:x[2]+x[3]] = dset.attrs['coaddf'][0] self.pet[x[2]:x[2]+x[3]] = dset.attrs['PET'][0] self.spectra[:, x[2]:x[2]+x[3]] = dset[metaIndx].astype('float64') fid.close() #-------------------------SECTION CALIBRATE DATA---------------------------- class SMRcalib: """ Listing of implemented calibration IDs: Mask dead & blinded pixels Co-addition division correction 1. Memory Effect correction 2. Non-Linearity correction 3. Background Signal correction 4. Stray Light correction 5. Apply fit parameters 6. Apply mirror model 7. Radiance correction 8. Combine scans to Sun Mean Reference (implied for option "db") """ def __init__(self): self.funclist = ( 'maskDead', 'coaddDivision', 'memoryEffect', 'nonLinearity', 'backGround', 'strayLight', 'fitParam', 'mirrorModel', 'radiance', 'combineSpectra' ) self.funcdict = dict( zip((self.funclist), (self.maskDead, self.coaddDivision, self.memoryEffect, self.nonLinearity, self.backGround, self.strayLight, self.fitParam, self.mirrorModel, self.radiance, self.combineSpectra)) ) def maskDead(self, smr, verbose=False): """ (*) Identifies dead pixels (based on measurements) and blinded pixels at start and end of detector array. Parameters ---------- None Returns ------- mask where the dead/blinded pixels have boolean value True Notes ----- None """ if verbose: print('(*) Perform masking of the dead/bad pixel') smr.errorType = 'F' # # mask blinded pixels # smr.blinded = np.empty((smr.numPixels,), dtype=bool) smr.blinded[:] = False id_list = np.array(list(range(10)) + list(range(1024-10, 1024))) smr.blinded[0+id_list] = True # channel 1 smr.blinded[1024+id_list] = True # channel 2 smr.blinded[2048+id_list] = True # channel 3 smr.blinded[3072+id_list] = True # channel 4 smr.blinded[4096+id_list] = True # channel 5 smr.blinded[5120+id_list] = True # channel 6 smr.blinded[6144+id_list] = True # channel 7 smr.blinded[7168+id_list] = True # channel 8 # # mask dead pixels # i_masked = smr.spectra.mask.sum() smr.spectra = ma.masked_equal(smr.spectra, 0, copy=False) if verbose: masked = smr.spectra.mask.sum() print('* Info: masked %6.1f pixels/spectrum with zero signal' % ((masked - i_masked) / float(smr.numSpectra))) i_masked = masked smr.spectra = ma.masked_where((smr.spectra / smr.coaddf) >= 65535., smr.spectra, copy=False) if verbose: masked = smr.spectra.mask.sum() print('* Info: masked %6.1f pixels/spectrum with saturated signal' % ((masked - i_masked) / float(smr.numSpectra))) i_masked = masked def coaddDivision(self, smr, verbose=False): """ (*) Co-addition division correction divides the data by the number of measurements added in the on-board co-added. Parameters ---------- coaddf : number of measurements co-added (C3) dimension should be one or equal to the spatial dimension Returns ------- Signal S_out(i,j) corrected for coadding [ADC counts] Notes ----- * None """ if verbose: print('(*) Perform division by co-adding factor') smr.errorType = 'M' smr.spectra /= smr.coaddf def memoryEffect(self, smr, verbose=False): """ (1) Memory Effect correction, this is the effect that the current measurement depends on the previous measurement. Parameters ---------- c_mem : memory correction parameters [i,j] (C1) Returns ------- Signal S_out(i,j) corrected for memory effect Notes ----- * approximation first read-out is obviously wrong, but first readout is not used anyway... * error estimate not implemented """ if verbose: print('(1) Perform memory correction (Reticon detectors)') smr.errorType = 'A' # # read memory correction values # with h5py.File('/SCIA/share/nadc_tools/MEMcorr.h5', 'r') as fid: dset = fid['MemTable'] memtbl = dset[:] # # apply memory correction # id_array = np.arange(smr.channelSize) for nch in range(5): ipx = id_array + nch * smr.channelSize coaddf = smr.coaddf[ipx].max() sign = np.rint(smr.spectra[0, ipx]).astype('uint16') for nspec in range(smr.numSpectra): corr = memtbl[nch, sign] sign = np.rint(smr.spectra[nspec, ipx]).astype('uint16') if coaddf > 1: for ni in range(1, coaddf): corr += memtbl[nch, sign] corr /= coaddf smr.spectra.data[nspec, ipx] -= corr def nonLinearity(self, smr, verbose=False): """ (2) Non-Linearity correction. Parameters ---------- c_nlin : non-linearity correction parameters [i,j] (C1/C2) Returns ------- Signal S_out(i,j) corrected for non-linearity effect Notes ----- * error estimate not implemented """ if verbose: print('(2) Perform non-linearity correction (Epitaxx detectors)') smr.errorType = 'A' # # read non-linearity correction values # with h5py.File('/SCIA/share/nadc_tools/NLcorr.h5', 'r') as fid: dset = fid['CurveIndex'] curveIndex = dset[:] dset = fid['nLinTable'] nlintbl = dset[:] # # apply non-linearity correction # id_array = np.arange(smr.channelSize) for nch in range(5, 8): pixelList = id_array + nch * smr.channelSize curves = curveIndex[nch, id_array] for nspec in range(smr.numSpectra): sign = np.rint(smr.spectra[nspec, pixelList]).astype('uint16') smr.spectra.data[nspec, pixelList] -= nlintbl[curves, sign] def backGround(self, smr, verbose=False): """ (3) Background Signal correction, consists of the dark current (DC) and the thermal background (BG_term). BS(i,j) = coaddf * pet * (DC + c_ice * QE * BG_therm) Parameters ---------- coaddf : number of measurements co-added [i,j] (C3) pet : pixel exposure time [i,j] (C3) DC : dark current (C2/C3) c_ice : transmission coefficient of the ice layer (C2) QE : quantum efficiency of the detector (C1/C2) BG_term : thermal background, depends on T_det, T_opt, T_cal and T_grating (C3) Returns ------- Signal S_out(i,j) corrected for background signal (i,j) Notes ----- * error estimate not implemented """ from math import cos, pi if verbose: print('(3) Perform subtraction of dark signal') smr.errorType = 'A' # make a copy to correct Epitaxx PET without modifying the SMR object pet = smr.pet.copy() pet[5 * smr.channelSize:] -= 1.18125e-3 # # read dark correction values # with h5py.File('/SCIA/SDMF31/sdmf_dark.h5', 'r') as fid: grp = fid['/DarkFit'] dset = grp['metaTable'] mtbl = dset[:] orbit = mtbl['absOrbit'] # reject these orbits orbit[np.where(mtbl['stateCount'] < 3)] = 999999 metaIndx = np.argmin(orbit - smr.absOrbit) dset = grp['analogOffset'] ao = dset[metaIndx, :] dset = grp['darkCurrent'] lc = dset[metaIndx, :] corr = ao + pet * lc with h5py.File('/SCIA/SDMF30/sdmf_simudark.h5', 'r') as fid: grp = fid['/ch8'] dset = grp['orbitList'] orbitList = dset[:] metaIndx = np.argmin(abs(orbitList - smr.absOrbit)) dset = grp['metaTable'] mtbl = dset[:] mtbl = dset[metaIndx] dset = grp['ao'] ao = dset[:, metaIndx] dset = grp['lc'] lc = dset[:, metaIndx] dset = grp['amp1'] amp1 = dset[:, metaIndx] orbvar = cos(2 * pi * (mtbl['PHASE1'] + smr.mtbl['orbitPhase'])) \ + mtbl['AMP2'] * cos(4 * pi * (mtbl['PHASE2'] + smr.mtbl['orbitPhase'])) # orbsig = cos(2 * pi * (mtbl['PHASE1'] + smr.mtbl['orbitPhase'])) \ # + mtbl['SIG_AMP2'] * cos(4 * pi * (mtbl['PHASE2'] # + smr.mtbl['orbitPhase'])) indx = 7 * smr.channelSize + np.arange(smr.channelSize) corr[indx] = ao + pet[indx] * (lc + orbvar * amp1) smr.spectra -= corr # # masked invalid pixels # i_masked = smr.spectra.mask.sum() tmp = np.array([~(np.isfinite(corr)),] * smr.numSpectra) smr.spectra = ma.masked_where(tmp, smr.spectra, copy=False) del tmp if verbose: masked = smr.spectra.mask.sum() print('* Info: masked %6.1f pixels/spectrum with invalid darks' % ((masked - i_masked) / float(smr.numSpectra))) i_masked = masked smr.spectra = ma.masked_less(smr.spectra, 1, copy=False) if verbose: masked = smr.spectra.mask.sum() print('* Info: masked %6.1f pixels/spectrum with too large darks' % ((masked - i_masked) / float(smr.numSpectra))) i_masked = masked def strayLight(self, smr, verbose=False): """ (4) Stray Light correction Parameters ---------- M_stray : stray light correction matrix [i,j,x,y] (C1/C2) S_in : rebin(S_in(i,j) + missing spectrum) [x,y] Returns ------- Signal S_out(i,j) corrected for stray light Notes ----- * error estimate not implemented """ if verbose: print('(4) Perform subtraction of spectral stray-light') smr.errorType = 'A' # # read stray-light correction matrix # with h5py.File('/SCIA/share/nadc_tools/Straylight.h5', 'r') as fid: dset = fid['strayMatrix'] strayMatrix = dset[:] dset = fid['strayGhost'] strayGhost = dset[:] dset = fid['grid_in'] grid_in = dset[:] dset = fid['grid_out'] grid_out = dset[:] # calculate derivative of grid_out deriv_out = (np.roll(grid_out, -1) - np.roll(grid_out, 1))/2. deriv_out[0] = (4 * grid_out[1] - 3 * grid_out[0] - grid_out[2])/2. deriv_out[-1] = (3 * grid_out[-1] - 4 * grid_out[-2] + grid_out[-3])/2. # obtain lower and upper indices for regridding, per channel low_indx = np.zeros(grid_in.shape) high_indx = np.zeros(grid_in.shape) input_ch = np.floor(grid_in / smr.channelSize) for nc in range(smr.numChannels): w = (input_ch == nc) grid_ch = grid_in[w] # trick to omit round-off errors (fast - only integer manipulation) ll = np.empty(grid_ch.shape, dtype=np.uint16) ll[1:] = (grid_ch[:-1] + grid_ch[1:]).astype('uint16') ll[(ll % 2) == 1] += 1 ll //= 2 ll[0] = nc * smr.channelSize ul = np.roll(ll, -1) ul[-1] = (nc+1) * smr.channelSize low_indx[w] = ll high_indx[w] = ul # reduce the spectrum, according to grid_in # scale_mask: compensates the reduced spectrum for masked read-outs # fillings: compensates for the PET w.r.t. 1/16 sec spec_r = np.zeros((smr.numSpectra, grid_in.shape[0]), dtype='float64') for ni in range(grid_in.shape[0]): num = ma.count(smr.spectra[:, low_indx[ni]:high_indx[ni]], axis=1) num[num < 1] = 1 scale_mask = num / float(high_indx[ni] - low_indx[ni]) fillings = 16 * smr.pet[grid_in[ni]] spec_r[:, ni] = smr.spectra[:, low_indx[ni]:high_indx[ni]].sum(axis=1) spec_r[:, ni] /= (fillings * scale_mask) # print(ni, low_indx[ni], high_indx[ni], spec_r[120,ni], # scale_mask[120], fillings, deriv_out[ni]) # reverse channel 2 (using the numpy 'view' method) tmp = spec_r[:, (input_ch == 1)] spec_r[:, (input_ch == 1)] = tmp[:, ::-1] # obtain straylight spectrum stray_r = np.dot(spec_r, np.transpose(strayMatrix)) # correct for sampling distance of the output grid stray_r /= deriv_out # resample straylight spectrum to SCIA spectrum stray = np.zeros((smr.numSpectra, smr.numPixels), dtype='float64') for ns in range(smr.numSpectra): stray[ns, :] = np.interp(np.arange(smr.numPixels, dtype='float64'), grid_out, stray_r[ns, :]) # blank out blinded pixels stray[:, smr.blinded] = 0. # scale to original PET of spectra stray *= ((16 * smr.pet * smr.coaddf) / smr.coaddf.max()) # reverse channel 2 (using the numpy 'view' method) tmp = stray[:, 1024:2048] tmp[:, :] = tmp[:, ::-1] # calculate stray-light contribution of the ghosts ghosts = np.zeros((smr.numSpectra, smr.numPixels), dtype='float64') for ng in range(strayGhost.shape[0]): pp = np.arange(strayGhost[ng, 3], strayGhost[ng, 5], dtype=int) pos = np.polyval(strayGhost[ng, 2::-1], pp) fact = np.polyval(strayGhost[ng, 10:6:-1], pp) mask = ((pos >= strayGhost[ng, 4]) & (pos <= strayGhost[ng, 6]) & (fact > 0)) pos = pos[mask] ghost = fact[mask] * smr.spectra[:, pp[mask]] if pos[0] > pos[-1]: pos = pos[::-1] ghost = ghost[:, ::-1] pixels = np.arange(int(pos[0]), int(pos[-1]), dtype=int) for ns in range(smr.numSpectra): ghosts[ns, pixels] += np.interp(pixels, pos, ghost[ns, :]) # for ni in range(smr.numPixels): # print(ni, smr.spectra[120,ni], stray[120,ni], ghosts[120,ni]) # blank out blinded pixels ghosts[:, smr.blinded] = 0. # subtract straylight from spectra smr.spectra -= (stray + ghosts) def fitParam(self, smr, verbose=False): """ (5) Correct Sun (state 62) for the intensity change during the scan Parameters ---------- * Read fit parameters from sun_fitpars.h5 Returns ------- * Sun measurements for intensity change during scan (Diffuser/ESM) Notes ----- * error estimate not implemented """ if verbose: print('(5) Perform correction for diffuser effects') smr.errorType = 'M' # # read fit parameters for the correction of diffuser effects # with h5py.File('/SCIA/SDMF31/Auxiliary/sun_fitpars.h5', 'r') as fid: dset = fid['fit_parameters'] fit_param = dset[:] jd = smr.julianDay.mean() - fit_param[0, 0] saa = smr.sunAzim[1:-1].mean() - fit_param[1, 0] sza = smr.sunElev - fit_param[2, 0] saa_grid = np.arange(fit_param[3, 0]) / (fit_param[3, 0] - 1) \ * (fit_param[5, 0]-fit_param[4, 0]) + fit_param[4, 0] \ - fit_param[1, 0] sza_grid = np.arange(fit_param[6, 0]) / (fit_param[6, 0] - 1) \ * (fit_param[8, 0]-fit_param[7, 0]) + fit_param[7, 0] \ - fit_param[2, 0] for ip in range(smr.numPixels): if fit_param[0, ip] == 0: continue np0 = 19 np1 = 19 + fit_param[3, ip] saa_lut = fit_param[np0:np1, ip] np0 += fit_param[3, ip] np1 += fit_param[6, ip] sza_lut = fit_param[np0:np1, ip] saa_val = np.interp(saa, saa_grid, saa_lut) sza_val = np.interp(sza, sza_grid, sza_lut) slope = saa_val + fit_param[10, ip] + fit_param[11, ip] * jd \ + fit_param[12, ip] * jd**2 ymod = (1 + slope * sza) * (1 + sza_val) smr.spectra.data[:, ip] /= ymod def mirrorModel(self, smr, verbose=False): """(6) Apply Sun mirror model Parameters ---------- Returns ------- Notes ----- Implementation TBD """ if verbose: print('(6) Perform correction for mirror degradation') smr.errorType = 'M' pass def radiance(self, smr, verbose=False): from pynadc.scia import db, lv1 """ (7) Radiance correction, the light which the telescope recieved in the nadir direction, i.e. all the light comming from the Earth in the FoV. Parameters ---------- F_t : radiance sensitivity function, obtained from on-ground, updated by monitor [i,j] (C1/C2) Returns ------- Radiance I(i,j) Notes ----- * error estimate not implemented """ if verbose: print('(7) Perform radiance correction') smr.errorType = 'M' # obtain wavelength grid from level 1b product orbits = [int(smr.absOrbit)] fileList = db.get_product_by_type(prod_type='1', proc_best=True, orbits=orbits) if len(fileList) > 0: try: l1b = lv1.File(fileList[0]) l1b.getSRS() except scia_l1b.fmtError as e: print(e.msg) sys.exit(1) wv_interp = True smr.wvlen = np.array(l1b.srs['wavelength'][0]) l1b.__del__() else: wv_interp = False smr.wvlen = smr.rspm['wvlen'] # use rspm grid as approximation # reverse channel 2 (using the numpy 'view' method) tmp = smr.spectra.data[:, 1024:2048] tmp[:, :] = tmp[:, ::-1] # make a copy to correct Epitaxx PET without modifying the SMR object pet = smr.pet.copy() pet[5 * smr.channelSize:] -= 1.18125e-3 # linear interpolate for obs_ele, obs_asm obs_ele = np.array(smr.sunElev) obs_asm = -45 - 0.5 * np.array(smr.asmAngle) for no in range(smr.numSpectra): na = np.argmin(abs(smr.rspm['ang_asm'][0, :] - obs_asm[no])) if obs_asm[no] < smr.rspm['ang_asm'][0, na] and na > 0: na -= 1 frac_asm = (obs_asm[no] - smr.rspm['ang_asm'][0, na]) \ / (smr.rspm['ang_asm'][0, na+1] - smr.rspm['ang_asm'][0, na]) ne = np.argmin(abs(smr.rspm['ang_ele'][0, :] - obs_ele[no])) if obs_ele[no] < smr.rspm['ang_ele'][0, ne] and ne > 0: ne -= 1 frac_ele = (obs_ele[no] - smr.rspm['ang_ele'][0, ne]) \ / (smr.rspm['ang_ele'][0, ne+1] - smr.rspm['ang_ele'][0, ne]) radsensAzi1 = (1-frac_asm) \ * smr.rspm['sensitivity'][0, ne, na, :] \ + frac_asm * smr.rspm['sensitivity'][0, ne, na+1, :] radsensAzi2 = (1-frac_asm) \ * smr.rspm['sensitivity'][0, ne+1, na, :] \ + frac_asm * smr.rspm['sensitivity'][0, ne+1, na+1, :] radsens = (1-frac_ele) * radsensAzi1 + frac_ele * radsensAzi2 if wv_interp: tmp = radsens.copy() for nc in range(smr.numChannels): i_mn = nc * smr.channelSize i_mx = i_mn + smr.channelSize radsens[i_mn:i_mx] = np.interp( smr.wvlen[i_mn:i_mx], smr.rspm['wvlen'][0, i_mn:i_mx], tmp[i_mn:i_mx]) del tmp smr.spectra.data[no, :] /= (pet * radsens) # mask invalid values smr.spectra = ma.masked_less(smr.spectra, 0, copy=False) smr.spectra = ma.masked_invalid(smr.spectra, copy=False) def combineSpectra(self, smr, verbose=False): """ (8) Calculate Sun Mean Reference Spectrum Parameters ---------- Returns ------- * mean of the 238 scans, skip first and last scan * variance of the 238 scans, skip first and last scan * bad dead pixel mask Notes ----- * error estimate not implemented """ if verbose: print('(8) Return average of the Sun spectra') smr.errorType = 'A' # omit first and last spectra smr.smr = ma.mean(smr.spectra[1:-1, :], axis=0) smr.smrError = ma.std(smr.spectra[1:-1, :], axis=0) smr.bdpm = (ma.count_masked(smr.spectra[1:-1, :], axis=0) > 0) smr.smrVar = np.zeros(smr.numPixels, dtype='float64') smr.smrSlope = np.zeros(smr.numPixels, dtype='float64') x = np.arange(238) A = np.vstack([x, np.ones(238)]).T ipList = np.arange(smr.numPixels)[~smr.bdpm] for ip in ipList: y = smr.spectra.data[1:-1, ip] m, c = np.linalg.lstsq(A, y)[0] smr.smrVar[ip] = np.var(y - (m * x + c)) smr.smrSlope[ip] = m #-------------------------SECTION WRITE DATA-------------------------------- class SMRdb: def __init__(self, args=None, db_name='./sdmf_smr.h5', truncate=False, calibration=None, verbose=False): if args: self.db_name = args.db_name self.calibration = args.calibration.copy() self.truncate = args.truncate self.verbose = args.verbose else: self.db_name = db_name self.calibration = calibration self.truncate = truncate self.verbose = verbose def checkDataBase(self): with h5py.File(self.db_name, 'r') as fid: mystr = ','.join(list(self.calibration.astype('str'))) if fid.attrs['calibOptions'] != mystr: print('Fatal:', 'incompatible calibration options') raise dbError('incompatible calibration options') myversion = '%(major)d.%(minor)d' % _swVersion if fid.attrs['swVersion'].rsplit('.', 1)[0] != myversion: print('Fatal:', 'incompatible with _swVersion') raise dbError('incompatible with _swVersion') myversion = '%(major)d.%(minor)d' % _dbVersion if fid.attrs['dbVersion'].rsplit('.', 1)[0] != myversion: print('Fatal:', 'incompatible with _dbVersion') raise dbError('incompatible with _dbVersion') myversion = '%(major)d.%(minor)d' % _calibVersion if fid.attrs['calibVersion'].rsplit('.', 1)[0] != myversion: print('Fatal:', 'incompatible with _calibVersion') raise dbError('incompatible with _calibVersion') def fill_mtbl(self, smr): from datetime import datetime fmtMTBL = \ 'float64,a20,uint16,uint16,float32,float32,float32,float32' \ + ',float32,float32,float32,float32,8float32' nameMTBL = ('julianDay', 'entryDate', 'absOrbit', 'quality', 'orbitPhase', 'longitude', 'latitude', 'asmAngle', 'esmAngle', 'sunAzim', 'sunElev', 'obmTemp', 'detTemp') self.mtbl = np.empty(1, dtype=fmtMTBL) self.mtbl.dtype.names = nameMTBL self.mtbl['julianDay'] = smr.mtbl['julianDay'] self.mtbl['entryDate'] = datetime.now().strftime("%Y-%m-%d %H:%M:%S") self.mtbl['absOrbit'] = smr.absOrbit self.mtbl['quality'] = 0 self.mtbl['orbitPhase'] = smr.mtbl['orbitPhase'] self.mtbl['longitude'] = smr.mtbl['longitude'] self.mtbl['latitude'] = smr.mtbl['latitude'] self.mtbl['asmAngle'] = smr.asmAngle[1:-1].mean() self.mtbl['esmAngle'] = smr.esmAngle[1:-1].mean() self.mtbl['sunAzim'] = smr.sunAzim[1:-1].mean() self.mtbl['sunElev'] = smr.sunElev[1:-1].mean() self.mtbl['obmTemp'] = smr.mtbl['obmTemp'] self.mtbl['detTemp'] = smr.mtbl['detTemp'] def create(self, smr): with h5py.File(self.db_name, 'w', libver='latest') as fid: ds = fid.create_dataset('orbitList', dtype='uint16', data=smr.absOrbit.reshape(1,), maxshape=(None,), chunks=(512,)) ds = fid.create_dataset('metaTable', data=self.mtbl, chunks=(16384 // self.mtbl.dtype.itemsize,), shuffle=True, compression='gzip', compression_opts=1, maxshape=(None,)) ds = fid.create_dataset('smr', data=smr.smr.reshape(1, smr.numPixels), maxshape=(None, smr.numPixels), chunks=(8, smr.numPixels), compression='gzip', compression_opts=1, shuffle=True) ds = fid.create_dataset('smrVariance', data=smr.smrVar.reshape(1, smr.numPixels), maxshape=(None, smr.numPixels), chunks=(8, smr.numPixels), compression='gzip', compression_opts=1, shuffle=True) ds = fid.create_dataset('smrSlope', data=smr.smrSlope.reshape(1, smr.numPixels), maxshape=(None, smr.numPixels), chunks=(8, smr.numPixels), compression='gzip', compression_opts=1, shuffle=True) ds = fid.create_dataset('smrError', data=smr.smrError.reshape(1, smr.numPixels), maxshape=(None, smr.numPixels), chunks=(8, smr.numPixels), compression='gzip', compression_opts=1, shuffle=True) ds = fid.create_dataset('bdpm', data=smr.bdpm.reshape(1, smr.numPixels), maxshape=(None, smr.numPixels), chunks=(8, smr.numPixels), compression='gzip', compression_opts=1, shuffle=True) if smr.wvlen is not None: ds = fid.create_dataset('wavelength', data=smr.wvlen.reshape(1, smr.numPixels), maxshape=(None, smr.numPixels), chunks=(8, smr.numPixels), compression='gzip', compression_opts=1, shuffle=True) # create attributes in the HDF5 root mystr = ','.join(list(self.calibration.astype('str'))) fid.attrs['calibOptions'] = mystr fid.attrs['swVersion'] = \ '%(major)d.%(minor)d.%(revision)d' % _swVersion fid.attrs['dbVersion'] = \ '%(major)d.%(minor)d.%(revision)d' % _dbVersion fid.attrs['calibVersion'] = \ '%(major)d.%(minor)d.%(revision)d' % _calibVersion def append(self, smr): with h5py.File(self.db_name, 'r+') as fid: dset = fid['orbitList'] # orbitList ax1 = dset.len() dset.resize(ax1+1, axis=0) dset[ax1] = smr.absOrbit orbitList = dset[:] dset = fid['metaTable'] # metaTable dset.resize(ax1+1, axis=0) dset[ax1] = self.mtbl dset = fid['smr'] # SMR dset.resize(ax1+1, axis=0) dset[ax1, :] = smr.smr.reshape(1, smr.numPixels) dset = fid['smrVariance'] # SMR(variance) dset.resize(ax1+1, axis=0) dset[ax1, :] = smr.smrVar.reshape(1, smr.numPixels) dset = fid['smrSlope'] # SMR(slope) dset.resize(ax1+1, axis=0) dset[ax1, :] = smr.smrSlope.reshape(1, smr.numPixels) dset = fid['smrError'] # SMR(error) dset.resize(ax1+1, axis=0) dset[ax1, :] = smr.smrError.reshape(1, smr.numPixels) dset = fid['bdpm'] # BDPM dset.resize(ax1+1, axis=0) dset[ax1, :] = smr.bdpm.reshape(1, smr.numPixels) if smr.wvlen is not None: dset = fid['wavelength'] # waveLength dset.resize(ax1+1, axis=0) dset[ax1, :] = smr.wvlen.reshape(1, smr.numPixels) def rewrite(self, smr): with h5py.File(self.db_name, 'r+') as fid: dset = fid['orbitList'] # orbitList orbitList = dset[:] ax1 = np.nonzero(orbitList == smr.absOrbit)[0][0] dset = fid['metaTable'] # metaTable dset[ax1] = self.mtbl dset = fid['smr'] # SMR dset[ax1, :] = smr.smr.reshape(1, smr.numPixels) dset = fid['smrVariance'] # SMR(variance) dset[ax1, :] = smr.smrVar.reshape(1, smr.numPixels) dset = fid['smrSlope'] # SMR(slope) dset[ax1, :] = smr.smrSlope.reshape(1, smr.numPixels) dset = fid['smrError'] # SMR(error) dset[ax1, :] = smr.smrError.reshape(1, smr.numPixels) dset = fid['bdpm'] # BDPM dset[ax1, :] = smr.bdpm.reshape(1, smr.numPixels) if smr.wvlen is not None: dset = fid['wavelength'] # waveLength dset[ax1, :] = smr.wvlen.reshape(1, smr.numPixels) def store(self, smr, verbose=False): self.fill_mtbl(smr) if not h5py.is_hdf5(self.db_name): if verbose: print('* Info: create new database') self.create(smr) elif self.truncate: if verbose: print('* Info: replace database (and start a new)') self.create(smr) else: self.checkDataBase() with h5py.File(self.db_name, 'r') as fid: dset = fid['orbitList'] orbitList = dset[:] if np.nonzero(orbitList == smr.absOrbit)[0].size == 0: if verbose: print('* Info: append new SMR to database') self.append(smr) else: if verbose: print('* Info: overwrite entry in database') self.rewrite(smr) #-------------------------SECTION DISPLAY DATA------------------------------ class SMRshow: def __init__(self, args): self.refCalibID = -1 if args.effect: if args.calibration.size == 0: print('Fatal, need atleast one calibration option') sys.exit(1) elif args.calibration.size == 1: self.refCalibID = 0 else: self.refCalibID = args.calibration[-2] def showPixel(self, smr, pixelID): import matplotlib.pyplot as plt plt.figure(1, figsize=(11.69, 8.27)) plt.title('SMR - State 62 - Orbit %d - Pixel %d' % (smr.absOrbit, pixelID)) plt.grid(True) plt.plot(smr.spectra[:, pixelID], 'b+-') plt.show() def showSpectrum(self, args, smr): import matplotlib.pyplot as plt pixelList = [] for nch in args.channel: pixelList += list(range((nch-1) * smr.channelSize, nch * smr.channelSize)) fig = plt.figure(1, figsize=(11.69, 8.27)) fig.text(0.5, 0.01, 'Temperatures of OBM and Detectors: %6.2f - ' % (smr.obmTemp) + np.array_str(smr.detTemp, precision=2), fontsize=9, horizontalalignment='center', verticalalignment='bottom') plt.title('SMR - State 62 - Orbit %d' % smr.absOrbit) plt.grid(True) if smr.wvlen is not None: plt.xlim([smr.wvlen[pixelList[0]], smr.wvlen[pixelList[-1]]]) plt.xlabel('Wavelength (nm)') for nch in args.channel: if (nch % 2) == 0: icol = 'b.' else: icol = 'r.' i_mx = nch * smr.channelSize i_mn = i_mx - smr.channelSize if smr.smr is None: plt.plot(smr.wvlen[i_mn:i_mx], smr.spectra[120, i_mn:i_mx], icol) else: plt.plot(smr.wvlen[i_mn:i_mx], smr.smr[i_mn:i_mx], icol) else: plt.xlabel('Pixel number') plt.xlim([pixelList[0], pixelList[-1]]) if smr.smr is None: plt.plot(pixelList, smr.spectra[120, pixelList], 'b.') else: plt.plot(pixelList, smr.smr[pixelList], 'b.') plt.ylabel('Signal') # remove outliers tmp = smr.smr[pixelList].compressed() tmp = tmp[np.isfinite(tmp)] tmp.sort() plt.ylim((0, tmp[99*tmp.size/100])) plt.show() def showEffect(self, args, smr): import matplotlib.pyplot as plt pixelList = [] for nch in args.channel: pixelList += list(range((nch-1) * smr.channelSize, nch * smr.channelSize)) fig, axs = plt.subplots(nrows=2, ncols=1, sharex=True, figsize=(11.69, 8.27)) ax = axs[0] effect = smr.refSpectra[120, pixelList].copy() if smr.errorType == 'M': str_effect = '%d / %d' % (args.calibration[-2], args.calibration[-1]) if smr.smr is None: effect /= smr.spectra[120, pixelList] else: effect /= smr.smr[pixelList] elif smr.errorType == 'A': str_effect = '%d - %d' % (args.calibration[-2], args.calibration[-1]) if smr.smr is None: effect -= smr.spectra[120, pixelList] else: effect -= smr.smr[pixelList] else: pass ax.plot(pixelList, effect, 'b.') ax.set_xlim([pixelList[0], pixelList[-1]]) ax.grid(True) ax.set_title('SMR - calibration: ' + str_effect) ax = axs[1] if smr.smr is None: ax.plot(pixelList, smr.spectra[120, pixelList], 'b.') else: ax.plot(pixelList, smr.smr[pixelList], 'b.') ax.set_xlim([pixelList[0], pixelList[-1]]) ax.grid(True) ax.set_title('SMR - calibration: ' + ','.join(str(x) for x in args.calibration)) fig.suptitle('SMR - State 62 - Orbit %d'% smr.absOrbit) plt.show() def screen(self, args, smr): if args.pixel: self.showPixel(smr, args.pixel) elif args.effect: self.showEffect(args, smr) else: self.showSpectrum(args, smr) #-------------------------SECTION ARGPARSE---------------------------------- def handleCmdParams(): from argparse import ArgumentParser, ArgumentTypeError import re def parseCalibList(str): """ - always perform 'maskDead' and 'coaddDivision' - optional are: (1) 'memoryEffect', (2) 'nonLinearity', (3)'backGround', (4) 'strayLight', (5) 'fitParam', (6) 'mirrorModel', (7) 'radiance', (8) 'combineSpectra' - note: option 'db' implies 'combineSpectra' - internally we count from 0 to 9 """ if str.lower() == 'none': return np.arange(2, dtype=np.uint8) if str.lower() == 'full': return np.arange(10, dtype=np.uint8) p = re.compile(r'\D') if p.match(str) is not None: msg = 'Calibration IDs should be digits' raise argparse.ArgumentTypeError(msg) id_list = np.array(str.split(','), dtype=np.uint8) if id_list.min() < 1 or id_list.max() > 8: msg = 'Only calibration IDs between 1 and 8 are allowed' raise argparse.ArgumentTypeError(msg) # add required calibration steps return np.concatenate(([0, 1], id_list+1)) def parseOrbitList(str): msg1 = "'" + str + "' is not a range or number." \ + " Expected forms like '20000-25000' or '20000'." msg2 = "'" + str + "' is not valid orbit number." if str.lower() == 'all': return None m = re.match(r'(\d+)(?:-(\d+))?$', str) if not m: raise ArgumentTypeError(msg1) v1 = int(m.group(1)) if m.group(2): v2 = int(m.group(2)) if v1 < 1 or v2 > 100000: raise ArgumentTypeError(msg2) return (v1, v2) else: return v1 def parseChannelList(str): msg1 = "'" + str + "' is not a range or number." \ + " Expected forms like '1-5' or '2'." msg2 = "'" + str + "' is not valid channel ID." m = re.match(r'(\d+)(?:-(\d+))?$', str) if not m: raise ArgumentTypeError(msg1) v1 = int(m.group(1)) v2 = int(m.group(2) or v1) if v1 < 1 or v2 > 8: raise ArgumentTypeError(msg2) return list(range(v1, v2+1)) parser = argparse.ArgumentParser( formatter_class=argparse.RawDescriptionHelpFormatter, description='Perform calibration on Sciamachy State 62 data', epilog=SMRcalib.__doc__) parser.add_argument('-v', '--verbose', action='store_true', help='show documentation of object SMRcalib') mystr = '%(major)d.%(minor)d.%(revision)d' % _swVersion parser.add_argument('-V', '--version', action='version', version='%(prog)s ' + mystr, help='Display the version number then quit') # define subparser to display SMR subparsers = parser.add_subparsers(title='subcommands', dest='subparser_name') parser_db = subparsers.add_parser('db', help='options to archive SMR in database') parser_db.add_argument('db_name', nargs='?', type=str, default='./sdmf_smr.h5', help='write to hdf5 database') parser_db.add_argument('--orbit', type=parseOrbitList, default=None, help='process data from a orbit range') parser_db.add_argument('-c', '--calibration', default='full', type=parseCalibList, help=('calibration IDs (comma separated)' ', or \"none\" or \"full\"')) parser_db.add_argument('--truncate', action='store_true', default=False, help='destroy database and start a new one') parser_db.add_argument('-P', '--progressbar', action='store_true', default=False, help='display progress bar') parser_show = subparsers.add_parser('show', help='options to display SMR') parser_show.add_argument('--orbit', type=int, default=12005, help='process Sun spectrum of given orbit') parser_show.add_argument('-c', '--calibration', default='full', type=parseCalibList, help=('calibration IDs (comma separated)' ', or \"none\" or \"full\"')) parser_show.add_argument('--chan', type=parseChannelList, dest='channel', default='1-8', help='show data of one or more channels') parser_show.add_argument('--pixel', type=int, default=None, help='show data of one pixel') parser_show.add_argument('--effect', action='store_true', default=False, help='show effect of last calibration step') return parser.parse_args() # update_progress() : Displays or updates a console progress bar ## Accepts a float between 0 and 1. Any int will be converted to a float. ## A value under 0 represents a 'halt'. ## A value at 1 or bigger represents 100% def update_progress(progress): barLength = 40 # Modify this to change the length of the progress bar status = "" if isinstance(progress, int): progress = float(progress) if not isinstance(progress, float): progress = 0 status = "error: progress var must be float\r\n" if progress < 0: progress = 0 status = "Halt...\r\n" if progress >= 1: progress = 1 status = "Done...\r\n" block = int(round(barLength*progress)) text = "\rPercent: [{}] {:.2%} {}".format("#"*block + "-"*(barLength-block), progress, status) sys.stdout.write(text) sys.stdout.flush() #-------------------------SECTION MAIN-------------------------------------- if __name__ == '__main__': sys.path.append('/opt/local/EOS/bin') # # # args = handleCmdParams() if args.verbose: print(args) # # show data # if args.subparser_name == 'show': # create object to show figure obj_fig = SMRshow(args) # create object with calibration routines obj_cal = SMRcalib() # read data try: smr = SDMFextractSun() smr.selectOrbits(args.orbit) smr.readData() # read required keydata if obj_cal.funclist.index('radiance') in args.calibration: smr.rspm = get_h5_RadSensMoni() # perform calibration for calibID in args.calibration: obj_cal.funcdict[obj_cal.funclist[calibID]](smr, verbose=args.verbose) if calibID == obj_fig.refCalibID: smr.refSpectra = smr.spectra.copy() except readSunInfo: sys.exit(1) except: print("Unexpected error:", sys.exc_info()[0]) raise else: obj_fig.screen(args, smr) # # store data # if args.subparser_name == 'db': # create object with calibration routines obj_cal = SMRcalib() # make sure we combine the Sun spectra indx = obj_cal.funclist.index('combineSpectra') if indx not in args.calibration: args.calibration = np.append(args.calibration, indx) # create database object obj_db = SMRdb(args) # read data smr = SDMFextractSun() try: smr.selectOrbits(args.orbit) except readSunInfo: sys.exit(0) # read required keydata if obj_cal.funclist.index('radiance') in args.calibration: smr.rspm = get_h5_RadSensMoni() # process all selected orbits if args.progressbar: p_todo = float(smr.orbitList.size) p_done = smr.orbitList.size - smr.metaIndx.size update_progress(p_done / p_todo) while True: try: smr.readData() # perform calibration for calibID in args.calibration: obj_cal.funcdict[obj_cal.funclist[calibID]](smr, verbose=args.verbose) obj_db.store(smr, verbose=args.verbose) if args.progressbar: p_done = smr.orbitList.size - smr.metaIndx.size update_progress(p_done / p_todo) except readSunInfo: sys.exit(1) except: print("Unexpected error:", sys.exc_info()[0]) raise
bsd-3-clause
chrisdev/django-pandas
django_pandas/utils.py
1
2859
# coding: utf-8 from django.core.cache import cache from django.utils.encoding import force_text from django.db.models import Field def get_model_name(model): """ Returns the name of the model """ return model._meta.model_name def replace_from_choices(choices): def inner(values): return [choices.get(v, v) for v in values] return inner def get_base_cache_key(model): return 'pandas_%s_%s_%%s_rendering' % ( model._meta.app_label, get_model_name(model)) def get_cache_key(obj): return get_base_cache_key(obj._meta.model) % obj.pk def invalidate(obj): cache.delete(get_cache_key(obj)) def invalidate_signal_handler(sender, **kwargs): invalidate(kwargs['instance']) def replace_pk(model): base_cache_key = get_base_cache_key(model) def get_cache_key_from_pk(pk): return None if pk is None else base_cache_key % str(pk) def inner(pk_series): pk_series = pk_series.where(pk_series.notnull(), None) cache_keys = pk_series.apply( get_cache_key_from_pk, convert_dtype=False) unique_cache_keys = list(filter(None, cache_keys.unique())) if not unique_cache_keys: return pk_series out_dict = cache.get_many(unique_cache_keys) if len(out_dict) < len(unique_cache_keys): out_dict = dict([(base_cache_key % obj.pk, force_text(obj)) for obj in model.objects.filter( pk__in=list(filter(None, pk_series.unique())))]) cache.set_many(out_dict) return list(map(out_dict.get, cache_keys)) return inner def build_update_functions(fieldnames, fields): for fieldname, field in zip(fieldnames, fields): if not isinstance(field, Field): yield fieldname, None else: if field and field.choices: choices = dict([(k, force_text(v)) for k, v in field.flatchoices]) yield fieldname, replace_from_choices(choices) elif field and field.get_internal_type() == 'ForeignKey': yield fieldname, replace_pk(get_related_model(field)) def update_with_verbose(df, fieldnames, fields): for fieldname, function in build_update_functions(fieldnames, fields): if function is not None: df[fieldname] = function(df[fieldname]) def get_related_model(field): """Gets the related model from a related field""" model = None if hasattr(field, 'related_model') and field.related_model: # pragma: no cover model = field.related_model # Django<1.8 doesn't have the related_model API, so we need to use rel, # which was removed in Django 2.0 elif hasattr(field, 'rel') and field.rel: # pragma: no cover model = field.rel.to return model
bsd-3-clause
xwolf12/scikit-learn
examples/applications/plot_model_complexity_influence.py
323
6372
""" ========================== Model Complexity Influence ========================== Demonstrate how model complexity influences both prediction accuracy and computational performance. The dataset is the Boston Housing dataset (resp. 20 Newsgroups) for regression (resp. classification). For each class of models we make the model complexity vary through the choice of relevant model parameters and measure the influence on both computational performance (latency) and predictive power (MSE or Hamming Loss). """ print(__doc__) # Author: Eustache Diemert <eustache@diemert.fr> # License: BSD 3 clause import time import numpy as np import matplotlib.pyplot as plt from mpl_toolkits.axes_grid1.parasite_axes import host_subplot from mpl_toolkits.axisartist.axislines import Axes from scipy.sparse.csr import csr_matrix from sklearn import datasets from sklearn.utils import shuffle from sklearn.metrics import mean_squared_error from sklearn.svm.classes import NuSVR from sklearn.ensemble.gradient_boosting import GradientBoostingRegressor from sklearn.linear_model.stochastic_gradient import SGDClassifier from sklearn.metrics import hamming_loss ############################################################################### # Routines # initialize random generator np.random.seed(0) def generate_data(case, sparse=False): """Generate regression/classification data.""" bunch = None if case == 'regression': bunch = datasets.load_boston() elif case == 'classification': bunch = datasets.fetch_20newsgroups_vectorized(subset='all') X, y = shuffle(bunch.data, bunch.target) offset = int(X.shape[0] * 0.8) X_train, y_train = X[:offset], y[:offset] X_test, y_test = X[offset:], y[offset:] if sparse: X_train = csr_matrix(X_train) X_test = csr_matrix(X_test) else: X_train = np.array(X_train) X_test = np.array(X_test) y_test = np.array(y_test) y_train = np.array(y_train) data = {'X_train': X_train, 'X_test': X_test, 'y_train': y_train, 'y_test': y_test} return data def benchmark_influence(conf): """ Benchmark influence of :changing_param: on both MSE and latency. """ prediction_times = [] prediction_powers = [] complexities = [] for param_value in conf['changing_param_values']: conf['tuned_params'][conf['changing_param']] = param_value estimator = conf['estimator'](**conf['tuned_params']) print("Benchmarking %s" % estimator) estimator.fit(conf['data']['X_train'], conf['data']['y_train']) conf['postfit_hook'](estimator) complexity = conf['complexity_computer'](estimator) complexities.append(complexity) start_time = time.time() for _ in range(conf['n_samples']): y_pred = estimator.predict(conf['data']['X_test']) elapsed_time = (time.time() - start_time) / float(conf['n_samples']) prediction_times.append(elapsed_time) pred_score = conf['prediction_performance_computer']( conf['data']['y_test'], y_pred) prediction_powers.append(pred_score) print("Complexity: %d | %s: %.4f | Pred. Time: %fs\n" % ( complexity, conf['prediction_performance_label'], pred_score, elapsed_time)) return prediction_powers, prediction_times, complexities def plot_influence(conf, mse_values, prediction_times, complexities): """ Plot influence of model complexity on both accuracy and latency. """ plt.figure(figsize=(12, 6)) host = host_subplot(111, axes_class=Axes) plt.subplots_adjust(right=0.75) par1 = host.twinx() host.set_xlabel('Model Complexity (%s)' % conf['complexity_label']) y1_label = conf['prediction_performance_label'] y2_label = "Time (s)" host.set_ylabel(y1_label) par1.set_ylabel(y2_label) p1, = host.plot(complexities, mse_values, 'b-', label="prediction error") p2, = par1.plot(complexities, prediction_times, 'r-', label="latency") host.legend(loc='upper right') host.axis["left"].label.set_color(p1.get_color()) par1.axis["right"].label.set_color(p2.get_color()) plt.title('Influence of Model Complexity - %s' % conf['estimator'].__name__) plt.show() def _count_nonzero_coefficients(estimator): a = estimator.coef_.toarray() return np.count_nonzero(a) ############################################################################### # main code regression_data = generate_data('regression') classification_data = generate_data('classification', sparse=True) configurations = [ {'estimator': SGDClassifier, 'tuned_params': {'penalty': 'elasticnet', 'alpha': 0.001, 'loss': 'modified_huber', 'fit_intercept': True}, 'changing_param': 'l1_ratio', 'changing_param_values': [0.25, 0.5, 0.75, 0.9], 'complexity_label': 'non_zero coefficients', 'complexity_computer': _count_nonzero_coefficients, 'prediction_performance_computer': hamming_loss, 'prediction_performance_label': 'Hamming Loss (Misclassification Ratio)', 'postfit_hook': lambda x: x.sparsify(), 'data': classification_data, 'n_samples': 30}, {'estimator': NuSVR, 'tuned_params': {'C': 1e3, 'gamma': 2 ** -15}, 'changing_param': 'nu', 'changing_param_values': [0.1, 0.25, 0.5, 0.75, 0.9], 'complexity_label': 'n_support_vectors', 'complexity_computer': lambda x: len(x.support_vectors_), 'data': regression_data, 'postfit_hook': lambda x: x, 'prediction_performance_computer': mean_squared_error, 'prediction_performance_label': 'MSE', 'n_samples': 30}, {'estimator': GradientBoostingRegressor, 'tuned_params': {'loss': 'ls'}, 'changing_param': 'n_estimators', 'changing_param_values': [10, 50, 100, 200, 500], 'complexity_label': 'n_trees', 'complexity_computer': lambda x: x.n_estimators, 'data': regression_data, 'postfit_hook': lambda x: x, 'prediction_performance_computer': mean_squared_error, 'prediction_performance_label': 'MSE', 'n_samples': 30}, ] for conf in configurations: prediction_performances, prediction_times, complexities = \ benchmark_influence(conf) plot_influence(conf, prediction_performances, prediction_times, complexities)
bsd-3-clause
pythonvietnam/scikit-learn
examples/linear_model/plot_ard.py
248
2622
""" ================================================== Automatic Relevance Determination Regression (ARD) ================================================== Fit regression model with Bayesian Ridge Regression. See :ref:`bayesian_ridge_regression` for more information on the regressor. Compared to the OLS (ordinary least squares) estimator, the coefficient weights are slightly shifted toward zeros, which stabilises them. The histogram of the estimated weights is very peaked, as a sparsity-inducing prior is implied on the weights. The estimation of the model is done by iteratively maximizing the marginal log-likelihood of the observations. """ print(__doc__) import numpy as np import matplotlib.pyplot as plt from scipy import stats from sklearn.linear_model import ARDRegression, LinearRegression ############################################################################### # Generating simulated data with Gaussian weights # Parameters of the example np.random.seed(0) n_samples, n_features = 100, 100 # Create Gaussian data X = np.random.randn(n_samples, n_features) # Create weigts with a precision lambda_ of 4. lambda_ = 4. w = np.zeros(n_features) # Only keep 10 weights of interest relevant_features = np.random.randint(0, n_features, 10) for i in relevant_features: w[i] = stats.norm.rvs(loc=0, scale=1. / np.sqrt(lambda_)) # Create noite with a precision alpha of 50. alpha_ = 50. noise = stats.norm.rvs(loc=0, scale=1. / np.sqrt(alpha_), size=n_samples) # Create the target y = np.dot(X, w) + noise ############################################################################### # Fit the ARD Regression clf = ARDRegression(compute_score=True) clf.fit(X, y) ols = LinearRegression() ols.fit(X, y) ############################################################################### # Plot the true weights, the estimated weights and the histogram of the # weights plt.figure(figsize=(6, 5)) plt.title("Weights of the model") plt.plot(clf.coef_, 'b-', label="ARD estimate") plt.plot(ols.coef_, 'r--', label="OLS estimate") plt.plot(w, 'g-', label="Ground truth") plt.xlabel("Features") plt.ylabel("Values of the weights") plt.legend(loc=1) plt.figure(figsize=(6, 5)) plt.title("Histogram of the weights") plt.hist(clf.coef_, bins=n_features, log=True) plt.plot(clf.coef_[relevant_features], 5 * np.ones(len(relevant_features)), 'ro', label="Relevant features") plt.ylabel("Features") plt.xlabel("Values of the weights") plt.legend(loc=1) plt.figure(figsize=(6, 5)) plt.title("Marginal log-likelihood") plt.plot(clf.scores_) plt.ylabel("Score") plt.xlabel("Iterations") plt.show()
bsd-3-clause
fejoa/IVANWorldmapResearch
WorldBuild_Hybrid3d.py
1
7670
# -*- coding: utf-8 -*- """ IVAN Worldmap Research Copyright (C) Ryan van Herel Released under the GNU General Public License See LICENSING which should be included along with this file for more details @author: fejoa """ import os from random import randint import matplotlib.pyplot as plt import numpy as np import matplotlib.cm as cm from mpl_toolkits.mplot3d import axes3d from matplotlib.colors import LinearSegmentedColormap cdict = {'red': ((0.0, 0.0, 0.0), (1.0, 0.0, 0.0)), 'green': ((0.0, 0.0, 0.0), (0.5, 0.0, 1.0), (1.0, 0.1, 1.0)), 'blue': ((0.0, 0.0, 0.1), (0.5, 1.0, 0.0), (1.0, 0.0, 0.0)), 'alpha': ((0.0, 1.0, 1.0), # (0.25,1.0, 1.0), (0.5, 0.3, 0.3), # (0.75,1.0, 1.0), (1.0, 1.0, 1.0)) } valpuri = LinearSegmentedColormap('valpurus', cdict) plt.register_cmap(cmap=valpuri) class worldmap: def __init__(self, length, width, smooth, steps, GENERATE_CONTINENTS): self.__length = length self.__width = width self.__area = length * width self.__AltitudeBuffer = np.zeros((width, length)) self.__OldAltitudeBuffer = np.zeros((width, length)) self.__DisplayMap = np.zeros((width, length)) self.__gen_initial_map(smooth, steps, GENERATE_CONTINENTS) def __gen_initial_map(self, smooth, steps, GENERATE_CONTINENTS): #create initial random map HYBRID = 2 if GENERATE_CONTINENTS == HYBRID or GENERATE_CONTINENTS == 1: for x in range(self.__width): for y in range(self.__length): self.__AltitudeBuffer[x][y] = (4000 - randint(0, 8000)) if GENERATE_CONTINENTS == HYBRID or GENERATE_CONTINENTS == 0: #create "splodges" for x in range(self.__width/2): for y in range(self.__length/2): self.__AltitudeBuffer[x][y] += (randint(0, x*y)) - 800 for x in range(self.__width/2, self.__width): for y in range(self.__length/2, self.__length): self.__AltitudeBuffer[x][y] += (randint(0, (self.__width-x)*(self.__length-y))) - 800 for x in range(self.__width/2): for y in range(self.__length/2, self.__length): self.__AltitudeBuffer[x][y] += (randint(0, (x)*(self.__length-y))) - 800 for x in range(self.__width/2, self.__width): for y in range(self.__length/2): self.__AltitudeBuffer[x][y] += (randint(0, (self.__width-x)*(y))) - 800 if smooth == 1: self.__smooth_altitude(steps) print "DONE" def __quantize_grid(self): LAND = 1 SEA = 0 for x in range(self.__width): for y in range(self.__length): if self.__AltitudeBuffer[x][y] > 0.0: self.__DisplayMap[x][y] = LAND else: self.__DisplayMap[x][y] = SEA def __smooth_altitude(self, steps): for c in range(steps): #self.show_world() #self.__plot_landsea(c, steps) for y in range(self.__length): self.__safe_smooth(0, y) for x in range(1, self.__width - 1): self.__safe_smooth(x, 0) for y in range(1, self.__length - 1): self.__fast_smooth(x, y) self.__safe_smooth(x, self.__length - 1) for y in range(self.__length): self.__safe_smooth(self.__width - 1, y) if(c > 8): self.__plot_landsea(c, steps) def __safe_smooth(self, x, y): HeightNear = 0 SquaresNear = 0 DirX = [ -1, -1, -1, 0, 0, 1, 1, 1 ] DirY = [ -1, 0, 1, -1, 1, -1, 0, 1 ] for d in range(0, 4): X = x + DirX[d] Y = y + DirY[d] if self.__is_valid_position(X, Y): HeightNear += self.__OldAltitudeBuffer[X][Y] SquaresNear += 1 for d in range(4, 7): X = x + DirX[d] Y = y + DirY[d] if self.__is_valid_position(X, Y): HeightNear += self.__AltitudeBuffer[X][Y] SquaresNear += 1 self.__OldAltitudeBuffer[x][y] = self.__AltitudeBuffer[x][y] self.__AltitudeBuffer[x][y] = HeightNear / SquaresNear def __fast_smooth(self, x, y): HeightNear = 0 DirX = [ -1, -1, -1, 0, 0, 1, 1, 1 ] DirY = [ -1, 0, 1, -1, 1, -1, 0, 1 ] for d in range(0, 4): HeightNear += self.__OldAltitudeBuffer[x + DirX[d]][y + DirY[d]] for d in range(4, 7): HeightNear += self.__AltitudeBuffer[x + DirX[d]][y + DirY[d]] self.__OldAltitudeBuffer[x][y] = self.__AltitudeBuffer[x][y]; self.__AltitudeBuffer[x][y] = HeightNear / 8; def __is_valid_position(self, X, Y): return ((X >= 0) and (Y >= 0) and (X < self.__width) and (Y < self.__length)) def __plot_landsea(self, step, maxsteps): mini = np.min(self.__AltitudeBuffer) maxi = np.max(self.__AltitudeBuffer) difi = (maxi - mini) / 9 absmax = max(abs(mini), maxi) print "max altitude is ", maxi print "min altitude is ", mini destination = os.path.dirname(os.path.abspath(__file__)) + str(r'\outputs\%d'% step) + str(r'.png') #self.__quantize_grid() # fig = plt.figure() # plt.imshow(self.__DisplayMap, interpolation='bilinear', origin='lower', cmap=cm.winter) # CS = plt.contour(self.__DisplayMap, [0, 1], cmap=cm.winter) # CB = plt.colorbar(CS, shrink=0.8, extend='both') # l,b,w,h = plt.gca().get_position().bounds # ll,bb,ww,hh = CB.ax.get_position().bounds # CB.ax.set_position([ll, b+0.1*h, ww, h*0.8]) # plt.savefig(destination, bbox_inches='tight') elevations = [-2000, -200, -100, -50, 0, 1, 50, 100, 200, 2000] cols = ('#0000e6', '#0000ff', '#1a1aff', '#3333ff', '#33cc33', '#2eb82e', '#29a329', '#248f24', '#1f7a1f', '#1a651a') fig = plt.figure() ax = fig.gca(projection='3d') ax.view_init(elev=20, azim=30) x = y = np.linspace(0,127,128) X, Y = np.meshgrid(x, y) Z = self.__AltitudeBuffer ax.plot_surface(X, Y, Z, rstride=1, cstride=1, alpha=0.3, cmap=valpuri, linewidth=0.1) #cset = ax.contourf(X, Y, Z, zdir='z', offset=mini, cmap=valpuri, levels=elevations) # , colors=cols)#np.arange(mini, maxi, difi)) cset = ax.contourf(X, Y, Z, zdir='z', offset=mini, colors=cols, levels=elevations) #cset.cmap.set_under('#0000e6') #cset.cmap.set_over('#1a651a') plt.title(str(r'Valpuri step %d'% step)) ax.set_xlabel('X') ax.set_xlim(0, 127) ax.set_ylabel('Y') ax.set_ylim(0, 127) ax.set_zlabel('Z') #ax.set_zlim(-4000, 4000) ax.set_zlim(-absmax, absmax) #ax.set_zlim(mini, maxi) cbar = plt.colorbar(cset) plt.savefig(destination, bbox_inches='tight') #plt.show() if (step >= 9): plt.show() # useage: worldmap(XSize, YSize, use smoothing? [Y/n], number of steps in smoothing, 0=single island 1=lots of continents 2=continent with islands) world = worldmap(128, 128, 1, 10, 1)
gpl-2.0
gdsglgf/tutorials
python/pillow/show_image.py
1
2746
#!/usr/bin/env python # -*- coding: utf-8 -*- import sys from PIL import Image import numpy as np import matplotlib.pyplot as plt def addSalt(path): img = np.array(Image.open(path)) #随机生成5000个椒盐 rows,cols,dims = img.shape print img.shape print rows, cols, dims for i in range(5000): x = np.random.randint(0,rows) y = np.random.randint(0,cols) img[x,y,:] = 255 show2(img) def info(img): print '-------image-------' print type(img) print img.size #图片的尺寸 print img.mode #图片的模式 print img.format #图片的格式 def arrayInfo(data): print '--------numpy.ndarray-------' print data print data.shape print data.dtype print data.size #图片的尺寸 print type(data) def showZeroOneImage(path): img = np.array(Image.open(path).convert('1')) # rows, cols = img.shape # print img.shape # img = img.reshape(rows * cols) # img = np.array([1 if i else 0 for i in img]) # img = img.reshape(rows, cols) print img show2(img) def toZeroOne(img): rows, cols = img.shape for i in range(rows): for j in range(cols): if (img[i, j] <= 128): img[i, j] = 0 else: img[i, j] = 1 return img def showBlackWhiteImage(path): img = np.array(Image.open(path).convert('L')) print img.shape print img show2(img) img = toZeroOne(img) show2(img) def showDiff(path): plt.figure(path) plt.subplot(2, 2, 1) plt.title('1') plt.imshow(np.array(Image.open(path).convert('1')), cmap='gray') plt.axis('off') plt.subplot(2, 2, 2) plt.title('L') plt.imshow(np.array(Image.open(path).convert('L')), cmap='gray') plt.axis('off') plt.subplot(2, 2, 3) plt.title('RGB') plt.imshow(np.array(Image.open(path).convert('RGB'))) plt.axis('off') img = np.array(Image.open(path).convert('L')) img = toZeroOne(img) plt.subplot(2, 2, 4) plt.title('ZeroOne') plt.imshow(img, cmap='gray') plt.axis('off') plt.show() def show1(img): img.show() # 先保存成临时图片文件, 然后使用操作系统默认图片浏览工具显示 def show2(imgData): plt.imshow(imgData) # plt.axis('off') plt.show() def show3(imgData): from scipy.misc import toimage toimage(imgData).show() def show4(imgData): from scipy.misc import imshow imshow(imgData) def main(): path = 'lena.jpg' showFlag = '2' if len(sys.argv) > 2: path = sys.argv[1] showFlag = sys.argv[2] img = Image.open(path) info(img) imgData = np.array(img) arrayInfo(imgData) if showFlag == '1': show1(img) elif showFlag == '2': show2(imgData) elif showFlag == '3': show3(imgData) elif showFlag == '4': show4(imgData) else: print 'Not found show function show%s' %(showFlag) showZeroOneImage(path) addSalt(path) showBlackWhiteImage(path) if __name__ == '__main__': main()
mit
yl565/statsmodels
statsmodels/duration/tests/test_survfunc.py
2
11876
import numpy as np from statsmodels.duration.survfunc import ( SurvfuncRight, survdiff, plot_survfunc, CumIncidenceRight) from numpy.testing import assert_allclose from numpy.testing import dec import pandas as pd import os # If true, the output is written to a multi-page pdf file. pdf_output = False try: import matplotlib.pyplot as plt have_matplotlib = True except ImportError: have_matplotlib = False def close_or_save(pdf, fig): if pdf_output: pdf.savefig(fig) else: plt.close(fig) """ library(survival) ti1 = c(3, 1, 2, 3, 2, 1, 5, 3) st1 = c(0, 1, 1, 1, 0, 0, 1, 0) ti2 = c(1, 1, 2, 3, 7, 1, 5, 3, 9) st2 = c(0, 1, 0, 0, 1, 0, 1, 0, 1) ti = c(ti1, ti2) st = c(st1, st2) ix = c(rep(1, length(ti1)), rep(2, length(ti2))) sd = survdiff(Surv(ti, st) ~ ix) """ ti1 = np.r_[3, 1, 2, 3, 2, 1, 5, 3] st1 = np.r_[0, 1, 1, 1, 0, 0, 1, 0] times1 = np.r_[1, 2, 3, 5] surv_prob1 = np.r_[0.8750000, 0.7291667, 0.5468750, 0.0000000] surv_prob_se1 = np.r_[0.1169268, 0.1649762, 0.2005800, np.nan] n_risk1 = np.r_[8, 6, 4, 1] n_events1 = np.r_[1., 1., 1., 1.] ti2 = np.r_[1, 1, 2, 3, 7, 1, 5, 3, 9] st2 = np.r_[0, 1, 0, 0, 1, 0, 1, 0, 1] times2 = np.r_[1, 5, 7, 9] surv_prob2 = np.r_[0.8888889, 0.5925926, 0.2962963, 0.0000000] surv_prob_se2 = np.r_[0.1047566, 0.2518034, 0.2444320, np.nan] n_risk2 = np.r_[9, 3, 2, 1] n_events2 = np.r_[1., 1., 1., 1.] cur_dir = os.path.dirname(os.path.abspath(__file__)) fp = os.path.join(cur_dir, 'results', 'bmt.csv') bmt = pd.read_csv(fp) def test_survfunc1(): # Test where all times have at least 1 event. sr = SurvfuncRight(ti1, st1) assert_allclose(sr.surv_prob, surv_prob1, atol=1e-5, rtol=1e-5) assert_allclose(sr.surv_prob_se, surv_prob_se1, atol=1e-5, rtol=1e-5) assert_allclose(sr.surv_times, times1) assert_allclose(sr.n_risk, n_risk1) assert_allclose(sr.n_events, n_events1) def test_survfunc2(): # Test where some times have no events. sr = SurvfuncRight(ti2, st2) assert_allclose(sr.surv_prob, surv_prob2, atol=1e-5, rtol=1e-5) assert_allclose(sr.surv_prob_se, surv_prob_se2, atol=1e-5, rtol=1e-5) assert_allclose(sr.surv_times, times2) assert_allclose(sr.n_risk, n_risk2) assert_allclose(sr.n_events, n_events2) def test_survdiff_basic(): # Constants taken from R, code above ti = np.concatenate((ti1, ti2)) st = np.concatenate((st1, st2)) groups = np.ones(len(ti)) groups[0:len(ti1)] = 0 z, p = survdiff(ti, st, groups) assert_allclose(z, 2.14673, atol=1e-4, rtol=1e-4) assert_allclose(p, 0.14287, atol=1e-4, rtol=1e-4) def test_simultaneous_cb(): # The exact numbers here are regression tests, but they are close # to page 103 of Klein and Moeschberger. df = bmt.loc[bmt["Group"] == "ALL", :] sf = SurvfuncRight(df["T"], df["Status"]) lcb1, ucb1 = sf.simultaneous_cb(transform="log") lcb2, ucb2 = sf.simultaneous_cb(transform="arcsin") ti = sf.surv_times.tolist() ix = [ti.index(x) for x in (110, 122, 129, 172)] assert_allclose(lcb1[ix], np.r_[0.43590582, 0.42115592, 0.4035897, 0.38785927]) assert_allclose(ucb1[ix], np.r_[0.93491636, 0.89776803, 0.87922239, 0.85894181]) assert_allclose(lcb2[ix], np.r_[0.52115708, 0.48079378, 0.45595321, 0.43341115]) assert_allclose(ucb2[ix], np.r_[0.96465636, 0.92745068, 0.90885428, 0.88796708]) def test_bmt(): # All tests against SAS # Results taken from here: # http://support.sas.com/documentation/cdl/en/statug/68162/HTML/default/viewer.htm#statug_lifetest_details03.htm # Confidence intervals for 25% percentile of the survival # distribution (for "ALL" subjects), taken from the SAS web site cb = {"linear": [107, 276], "cloglog": [86, 230], "log": [107, 332], "asinsqrt": [104, 276], "logit": [104, 230]} dfa = bmt[bmt.Group == "ALL"] cur_dir = os.path.dirname(os.path.abspath(__file__)) fp = os.path.join(cur_dir, 'results', 'bmt_results.csv') rslt = pd.read_csv(fp) sf = SurvfuncRight(dfa["T"].values, dfa.Status.values) assert_allclose(sf.surv_times, rslt.t) assert_allclose(sf.surv_prob, rslt.s, atol=1e-4, rtol=1e-4) assert_allclose(sf.surv_prob_se, rslt.se, atol=1e-4, rtol=1e-4) for method in "linear", "cloglog", "log", "logit", "asinsqrt": lcb, ucb = sf.quantile_ci(0.25, method=method) assert_allclose(cb[method], np.r_[lcb, ucb]) def test_survdiff(): # Results come from R survival and survMisc packages (survMisc is # used for non G-rho family tests but does not seem to support # stratification) df = bmt[bmt.Group != "ALL"].copy() # Not stratified stat, p = survdiff(df["T"], df.Status, df.Group) assert_allclose(stat, 13.44556, atol=1e-4, rtol=1e-4) stat, p = survdiff(df["T"], df.Status, df.Group, weight_type="gb") assert_allclose(stat, 15.38787, atol=1e-4, rtol=1e-4) stat, p = survdiff(df["T"], df.Status, df.Group, weight_type="tw") assert_allclose(stat, 14.98382, atol=1e-4, rtol=1e-4) stat, p = survdiff(df["T"], df.Status, df.Group, weight_type="fh", fh_p=0.5) assert_allclose(stat, 14.46866, atol=1e-4, rtol=1e-4) stat, p = survdiff(df["T"], df.Status, df.Group, weight_type="fh", fh_p=1) assert_allclose(stat, 14.84500, atol=1e-4, rtol=1e-4) # 5 strata strata = np.arange(df.shape[0]) % 5 df["strata"] = strata stat, p = survdiff(df["T"], df.Status, df.Group, strata=df.strata) assert_allclose(stat, 11.97799, atol=1e-4, rtol=1e-4) stat, p = survdiff(df["T"], df.Status, df.Group, strata=df.strata, weight_type="fh", fh_p=0.5) assert_allclose(stat, 12.6257, atol=1e-4, rtol=1e-4) stat, p = survdiff(df["T"], df.Status, df.Group, strata=df.strata, weight_type="fh", fh_p=1) assert_allclose(stat, 12.73565, atol=1e-4, rtol=1e-4) # 8 strata df["strata"] = np.arange(df.shape[0]) % 8 stat, p = survdiff(df["T"], df.Status, df.Group, strata=df.strata) assert_allclose(stat, 12.12631, atol=1e-4, rtol=1e-4) stat, p = survdiff(df["T"], df.Status, df.Group, strata=df.strata, weight_type="fh", fh_p=0.5) assert_allclose(stat, 12.9633, atol=1e-4, rtol=1e-4) stat, p = survdiff(df["T"], df.Status, df.Group, strata=df.strata, weight_type="fh", fh_p=1) assert_allclose(stat, 13.35259, atol=1e-4, rtol=1e-4) @dec.skipif(not have_matplotlib) def test_plot_km(): if pdf_output: from matplotlib.backends.backend_pdf import PdfPages pdf = PdfPages("test_survfunc.pdf") else: pdf = None sr1 = SurvfuncRight(ti1, st1) sr2 = SurvfuncRight(ti2, st2) fig = plot_survfunc(sr1) close_or_save(pdf, fig) fig = plot_survfunc(sr2) close_or_save(pdf, fig) fig = plot_survfunc([sr1, sr2]) close_or_save(pdf, fig) # Plot the SAS BMT data gb = bmt.groupby("Group") sv = [] for g in gb: s0 = SurvfuncRight(g[1]["T"], g[1]["Status"], title=g[0]) sv.append(s0) fig = plot_survfunc(sv) ax = fig.get_axes()[0] ax.set_position([0.1, 0.1, 0.64, 0.8]) ha, lb = ax.get_legend_handles_labels() fig.legend([ha[k] for k in (0, 2, 4)], [lb[k] for k in (0, 2, 4)], 'center right') close_or_save(pdf, fig) # Simultaneous CB for BMT data ii = bmt.Group == "ALL" sf = SurvfuncRight(bmt.loc[ii, "T"], bmt.loc[ii, "Status"]) fig = sf.plot() ax = fig.get_axes()[0] ax.set_position([0.1, 0.1, 0.64, 0.8]) ha, lb = ax.get_legend_handles_labels() lcb, ucb = sf.simultaneous_cb(transform="log") plt.fill_between(sf.surv_times, lcb, ucb, color="lightgrey") lcb, ucb = sf.simultaneous_cb(transform="arcsin") plt.plot(sf.surv_times, lcb, color="darkgrey") plt.plot(sf.surv_times, ucb, color="darkgrey") plt.plot(sf.surv_times, sf.surv_prob - 2*sf.surv_prob_se, color="red") plt.plot(sf.surv_times, sf.surv_prob + 2*sf.surv_prob_se, color="red") plt.xlim(100, 600) close_or_save(pdf, fig) if pdf_output: pdf.close() def test_weights1(): # tm = c(1, 3, 5, 6, 7, 8, 8, 9, 3, 4, 1, 3, 2) # st = c(1, 1, 0, 1, 1, 0, 0, 1, 0, 0, 1, 1, 0) # wt = c(1, 2, 3, 2, 3, 1, 2, 1, 1, 2, 2, 3, 1) # library(survival) # sf = survfit(Surv(tm, st) ~ 1, weights=wt, err='tsiatis') tm = np.r_[1, 3, 5, 6, 7, 8, 8, 9, 3, 4, 1, 3, 2] st = np.r_[1, 1, 0, 1, 1, 0, 0, 1, 0, 0, 1, 1, 0] wt = np.r_[1, 2, 3, 2, 3, 1, 2, 1, 1, 2, 2, 3, 1] sf = SurvfuncRight(tm, st, "", freq_weights=wt) assert_allclose(sf.surv_times, np.r_[1, 3, 6, 7, 9]) assert_allclose(sf.surv_prob, np.r_[0.875, 0.65625, 0.51041667, 0.29166667, 0.]) assert_allclose(sf.surv_prob_se, np.r_[0.07216878, 0.13307266, 0.20591185, 0.3219071, 1.05053519]) def test_weights2(): # tm = c(1, 3, 5, 6, 7, 2, 4, 6, 8, 10) # st = c(1, 1, 0, 1, 1, 1, 1, 0, 1, 1) # wt = c(1, 1, 1, 1, 1, 2, 2, 2, 2, 2) # library(survival) # sf = survfit(Surv(tm, st) ~ 1, weights=wt, err='tsiatis') tm = np.r_[1, 3, 5, 6, 7, 2, 4, 6, 8, 10] st = np.r_[1, 1, 0, 1, 1, 1, 1, 0, 1, 1] wt = np.r_[1, 1, 1, 1, 1, 2, 2, 2, 2, 2] tm0 = np.r_[1, 3, 5, 6, 7, 2, 4, 6, 8, 10, 2, 4, 6, 8, 10] st0 = np.r_[1, 1, 0, 1, 1, 1, 1, 0, 1, 1, 1, 1, 0, 1, 1] sf0 = SurvfuncRight(tm, st, "", freq_weights=wt) sf1 = SurvfuncRight(tm0, st0, "") assert_allclose(sf0.surv_times, sf1.surv_times) assert_allclose(sf0.surv_prob, sf1.surv_prob) assert_allclose(sf0.surv_prob_se, np.r_[0.06666667, 0.1210311, 0.14694547, 0.19524829, 0.23183377, 0.30618115, 0.46770386, 0.84778942]) def test_incidence(): # Check estimates in R: # ftime = c(1, 1, 2, 4, 4, 4, 6, 6, 7, 8, 9, 9, 9, 1, 2, 2, 4, 4) # fstat = c(1, 1, 1, 2, 2, 2, 3, 3, 3, 0, 0, 0, 0, 0, 0, 0, 0, 0) # cuminc(ftime, fstat) # # The standard errors agree with Stata, not with R (cmprisk # package), which uses a different SE formula from Aalen (1978) ftime = np.r_[1, 1, 2, 4, 4, 4, 6, 6, 7, 8, 9, 9, 9, 1, 2, 2, 4, 4] fstat = np.r_[1, 1, 1, 2, 2, 2, 3, 3, 3, 0, 0, 0, 0, 0, 0, 0, 0, 0] ci = CumIncidenceRight(ftime, fstat) cinc = [np.array([0.11111111, 0.17037037, 0.17037037, 0.17037037, 0.17037037, 0.17037037, 0.17037037]), np.array([0., 0., 0.20740741, 0.20740741, 0.20740741, 0.20740741, 0.20740741]), np.array([0., 0., 0., 0.17777778, 0.26666667, 0.26666667, 0.26666667])] assert_allclose(cinc[0], ci.cinc[0]) assert_allclose(cinc[1], ci.cinc[1]) assert_allclose(cinc[2], ci.cinc[2]) cinc_se = [np.array([0.07407407, 0.08976251, 0.08976251, 0.08976251, 0.08976251, 0.08976251, 0.08976251]), np.array([0., 0., 0.10610391, 0.10610391, 0.10610391, 0.10610391, 0.10610391]), np.array([0., 0., 0., 0.11196147, 0.12787781, 0.12787781, 0.12787781])] assert_allclose(cinc_se[0], ci.cinc_se[0]) assert_allclose(cinc_se[1], ci.cinc_se[1]) assert_allclose(cinc_se[2], ci.cinc_se[2]) # Simple check for frequency weights weights = np.ones(len(ftime)) ciw = CumIncidenceRight(ftime, fstat, freq_weights=weights) assert_allclose(ci.cinc[0], ciw.cinc[0]) assert_allclose(ci.cinc[1], ciw.cinc[1]) assert_allclose(ci.cinc[2], ciw.cinc[2])
bsd-3-clause
toobaz/pandas
pandas/tests/sparse/frame/test_analytics.py
2
1236
import numpy as np import pytest from pandas import DataFrame, SparseDataFrame, SparseSeries from pandas.util import testing as tm @pytest.mark.filterwarnings("ignore:Sparse:FutureWarning") @pytest.mark.xfail(reason="Wrong SparseBlock initialization (GH#17386)") def test_quantile(): # GH 17386 data = [[1, 1], [2, 10], [3, 100], [np.nan, np.nan]] q = 0.1 sparse_df = SparseDataFrame(data) result = sparse_df.quantile(q) dense_df = DataFrame(data) dense_expected = dense_df.quantile(q) sparse_expected = SparseSeries(dense_expected) tm.assert_series_equal(result, dense_expected) tm.assert_sp_series_equal(result, sparse_expected) @pytest.mark.filterwarnings("ignore:Sparse:FutureWarning") @pytest.mark.xfail(reason="Wrong SparseBlock initialization (GH#17386)") def test_quantile_multi(): # GH 17386 data = [[1, 1], [2, 10], [3, 100], [np.nan, np.nan]] q = [0.1, 0.5] sparse_df = SparseDataFrame(data) result = sparse_df.quantile(q) dense_df = DataFrame(data) dense_expected = dense_df.quantile(q) sparse_expected = SparseDataFrame(dense_expected) tm.assert_frame_equal(result, dense_expected) tm.assert_sp_frame_equal(result, sparse_expected)
bsd-3-clause
wizmer/NeuroM
neurom/tests/test_viewer.py
1
5335
# Copyright (c) 2015, Ecole Polytechnique Federale de Lausanne, Blue Brain Project # All rights reserved. # # This file is part of NeuroM <https://github.com/BlueBrain/NeuroM> # # Redistribution and use in source and binary forms, with or without # modification, are permitted provided that the following conditions are met: # # 1. Redistributions of source code must retain the above copyright # notice, this list of conditions and the following disclaimer. # 2. Redistributions in binary form must reproduce the above copyright # notice, this list of conditions and the following disclaimer in the # documentation and/or other materials provided with the distribution. # 3. Neither the name of the copyright holder nor the names of # its contributors may be used to endorse or promote products # derived from this software without specific prior written permission. # # THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND # ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED # WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE # DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT HOLDER OR CONTRIBUTORS BE LIABLE FOR ANY # DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES # (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; # LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND # ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT # (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS # SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE. import os from pathlib import Path import shutil import tempfile import mock import sys import matplotlib if 'DISPLAY' not in os.environ: # noqa matplotlib.use('Agg') # noqa import neurom from neurom.view import common, plotly from neurom import load_neuron, viewer, NeuriteType from nose import tools as nt from numpy.testing import assert_allclose, assert_array_almost_equal DATA_PATH = Path(__file__).parent.parent.parent / 'test_data/swc' MORPH_FILENAME = Path(DATA_PATH, 'Neuron.swc') nrn = load_neuron(MORPH_FILENAME) def _reload_module(module): """Force module reload.""" import importlib importlib.reload(module) def test_plotly_extra_not_installed(): with mock.patch.dict(sys.modules, {'plotly': None}): try: _reload_module(neurom.view.plotly) nt.ok_(False, "ImportError not triggered") except ImportError as e: nt.assert_equal(str(e), 'neurom[plotly] is not installed. ' 'Please install it by doing: pip install neurom[plotly]') def test_plotly_draw_neuron3d(): plotly.draw(nrn, plane='3d', auto_open=False) plotly.draw(nrn.neurites[0], plane='3d', auto_open=False) fig = plotly.draw(load_neuron(Path(DATA_PATH, 'simple-different-soma.swc')), auto_open=False) x, y, z = [fig['data'][2][key] for key in str('xyz')] assert_allclose(x[0, 0], 2) assert_allclose(x[33, 33], -1.8971143170299758) assert_allclose(y[0, 0], 3) assert_allclose(y[33, 33], 9.75) assert_allclose(z[0, 0], 13) assert_allclose(z[33, 33], 8.5) def test_plotly_draw_neuron2d(): plotly.draw(nrn, plane='xy', auto_open=False) plotly.draw(nrn.neurites[0], plane='xy', auto_open=False) def test_draw_neuron(): viewer.draw(nrn) common.plt.close('all') def test_draw_filter_neurite(): for mode in ['2d', '3d']: viewer.draw(nrn, mode=mode, neurite_type=NeuriteType.basal_dendrite) assert_allclose(common.plt.gca().get_ylim(), [-30., 78], atol=5) common.plt.close('all') def test_draw_neuron3d(): viewer.draw(nrn, mode='3d') common.plt.close('all') nt.assert_raises(NotImplementedError, viewer.draw, nrn, mode='3d', realistic_diameters=True) def test_draw_tree(): viewer.draw(nrn.neurites[0]) common.plt.close('all') def test_draw_tree3d(): viewer.draw(nrn.neurites[0], mode='3d') common.plt.close('all') def test_draw_soma(): viewer.draw(nrn.soma) common.plt.close('all') def test_draw_soma3d(): viewer.draw(nrn.soma, mode='3d') common.plt.close('all') def test_draw_dendrogram(): viewer.draw(nrn, mode='dendrogram') common.plt.close('all') viewer.draw(nrn.neurites[0], mode='dendrogram') common.plt.close('all') def test_draw_dendrogram_empty_segment(): neuron = load_neuron(Path(DATA_PATH, 'empty_segments.swc')) viewer.draw(neuron, mode='dendrogram') common.plt.close('all') @nt.raises(viewer.InvalidDrawModeError) def test_invalid_draw_mode_raises(): viewer.draw(nrn, mode='4d') @nt.raises(viewer.NotDrawableError) def test_invalid_object_raises(): class Dummy(object): pass viewer.draw(Dummy()) @nt.raises(viewer.NotDrawableError) def test_invalid_combo_raises(): viewer.draw(nrn.soma, mode='dendrogram') def test_writing_output(): with tempfile.TemporaryDirectory() as folder: output_dir = Path(folder, 'subdir') viewer.draw(nrn, mode='2d', output_path=output_dir) nt.ok_((output_dir / 'Figure.png').is_file()) common.plt.close('all')
bsd-3-clause
hainm/scikit-learn
sklearn/linear_model/tests/test_sparse_coordinate_descent.py
244
9986
import numpy as np import scipy.sparse as sp from sklearn.utils.testing import assert_array_almost_equal from sklearn.utils.testing import assert_almost_equal from sklearn.utils.testing import assert_equal from sklearn.utils.testing import assert_less from sklearn.utils.testing import assert_true from sklearn.utils.testing import assert_greater from sklearn.utils.testing import ignore_warnings from sklearn.linear_model.coordinate_descent import (Lasso, ElasticNet, LassoCV, ElasticNetCV) def test_sparse_coef(): # Check that the sparse_coef propery works clf = ElasticNet() clf.coef_ = [1, 2, 3] assert_true(sp.isspmatrix(clf.sparse_coef_)) assert_equal(clf.sparse_coef_.toarray().tolist()[0], clf.coef_) def test_normalize_option(): # Check that the normalize option in enet works X = sp.csc_matrix([[-1], [0], [1]]) y = [-1, 0, 1] clf_dense = ElasticNet(fit_intercept=True, normalize=True) clf_sparse = ElasticNet(fit_intercept=True, normalize=True) clf_dense.fit(X, y) X = sp.csc_matrix(X) clf_sparse.fit(X, y) assert_almost_equal(clf_dense.dual_gap_, 0) assert_array_almost_equal(clf_dense.coef_, clf_sparse.coef_) def test_lasso_zero(): # Check that the sparse lasso can handle zero data without crashing X = sp.csc_matrix((3, 1)) y = [0, 0, 0] T = np.array([[1], [2], [3]]) clf = Lasso().fit(X, y) pred = clf.predict(T) assert_array_almost_equal(clf.coef_, [0]) assert_array_almost_equal(pred, [0, 0, 0]) assert_almost_equal(clf.dual_gap_, 0) def test_enet_toy_list_input(): # Test ElasticNet for various values of alpha and l1_ratio with list X X = np.array([[-1], [0], [1]]) X = sp.csc_matrix(X) Y = [-1, 0, 1] # just a straight line T = np.array([[2], [3], [4]]) # test sample # this should be the same as unregularized least squares clf = ElasticNet(alpha=0, l1_ratio=1.0) # catch warning about alpha=0. # this is discouraged but should work. ignore_warnings(clf.fit)(X, Y) pred = clf.predict(T) assert_array_almost_equal(clf.coef_, [1]) assert_array_almost_equal(pred, [2, 3, 4]) assert_almost_equal(clf.dual_gap_, 0) clf = ElasticNet(alpha=0.5, l1_ratio=0.3, max_iter=1000) clf.fit(X, Y) pred = clf.predict(T) assert_array_almost_equal(clf.coef_, [0.50819], decimal=3) assert_array_almost_equal(pred, [1.0163, 1.5245, 2.0327], decimal=3) assert_almost_equal(clf.dual_gap_, 0) clf = ElasticNet(alpha=0.5, l1_ratio=0.5) clf.fit(X, Y) pred = clf.predict(T) assert_array_almost_equal(clf.coef_, [0.45454], 3) assert_array_almost_equal(pred, [0.9090, 1.3636, 1.8181], 3) assert_almost_equal(clf.dual_gap_, 0) def test_enet_toy_explicit_sparse_input(): # Test ElasticNet for various values of alpha and l1_ratio with sparse X f = ignore_warnings # training samples X = sp.lil_matrix((3, 1)) X[0, 0] = -1 # X[1, 0] = 0 X[2, 0] = 1 Y = [-1, 0, 1] # just a straight line (the identity function) # test samples T = sp.lil_matrix((3, 1)) T[0, 0] = 2 T[1, 0] = 3 T[2, 0] = 4 # this should be the same as lasso clf = ElasticNet(alpha=0, l1_ratio=1.0) f(clf.fit)(X, Y) pred = clf.predict(T) assert_array_almost_equal(clf.coef_, [1]) assert_array_almost_equal(pred, [2, 3, 4]) assert_almost_equal(clf.dual_gap_, 0) clf = ElasticNet(alpha=0.5, l1_ratio=0.3, max_iter=1000) clf.fit(X, Y) pred = clf.predict(T) assert_array_almost_equal(clf.coef_, [0.50819], decimal=3) assert_array_almost_equal(pred, [1.0163, 1.5245, 2.0327], decimal=3) assert_almost_equal(clf.dual_gap_, 0) clf = ElasticNet(alpha=0.5, l1_ratio=0.5) clf.fit(X, Y) pred = clf.predict(T) assert_array_almost_equal(clf.coef_, [0.45454], 3) assert_array_almost_equal(pred, [0.9090, 1.3636, 1.8181], 3) assert_almost_equal(clf.dual_gap_, 0) def make_sparse_data(n_samples=100, n_features=100, n_informative=10, seed=42, positive=False, n_targets=1): random_state = np.random.RandomState(seed) # build an ill-posed linear regression problem with many noisy features and # comparatively few samples # generate a ground truth model w = random_state.randn(n_features, n_targets) w[n_informative:] = 0.0 # only the top features are impacting the model if positive: w = np.abs(w) X = random_state.randn(n_samples, n_features) rnd = random_state.uniform(size=(n_samples, n_features)) X[rnd > 0.5] = 0.0 # 50% of zeros in input signal # generate training ground truth labels y = np.dot(X, w) X = sp.csc_matrix(X) if n_targets == 1: y = np.ravel(y) return X, y def _test_sparse_enet_not_as_toy_dataset(alpha, fit_intercept, positive): n_samples, n_features, max_iter = 100, 100, 1000 n_informative = 10 X, y = make_sparse_data(n_samples, n_features, n_informative, positive=positive) X_train, X_test = X[n_samples // 2:], X[:n_samples // 2] y_train, y_test = y[n_samples // 2:], y[:n_samples // 2] s_clf = ElasticNet(alpha=alpha, l1_ratio=0.8, fit_intercept=fit_intercept, max_iter=max_iter, tol=1e-7, positive=positive, warm_start=True) s_clf.fit(X_train, y_train) assert_almost_equal(s_clf.dual_gap_, 0, 4) assert_greater(s_clf.score(X_test, y_test), 0.85) # check the convergence is the same as the dense version d_clf = ElasticNet(alpha=alpha, l1_ratio=0.8, fit_intercept=fit_intercept, max_iter=max_iter, tol=1e-7, positive=positive, warm_start=True) d_clf.fit(X_train.toarray(), y_train) assert_almost_equal(d_clf.dual_gap_, 0, 4) assert_greater(d_clf.score(X_test, y_test), 0.85) assert_almost_equal(s_clf.coef_, d_clf.coef_, 5) assert_almost_equal(s_clf.intercept_, d_clf.intercept_, 5) # check that the coefs are sparse assert_less(np.sum(s_clf.coef_ != 0.0), 2 * n_informative) def test_sparse_enet_not_as_toy_dataset(): _test_sparse_enet_not_as_toy_dataset(alpha=0.1, fit_intercept=False, positive=False) _test_sparse_enet_not_as_toy_dataset(alpha=0.1, fit_intercept=True, positive=False) _test_sparse_enet_not_as_toy_dataset(alpha=1e-3, fit_intercept=False, positive=True) _test_sparse_enet_not_as_toy_dataset(alpha=1e-3, fit_intercept=True, positive=True) def test_sparse_lasso_not_as_toy_dataset(): n_samples = 100 max_iter = 1000 n_informative = 10 X, y = make_sparse_data(n_samples=n_samples, n_informative=n_informative) X_train, X_test = X[n_samples // 2:], X[:n_samples // 2] y_train, y_test = y[n_samples // 2:], y[:n_samples // 2] s_clf = Lasso(alpha=0.1, fit_intercept=False, max_iter=max_iter, tol=1e-7) s_clf.fit(X_train, y_train) assert_almost_equal(s_clf.dual_gap_, 0, 4) assert_greater(s_clf.score(X_test, y_test), 0.85) # check the convergence is the same as the dense version d_clf = Lasso(alpha=0.1, fit_intercept=False, max_iter=max_iter, tol=1e-7) d_clf.fit(X_train.toarray(), y_train) assert_almost_equal(d_clf.dual_gap_, 0, 4) assert_greater(d_clf.score(X_test, y_test), 0.85) # check that the coefs are sparse assert_equal(np.sum(s_clf.coef_ != 0.0), n_informative) def test_enet_multitarget(): n_targets = 3 X, y = make_sparse_data(n_targets=n_targets) estimator = ElasticNet(alpha=0.01, fit_intercept=True, precompute=None) # XXX: There is a bug when precompute is not None! estimator.fit(X, y) coef, intercept, dual_gap = (estimator.coef_, estimator.intercept_, estimator.dual_gap_) for k in range(n_targets): estimator.fit(X, y[:, k]) assert_array_almost_equal(coef[k, :], estimator.coef_) assert_array_almost_equal(intercept[k], estimator.intercept_) assert_array_almost_equal(dual_gap[k], estimator.dual_gap_) def test_path_parameters(): X, y = make_sparse_data() max_iter = 50 n_alphas = 10 clf = ElasticNetCV(n_alphas=n_alphas, eps=1e-3, max_iter=max_iter, l1_ratio=0.5, fit_intercept=False) ignore_warnings(clf.fit)(X, y) # new params assert_almost_equal(0.5, clf.l1_ratio) assert_equal(n_alphas, clf.n_alphas) assert_equal(n_alphas, len(clf.alphas_)) sparse_mse_path = clf.mse_path_ ignore_warnings(clf.fit)(X.toarray(), y) # compare with dense data assert_almost_equal(clf.mse_path_, sparse_mse_path) def test_same_output_sparse_dense_lasso_and_enet_cv(): X, y = make_sparse_data(n_samples=40, n_features=10) for normalize in [True, False]: clfs = ElasticNetCV(max_iter=100, cv=5, normalize=normalize) ignore_warnings(clfs.fit)(X, y) clfd = ElasticNetCV(max_iter=100, cv=5, normalize=normalize) ignore_warnings(clfd.fit)(X.toarray(), y) assert_almost_equal(clfs.alpha_, clfd.alpha_, 7) assert_almost_equal(clfs.intercept_, clfd.intercept_, 7) assert_array_almost_equal(clfs.mse_path_, clfd.mse_path_) assert_array_almost_equal(clfs.alphas_, clfd.alphas_) clfs = LassoCV(max_iter=100, cv=4, normalize=normalize) ignore_warnings(clfs.fit)(X, y) clfd = LassoCV(max_iter=100, cv=4, normalize=normalize) ignore_warnings(clfd.fit)(X.toarray(), y) assert_almost_equal(clfs.alpha_, clfd.alpha_, 7) assert_almost_equal(clfs.intercept_, clfd.intercept_, 7) assert_array_almost_equal(clfs.mse_path_, clfd.mse_path_) assert_array_almost_equal(clfs.alphas_, clfd.alphas_)
bsd-3-clause
sangwook236/general-development-and-testing
sw_dev/python/rnd/test/statistics/edward/edward_mixture_density_network.py
1
7356
#!/usr/bin/env python from __future__ import absolute_import from __future__ import division from __future__ import print_function import numpy as np import seaborn as sns import tensorflow as tf import edward as ed from edward.models import Categorical, Mixture, Normal from scipy import stats from sklearn.model_selection import train_test_split import matplotlib.pyplot as plt def plot_normal_mix(pis, mus, sigmas, ax, label='', comp=True): """Plots the mixture of Normal models to axis=ax comp=True plots all components of mixture model """ x = np.linspace(-10.5, 10.5, 250) final = np.zeros_like(x) for i, (weight_mix, mu_mix, sigma_mix) in enumerate(zip(pis, mus, sigmas)): temp = stats.norm.pdf(x, mu_mix, sigma_mix) * weight_mix final = final + temp if comp: ax.plot(x, temp, label='Normal ' + str(i)) ax.plot(x, final, label='Mixture of Normals ' + label) ax.legend(fontsize=13) def sample_from_mixture(x, pred_weights, pred_means, pred_std, amount): """Draws samples from mixture model. Returns 2 d array with input X and sample from prediction of mixture model. """ samples = np.zeros((amount, 2)) n_mix = len(pred_weights[0]) to_choose_from = np.arange(n_mix) for j, (weights, means, std_devs) in enumerate(zip(pred_weights, pred_means, pred_std)): index = np.random.choice(to_choose_from, p=weights) samples[j, 1] = np.random.normal(means[index], std_devs[index], size=1) samples[j, 0] = x[j] if j == amount - 1: break return samples def build_toy_dataset(N): y_data = np.random.uniform(-10.5, 10.5, N) r_data = np.random.normal(size=N) # Random noise. x_data = np.sin(0.75 * y_data) * 7.0 + y_data * 0.5 + r_data * 1.0 x_data = x_data.reshape((N, 1)) return train_test_split(x_data, y_data, random_state=42) def neural_network(X, K): """loc, scale, logits = NN(x; theta)""" # 2 hidden layers with 15 hidden units. net = tf.layers.dense(X, 15, activation=tf.nn.relu) net = tf.layers.dense(net, 15, activation=tf.nn.relu) locs = tf.layers.dense(net, K, activation=None) scales = tf.layers.dense(net, K, activation=tf.exp) logits = tf.layers.dense(net, K, activation=None) return locs, scales, logits # REF [site] >> http://edwardlib.org/tutorials/mixture-density-network def mixture_density_network_example(): ed.set_seed(42) N = 5000 # Number of data points. D = 1 # Number of features. K = 20 # Number of mixture components. X_train, X_test, y_train, y_test = build_toy_dataset(N) print('Size of features in training data: {}'.format(X_train.shape)) print('Size of output in training data: {}'.format(y_train.shape)) print('Size of features in test data: {}'.format(X_test.shape)) print('Size of output in test data: {}'.format(y_test.shape)) sns.regplot(X_train, y_train, fit_reg=False) plt.show() #-------------------- X_ph = tf.placeholder(tf.float32, [None, D]) y_ph = tf.placeholder(tf.float32, [None]) # We use a mixture of 20 normal distributions parameterized by a feedforward network. # The membership probabilities and per-component mean and standard deviation are given by the output of a feedforward network. # We use tf.layers to construct neural networks. # We specify a three-layer network with 15 hidden units for each hidden layer. locs, scales, logits = neural_network(X_ph, K) cat = Categorical(logits=logits) components = [Normal(loc=loc, scale=scale) for loc, scale in zip(tf.unstack(tf.transpose(locs)), tf.unstack(tf.transpose(scales)))] y = Mixture(cat=cat, components=components, value=tf.zeros_like(y_ph)) # Note: A bug exists in Mixture which prevents samples from it to have a shape of [None]. # For now fix it using the value argument, as sampling is not necessary for MAP estimation anyways. #-------------------- # We use MAP estimation, passing in the model and data set. # There are no latent variables to infer. # Thus inference is concerned with only training model parameters, which are baked into how we specify the neural networks. inference = ed.MAP(data={y: y_ph}) optimizer = tf.train.AdamOptimizer(5e-3) inference.initialize(optimizer=optimizer, var_list=tf.trainable_variables()) # we will manually control the inference and how data is passed into it at each step. # Initialize the algorithm and the TensorFlow variables. sess = ed.get_session() tf.global_variables_initializer().run() # Now we train the MDN by calling inference.update(), passing in the data. # The quantity inference.loss is the loss function (negative log-likelihood) at that step of inference. # We also report the loss function on test data by calling inference.loss and where we feed test data to the TensorFlow placeholders instead of training data. # We keep track of the losses under train_loss and test_loss. n_epoch = 1000 train_loss = np.zeros(n_epoch) test_loss = np.zeros(n_epoch) for i in range(n_epoch): info_dict = inference.update(feed_dict={X_ph: X_train, y_ph: y_train}) train_loss[i] = info_dict['loss'] test_loss[i] = sess.run(inference.loss, feed_dict={X_ph: X_test, y_ph: y_test}) inference.print_progress(info_dict) #-------------------- # After training for a number of iterations, we get out the predictions we are interested in from the model: the predicted mixture weights, cluster means, and cluster standard deviations. # To do this, we fetch their values from session, feeding test data X_test to the placeholder X_ph. pred_weights, pred_means, pred_std = sess.run([tf.nn.softmax(logits), locs, scales], feed_dict={X_ph: X_test}) # Let's plot the log-likelihood of the training and test data as functions of the training epoch. # The quantity inference.loss is the total log-likelihood, not the loss per data point. # Below we plot the per-data point log-likelihood by dividing by the size of the train and test data respectively. fig, axes = plt.subplots(nrows=1, ncols=1, figsize=(16, 3.5)) plt.plot(np.arange(n_epoch), -test_loss / len(X_test), label='Test') plt.plot(np.arange(n_epoch), -train_loss / len(X_train), label='Train') plt.legend(fontsize=20) plt.xlabel('Epoch', fontsize=15) plt.ylabel('Log-likelihood', fontsize=15) plt.show() #-------------------- # Criticism. # Note that as this is an inverse problem we can't get the answer correct, but we can hope that the truth lies in area where the model has high probability. obj = [0, 4, 6] fig, axes = plt.subplots(nrows=3, ncols=1, figsize=(16, 6)) plot_normal_mix(pred_weights[obj][0], pred_means[obj][0], pred_std[obj][0], axes[0], comp=False) axes[0].axvline(x=y_test[obj][0], color='black', alpha=0.5) plot_normal_mix(pred_weights[obj][2], pred_means[obj][2], pred_std[obj][2], axes[1], comp=False) axes[1].axvline(x=y_test[obj][2], color='black', alpha=0.5) plot_normal_mix(pred_weights[obj][1], pred_means[obj][1], pred_std[obj][1], axes[2], comp=False) axes[2].axvline(x=y_test[obj][1], color='black', alpha=0.5) plt.show() # We can check the ensemble by drawing samples of the prediction and plotting the density of those. a = sample_from_mixture(X_test, pred_weights, pred_means, pred_std, amount=len(X_test)) sns.jointplot(a[:, 0], a[:, 1], kind='hex', color='#4CB391', ylim=(-10, 10), xlim=(-14, 14)) plt.show() def main(): mixture_density_network_example() #%%------------------------------------------------------------------ if '__main__' == __name__: main()
gpl-2.0
xwolf12/scikit-learn
examples/ensemble/plot_adaboost_multiclass.py
354
4124
""" ===================================== Multi-class AdaBoosted Decision Trees ===================================== This example reproduces Figure 1 of Zhu et al [1] and shows how boosting can improve prediction accuracy on a multi-class problem. The classification dataset is constructed by taking a ten-dimensional standard normal distribution and defining three classes separated by nested concentric ten-dimensional spheres such that roughly equal numbers of samples are in each class (quantiles of the :math:`\chi^2` distribution). The performance of the SAMME and SAMME.R [1] algorithms are compared. SAMME.R uses the probability estimates to update the additive model, while SAMME uses the classifications only. As the example illustrates, the SAMME.R algorithm typically converges faster than SAMME, achieving a lower test error with fewer boosting iterations. The error of each algorithm on the test set after each boosting iteration is shown on the left, the classification error on the test set of each tree is shown in the middle, and the boost weight of each tree is shown on the right. All trees have a weight of one in the SAMME.R algorithm and therefore are not shown. .. [1] J. Zhu, H. Zou, S. Rosset, T. Hastie, "Multi-class AdaBoost", 2009. """ print(__doc__) # Author: Noel Dawe <noel.dawe@gmail.com> # # License: BSD 3 clause from sklearn.externals.six.moves import zip import matplotlib.pyplot as plt from sklearn.datasets import make_gaussian_quantiles from sklearn.ensemble import AdaBoostClassifier from sklearn.metrics import accuracy_score from sklearn.tree import DecisionTreeClassifier X, y = make_gaussian_quantiles(n_samples=13000, n_features=10, n_classes=3, random_state=1) n_split = 3000 X_train, X_test = X[:n_split], X[n_split:] y_train, y_test = y[:n_split], y[n_split:] bdt_real = AdaBoostClassifier( DecisionTreeClassifier(max_depth=2), n_estimators=600, learning_rate=1) bdt_discrete = AdaBoostClassifier( DecisionTreeClassifier(max_depth=2), n_estimators=600, learning_rate=1.5, algorithm="SAMME") bdt_real.fit(X_train, y_train) bdt_discrete.fit(X_train, y_train) real_test_errors = [] discrete_test_errors = [] for real_test_predict, discrete_train_predict in zip( bdt_real.staged_predict(X_test), bdt_discrete.staged_predict(X_test)): real_test_errors.append( 1. - accuracy_score(real_test_predict, y_test)) discrete_test_errors.append( 1. - accuracy_score(discrete_train_predict, y_test)) n_trees_discrete = len(bdt_discrete) n_trees_real = len(bdt_real) # Boosting might terminate early, but the following arrays are always # n_estimators long. We crop them to the actual number of trees here: discrete_estimator_errors = bdt_discrete.estimator_errors_[:n_trees_discrete] real_estimator_errors = bdt_real.estimator_errors_[:n_trees_real] discrete_estimator_weights = bdt_discrete.estimator_weights_[:n_trees_discrete] plt.figure(figsize=(15, 5)) plt.subplot(131) plt.plot(range(1, n_trees_discrete + 1), discrete_test_errors, c='black', label='SAMME') plt.plot(range(1, n_trees_real + 1), real_test_errors, c='black', linestyle='dashed', label='SAMME.R') plt.legend() plt.ylim(0.18, 0.62) plt.ylabel('Test Error') plt.xlabel('Number of Trees') plt.subplot(132) plt.plot(range(1, n_trees_discrete + 1), discrete_estimator_errors, "b", label='SAMME', alpha=.5) plt.plot(range(1, n_trees_real + 1), real_estimator_errors, "r", label='SAMME.R', alpha=.5) plt.legend() plt.ylabel('Error') plt.xlabel('Number of Trees') plt.ylim((.2, max(real_estimator_errors.max(), discrete_estimator_errors.max()) * 1.2)) plt.xlim((-20, len(bdt_discrete) + 20)) plt.subplot(133) plt.plot(range(1, n_trees_discrete + 1), discrete_estimator_weights, "b", label='SAMME') plt.legend() plt.ylabel('Weight') plt.xlabel('Number of Trees') plt.ylim((0, discrete_estimator_weights.max() * 1.2)) plt.xlim((-20, n_trees_discrete + 20)) # prevent overlapping y-axis labels plt.subplots_adjust(wspace=0.25) plt.show()
bsd-3-clause
detrout/debian-statsmodels
statsmodels/regression/tests/test_quantile_regression.py
8
7766
import scipy.stats import numpy as np import statsmodels.api as sm from numpy.testing import assert_allclose, assert_equal, assert_almost_equal from patsy import dmatrices # pylint: disable=E0611 from statsmodels.regression.quantile_regression import QuantReg from .results_quantile_regression import ( biweight_chamberlain, biweight_hsheather, biweight_bofinger, cosine_chamberlain, cosine_hsheather, cosine_bofinger, gaussian_chamberlain, gaussian_hsheather, gaussian_bofinger, epan2_chamberlain, epan2_hsheather, epan2_bofinger, parzen_chamberlain, parzen_hsheather, parzen_bofinger, #rectangle_chamberlain, rectangle_hsheather, rectangle_bofinger, #triangle_chamberlain, triangle_hsheather, triangle_bofinger, #epanechnikov_chamberlain, epanechnikov_hsheather, epanechnikov_bofinger, epanechnikov_hsheather_q75, Rquantreg) idx = ['income', 'Intercept'] class CheckModelResultsMixin(object): def test_params(self): assert_allclose(np.ravel(self.res1.params.ix[idx]), self.res2.table[:,0], rtol=1e-3) def test_bse(self): assert_equal(self.res1.scale, 1) assert_allclose(np.ravel(self.res1.bse.ix[idx]), self.res2.table[:,1], rtol=1e-3) def test_tvalues(self): assert_allclose(np.ravel(self.res1.tvalues.ix[idx]), self.res2.table[:,2], rtol=1e-2) def test_pvalues(self): pvals_stata = scipy.stats.t.sf(self.res2.table[:, 2] , self.res2.df_r) assert_allclose(np.ravel(self.res1.pvalues.ix[idx]), pvals_stata, rtol=1.1) # test that we use the t distribution for the p-values pvals_t = scipy.stats.t.sf(self.res1.tvalues , self.res2.df_r) * 2 assert_allclose(np.ravel(self.res1.pvalues), pvals_t, rtol=1e-9, atol=1e-10) def test_conf_int(self): assert_allclose(self.res1.conf_int().ix[idx], self.res2.table[:,-2:], rtol=1e-3) def test_nobs(self): assert_allclose(self.res1.nobs, self.res2.N, rtol=1e-3) def test_df_model(self): assert_allclose(self.res1.df_model, self.res2.df_m, rtol=1e-3) def test_df_resid(self): assert_allclose(self.res1.df_resid, self.res2.df_r, rtol=1e-3) def test_prsquared(self): assert_allclose(self.res1.prsquared, self.res2.psrsquared, rtol=1e-3) def test_sparsity(self): assert_allclose(np.array(self.res1.sparsity), self.res2.sparsity, rtol=1e-3) def test_bandwidth(self): assert_allclose(np.array(self.res1.bandwidth), self.res2.kbwidth, rtol=1e-3) d = {('biw','bofinger'): biweight_bofinger, ('biw','chamberlain'): biweight_chamberlain, ('biw','hsheather'): biweight_hsheather, ('cos','bofinger'): cosine_bofinger, ('cos','chamberlain'): cosine_chamberlain, ('cos','hsheather'): cosine_hsheather, ('gau','bofinger'): gaussian_bofinger, ('gau','chamberlain'): gaussian_chamberlain, ('gau','hsheather'): gaussian_hsheather, ('par','bofinger'): parzen_bofinger, ('par','chamberlain'): parzen_chamberlain, ('par','hsheather'): parzen_hsheather, #('rec','bofinger'): rectangle_bofinger, #('rec','chamberlain'): rectangle_chamberlain, #('rec','hsheather'): rectangle_hsheather, #('tri','bofinger'): triangle_bofinger, #('tri','chamberlain'): triangle_chamberlain, #('tri','hsheather'): triangle_hsheather, ('epa', 'bofinger'): epan2_bofinger, ('epa', 'chamberlain'): epan2_chamberlain, ('epa', 'hsheather'): epan2_hsheather #('epa2', 'bofinger'): epan2_bofinger, #('epa2', 'chamberlain'): epan2_chamberlain, #('epa2', 'hsheather'): epan2_hsheather } def setup_fun(kernel='gau', bandwidth='bofinger'): data = sm.datasets.engel.load_pandas().data y, X = dmatrices('foodexp ~ income', data, return_type='dataframe') statsm = QuantReg(y, X).fit(vcov='iid', kernel=kernel, bandwidth=bandwidth) stata = d[(kernel, bandwidth)] return statsm, stata def test_fitted_residuals(): data = sm.datasets.engel.load_pandas().data y, X = dmatrices('foodexp ~ income', data, return_type='dataframe') res = QuantReg(y, X).fit(q=.1) # Note: maxabs relative error with fitted is 1.789e-09 assert_almost_equal(np.array(res.fittedvalues), Rquantreg.fittedvalues, 5) assert_almost_equal(np.array(res.predict()), Rquantreg.fittedvalues, 5) assert_almost_equal(np.array(res.resid), Rquantreg.residuals, 5) class TestEpanechnikovHsheatherQ75(CheckModelResultsMixin): # Vincent Arel-Bundock also spot-checked q=.1 @classmethod def setUp(cls): data = sm.datasets.engel.load_pandas().data y, X = dmatrices('foodexp ~ income', data, return_type='dataframe') cls.res1 = QuantReg(y, X).fit(q=.75, vcov='iid', kernel='epa', bandwidth='hsheather') cls.res2 = epanechnikov_hsheather_q75 class TestEpanechnikovBofinger(CheckModelResultsMixin): @classmethod def setUp(cls): cls.res1, cls.res2 = setup_fun('epa', 'bofinger') class TestEpanechnikovChamberlain(CheckModelResultsMixin): @classmethod def setUp(cls): cls.res1, cls.res2 = setup_fun('epa', 'chamberlain') class TestEpanechnikovHsheather(CheckModelResultsMixin): @classmethod def setUp(cls): cls.res1, cls.res2 = setup_fun('epa', 'hsheather') class TestGaussianBofinger(CheckModelResultsMixin): @classmethod def setUp(cls): cls.res1, cls.res2 = setup_fun('gau', 'bofinger') class TestGaussianChamberlain(CheckModelResultsMixin): @classmethod def setUp(cls): cls.res1, cls.res2 = setup_fun('gau', 'chamberlain') class TestGaussianHsheather(CheckModelResultsMixin): @classmethod def setUp(cls): cls.res1, cls.res2 = setup_fun('gau', 'hsheather') class TestBiweightBofinger(CheckModelResultsMixin): @classmethod def setUp(cls): cls.res1, cls.res2 = setup_fun('biw', 'bofinger') class TestBiweightChamberlain(CheckModelResultsMixin): @classmethod def setUp(cls): cls.res1, cls.res2 = setup_fun('biw', 'chamberlain') class TestBiweightHsheather(CheckModelResultsMixin): @classmethod def setUp(cls): cls.res1, cls.res2 = setup_fun('biw', 'hsheather') class TestCosineBofinger(CheckModelResultsMixin): @classmethod def setUp(cls): cls.res1, cls.res2 = setup_fun('cos', 'bofinger') class TestCosineChamberlain(CheckModelResultsMixin): @classmethod def setUp(cls): cls.res1, cls.res2 = setup_fun('cos', 'chamberlain') class TestCosineHsheather(CheckModelResultsMixin): @classmethod def setUp(cls): cls.res1, cls.res2 = setup_fun('cos', 'hsheather') class TestParzeneBofinger(CheckModelResultsMixin): @classmethod def setUp(cls): cls.res1, cls.res2 = setup_fun('par', 'bofinger') class TestParzeneChamberlain(CheckModelResultsMixin): @classmethod def setUp(cls): cls.res1, cls.res2 = setup_fun('par', 'chamberlain') class TestParzeneHsheather(CheckModelResultsMixin): @classmethod def setUp(cls): cls.res1, cls.res2 = setup_fun('par', 'hsheather') #class TestTriangleBofinger(CheckModelResultsMixin): #@classmethod #def setUp(cls): #cls.res1, cls.res2 = setup_fun('tri', 'bofinger') #class TestTriangleChamberlain(CheckModelResultsMixin): #@classmethod #def setUp(cls): #cls.res1, cls.res2 = setup_fun('tri', 'chamberlain') #class TestTriangleHsheather(CheckModelResultsMixin): #@classmethod #def setUp(cls): #cls.res1, cls.res2 = setup_fun('tri', 'hsheather')
bsd-3-clause
CTU-IIG/FlexRaySSScheduler
BenchmarkGenerator/Scripts/make_Modified_plot.py
1
4060
from mpl_toolkits.mplot3d import Axes3D import numpy as np import matplotlib matplotlib.use("Qt4Agg") import matplotlib.pyplot as plt from matplotlib import cm import argparse import csv import os # python3 make_MV_plot.py --steps 50 SAE_1.txt Results/results_MV_used_for_paper.csv payloads = 128#15 periods = 4 class Plotter: def __init__(self): self.dataset = [[0 for _ in range(periods)] for _ in range(payloads)] def read_data(self, results_file: str): if not os.path.exists(results_file): raise ValueError("The result file: {} does not exists".format(results_file)) step_payload = 16 min_payload = 32 instances = 1 with open(results_file, 'r') as f: csv_file = csv.reader(f, delimiter=',') for row in csv_file: payload = int(row[1]) period = int(row[2]) percentage = int(row[6]) self.dataset[int((payload-min_payload)/step_payload)][period] += percentage if percentage < 150 else np.nan for x in range(payloads): for y in range(periods): self.dataset[x][y] /= instances def plot(self): if len(self.dataset) <= 0: raise ValueError("Dataset should not be empty") step_payload = 16 min_payload = 32 plt.rc("text", usetex=True) plt.rcParams['text.latex.preamble'] = [r'\usepackage[euler]{textgreek}'] fig = plt.figure() fig.patch.set_facecolor('white') # fig.suptitle('Tak tohle vede do pekel!!!') ax = fig.add_subplot(111, projection='3d') # fig = plt.figure() # ax = fig.gca(projection='3d') axes_pay = np.asarray([float(x) for x in range(min_payload, min_payload+step_payload*payloads, step_payload)]) axes_peri = np.asarray([float(x) for x in range(0, periods)]) xv, yv = np.meshgrid(axes_peri, axes_pay) zv = np.copy(yv) print(zv) for i in range(len(self.dataset)): for j in range(len(self.dataset[0])): # print("{},{}".format(i,j)) if self.dataset[i][j] != 0: zv[i, j] = self.dataset[i][j] else: zv[i, j] = np.NAN # zv = xv # ax.plot_wireframe(xv, yv, zv, cstride=1, rstride=1) # surf = ax.plot_surface(xv, yv, zv, alpha=0.9, cmap=cm.jet, cstride=1, rstride=1, vmin=66, vmax=100, shade=False ) # surf.set_facecolor((1,1,1,1)) v_min_value = np.nanmin(zv)-4 ax.scatter(xv, yv, zv, alpha=0.9, cmap=cm.viridis_r, c=zv, vmin=v_min_value, vmax=100) # ax.plot_wireframe(xv, yv, zv, alpha=0.9, cmap=cm.jet, cstride=1, rstride=1) ax.set_xlabel("{\\rmfamily \\large M} {\\normalsize[ms]}") ax.set_xticklabels(["\\rmfamily \\large 8", "", "", "", "\\rmfamily \\large 4", "", "", "", "\\rmfamily \\large 2", "", "", "", "\\rmfamily \\large 1"]) ax.set_ylabel("{\\rmfamily \\large W} {\\normalsize[bit]}") # ax.set_yticklabels(["\\rmfamily \\large 0", "\\rmfamily \\large 20", "\\rmfamily \\large 40", "\\rmfamily \\large 60", "\\rmfamily \\large 80", "\\rmfamily \\large 100"]) ax.set_zlabel("{\\rmfamily \\large Portion of the slot threshold [\%]}") # ax.set_zticklabels(["\\rmfamily \\large 40", "\\rmfamily \\large 50", "\\rmfamily \\large 60", "\\rmfamily \\large 70", "\\rmfamily \\large 80", "\\rmfamily \\large 90", "\\rmfamily \\large 100", "\\rmfamily \\large 110", "\\rmfamily \\large 120"]) ax.grid(True) # x = [6,3,6,9,12,24] # y = [3,5,78,12,23,56] # put 0s on the y-axis, and put the y axis on the z-axis # ax.plot(xs=x, ys=[0]*len(x), zs=y, zdir='z', label='ys=0, zdir=z') plt.show() if __name__ == "__main__": parser = argparse.ArgumentParser() parser.add_argument("results", help="File with the stored results") args = parser.parse_args() plotter = Plotter() plotter.read_data(args.results) plotter.plot()
gpl-2.0
valexandersaulys/airbnb_kaggle_contest
venv/lib/python3.4/site-packages/sklearn/linear_model/tests/test_ridge.py
6
24655
import numpy as np import scipy.sparse as sp from scipy import linalg from sklearn.utils.testing import assert_true from sklearn.utils.testing import assert_almost_equal from sklearn.utils.testing import assert_array_almost_equal from sklearn.utils.testing import assert_equal from sklearn.utils.testing import assert_array_equal from sklearn.utils.testing import assert_greater from sklearn.utils.testing import assert_raises from sklearn.utils.testing import assert_raise_message from sklearn.utils.testing import ignore_warnings from sklearn.utils.testing import assert_warns from sklearn import datasets from sklearn.metrics import mean_squared_error from sklearn.metrics import make_scorer from sklearn.metrics import get_scorer from sklearn.linear_model.base import LinearRegression from sklearn.linear_model.ridge import ridge_regression from sklearn.linear_model.ridge import Ridge from sklearn.linear_model.ridge import _RidgeGCV from sklearn.linear_model.ridge import RidgeCV from sklearn.linear_model.ridge import RidgeClassifier from sklearn.linear_model.ridge import RidgeClassifierCV from sklearn.linear_model.ridge import _solve_cholesky from sklearn.linear_model.ridge import _solve_cholesky_kernel from sklearn.datasets import make_regression from sklearn.grid_search import GridSearchCV from sklearn.cross_validation import KFold diabetes = datasets.load_diabetes() X_diabetes, y_diabetes = diabetes.data, diabetes.target ind = np.arange(X_diabetes.shape[0]) rng = np.random.RandomState(0) rng.shuffle(ind) ind = ind[:200] X_diabetes, y_diabetes = X_diabetes[ind], y_diabetes[ind] iris = datasets.load_iris() X_iris = sp.csr_matrix(iris.data) y_iris = iris.target DENSE_FILTER = lambda X: X SPARSE_FILTER = lambda X: sp.csr_matrix(X) def test_ridge(): # Ridge regression convergence test using score # TODO: for this test to be robust, we should use a dataset instead # of np.random. rng = np.random.RandomState(0) alpha = 1.0 for solver in ("svd", "sparse_cg", "cholesky", "lsqr", "sag"): # With more samples than features n_samples, n_features = 6, 5 y = rng.randn(n_samples) X = rng.randn(n_samples, n_features) ridge = Ridge(alpha=alpha, solver=solver) ridge.fit(X, y) assert_equal(ridge.coef_.shape, (X.shape[1], )) assert_greater(ridge.score(X, y), 0.47) if solver in ("cholesky", "sag"): # Currently the only solvers to support sample_weight. ridge.fit(X, y, sample_weight=np.ones(n_samples)) assert_greater(ridge.score(X, y), 0.47) # With more features than samples n_samples, n_features = 5, 10 y = rng.randn(n_samples) X = rng.randn(n_samples, n_features) ridge = Ridge(alpha=alpha, solver=solver) ridge.fit(X, y) assert_greater(ridge.score(X, y), .9) if solver in ("cholesky", "sag"): # Currently the only solvers to support sample_weight. ridge.fit(X, y, sample_weight=np.ones(n_samples)) assert_greater(ridge.score(X, y), 0.9) def test_primal_dual_relationship(): y = y_diabetes.reshape(-1, 1) coef = _solve_cholesky(X_diabetes, y, alpha=[1e-2]) K = np.dot(X_diabetes, X_diabetes.T) dual_coef = _solve_cholesky_kernel(K, y, alpha=[1e-2]) coef2 = np.dot(X_diabetes.T, dual_coef).T assert_array_almost_equal(coef, coef2) def test_ridge_singular(): # test on a singular matrix rng = np.random.RandomState(0) n_samples, n_features = 6, 6 y = rng.randn(n_samples // 2) y = np.concatenate((y, y)) X = rng.randn(n_samples // 2, n_features) X = np.concatenate((X, X), axis=0) ridge = Ridge(alpha=0) ridge.fit(X, y) assert_greater(ridge.score(X, y), 0.9) def test_ridge_sample_weights(): rng = np.random.RandomState(0) for solver in ("cholesky", ): for n_samples, n_features in ((6, 5), (5, 10)): for alpha in (1.0, 1e-2): y = rng.randn(n_samples) X = rng.randn(n_samples, n_features) sample_weight = 1 + rng.rand(n_samples) coefs = ridge_regression(X, y, alpha=alpha, sample_weight=sample_weight, solver=solver) # Sample weight can be implemented via a simple rescaling # for the square loss. coefs2 = ridge_regression( X * np.sqrt(sample_weight)[:, np.newaxis], y * np.sqrt(sample_weight), alpha=alpha, solver=solver) assert_array_almost_equal(coefs, coefs2) # Test for fit_intercept = True est = Ridge(alpha=alpha, solver=solver) est.fit(X, y, sample_weight=sample_weight) # Check using Newton's Method # Quadratic function should be solved in a single step. # Initialize sample_weight = np.sqrt(sample_weight) X_weighted = sample_weight[:, np.newaxis] * ( np.column_stack((np.ones(n_samples), X))) y_weighted = y * sample_weight # Gradient is (X*coef-y)*X + alpha*coef_[1:] # Remove coef since it is initialized to zero. grad = -np.dot(y_weighted, X_weighted) # Hessian is (X.T*X) + alpha*I except that the first # diagonal element should be zero, since there is no # penalization of intercept. diag = alpha * np.ones(n_features + 1) diag[0] = 0. hess = np.dot(X_weighted.T, X_weighted) hess.flat[::n_features + 2] += diag coef_ = - np.dot(linalg.inv(hess), grad) assert_almost_equal(coef_[0], est.intercept_) assert_array_almost_equal(coef_[1:], est.coef_) def test_ridge_shapes(): # Test shape of coef_ and intercept_ rng = np.random.RandomState(0) n_samples, n_features = 5, 10 X = rng.randn(n_samples, n_features) y = rng.randn(n_samples) Y1 = y[:, np.newaxis] Y = np.c_[y, 1 + y] ridge = Ridge() ridge.fit(X, y) assert_equal(ridge.coef_.shape, (n_features,)) assert_equal(ridge.intercept_.shape, ()) ridge.fit(X, Y1) assert_equal(ridge.coef_.shape, (1, n_features)) assert_equal(ridge.intercept_.shape, (1, )) ridge.fit(X, Y) assert_equal(ridge.coef_.shape, (2, n_features)) assert_equal(ridge.intercept_.shape, (2, )) def test_ridge_intercept(): # Test intercept with multiple targets GH issue #708 rng = np.random.RandomState(0) n_samples, n_features = 5, 10 X = rng.randn(n_samples, n_features) y = rng.randn(n_samples) Y = np.c_[y, 1. + y] ridge = Ridge() ridge.fit(X, y) intercept = ridge.intercept_ ridge.fit(X, Y) assert_almost_equal(ridge.intercept_[0], intercept) assert_almost_equal(ridge.intercept_[1], intercept + 1.) def test_toy_ridge_object(): # Test BayesianRegression ridge classifier # TODO: test also n_samples > n_features X = np.array([[1], [2]]) Y = np.array([1, 2]) clf = Ridge(alpha=0.0) clf.fit(X, Y) X_test = [[1], [2], [3], [4]] assert_almost_equal(clf.predict(X_test), [1., 2, 3, 4]) assert_equal(len(clf.coef_.shape), 1) assert_equal(type(clf.intercept_), np.float64) Y = np.vstack((Y, Y)).T clf.fit(X, Y) X_test = [[1], [2], [3], [4]] assert_equal(len(clf.coef_.shape), 2) assert_equal(type(clf.intercept_), np.ndarray) def test_ridge_vs_lstsq(): # On alpha=0., Ridge and OLS yield the same solution. rng = np.random.RandomState(0) # we need more samples than features n_samples, n_features = 5, 4 y = rng.randn(n_samples) X = rng.randn(n_samples, n_features) ridge = Ridge(alpha=0., fit_intercept=False) ols = LinearRegression(fit_intercept=False) ridge.fit(X, y) ols.fit(X, y) assert_almost_equal(ridge.coef_, ols.coef_) ridge.fit(X, y) ols.fit(X, y) assert_almost_equal(ridge.coef_, ols.coef_) def test_ridge_individual_penalties(): # Tests the ridge object using individual penalties rng = np.random.RandomState(42) n_samples, n_features, n_targets = 20, 10, 5 X = rng.randn(n_samples, n_features) y = rng.randn(n_samples, n_targets) penalties = np.arange(n_targets) coef_cholesky = np.array([ Ridge(alpha=alpha, solver="cholesky").fit(X, target).coef_ for alpha, target in zip(penalties, y.T)]) coefs_indiv_pen = [ Ridge(alpha=penalties, solver=solver, tol=1e-8).fit(X, y).coef_ for solver in ['svd', 'sparse_cg', 'lsqr', 'cholesky', 'sag']] for coef_indiv_pen in coefs_indiv_pen: assert_array_almost_equal(coef_cholesky, coef_indiv_pen) # Test error is raised when number of targets and penalties do not match. ridge = Ridge(alpha=penalties[:-1]) assert_raises(ValueError, ridge.fit, X, y) def _test_ridge_loo(filter_): # test that can work with both dense or sparse matrices n_samples = X_diabetes.shape[0] ret = [] ridge_gcv = _RidgeGCV(fit_intercept=False) ridge = Ridge(alpha=1.0, fit_intercept=False) # generalized cross-validation (efficient leave-one-out) decomp = ridge_gcv._pre_compute(X_diabetes, y_diabetes) errors, c = ridge_gcv._errors(1.0, y_diabetes, *decomp) values, c = ridge_gcv._values(1.0, y_diabetes, *decomp) # brute-force leave-one-out: remove one example at a time errors2 = [] values2 = [] for i in range(n_samples): sel = np.arange(n_samples) != i X_new = X_diabetes[sel] y_new = y_diabetes[sel] ridge.fit(X_new, y_new) value = ridge.predict([X_diabetes[i]])[0] error = (y_diabetes[i] - value) ** 2 errors2.append(error) values2.append(value) # check that efficient and brute-force LOO give same results assert_almost_equal(errors, errors2) assert_almost_equal(values, values2) # generalized cross-validation (efficient leave-one-out, # SVD variation) decomp = ridge_gcv._pre_compute_svd(X_diabetes, y_diabetes) errors3, c = ridge_gcv._errors_svd(ridge.alpha, y_diabetes, *decomp) values3, c = ridge_gcv._values_svd(ridge.alpha, y_diabetes, *decomp) # check that efficient and SVD efficient LOO give same results assert_almost_equal(errors, errors3) assert_almost_equal(values, values3) # check best alpha ridge_gcv.fit(filter_(X_diabetes), y_diabetes) alpha_ = ridge_gcv.alpha_ ret.append(alpha_) # check that we get same best alpha with custom loss_func f = ignore_warnings scoring = make_scorer(mean_squared_error, greater_is_better=False) ridge_gcv2 = RidgeCV(fit_intercept=False, scoring=scoring) f(ridge_gcv2.fit)(filter_(X_diabetes), y_diabetes) assert_equal(ridge_gcv2.alpha_, alpha_) # check that we get same best alpha with custom score_func func = lambda x, y: -mean_squared_error(x, y) scoring = make_scorer(func) ridge_gcv3 = RidgeCV(fit_intercept=False, scoring=scoring) f(ridge_gcv3.fit)(filter_(X_diabetes), y_diabetes) assert_equal(ridge_gcv3.alpha_, alpha_) # check that we get same best alpha with a scorer scorer = get_scorer('mean_squared_error') ridge_gcv4 = RidgeCV(fit_intercept=False, scoring=scorer) ridge_gcv4.fit(filter_(X_diabetes), y_diabetes) assert_equal(ridge_gcv4.alpha_, alpha_) # check that we get same best alpha with sample weights ridge_gcv.fit(filter_(X_diabetes), y_diabetes, sample_weight=np.ones(n_samples)) assert_equal(ridge_gcv.alpha_, alpha_) # simulate several responses Y = np.vstack((y_diabetes, y_diabetes)).T ridge_gcv.fit(filter_(X_diabetes), Y) Y_pred = ridge_gcv.predict(filter_(X_diabetes)) ridge_gcv.fit(filter_(X_diabetes), y_diabetes) y_pred = ridge_gcv.predict(filter_(X_diabetes)) assert_array_almost_equal(np.vstack((y_pred, y_pred)).T, Y_pred, decimal=5) return ret def _test_ridge_cv(filter_): n_samples = X_diabetes.shape[0] ridge_cv = RidgeCV() ridge_cv.fit(filter_(X_diabetes), y_diabetes) ridge_cv.predict(filter_(X_diabetes)) assert_equal(len(ridge_cv.coef_.shape), 1) assert_equal(type(ridge_cv.intercept_), np.float64) cv = KFold(n_samples, 5) ridge_cv.set_params(cv=cv) ridge_cv.fit(filter_(X_diabetes), y_diabetes) ridge_cv.predict(filter_(X_diabetes)) assert_equal(len(ridge_cv.coef_.shape), 1) assert_equal(type(ridge_cv.intercept_), np.float64) def _test_ridge_diabetes(filter_): ridge = Ridge(fit_intercept=False) ridge.fit(filter_(X_diabetes), y_diabetes) return np.round(ridge.score(filter_(X_diabetes), y_diabetes), 5) def _test_multi_ridge_diabetes(filter_): # simulate several responses Y = np.vstack((y_diabetes, y_diabetes)).T n_features = X_diabetes.shape[1] ridge = Ridge(fit_intercept=False) ridge.fit(filter_(X_diabetes), Y) assert_equal(ridge.coef_.shape, (2, n_features)) Y_pred = ridge.predict(filter_(X_diabetes)) ridge.fit(filter_(X_diabetes), y_diabetes) y_pred = ridge.predict(filter_(X_diabetes)) assert_array_almost_equal(np.vstack((y_pred, y_pred)).T, Y_pred, decimal=3) def _test_ridge_classifiers(filter_): n_classes = np.unique(y_iris).shape[0] n_features = X_iris.shape[1] for clf in (RidgeClassifier(), RidgeClassifierCV()): clf.fit(filter_(X_iris), y_iris) assert_equal(clf.coef_.shape, (n_classes, n_features)) y_pred = clf.predict(filter_(X_iris)) assert_greater(np.mean(y_iris == y_pred), .79) n_samples = X_iris.shape[0] cv = KFold(n_samples, 5) clf = RidgeClassifierCV(cv=cv) clf.fit(filter_(X_iris), y_iris) y_pred = clf.predict(filter_(X_iris)) assert_true(np.mean(y_iris == y_pred) >= 0.8) def _test_tolerance(filter_): ridge = Ridge(tol=1e-5, fit_intercept=False) ridge.fit(filter_(X_diabetes), y_diabetes) score = ridge.score(filter_(X_diabetes), y_diabetes) ridge2 = Ridge(tol=1e-3, fit_intercept=False) ridge2.fit(filter_(X_diabetes), y_diabetes) score2 = ridge2.score(filter_(X_diabetes), y_diabetes) assert_true(score >= score2) # ignore warning that solvers are changed to SAG for # temporary fix @ignore_warnings def test_dense_sparse(): for test_func in (_test_ridge_loo, _test_ridge_cv, _test_ridge_diabetes, _test_multi_ridge_diabetes, _test_ridge_classifiers, _test_tolerance): # test dense matrix ret_dense = test_func(DENSE_FILTER) # test sparse matrix ret_sparse = test_func(SPARSE_FILTER) # test that the outputs are the same if ret_dense is not None and ret_sparse is not None: assert_array_almost_equal(ret_dense, ret_sparse, decimal=3) def test_ridge_cv_sparse_svd(): X = sp.csr_matrix(X_diabetes) ridge = RidgeCV(gcv_mode="svd") assert_raises(TypeError, ridge.fit, X) def test_ridge_sparse_svd(): X = sp.csc_matrix(rng.rand(100, 10)) y = rng.rand(100) ridge = Ridge(solver='svd', fit_intercept=False) assert_raises(TypeError, ridge.fit, X, y) def test_class_weights(): # Test class weights. X = np.array([[-1.0, -1.0], [-1.0, 0], [-.8, -1.0], [1.0, 1.0], [1.0, 0.0]]) y = [1, 1, 1, -1, -1] clf = RidgeClassifier(class_weight=None) clf.fit(X, y) assert_array_equal(clf.predict([[0.2, -1.0]]), np.array([1])) # we give a small weights to class 1 clf = RidgeClassifier(class_weight={1: 0.001}) clf.fit(X, y) # now the hyperplane should rotate clock-wise and # the prediction on this point should shift assert_array_equal(clf.predict([[0.2, -1.0]]), np.array([-1])) # check if class_weight = 'balanced' can handle negative labels. clf = RidgeClassifier(class_weight='balanced') clf.fit(X, y) assert_array_equal(clf.predict([[0.2, -1.0]]), np.array([1])) # class_weight = 'balanced', and class_weight = None should return # same values when y has equal number of all labels X = np.array([[-1.0, -1.0], [-1.0, 0], [-.8, -1.0], [1.0, 1.0]]) y = [1, 1, -1, -1] clf = RidgeClassifier(class_weight=None) clf.fit(X, y) clfa = RidgeClassifier(class_weight='balanced') clfa.fit(X, y) assert_equal(len(clfa.classes_), 2) assert_array_almost_equal(clf.coef_, clfa.coef_) assert_array_almost_equal(clf.intercept_, clfa.intercept_) def test_class_weight_vs_sample_weight(): """Check class_weights resemble sample_weights behavior.""" for clf in (RidgeClassifier, RidgeClassifierCV): # Iris is balanced, so no effect expected for using 'balanced' weights clf1 = clf() clf1.fit(iris.data, iris.target) clf2 = clf(class_weight='balanced') clf2.fit(iris.data, iris.target) assert_almost_equal(clf1.coef_, clf2.coef_) # Inflate importance of class 1, check against user-defined weights sample_weight = np.ones(iris.target.shape) sample_weight[iris.target == 1] *= 100 class_weight = {0: 1., 1: 100., 2: 1.} clf1 = clf() clf1.fit(iris.data, iris.target, sample_weight) clf2 = clf(class_weight=class_weight) clf2.fit(iris.data, iris.target) assert_almost_equal(clf1.coef_, clf2.coef_) # Check that sample_weight and class_weight are multiplicative clf1 = clf() clf1.fit(iris.data, iris.target, sample_weight ** 2) clf2 = clf(class_weight=class_weight) clf2.fit(iris.data, iris.target, sample_weight) assert_almost_equal(clf1.coef_, clf2.coef_) def test_class_weights_cv(): # Test class weights for cross validated ridge classifier. X = np.array([[-1.0, -1.0], [-1.0, 0], [-.8, -1.0], [1.0, 1.0], [1.0, 0.0]]) y = [1, 1, 1, -1, -1] clf = RidgeClassifierCV(class_weight=None, alphas=[.01, .1, 1]) clf.fit(X, y) # we give a small weights to class 1 clf = RidgeClassifierCV(class_weight={1: 0.001}, alphas=[.01, .1, 1, 10]) clf.fit(X, y) assert_array_equal(clf.predict([[-.2, 2]]), np.array([-1])) def test_ridgecv_store_cv_values(): # Test _RidgeCV's store_cv_values attribute. rng = rng = np.random.RandomState(42) n_samples = 8 n_features = 5 x = rng.randn(n_samples, n_features) alphas = [1e-1, 1e0, 1e1] n_alphas = len(alphas) r = RidgeCV(alphas=alphas, store_cv_values=True) # with len(y.shape) == 1 y = rng.randn(n_samples) r.fit(x, y) assert_equal(r.cv_values_.shape, (n_samples, n_alphas)) # with len(y.shape) == 2 n_responses = 3 y = rng.randn(n_samples, n_responses) r.fit(x, y) assert_equal(r.cv_values_.shape, (n_samples, n_responses, n_alphas)) def test_ridgecv_sample_weight(): rng = np.random.RandomState(0) alphas = (0.1, 1.0, 10.0) # There are different algorithms for n_samples > n_features # and the opposite, so test them both. for n_samples, n_features in ((6, 5), (5, 10)): y = rng.randn(n_samples) X = rng.randn(n_samples, n_features) sample_weight = 1 + rng.rand(n_samples) cv = KFold(n_samples, 5) ridgecv = RidgeCV(alphas=alphas, cv=cv) ridgecv.fit(X, y, sample_weight=sample_weight) # Check using GridSearchCV directly parameters = {'alpha': alphas} fit_params = {'sample_weight': sample_weight} gs = GridSearchCV(Ridge(), parameters, fit_params=fit_params, cv=cv) gs.fit(X, y) assert_equal(ridgecv.alpha_, gs.best_estimator_.alpha) assert_array_almost_equal(ridgecv.coef_, gs.best_estimator_.coef_) def test_raises_value_error_if_sample_weights_greater_than_1d(): # Sample weights must be either scalar or 1D n_sampless = [2, 3] n_featuress = [3, 2] rng = np.random.RandomState(42) for n_samples, n_features in zip(n_sampless, n_featuress): X = rng.randn(n_samples, n_features) y = rng.randn(n_samples) sample_weights_OK = rng.randn(n_samples) ** 2 + 1 sample_weights_OK_1 = 1. sample_weights_OK_2 = 2. sample_weights_not_OK = sample_weights_OK[:, np.newaxis] sample_weights_not_OK_2 = sample_weights_OK[np.newaxis, :] ridge = Ridge(alpha=1) # make sure the "OK" sample weights actually work ridge.fit(X, y, sample_weights_OK) ridge.fit(X, y, sample_weights_OK_1) ridge.fit(X, y, sample_weights_OK_2) def fit_ridge_not_ok(): ridge.fit(X, y, sample_weights_not_OK) def fit_ridge_not_ok_2(): ridge.fit(X, y, sample_weights_not_OK_2) assert_raise_message(ValueError, "Sample weights must be 1D array or scalar", fit_ridge_not_ok) assert_raise_message(ValueError, "Sample weights must be 1D array or scalar", fit_ridge_not_ok_2) def test_sparse_design_with_sample_weights(): # Sample weights must work with sparse matrices n_sampless = [2, 3] n_featuress = [3, 2] rng = np.random.RandomState(42) sparse_matrix_converters = [sp.coo_matrix, sp.csr_matrix, sp.csc_matrix, sp.lil_matrix, sp.dok_matrix ] sparse_ridge = Ridge(alpha=1., fit_intercept=False) dense_ridge = Ridge(alpha=1., fit_intercept=False) for n_samples, n_features in zip(n_sampless, n_featuress): X = rng.randn(n_samples, n_features) y = rng.randn(n_samples) sample_weights = rng.randn(n_samples) ** 2 + 1 for sparse_converter in sparse_matrix_converters: X_sparse = sparse_converter(X) sparse_ridge.fit(X_sparse, y, sample_weight=sample_weights) dense_ridge.fit(X, y, sample_weight=sample_weights) assert_array_almost_equal(sparse_ridge.coef_, dense_ridge.coef_, decimal=6) def test_raises_value_error_if_solver_not_supported(): # Tests whether a ValueError is raised if a non-identified solver # is passed to ridge_regression wrong_solver = "This is not a solver (MagritteSolveCV QuantumBitcoin)" exception = ValueError message = "Solver %s not understood" % wrong_solver def func(): X = np.eye(3) y = np.ones(3) ridge_regression(X, y, alpha=1., solver=wrong_solver) assert_raise_message(exception, message, func) def test_sparse_cg_max_iter(): reg = Ridge(solver="sparse_cg", max_iter=1) reg.fit(X_diabetes, y_diabetes) assert_equal(reg.coef_.shape[0], X_diabetes.shape[1]) @ignore_warnings def test_n_iter(): # Test that self.n_iter_ is correct. n_targets = 2 X, y = X_diabetes, y_diabetes y_n = np.tile(y, (n_targets, 1)).T for max_iter in range(1, 4): for solver in ('sag', 'lsqr'): reg = Ridge(solver=solver, max_iter=max_iter, tol=1e-12) reg.fit(X, y_n) assert_array_equal(reg.n_iter_, np.tile(max_iter, n_targets)) for solver in ('sparse_cg', 'svd', 'cholesky'): reg = Ridge(solver=solver, max_iter=1, tol=1e-1) reg.fit(X, y_n) assert_equal(reg.n_iter_, None) def test_ridge_fit_intercept_sparse(): X, y = make_regression(n_samples=1000, n_features=2, n_informative=2, bias=10., random_state=42) X_csr = sp.csr_matrix(X) dense = Ridge(alpha=1., tol=1.e-15, solver='sag', fit_intercept=True) sparse = Ridge(alpha=1., tol=1.e-15, solver='sag', fit_intercept=True) dense.fit(X, y) sparse.fit(X_csr, y) assert_almost_equal(dense.intercept_, sparse.intercept_) assert_array_almost_equal(dense.coef_, sparse.coef_) # test the solver switch and the corresponding warning sparse = Ridge(alpha=1., tol=1.e-15, solver='lsqr', fit_intercept=True) assert_warns(UserWarning, sparse.fit, X_csr, y) assert_almost_equal(dense.intercept_, sparse.intercept_) assert_array_almost_equal(dense.coef_, sparse.coef_)
gpl-2.0
moonbury/pythonanywhere
MatplotlibCookbook/Chapter 8/test.py
3
2513
from gi.repository import Gtk import numpy from matplotlib.figure import Figure from matplotlib.backends.backend_gtk3agg import FigureCanvasGTK3Agg def supershape_radius(phi, a, b, m, n1, n2, n3): theta = .25 * m * phi cos = numpy.fabs(numpy.cos(theta) / a) ** n2 sin = numpy.fabs(numpy.sin(theta) / b) ** n3 r = (cos + sin) ** (-1. / n1) r /= numpy.max(r) return r class SuperShapeWindow(Gtk.Window): def __init__(self): Gtk.Window.__init__(self, title = 'SuperShape') layout_box = Gtk.Box.new(Gtk.Orientation.VERTICAL, 0) self.add(layout_box) self.m = 3 self.n1 = 2 self.n2 = 18 self.n3 = 18 self.fig = Figure((6, 6), dpi = 80) #w, h = self.fig.get_size_inches() #dpi_res = self.fig.get_dpi() #w, h = int(numpy.ceil(w * dpi_res)), int(numpy.ceil(h * dpi_res)) canvas = FigureCanvasGTK3Agg(self.fig) #canvas.set_size_request(w, h) layout_box.add(canvas) self.m_slider = Gtk.HScale.new(Gtk.Adjustment(self.m, 1, 20, 1., .1, 1)) self.m_slider.connect('value-changed', self.on_m_slide) layout_box.add(self.m_slider) self.n1_slider = Gtk.HScale.new(Gtk.Adjustment(self.n1, .01, 20, 1., .1, 1)) self.n1_slider.connect('value-changed', self.on_n1_slide) layout_box.add(self.n1_slider) self.n2_slider = Gtk.HScale.new(Gtk.Adjustment(self.n2, .01, 20, 1., .1, 1)) self.n2_slider.connect('value-changed', self.on_n2_slide) layout_box.add(self.n2_slider) self.n3_slider = Gtk.HScale.new(Gtk.Adjustment(self.n3, .01, 20, 1., .1, 1)) self.n3_slider.connect('value-changed', self.on_n3_slide) layout_box.add(self.n3_slider) self.draw_figure() def on_m_slide(self, event): self.m = self.m_slider.get_value() self.refresh_figure() def on_n1_slide(self, event): self.n1 = self.n1_slider.get_value() self.refresh_figure() def on_n2_slide(self, event): self.n2 = self.n2_slider.get_value() self.refresh_figure() def on_n3_slide(self, event): self.n3 = self.n3_slider.get_value() self.refresh_figure() def draw_figure(self): self.phi = numpy.linspace(0, 2 * numpy.pi, 1024) ax = self.fig.add_subplot(111, polar = True) r = supershape_radius(self.phi, 1, 1, self.m, self.n1, self.n2, self.n3) self.lines, = ax.plot(self.phi, r, lw = 3.) self.fig.canvas.draw() def refresh_figure(self): r = supershape_radius(self.phi, 1, 1, self.m, self.n1, self.n2, self.n3) self.lines.set_ydata(r) self.fig.canvas.draw_idle() win = SuperShapeWindow() win.connect('delete-event', Gtk.main_quit) win.show_all() Gtk.main()
gpl-3.0
lucidfrontier45/scikit-learn
benchmarks/bench_plot_ward.py
8
1151
""" 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=3) 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
MJuddBooth/pandas
pandas/tests/arrays/categorical/test_indexing.py
2
9775
# -*- coding: utf-8 -*- import numpy as np import pytest import pandas as pd from pandas import Categorical, CategoricalIndex, Index, PeriodIndex, Series import pandas.core.common as com from pandas.tests.arrays.categorical.common import TestCategorical import pandas.util.testing as tm class TestCategoricalIndexingWithFactor(TestCategorical): def test_getitem(self): assert self.factor[0] == 'a' assert self.factor[-1] == 'c' subf = self.factor[[0, 1, 2]] tm.assert_numpy_array_equal(subf._codes, np.array([0, 1, 1], dtype=np.int8)) subf = self.factor[np.asarray(self.factor) == 'c'] tm.assert_numpy_array_equal(subf._codes, np.array([2, 2, 2], dtype=np.int8)) def test_setitem(self): # int/positional c = self.factor.copy() c[0] = 'b' assert c[0] == 'b' c[-1] = 'a' assert c[-1] == 'a' # boolean c = self.factor.copy() indexer = np.zeros(len(c), dtype='bool') indexer[0] = True indexer[-1] = True c[indexer] = 'c' expected = Categorical(['c', 'b', 'b', 'a', 'a', 'c', 'c', 'c'], ordered=True) tm.assert_categorical_equal(c, expected) @pytest.mark.parametrize('other', [ pd.Categorical(['b', 'a']), pd.Categorical(['b', 'a'], categories=['b', 'a']), ]) def test_setitem_same_but_unordered(self, other): # GH-24142 target = pd.Categorical(['a', 'b'], categories=['a', 'b']) mask = np.array([True, False]) target[mask] = other[mask] expected = pd.Categorical(['b', 'b'], categories=['a', 'b']) tm.assert_categorical_equal(target, expected) @pytest.mark.parametrize('other', [ pd.Categorical(['b', 'a'], categories=['b', 'a', 'c']), pd.Categorical(['b', 'a'], categories=['a', 'b', 'c']), pd.Categorical(['a', 'a'], categories=['a']), pd.Categorical(['b', 'b'], categories=['b']), ]) def test_setitem_different_unordered_raises(self, other): # GH-24142 target = pd.Categorical(['a', 'b'], categories=['a', 'b']) mask = np.array([True, False]) with pytest.raises(ValueError): target[mask] = other[mask] @pytest.mark.parametrize('other', [ pd.Categorical(['b', 'a']), pd.Categorical(['b', 'a'], categories=['b', 'a'], ordered=True), pd.Categorical(['b', 'a'], categories=['a', 'b', 'c'], ordered=True), ]) def test_setitem_same_ordered_rasies(self, other): # Gh-24142 target = pd.Categorical(['a', 'b'], categories=['a', 'b'], ordered=True) mask = np.array([True, False]) with pytest.raises(ValueError): target[mask] = other[mask] class TestCategoricalIndexing(object): def test_getitem_listlike(self): # GH 9469 # properly coerce the input indexers np.random.seed(1) c = Categorical(np.random.randint(0, 5, size=150000).astype(np.int8)) result = c.codes[np.array([100000]).astype(np.int64)] expected = c[np.array([100000]).astype(np.int64)].codes tm.assert_numpy_array_equal(result, expected) def test_periodindex(self): idx1 = PeriodIndex(['2014-01', '2014-01', '2014-02', '2014-02', '2014-03', '2014-03'], freq='M') cat1 = Categorical(idx1) str(cat1) exp_arr = np.array([0, 0, 1, 1, 2, 2], dtype=np.int8) exp_idx = PeriodIndex(['2014-01', '2014-02', '2014-03'], freq='M') tm.assert_numpy_array_equal(cat1._codes, exp_arr) tm.assert_index_equal(cat1.categories, exp_idx) idx2 = PeriodIndex(['2014-03', '2014-03', '2014-02', '2014-01', '2014-03', '2014-01'], freq='M') cat2 = Categorical(idx2, ordered=True) str(cat2) exp_arr = np.array([2, 2, 1, 0, 2, 0], dtype=np.int8) exp_idx2 = PeriodIndex(['2014-01', '2014-02', '2014-03'], freq='M') tm.assert_numpy_array_equal(cat2._codes, exp_arr) tm.assert_index_equal(cat2.categories, exp_idx2) idx3 = PeriodIndex(['2013-12', '2013-11', '2013-10', '2013-09', '2013-08', '2013-07', '2013-05'], freq='M') cat3 = Categorical(idx3, ordered=True) exp_arr = np.array([6, 5, 4, 3, 2, 1, 0], dtype=np.int8) exp_idx = PeriodIndex(['2013-05', '2013-07', '2013-08', '2013-09', '2013-10', '2013-11', '2013-12'], freq='M') tm.assert_numpy_array_equal(cat3._codes, exp_arr) tm.assert_index_equal(cat3.categories, exp_idx) def test_categories_assigments(self): s = Categorical(["a", "b", "c", "a"]) exp = np.array([1, 2, 3, 1], dtype=np.int64) s.categories = [1, 2, 3] tm.assert_numpy_array_equal(s.__array__(), exp) tm.assert_index_equal(s.categories, Index([1, 2, 3])) # lengthen with pytest.raises(ValueError): s.categories = [1, 2, 3, 4] # shorten with pytest.raises(ValueError): s.categories = [1, 2] # Combinations of sorted/unique: @pytest.mark.parametrize("idx_values", [[1, 2, 3, 4], [1, 3, 2, 4], [1, 3, 3, 4], [1, 2, 2, 4]]) # Combinations of missing/unique @pytest.mark.parametrize("key_values", [[1, 2], [1, 5], [1, 1], [5, 5]]) @pytest.mark.parametrize("key_class", [Categorical, CategoricalIndex]) def test_get_indexer_non_unique(self, idx_values, key_values, key_class): # GH 21448 key = key_class(key_values, categories=range(1, 5)) # Test for flat index and CategoricalIndex with same/different cats: for dtype in None, 'category', key.dtype: idx = Index(idx_values, dtype=dtype) expected, exp_miss = idx.get_indexer_non_unique(key_values) result, res_miss = idx.get_indexer_non_unique(key) tm.assert_numpy_array_equal(expected, result) tm.assert_numpy_array_equal(exp_miss, res_miss) def test_where_unobserved_nan(self): ser = pd.Series(pd.Categorical(['a', 'b'])) result = ser.where([True, False]) expected = pd.Series(pd.Categorical(['a', None], categories=['a', 'b'])) tm.assert_series_equal(result, expected) # all NA ser = pd.Series(pd.Categorical(['a', 'b'])) result = ser.where([False, False]) expected = pd.Series(pd.Categorical([None, None], categories=['a', 'b'])) tm.assert_series_equal(result, expected) def test_where_unobserved_categories(self): ser = pd.Series( Categorical(['a', 'b', 'c'], categories=['d', 'c', 'b', 'a']) ) result = ser.where([True, True, False], other='b') expected = pd.Series( Categorical(['a', 'b', 'b'], categories=ser.cat.categories) ) tm.assert_series_equal(result, expected) def test_where_other_categorical(self): ser = pd.Series( Categorical(['a', 'b', 'c'], categories=['d', 'c', 'b', 'a']) ) other = Categorical(['b', 'c', 'a'], categories=['a', 'c', 'b', 'd']) result = ser.where([True, False, True], other) expected = pd.Series(Categorical(['a', 'c', 'c'], dtype=ser.dtype)) tm.assert_series_equal(result, expected) def test_where_warns(self): ser = pd.Series(Categorical(['a', 'b', 'c'])) with tm.assert_produces_warning(FutureWarning): result = ser.where([True, False, True], 'd') expected = pd.Series(np.array(['a', 'd', 'c'], dtype='object')) tm.assert_series_equal(result, expected) def test_where_ordered_differs_rasies(self): ser = pd.Series( Categorical(['a', 'b', 'c'], categories=['d', 'c', 'b', 'a'], ordered=True) ) other = Categorical(['b', 'c', 'a'], categories=['a', 'c', 'b', 'd'], ordered=True) with tm.assert_produces_warning(FutureWarning): result = ser.where([True, False, True], other) expected = pd.Series(np.array(['a', 'c', 'c'], dtype=object)) tm.assert_series_equal(result, expected) @pytest.mark.parametrize("index", [True, False]) def test_mask_with_boolean(index): s = Series(range(3)) idx = Categorical([True, False, True]) if index: idx = CategoricalIndex(idx) assert com.is_bool_indexer(idx) result = s[idx] expected = s[idx.astype('object')] tm.assert_series_equal(result, expected) @pytest.mark.parametrize("index", [True, False]) def test_mask_with_boolean_raises(index): s = Series(range(3)) idx = Categorical([True, False, None]) if index: idx = CategoricalIndex(idx) with pytest.raises(ValueError, match='NA / NaN'): s[idx] @pytest.fixture def non_coercible_categorical(monkeypatch): """ Monkeypatch Categorical.__array__ to ensure no implicit conversion. Raises ------ ValueError When Categorical.__array__ is called. """ # TODO(Categorical): identify other places where this may be # useful and move to a conftest.py def array(self, dtype=None): raise ValueError("I cannot be converted.") with monkeypatch.context() as m: m.setattr(Categorical, "__array__", array) yield def test_series_at(non_coercible_categorical): arr = Categorical(['a', 'b', 'c']) ser = Series(arr) result = ser.at[0] assert result == 'a'
bsd-3-clause
fabeschan/midigeneration
voices.py
1
7844
import numpy as np import sys import analyze, midi, patterns from data import * import pprint import matplotlib.pyplot as plt pp = pprint.PrettyPrinter(indent=4) class penalty(object): def __init__(self): self.new_voice = 20.0 self.pitch_interval = 1.0 self.silence = 30.0 / 512 # per tick self.collision = 10.0 def common_starts(notes): ''' Return a dictionary, key=start_pos, value=list of notes ''' d = {} notes = sorted(notes, key=lambda v: (v.pos, v.dur)) i, pos = 0, 0 c_starts = [] d[pos] = c_starts for cur in notes: if pos != cur.pos: pos = cur.pos c_starts = [] d[pos] = c_starts c_starts.append(cur) if not d[0]: del d[0] return d def all_combinations(commons, voices): ''' commons: a list of (notes, voices) returns: a list of list of (note, voice) ''' ret = [] for c in commons: commons_ = commons[:] commons_.remove(c) for voice in voices: voices_ = voices[:] voices_.remove(voice) combos = all_combinations(commons_, voices_) if not combos: ret += [ [(c, voice)] ] else: for combo in combos: cross = False for e_n, e_v in combo: if e_n and e_v and voice and c: if c.pitch > e_n.pitch and voice.pitch < e_v.pitch: cross = True break # do not add to ret to avoid voices crossing if c.pitch < e_n.pitch and voice.pitch > e_v.pitch: cross = True break # do not add to ret to avoid voices crossing if not cross: ret += [ [(c, voice)] + combo for combo in combos ] return ret def calculate_penalty(combo, best_so_far, best_so_far_pen, pen): ''' combo is a list of (note, last_note) ''' penalty = 0 #for n, v in combo: # if not v: # penalty += pen.new_voice # else: # #penalty += best_so_far_pen[v] # pen_t_silence = (n.pos - v.pos - v.dur) * pen.silence # pen_t_pitch_interval = abs(v.pitch - n.pitch) * pen.pitch_interval # penalty += pen_t_silence + pen_t_pitch_interval best_so_far = best_so_far.copy() best_so_far_pen = best_so_far_pen.copy() for n, v in combo: best_so_far[n] = v if v: pen_t_silence = (n.pos - v.pos - v.dur) * pen.silence pen_t_pitch_interval = abs(v.pitch - n.pitch) * pen.pitch_interval best_so_far_pen[n] = best_so_far_pen[v] + pen_t_silence + pen_t_pitch_interval else: best_so_far_pen[n] = pen.new_voice voices = extract_voices(best_so_far) for v in voices: last_note = v[-1] penalty += best_so_far_pen[last_note] return penalty class voice(object): def __init__(self, l=[]): self.val = l def __repr__(self): return self.val.__repr__() def identify_voices(piece, pen=None, verbose=False): ''' underlying assumptions: - each note is entirely included in a voice - voice only spans 1 pitch at any one moment alg: - store best-so-far voice ending at each note ''' # here assume piece has exactly one track (=tracks[0]) iter = 0 if not pen: pen = penalty() tr = piece.tracks[0] track_notes = tr.notes cs = common_starts(track_notes) best_so_far = {} # stores previous note in its voice given specified note best_so_far_pen = {} # stores penalty score of voice ending at specified note final_voices = set() # will get updated with the voices that we ultimately want in the end cs_keys = sorted(cs.keys()) for k in cs_keys: commons = cs.get(k, []) # get list of notes that start at pos k # find a voice for each note in commons # find best combination that gives minimum overall penalty # do not need to consider voices that are too far away temp_best_so_far = { n:v for n, v in best_so_far.iteritems() if (k - n.pos - n.dur) * pen.silence < pen.new_voice } #print temp_best_so_far voices = temp_best_so_far.keys() print "\nvoices", len(voices) for i in xrange(len(commons)): # add new empty voices to the mix voices.append(None) combinations_temp = all_combinations(commons, voices) # first generate all combos # get rid of duplicates combinations = set() for combos in combinations_temp: t = frozenset(combo for combo in combos) combinations.add(t) print "\ncombo", len(combinations) # combo is a list of (note, voice). Choose best combo best_combo = min(combinations, key=lambda c: calculate_penalty(c, temp_best_so_far, best_so_far_pen, pen)) lowest_penalty = calculate_penalty(best_combo, temp_best_so_far, best_so_far_pen, pen) for n, v in best_combo: if not v: best_so_far_pen[n] = pen.new_voice best_so_far[n] = None else: best_so_far_pen[n] = calculate_penalty([(n, v)], temp_best_so_far, best_so_far_pen, pen) best_so_far[n] = v sys.stdout.write("\r(Progress: %d/%d)" % (iter, len(cs_keys))) iter += 1 sys.stdout.flush() else: sys.stdout.write("\r") sys.stdout.flush() return best_so_far, best_so_far_pen #pp.pprint(best_so_far) def extract_voices(best_so_far): ''' Reconstruct the voices ''' voices = [] all_notes = best_so_far.keys() #print "all:", all_notes while all_notes: all_notes = sorted(list(all_notes), key=lambda n: -n.pos) n = all_notes[0] voice = _extract_voice(best_so_far, n) #print "voice:", voice voices.append(voice) for a in voice: all_notes.remove(a) del best_so_far[a] return voices def _extract_voice(best_so_far, n): voice = [] if n in best_so_far and best_so_far[n] and best_so_far[n] in best_so_far: r = _extract_voice(best_so_far, best_so_far[n]) r.append(n) return r else: return [n] def plot_voices(voices, bar=0): for voice_ in voices: if voice_: x = [ n.pos for n in voice_ ] y = [ n.pitch for n in voice_ ] plt.step(x, y, marker='o', where='post') ax = plt.axes() start, end = ax.get_xlim() if bar: ax.xaxis.set_ticks(np.arange(start, end, bar)) ax.xaxis.grid(True) else: print "WARNING: voice_ has no notes" plt.show() if __name__ == '__main__': if len(sys.argv) > 1: musicpiece = piece(sys.argv[1]) #musicpiece = a4piece bar = musicpiece.bar print "BAR:", bar if len(sys.argv) == 1: commons = [3,4,2,3, None] voices = [1,2,3] combinations = all_combinations(commons, voices) # first generate all combos uniques = set() for combos in combinations: t = frozenset(combo for combo in combos) uniques.add(t) pp.pprint(uniques) if len(sys.argv) == 2: best_so_far, best_so_far_pen = identify_voices(musicpiece) voices = extract_voices(best_so_far) plot_voices(voices, bar) if len(sys.argv) == 4: # midi-file, b0, b1 musicpiece = musicpiece.segment_by_bars(int(sys.argv[2]), int(sys.argv[3])) best_so_far, best_so_far_pen = identify_voices(musicpiece) voices = extract_voices(best_so_far) plot_voices(voices, bar)
mit
lbishal/scikit-learn
examples/linear_model/plot_ransac.py
73
1859
""" =========================================== Robust linear model estimation using RANSAC =========================================== In this example we see how to robustly fit a linear model to faulty data using the RANSAC algorithm. """ import numpy as np from matplotlib import pyplot as plt from sklearn import linear_model, datasets n_samples = 1000 n_outliers = 50 X, y, coef = datasets.make_regression(n_samples=n_samples, n_features=1, n_informative=1, noise=10, coef=True, random_state=0) # Add outlier data np.random.seed(0) X[:n_outliers] = 3 + 0.5 * np.random.normal(size=(n_outliers, 1)) y[:n_outliers] = -3 + 10 * np.random.normal(size=n_outliers) # Fit line using all data model = linear_model.LinearRegression() model.fit(X, y) # Robustly fit linear model with RANSAC algorithm model_ransac = linear_model.RANSACRegressor(linear_model.LinearRegression()) model_ransac.fit(X, y) inlier_mask = model_ransac.inlier_mask_ outlier_mask = np.logical_not(inlier_mask) # Predict data of estimated models line_X = np.arange(-5, 5) line_y = model.predict(line_X[:, np.newaxis]) line_y_ransac = model_ransac.predict(line_X[:, np.newaxis]) # Compare estimated coefficients print("Estimated coefficients (true, normal, RANSAC):") print(coef, model.coef_, model_ransac.estimator_.coef_) lw = 2 plt.scatter(X[inlier_mask], y[inlier_mask], color='yellowgreen', marker='.', label='Inliers') plt.scatter(X[outlier_mask], y[outlier_mask], color='gold', marker='.', label='Outliers') plt.plot(line_X, line_y, color='navy', linestyle='-', linewidth=lw, label='Linear regressor') plt.plot(line_X, line_y_ransac, color='cornflowerblue', linestyle='-', linewidth=lw, label='RANSAC regressor') plt.legend(loc='lower right') plt.show()
bsd-3-clause
nvoron23/statsmodels
statsmodels/tools/parallel.py
32
2180
"""Parallel utility function using joblib copied from https://github.com/mne-tools/mne-python Author: Alexandre Gramfort <gramfort@nmr.mgh.harvard.edu> License: Simplified BSD changes for statsmodels (Josef Perktold) - try import from joblib directly, (doesn't import all of sklearn) """ from __future__ import print_function from statsmodels.tools.sm_exceptions import (ModuleUnavailableWarning, module_unavailable_doc) def parallel_func(func, n_jobs, verbose=5): """Return parallel instance with delayed function Util function to use joblib only if available Parameters ---------- func: callable A function n_jobs: int Number of jobs to run in parallel verbose: int Verbosity level Returns ------- parallel: instance of joblib.Parallel or list The parallel object my_func: callable func if not parallel or delayed(func) n_jobs: int Number of jobs >= 0 Examples -------- >>> from math import sqrt >>> from statsmodels.tools.parallel import parallel_func >>> parallel, p_func, n_jobs = parallel_func(sqrt, n_jobs=-1, verbose=0) >>> print(n_jobs) >>> parallel(p_func(i**2) for i in range(10)) """ try: try: from joblib import Parallel, delayed except ImportError: from sklearn.externals.joblib import Parallel, delayed parallel = Parallel(n_jobs, verbose=verbose) my_func = delayed(func) if n_jobs == -1: try: import multiprocessing n_jobs = multiprocessing.cpu_count() except (ImportError, NotImplementedError): import warnings warnings.warn(module_unavailable_doc.format('multiprocessing'), ModuleUnavailableWarning) n_jobs = 1 except ImportError: import warnings warnings.warn(module_unavailable_doc.format('joblib'), ModuleUnavailableWarning) n_jobs = 1 my_func = func parallel = list return parallel, my_func, n_jobs
bsd-3-clause
ai-se/XTREE
src/tools/misc.py
2
1959
from pandas import DataFrame, read_csv, concat from os import walk import numpy as np from pdb import set_trace import sys def say(text): sys.stdout.write(str(text)) def shuffle(df, n=1, axis=0): df = df.copy() for _ in range(n): df.apply(np.random.shuffle, axis=axis) return df def csv2DF(dir, as_mtx=False, toBin=False): files=[] for f in dir: df=read_csv(f) headers = [h for h in df.columns if '?' not in h] # set_trace() if isinstance(df[df.columns[-1]][0], str): df[df.columns[-1]] = DataFrame([0 if 'N' in d or 'n' in d else 1 for d in df[df.columns[-1]]]) if toBin: df[df.columns[-1]]=DataFrame([1 if d > 0 else 0 for d in df[df.columns[-1]]]) files.append(df[headers]) "For N files in a project, use 1 to N-1 as train." data_DF = concat(files) if as_mtx: return data_DF.as_matrix() else: return data_DF def explore(dir='../Data/Jureczko/', name=None): datasets = [] for (dirpath, dirnames, filenames) in walk(dir): datasets.append(dirpath) training = [] testing = [] if name: for k in datasets[1:]: if name in k: if 'Jureczko' or 'mccabe' in dir: train = [[dirPath, fname] for dirPath, _, fname in walk(k)] test = [train[0][0] + '/' + train[0][1].pop(-1)] # set_trace() training = [train[0][0] + '/' + p for p in train[0][1] if not p == '.DS_Store' and '.csv' in p] testing = test return training, testing elif 'Seigmund' in dir: train = [dir+name+'/'+fname[0] for dirPath, _, fname in walk(k)] return train else: for k in datasets[1:]: train = [[dirPath, fname] for dirPath, _, fname in walk(k)] test = [train[0][0] + '/' + train[0][1].pop(-1)] training.append( [train[0][0] + '/' + p for p in train[0][1] if not p == '.DS_Store']) testing.append(test) return training, testing
mit
afraser/CellProfiler-Analyst
cpa/dimensredux.py
1
27869
#!/usr/bin/env python # TODO: Add not-classified data functionality, activate url links to 'About' ''' GUI for visual dimensionality reduction of the data via various methods: Singular Value Decomposition (Principal Component Analysis) *A Tutorial on Principal Component Analysis - Jonathon Shlens: http://www.snl.salk.edu/~shlens/pca.pdf t-Distributed Stochastic Neighbor Embedding * L.J.P. van der Maaten and G.E. Hinton. Visualizing High-Dimensional Data Using t-SNE. Journal of Machine Learning Research 9(Nov):2579-2605, 2008. http://jmlr.csail.mit.edu/papers/volume9/vandermaaten08a/vandermaaten08a.pdf By: Juan Escribano Navarro (Intelligent Systems Department, Radboud Universiteit Nijmegen) - 01/05/2010 Modified By: Joris Kraak (Department of Electrical Engineering, Signal Processing Systems Group, Eindhoven University of Technology) - 28-12-2010 ''' import sys import logging from operator import itemgetter import numpy as np import wx import wx.aui from wx.combo import OwnerDrawnComboBox as ComboBox from matplotlib import cm from matplotlib.figure import Figure from matplotlib.backends.backend_wxagg import FigureCanvasWxAgg as Canvas from matplotlib.backends.backend_wx import NavigationToolbar2Wx from imagetools import ShowImage from dbconnect import DBConnect from properties import Properties SVD = 'SVD: Singular Value Decomposition' TSNE = 't-SNE: t-Distributed Stochastic Neighbor Embedding' COLORS = ['g', 'r', 'g', 'g', 'g', 'b', 'b', 'b', 'darkorange', 'greenyellow', 'darkorchid', 'aqua', 'deeppink', 'sienna', 'bisque', 'cornflowerblue', 'goldenrod', 'indigo', 'gray', 'olive', 'steelblue'] class PlotPanel(wx.Panel): ''' Principal Component Analysis (PCA) plot (PCA1 against PCA2) GUI ''' def __init__(self, parent, id= -1, dpi=None, **kwargs): wx.Panel.__init__(self, parent, id=id, **kwargs) self.figure = Figure(dpi=dpi, figsize=(2, 2)) self.canvas = Canvas(self, -1, self.figure) self.figure.set_facecolor((1, 1, 1)) self.figure.set_edgecolor((1, 1, 1)) self.canvas.SetBackgroundColour('white') self.subplot = self.figure.add_subplot(111) self.plot_scores = None self.class_masks = None self.class_names = None self.Loadings = None self.object_opacity = None self.object_accuracies = None self.leg = None self.maskedPCA1 = None self.maskedPCA2 = None self.axes = None # If the script is loaded from ClassifierGUI, load the classification weaklearners try: self.classifier = classifier self.classifier_rules = classifier.algorithm.weak_learners except: self.classifier_rules = [('None', 0, np.array([0, 0]))] self.chMap = p.image_channel_colors self.toolbar = NavigationToolbar2Wx(self.canvas) self.toolbar.Realize() POSITION_OF_CONFIGURE_SUBPLOTS_BTN = 6 self.toolbar.DeleteToolByPos(POSITION_OF_CONFIGURE_SUBPLOTS_BTN) self.statusBar = wx.StatusBar(self, -1) self.statusBar.SetFieldsCount(1) self.motion_event_active = False self.canvas.mpl_connect('motion_notify_event', self.update_status_bar) self.canvas.mpl_connect('button_press_event', self.on_open_image) self.hide_legend_btn = wx.Button(self, -1, " Hide legend ") wx.EVT_BUTTON(self.hide_legend_btn, -1, self.hide_show_legend) self.hide_legend = True tools_sizer = wx.BoxSizer(wx.HORIZONTAL) tools_sizer.Add(self.toolbar, 0, wx.RIGHT | wx.EXPAND) tools_sizer.AddSpacer((5, -1)) tools_sizer.Add(self.hide_legend_btn, 0, wx.LEFT | wx.EXPAND) tools_sizer.AddSpacer((5, -1)) tools_sizer.Add(self.statusBar, 0, wx.LEFT | wx.EXPAND) sizer = wx.BoxSizer(wx.VERTICAL) sizer.Add(self.canvas, 1, wx.EXPAND) sizer.Add(tools_sizer, 0, wx.EXPAND) self.SetSizer(sizer) def set_plot_type(self, plot_scores): ''' Set the plot type (Scores. Loadings) for each notebook page ''' self.plot_scores = plot_scores def set_colormap(self, class_array): ''' Set the colormap based on the number of different classes to plot ''' self.colormap = cm.get_cmap('hsv') num_colors = len(class_array) class_value = np.array(xrange(1, (num_colors + 2)), dtype='float') / num_colors color_set = np.array(self.colormap(class_value)) return color_set def on_open_image(self, event): if event.button == 2 and self.plot_scores == "Scores" and event.inaxes: self.open_image() def open_image(self): ''' Open the image of the selected cell in the Scores plot ''' imViewer = ShowImage(self.actual_key[:-1], self.chMap[:], parent=self.classifier, brightness=1.0, contrast=None) imViewer.imagePanel.SelectPoint(db.GetObjectCoords(self.actual_key)) def hide_show_legend(self, event): ''' Hide or show the legend on the canvas by pressing the button ''' if self.leg is not None: if self.hide_legend: self.leg.set_visible(False) self.figure.canvas.draw() self.hide_legend = False self.hide_legend_btn.SetLabel(label='Show legend') else: self.leg.set_visible(True) self.figure.canvas.draw() self.hide_legend = True self.hide_legend_btn.SetLabel(label=' Hide legend ') def update_status_bar(self, event): ''' Show the key for the nearest object (measured as the Euclidean distance) to the mouse pointer in the plot (scores pdimensredux.PlotPanel.__init__dimensredux.PlotPanel.__init__lot) or the nearest feature (loadings plot) ''' if event.inaxes and self.motion_event_active: x, y = event.xdata, event.ydata if self.plot_scores == "Scores": dist = np.hypot((x - self.Scores[:, 0]), (y - self.Scores[:, 1])) object_dict_key = np.where(dist == np.amin(dist)) xy_key = int(object_dict_key[0][0]) if self.object_accuracies: errorData = ', CA = %0.1f%%' % ((1-self.object_opacity[xy_key])*100.0) else: errorData = '' self.statusBar.SetStatusText(("Object key = " + str(self.data_dic[xy_key]) + errorData), 0) self.actual_key = self.data_dic[xy_key] elif self.plot_scores == "Loadings": dist = np.hypot((x - self.Loadings[0]), (y - self.Loadings[1])) feature_dict_key = np.where(dist == np.amin(dist)) xy_key = int(feature_dict_key[0]) feat_text = self.features_dic[xy_key].split('_') self.statusBar.SetStatusText(('_'.join(feat_text[1:])), 0) def plot_pca(self): ''' Plot the Principal Component Analysis scores (cells) and loadings (features) along with the percentage of data variance the scores represent ''' self.subplot.clear() # Only obtain class data from the database if no data is available yet if self.class_masks is None or self.class_names is None: self.class_masks, self.class_names = self.create_class_masks() self.data = np.nan_to_num(self.data) # Eliminate NaNs # Calculate PCA-SVD and mask data with class information centered = self.mean_center(self.data) U, S, self.Loadings, explained_variance = self.pca_svd(centered, 100, True) self.Scores = np.array(U[:, 0:2]) self.maskedPCA1, self.maskedPCA2 = self.mask_data(len(self.class_names), self.class_masks, self.Scores) self.axes = explained_variance[0:2] self.color_set = self.set_colormap(self.class_names) # Plot the first two PCAs' Scores in the Scores canvas if self.plot_scores == "Scores": handles = [] labels = [] # Determine the different opacities for the objects. This is set to 1 if no opacities have been specified. if self.object_opacity is None: self.object_opacity = np.ones([self.maskedPCA1.shape[0], 1]) self.object_accuracies = False elif self.object_accuracies is None: self.object_accuracies = True opacities = np.unique(self.object_opacity) nOpacity = len(opacities) # For each class and opacity combination plot the corresponding objects for i in xrange(len(self.class_names)): cell_count = np.shape(np.nonzero(self.maskedPCA1[:, i])) for j in xrange(nOpacity): showObjects = np.where(self.object_opacity == opacities[j]) subHandle = self.subplot.scatter(self.maskedPCA1[showObjects[0], i], self.maskedPCA2[showObjects[0], i], 8, c=self.color_set[i, :], linewidth="0.25", alpha=0.25+0.75*opacities[j]) # The highest opacity objects are added to the legend if opacities[j] == np.max(opacities): handles.append(subHandle) labels.append(self.class_names[i] + ': ' + str(cell_count[1])) # Construct the legend and make up the rest of the plot self.leg = self.subplot.legend(handles, labels, loc=4, fancybox=True, handlelength=1) self.leg.get_frame().set_alpha(0.25) x_var = round(((1 - self.axes[0]) * 100), 2) y_var = round(((self.axes[0] - self.axes[1]) * 100), 2) x_axe_var = 'Explained variance: ' + str(x_var) + '%' y_axe_var = 'Explained variance: ' + str(y_var) + '%' self.subplot.set_xlabel(x_axe_var, fontsize=12) self.subplot.set_ylabel(y_axe_var, fontsize=12) self.subplot.axhline(0, -100000, 100000, c='k', lw=0.1) self.subplot.axvline(0, -100000, 100000, c='k', lw=0.1) self.figure.canvas.draw() elif self.plot_scores == "Loadings": # Plot the first two PCAs' Loadings in the Loading canvas weaklearners_mask = np.zeros((np.shape(self.Loadings[0]))) for key in self.features_dic.keys(): for value in self.classifier_rules: if value[0] == self.features_dic[key]: weaklearners_mask[key] += 1 scatter_mask = weaklearners_mask + 1 colors_mask = [] size_mask = [] for i in xrange(len(scatter_mask)): colors_mask.append(COLORS[int(scatter_mask[i])]) size_mask.append((int(scatter_mask[i]) ** 2) * 5) self.subplot.scatter(self.Loadings[0], self.Loadings[1], c=colors_mask, s=size_mask, linewidth="0.5", marker='o') self.subplot.axhline(0, -100000, 100000, c='k', lw=0.1) self.subplot.axvline(0, -100000, 100000, c='k', lw=0.1) self.figure.canvas.draw() self.motion_event_active = True def plot_tsne(self): ''' Plot the t-Distributed Stochastic Neighbor Embedding (t-SNE) distribution of the data ''' self.subplot.clear() self.data = np.nan_to_num(self.data) # Eliminate NaNs centered = self.mean_center(self.data) standardized = self.standardization(centered) # Calculate t-SNE of the data and mask it (python t-SNE version if Intel IPP is not installed) try: from calc_tsne import calc_tsne U = calc_tsne(standardized, 2, 50, 20.0) except: logging.warning('''Could not use fast t-SNE. You may need to install the Intel Integrated Performance Libraries. Will use normal t-SNE instead.''') try: from tsne import tsne U = tsne(standardized, 2, 50, 20.0) except: logging.error('''Both t-SNE versions failed. Your dataset may be too large for t-SNE to handle. Will not plot t-SNE results.''') return self.Scores = U[:, 0:2] if self.class_masks is None or self.class_names is None: self.class_masks, self.class_names = self.create_class_masks() self.masked_X, self.masked_Y = self.mask_data(len(self.class_names), self.class_masks, self.Scores) # Plot the masked t-SNE results in the Scores canvas self.color_set = self.set_colormap(self.class_names) handles = [] labels = [] # Determine the different opacities for the objects. This is set to 1 if no opacities have been specified. if self.object_opacity is None: self.object_opacity = np.ones([self.masked_X.shape[0], 1]) self.object_accuracies = False elif self.object_accuracies is None: self.object_accuracies = True opacities = np.unique(self.object_opacity) nOpacity = len(opacities) # For each class and opacity combination plot the corresponding objects for i in xrange(len(self.class_names)): cell_count = np.shape(np.nonzero(self.masked_X[:, i])) for j in xrange(nOpacity): showObjects = np.where(self.object_opacity == opacities[j]) subHandle = self.subplot.scatter(self.masked_X[showObjects, i], self.masked_Y[showObjects, i], 8, c=self.color_set[i, :], linewidth="0.25", alpha=0.25+0.75*opacities[j]) # The highest opacity objects are added to the legend if opacities[j] == np.max(opacities): handles.append(subHandle) labels.append(self.class_names[i] + ': ' + str(cell_count[1])) self.leg = self.subplot.legend(handles, labels, loc=4, fancybox=True, handlelength=1) self.leg.get_frame().set_alpha(0.25) self.subplot.axhline(0, -100000, 100000, c='k', lw=0.1) self.subplot.axvline(0, -100000, 100000, c='k', lw=0.1) self.figure.canvas.draw() self.motion_event_active = True def clean_canvas(self): self.subplot.clear() def standardization(self, centered_data): ''' Standardize data prior to calculation in order to improve the performance over measurements with large differences in their value ranges ''' standards = np.std(centered_data, 0) for value in standards: if value == 0: logging.error('Division by zero, cannot proceed (an object measurements in your dataset has 0 standard deviation, please check your database)') standardized_data = centered_data / standards return standardized_data def mean_center(self, raw_data): ''' Centering the measurements data around the mean is necessary prior to calculation ''' row, col = np.shape(raw_data) centered_data = raw_data mean_data = raw_data.mean(axis=0) for i in xrange(row): centered_data[i] -= mean_data centered_data = centered_data[:,np.var(centered_data, axis=0) != 0] return centered_data def pca_svd(self, data, PCs=100, standardize=True): ''' Calculate the eigenvectors of the data array using SVD (Singular Value Decomposition) method ''' row, col = np.shape(data) if PCs > col: PCs = col if standardize: data = self.standardization(data) import time U, S, V = np.linalg.svd(data, full_matrices=False) # Calculate the percentage of data measurements variance each PCA explains E = data.copy() row, col = np.shape(E) explained_variance = np.zeros((PCs)) total_explained_variance = 0 init_total_error = np.sum(np.square(E)) for k in xrange(PCs): T = (U[:, k].reshape(row, 1)) * S[k] V_t = np.transpose(V) P = V_t[:, k].reshape(col, 1) E = E - T * (np.transpose(P)) total_error = np.sum(np.square(E)) total_object_residual_variance = (total_error / init_total_error) explained_variance[k] = 1 - total_object_residual_variance - total_explained_variance total_explained_variance += explained_variance[k] return U, S, V, explained_variance def create_class_masks(self): ''' Create class masks for the data based on the classification data from CPAnalyst. This is done in order to print Scoring plots with points in different colors for each class ''' class_data = db.execute('SELECT class, class_number FROM %s ' \ 'ORDER BY %s ASC, %s ASC' % (p.class_table, \ p.image_id, p.object_id)) class_name_number = set([result for result in class_data]) class_name_number = sorted(class_name_number, key=itemgetter(1)) class_names = [item[0] for item in class_name_number] class_number = np.array([result[1] for result in class_data]) num_classes = len(class_names) # In case class numbers are missing in the range (for instance some classes # that were available to train objects in have no objects classified in them) # the class numbers should be remapped class_ids = [item[1] for item in class_name_number] max_id = np.max(class_ids) if len(class_ids) != max_id: logging.info('Found non-consecutive class IDs. Remapping class IDs.') missing_ids = np.flipud(np.setdiff1d(np.arange(max_id)+1, class_ids)) while missing_ids.shape != (0,): indices = class_number >= missing_ids[0] class_number[indices] -= 1 missing_ids = np.delete(missing_ids, 0) class_masks = np.zeros((len(class_number), num_classes)) for i in range(len(class_number)): class_col = class_number[i] - 1 class_masks[i, class_col] = 1 return class_masks, class_names def mask_data(self, num_classes, class_masks, Scores): ''' Mask the Score matrixes using the masks from create_class_mask ''' row = np.size(Scores[:, 0]) col = num_classes masked_data_X = np.zeros((row, col)) masked_data_Y = np.zeros((row, col)) for i in xrange(num_classes): masked_data_X[:, i] = Scores[:, 0] * class_masks[:, i] masked_data_Y[:, i] = Scores[:, 1] * class_masks[:, i] return masked_data_X, masked_data_Y class PlotControl(wx.Panel): ''' Control panel for the dimensionality reduction analysis ''' def __init__(self, parent, fig_sco, fig_load, **kwargs): wx.Panel.__init__(self, parent, **kwargs) self.fig_sco = fig_sco self.fig_load = fig_load sizer = wx.BoxSizer(wx.VERTICAL) self.method_choice = ComboBox(self, -1, choices=[SVD, TSNE], style=wx.CB_READONLY) self.method_choice.Select(0) self.update_chart_btn = wx.Button(self, -1, "Show plot") self.help_btn = wx.Button(self, -1, "About") sz = wx.BoxSizer(wx.HORIZONTAL) sz.Add(wx.StaticText(self, -1, "Method:")) sz.AddSpacer((5, -1)) sz.Add(self.method_choice, 1, wx.EXPAND) sizer.Add(sz, 1, wx.EXPAND) sizer.AddSpacer((-1, 5)) sz2 = wx.BoxSizer(wx.HORIZONTAL) sz2.Add(self.help_btn, wx.LEFT) sz2.AddSpacer((400, -1)) sz2.Add(self.update_chart_btn, wx.RIGHT) sizer.Add(sz2, 1, wx.EXPAND) sizer.AddSpacer((-1, 5)) wx.EVT_BUTTON(self.update_chart_btn, -1, self.on_show_pressed) wx.EVT_BUTTON(self.help_btn, -1, self.on_show_about) self.SetSizer(sizer) self.Show(1) def on_show_about(self, evt): ''' Shows a message box with the version number etc. ''' message = ('Dimensionality Reduction Plot was developed at the Intelligent Systems Dept., ' 'Radboud Universiteit Nijmegen as part of the CellProfiler project and is' ' distributed under the GNU General Public License version 2.\n' '\n' 'For more information about the dimensionality reduction algorithms check:\n' '\n' '*Singular Value Decomposition: http://www.snl.salk.edu/~shlens/pca.pdf\n' '\n' '*t-SNE: http://homepage.tudelft.nl/19j49/t-SNE.html\n') dlg = wx.MessageDialog(self, message, 'CellProfiler Analyst 2.0', style=wx.OK | wx.ICON_INFORMATION) dlg.ShowModal() def on_show_pressed(self, evt): ''' Show the selected dimensionality reduction plot on the canvas ''' selected_method = self.method_choice.GetStringSelection() if selected_method == SVD: self.fig_sco.plot_pca() self.fig_load.plot_pca() elif selected_method == TSNE: self.fig_sco.plot_tsne() self.fig_load.clean_canvas() class PlotNotebook(wx.Panel): ''' A simple wx notebook to create different tabs for Scores and Loadings plot ''' def __init__(self, parent, id= -1): wx.Panel.__init__(self, parent, id=id) self.nb = wx.aui.AuiNotebook(self) sizer = wx.BoxSizer() sizer.Add(self.nb, 1, wx.EXPAND) self.SetSizer(sizer) def add(self, name): page = PlotPanel(self.nb) self.nb.AddPage(page, name) return page class StopCalculating: pass class PlotMain(wx.Frame): ''' Dimensionality reduction GUI main frame ''' def __init__(self, parent, properties = None, show_controls = True, size=(600, 600), loadData = True, **kwargs): wx.Frame.__init__(self, parent, -1, size=size, title='Dimensionality Reduction Plot', **kwargs) self.SetName('Plot main') if properties is not None: global p p = properties if not p.is_initialized(): logging.critical('Classifier requires a properties file. Exiting.') raise Exception('Classifier requires a properties file. Exiting.') global db db = DBConnect.getInstance() global classifier classifier = parent if loadData: # Define a progress dialog dlg = wx.ProgressDialog('Fetching cell data...', '0% Complete', 100, classifier, wx.PD_ELAPSED_TIME | wx.PD_ESTIMATED_TIME | wx.PD_REMAINING_TIME | wx.PD_CAN_ABORT) def cb(frac): cont, skip = dlg.Update(int(frac * 100.), '%d%% Complete'%(frac * 100.)) if not cont: # cancel was pressed dlg.Destroy() raise StopCalculating() # Load the data for each object try: self.data, self.data_dic = self.load_obj_measurements(cb) except StopCalculating: self.PostMessage('User canceled updating training set.') return dlg.Destroy() else: self.data, self.data_dic = None, None self.features_dic = self.load_feature_names() self.class_masks = None self.class_names = None self.object_opacity = None figpanel = PlotNotebook(self) self.figure_scores = figpanel.add('Scores') self.figure_loadings = figpanel.add('Loadings') self.update_figures() sizer = wx.BoxSizer(wx.VERTICAL) sizer.Add(figpanel, 1, wx.EXPAND) configpanel = PlotControl(self, self.figure_scores, self.figure_loadings) sizer.Add(configpanel, 0, wx.EXPAND | wx.ALL, 5) self.SetSizer(sizer) self.Centre() def load_obj_measurements(self, cb = None): ''' Load all cell measurements from the DB into a Numpy array and a dictionary The dictionary links each object to its key to show it when the mouse is on its dot representation in the plot. ''' self.filter_col_names(p.object_table) all_keys = map(db.GetObjectsFromImage, db.GetAllImageKeys()) obj_counts = db.GetPerImageObjectCounts() total_obj_count = sum(k[1] for k in obj_counts) for key in all_keys: if key: measurements = len(db.GetCellDataForClassifier(key[0])) break data = np.zeros((total_obj_count, measurements)) data_dic = {} key_list = [key for image_keys in all_keys for key in image_keys] nKeys = float(len(key_list)) for index, key in enumerate(key_list): cb(index / nKeys) data[index, :] = db.GetCellDataForClassifier(key) data_dic[index] = key return data, data_dic def load_feature_names(self): ''' Load feature names for loadings plot. ''' feature_names = db.GetColnamesForClassifier() features_dictionary = {} for i, feat in enumerate(feature_names): features_dictionary[i] = feat return features_dictionary def set_data(self, data, data_dic, class_masks, class_names, object_opacity=None): ''' Stores data to be used in the dimensionality reduction process ''' self.data = data self.data_dic = data_dic self.class_masks = class_masks self.class_names = class_names self.object_opacity = object_opacity self.update_figures(); def filter_col_names(self, table): ''' Add DB non-measurement column names to the 'ignore colums' list. This is performed to avoid using its data for the calculations ''' col_names = db.GetColumnNames(table) filter_cols = [p.cell_x_loc, p.cell_y_loc, p.plate_id, p.well_id, p.image_id] if not p.classifier_ignore_columns: p.classifier_ignore_columns = [] [p.classifier_ignore_columns.append(column) for column in filter_cols if column in col_names] def update_figures(self): self.figure_scores.data, self.figure_scores.data_dic = self.data, self.data_dic self.figure_scores.class_masks, self.figure_scores.class_names = self.class_masks, self.class_names self.figure_scores.object_opacity = self.object_opacity self.figure_scores.set_plot_type("Scores") self.figure_loadings.data, self.figure_loadings.data_dic = self.data, self.data_dic self.figure_loadings.class_masks, self.figure_loadings.class_names = self.class_masks, self.class_names self.figure_loadings.object_opacity = self.object_opacity self.figure_loadings.features_dic = self.features_dic self.figure_loadings.set_plot_type("Loadings") if __name__ == "__main__": app = wx.PySimpleApp() logging.basicConfig(level=logging.INFO,) global p p = Properties.getInstance() global db db = DBConnect.getInstance() try: propsFile = sys.argv[1] p.LoadFile(propsFile) except: if not p.show_load_dialog(): raise Exception("DimensRedux.py needs a CPAnalyst properties file passed as args. Exiting...") sys.exit() pca_main = PlotMain(None) pca_main.Show() app.MainLoop()
gpl-2.0
datapythonista/pandas
pandas/tests/io/formats/test_console.py
9
2460
import locale import pytest from pandas._config import detect_console_encoding class MockEncoding: # TODO(py27): replace with mock """ Used to add a side effect when accessing the 'encoding' property. If the side effect is a str in nature, the value will be returned. Otherwise, the side effect should be an exception that will be raised. """ def __init__(self, encoding): super().__init__() self.val = encoding @property def encoding(self): return self.raise_or_return(self.val) @staticmethod def raise_or_return(val): if isinstance(val, str): return val else: raise val @pytest.mark.parametrize("empty,filled", [["stdin", "stdout"], ["stdout", "stdin"]]) def test_detect_console_encoding_from_stdout_stdin(monkeypatch, empty, filled): # Ensures that when sys.stdout.encoding or sys.stdin.encoding is used when # they have values filled. # GH 21552 with monkeypatch.context() as context: context.setattr(f"sys.{empty}", MockEncoding("")) context.setattr(f"sys.{filled}", MockEncoding(filled)) assert detect_console_encoding() == filled @pytest.mark.parametrize("encoding", [AttributeError, IOError, "ascii"]) def test_detect_console_encoding_fallback_to_locale(monkeypatch, encoding): # GH 21552 with monkeypatch.context() as context: context.setattr("locale.getpreferredencoding", lambda: "foo") context.setattr("sys.stdout", MockEncoding(encoding)) assert detect_console_encoding() == "foo" @pytest.mark.parametrize( "std,locale", [ ["ascii", "ascii"], ["ascii", locale.Error], [AttributeError, "ascii"], [AttributeError, locale.Error], [IOError, "ascii"], [IOError, locale.Error], ], ) def test_detect_console_encoding_fallback_to_default(monkeypatch, std, locale): # When both the stdout/stdin encoding and locale preferred encoding checks # fail (or return 'ascii', we should default to the sys default encoding. # GH 21552 with monkeypatch.context() as context: context.setattr( "locale.getpreferredencoding", lambda: MockEncoding.raise_or_return(locale) ) context.setattr("sys.stdout", MockEncoding(std)) context.setattr("sys.getdefaultencoding", lambda: "sysDefaultEncoding") assert detect_console_encoding() == "sysDefaultEncoding"
bsd-3-clause
victor-prado/broker-manager
environment/lib/python3.5/site-packages/pandas/tests/test_compat.py
9
2455
# -*- coding: utf-8 -*- """ Testing that functions from compat work as expected """ from pandas.compat import (range, zip, map, filter, lrange, lzip, lmap, lfilter, builtins, iterkeys, itervalues, iteritems, next) import pandas.util.testing as tm class TestBuiltinIterators(tm.TestCase): def check_result(self, actual, expected, lengths): for (iter_res, list_res), exp, length in zip(actual, expected, lengths): self.assertNotIsInstance(iter_res, list) tm.assertIsInstance(list_res, list) iter_res = list(iter_res) self.assertEqual(len(list_res), length) self.assertEqual(len(iter_res), length) self.assertEqual(iter_res, exp) self.assertEqual(list_res, exp) def test_range(self): actual1 = range(10) actual2 = lrange(10) actual = [actual1, actual2], expected = list(builtins.range(10)), lengths = 10, actual1 = range(1, 10, 2) actual2 = lrange(1, 10, 2) actual += [actual1, actual2], lengths += 5, expected += list(builtins.range(1, 10, 2)), self.check_result(actual, expected, lengths) def test_map(self): func = lambda x, y, z: x + y + z lst = [builtins.range(10), builtins.range(10), builtins.range(10)] actual1 = map(func, *lst) actual2 = lmap(func, *lst) actual = [actual1, actual2], expected = list(builtins.map(func, *lst)), lengths = 10, self.check_result(actual, expected, lengths) def test_filter(self): func = lambda x: x lst = list(builtins.range(10)) actual1 = filter(func, lst) actual2 = lfilter(func, lst) actual = [actual1, actual2], lengths = 9, expected = list(builtins.filter(func, lst)), self.check_result(actual, expected, lengths) def test_zip(self): lst = [builtins.range(10), builtins.range(10), builtins.range(10)] actual = [zip(*lst), lzip(*lst)], expected = list(builtins.zip(*lst)), lengths = 10, self.check_result(actual, expected, lengths) def test_dict_iterators(self): self.assertEqual(next(itervalues({1: 2})), 2) self.assertEqual(next(iterkeys({1: 2})), 1) self.assertEqual(next(iteritems({1: 2})), (1, 2))
mit
potash/scikit-learn
sklearn/tests/test_multiclass.py
8
25524
import numpy as np import scipy.sparse as sp from sklearn.utils.testing import assert_array_equal from sklearn.utils.testing import assert_equal from sklearn.utils.testing import assert_almost_equal from sklearn.utils.testing import assert_true from sklearn.utils.testing import assert_false from sklearn.utils.testing import assert_raises from sklearn.utils.testing import assert_warns from sklearn.utils.testing import assert_greater from sklearn.utils.testing import assert_raise_message from sklearn.multiclass import OneVsRestClassifier from sklearn.multiclass import OneVsOneClassifier from sklearn.multiclass import OutputCodeClassifier from sklearn.utils.multiclass import check_classification_targets, type_of_target from sklearn.utils import shuffle from sklearn.metrics import precision_score from sklearn.metrics import recall_score from sklearn.svm import LinearSVC, SVC from sklearn.naive_bayes import MultinomialNB from sklearn.linear_model import (LinearRegression, Lasso, ElasticNet, Ridge, Perceptron, LogisticRegression) from sklearn.tree import DecisionTreeClassifier, DecisionTreeRegressor from sklearn.model_selection import GridSearchCV, cross_val_score from sklearn.pipeline import Pipeline from sklearn import svm from sklearn import datasets from sklearn.externals.six.moves import zip iris = datasets.load_iris() rng = np.random.RandomState(0) perm = rng.permutation(iris.target.size) iris.data = iris.data[perm] iris.target = iris.target[perm] n_classes = 3 def test_ovr_exceptions(): ovr = OneVsRestClassifier(LinearSVC(random_state=0)) assert_raises(ValueError, ovr.predict, []) # Fail on multioutput data assert_raises(ValueError, OneVsRestClassifier(MultinomialNB()).fit, np.array([[1, 0], [0, 1]]), np.array([[1, 2], [3, 1]])) assert_raises(ValueError, OneVsRestClassifier(MultinomialNB()).fit, np.array([[1, 0], [0, 1]]), np.array([[1.5, 2.4], [3.1, 0.8]])) def test_check_classification_targets(): # Test that check_classification_target return correct type. #5782 y = np.array([0.0, 1.1, 2.0, 3.0]) msg = type_of_target(y) assert_raise_message(ValueError, msg, check_classification_targets, y) def test_ovr_fit_predict(): # A classifier which implements decision_function. ovr = OneVsRestClassifier(LinearSVC(random_state=0)) pred = ovr.fit(iris.data, iris.target).predict(iris.data) assert_equal(len(ovr.estimators_), n_classes) clf = LinearSVC(random_state=0) pred2 = clf.fit(iris.data, iris.target).predict(iris.data) assert_equal(np.mean(iris.target == pred), np.mean(iris.target == pred2)) # A classifier which implements predict_proba. ovr = OneVsRestClassifier(MultinomialNB()) pred = ovr.fit(iris.data, iris.target).predict(iris.data) assert_greater(np.mean(iris.target == pred), 0.65) def test_ovr_partial_fit(): # Test if partial_fit is working as intented X, y = shuffle(iris.data, iris.target, random_state=0) ovr = OneVsRestClassifier(MultinomialNB()) ovr.partial_fit(X[:100], y[:100], np.unique(y)) ovr.partial_fit(X[100:], y[100:]) pred = ovr.predict(X) ovr2 = OneVsRestClassifier(MultinomialNB()) pred2 = ovr2.fit(X, y).predict(X) assert_almost_equal(pred, pred2) assert_equal(len(ovr.estimators_), len(np.unique(y))) assert_greater(np.mean(y == pred), 0.65) # Test when mini batches doesn't have all classes ovr = OneVsRestClassifier(MultinomialNB()) ovr.partial_fit(iris.data[:60], iris.target[:60], np.unique(iris.target)) ovr.partial_fit(iris.data[60:], iris.target[60:]) pred = ovr.predict(iris.data) ovr2 = OneVsRestClassifier(MultinomialNB()) pred2 = ovr2.fit(iris.data, iris.target).predict(iris.data) assert_almost_equal(pred, pred2) assert_equal(len(ovr.estimators_), len(np.unique(iris.target))) assert_greater(np.mean(iris.target == pred), 0.65) def test_ovr_ovo_regressor(): # test that ovr and ovo work on regressors which don't have a decision_function ovr = OneVsRestClassifier(DecisionTreeRegressor()) pred = ovr.fit(iris.data, iris.target).predict(iris.data) assert_equal(len(ovr.estimators_), n_classes) assert_array_equal(np.unique(pred), [0, 1, 2]) # we are doing something sensible assert_greater(np.mean(pred == iris.target), .9) ovr = OneVsOneClassifier(DecisionTreeRegressor()) pred = ovr.fit(iris.data, iris.target).predict(iris.data) assert_equal(len(ovr.estimators_), n_classes * (n_classes - 1) / 2) assert_array_equal(np.unique(pred), [0, 1, 2]) # we are doing something sensible assert_greater(np.mean(pred == iris.target), .9) def test_ovr_fit_predict_sparse(): for sparse in [sp.csr_matrix, sp.csc_matrix, sp.coo_matrix, sp.dok_matrix, sp.lil_matrix]: base_clf = MultinomialNB(alpha=1) X, Y = datasets.make_multilabel_classification(n_samples=100, n_features=20, n_classes=5, n_labels=3, length=50, allow_unlabeled=True, random_state=0) X_train, Y_train = X[:80], Y[:80] X_test = X[80:] clf = OneVsRestClassifier(base_clf).fit(X_train, Y_train) Y_pred = clf.predict(X_test) clf_sprs = OneVsRestClassifier(base_clf).fit(X_train, sparse(Y_train)) Y_pred_sprs = clf_sprs.predict(X_test) assert_true(clf.multilabel_) assert_true(sp.issparse(Y_pred_sprs)) assert_array_equal(Y_pred_sprs.toarray(), Y_pred) # Test predict_proba Y_proba = clf_sprs.predict_proba(X_test) # predict assigns a label if the probability that the # sample has the label is greater than 0.5. pred = Y_proba > .5 assert_array_equal(pred, Y_pred_sprs.toarray()) # Test decision_function clf_sprs = OneVsRestClassifier(svm.SVC()).fit(X_train, sparse(Y_train)) dec_pred = (clf_sprs.decision_function(X_test) > 0).astype(int) assert_array_equal(dec_pred, clf_sprs.predict(X_test).toarray()) def test_ovr_always_present(): # Test that ovr works with classes that are always present or absent. # Note: tests is the case where _ConstantPredictor is utilised X = np.ones((10, 2)) X[:5, :] = 0 # Build an indicator matrix where two features are always on. # As list of lists, it would be: [[int(i >= 5), 2, 3] for i in range(10)] y = np.zeros((10, 3)) y[5:, 0] = 1 y[:, 1] = 1 y[:, 2] = 1 ovr = OneVsRestClassifier(LogisticRegression()) assert_warns(UserWarning, ovr.fit, X, y) y_pred = ovr.predict(X) assert_array_equal(np.array(y_pred), np.array(y)) y_pred = ovr.decision_function(X) assert_equal(np.unique(y_pred[:, -2:]), 1) y_pred = ovr.predict_proba(X) assert_array_equal(y_pred[:, -1], np.ones(X.shape[0])) # y has a constantly absent label y = np.zeros((10, 2)) y[5:, 0] = 1 # variable label ovr = OneVsRestClassifier(LogisticRegression()) assert_warns(UserWarning, ovr.fit, X, y) y_pred = ovr.predict_proba(X) assert_array_equal(y_pred[:, -1], np.zeros(X.shape[0])) def test_ovr_multiclass(): # Toy dataset where features correspond directly to labels. X = np.array([[0, 0, 5], [0, 5, 0], [3, 0, 0], [0, 0, 6], [6, 0, 0]]) y = ["eggs", "spam", "ham", "eggs", "ham"] Y = np.array([[0, 0, 1], [0, 1, 0], [1, 0, 0], [0, 0, 1], [1, 0, 0]]) classes = set("ham eggs spam".split()) for base_clf in (MultinomialNB(), LinearSVC(random_state=0), LinearRegression(), Ridge(), ElasticNet()): clf = OneVsRestClassifier(base_clf).fit(X, y) assert_equal(set(clf.classes_), classes) y_pred = clf.predict(np.array([[0, 0, 4]]))[0] assert_equal(set(y_pred), set("eggs")) # test input as label indicator matrix clf = OneVsRestClassifier(base_clf).fit(X, Y) y_pred = clf.predict([[0, 0, 4]])[0] assert_array_equal(y_pred, [0, 0, 1]) def test_ovr_binary(): # Toy dataset where features correspond directly to labels. X = np.array([[0, 0, 5], [0, 5, 0], [3, 0, 0], [0, 0, 6], [6, 0, 0]]) y = ["eggs", "spam", "spam", "eggs", "spam"] Y = np.array([[0, 1, 1, 0, 1]]).T classes = set("eggs spam".split()) def conduct_test(base_clf, test_predict_proba=False): clf = OneVsRestClassifier(base_clf).fit(X, y) assert_equal(set(clf.classes_), classes) y_pred = clf.predict(np.array([[0, 0, 4]]))[0] assert_equal(set(y_pred), set("eggs")) if test_predict_proba: X_test = np.array([[0, 0, 4]]) probabilities = clf.predict_proba(X_test) assert_equal(2, len(probabilities[0])) assert_equal(clf.classes_[np.argmax(probabilities, axis=1)], clf.predict(X_test)) # test input as label indicator matrix clf = OneVsRestClassifier(base_clf).fit(X, Y) y_pred = clf.predict([[3, 0, 0]])[0] assert_equal(y_pred, 1) for base_clf in (LinearSVC(random_state=0), LinearRegression(), Ridge(), ElasticNet()): conduct_test(base_clf) for base_clf in (MultinomialNB(), SVC(probability=True), LogisticRegression()): conduct_test(base_clf, test_predict_proba=True) def test_ovr_multilabel(): # Toy dataset where features correspond directly to labels. X = np.array([[0, 4, 5], [0, 5, 0], [3, 3, 3], [4, 0, 6], [6, 0, 0]]) y = np.array([[0, 1, 1], [0, 1, 0], [1, 1, 1], [1, 0, 1], [1, 0, 0]]) for base_clf in (MultinomialNB(), LinearSVC(random_state=0), LinearRegression(), Ridge(), ElasticNet(), Lasso(alpha=0.5)): clf = OneVsRestClassifier(base_clf).fit(X, y) y_pred = clf.predict([[0, 4, 4]])[0] assert_array_equal(y_pred, [0, 1, 1]) assert_true(clf.multilabel_) def test_ovr_fit_predict_svc(): ovr = OneVsRestClassifier(svm.SVC()) ovr.fit(iris.data, iris.target) assert_equal(len(ovr.estimators_), 3) assert_greater(ovr.score(iris.data, iris.target), .9) def test_ovr_multilabel_dataset(): base_clf = MultinomialNB(alpha=1) for au, prec, recall in zip((True, False), (0.51, 0.66), (0.51, 0.80)): X, Y = datasets.make_multilabel_classification(n_samples=100, n_features=20, n_classes=5, n_labels=2, length=50, allow_unlabeled=au, random_state=0) X_train, Y_train = X[:80], Y[:80] X_test, Y_test = X[80:], Y[80:] clf = OneVsRestClassifier(base_clf).fit(X_train, Y_train) Y_pred = clf.predict(X_test) assert_true(clf.multilabel_) assert_almost_equal(precision_score(Y_test, Y_pred, average="micro"), prec, decimal=2) assert_almost_equal(recall_score(Y_test, Y_pred, average="micro"), recall, decimal=2) def test_ovr_multilabel_predict_proba(): base_clf = MultinomialNB(alpha=1) for au in (False, True): X, Y = datasets.make_multilabel_classification(n_samples=100, n_features=20, n_classes=5, n_labels=3, length=50, allow_unlabeled=au, random_state=0) X_train, Y_train = X[:80], Y[:80] X_test = X[80:] clf = OneVsRestClassifier(base_clf).fit(X_train, Y_train) # decision function only estimator. Fails in current implementation. decision_only = OneVsRestClassifier(svm.SVR()).fit(X_train, Y_train) assert_raises(AttributeError, decision_only.predict_proba, X_test) # Estimator with predict_proba disabled, depending on parameters. decision_only = OneVsRestClassifier(svm.SVC(probability=False)) decision_only.fit(X_train, Y_train) assert_raises(AttributeError, decision_only.predict_proba, X_test) Y_pred = clf.predict(X_test) Y_proba = clf.predict_proba(X_test) # predict assigns a label if the probability that the # sample has the label is greater than 0.5. pred = Y_proba > .5 assert_array_equal(pred, Y_pred) def test_ovr_single_label_predict_proba(): base_clf = MultinomialNB(alpha=1) X, Y = iris.data, iris.target X_train, Y_train = X[:80], Y[:80] X_test = X[80:] clf = OneVsRestClassifier(base_clf).fit(X_train, Y_train) # decision function only estimator. Fails in current implementation. decision_only = OneVsRestClassifier(svm.SVR()).fit(X_train, Y_train) assert_raises(AttributeError, decision_only.predict_proba, X_test) Y_pred = clf.predict(X_test) Y_proba = clf.predict_proba(X_test) assert_almost_equal(Y_proba.sum(axis=1), 1.0) # predict assigns a label if the probability that the # sample has the label is greater than 0.5. pred = np.array([l.argmax() for l in Y_proba]) assert_false((pred - Y_pred).any()) def test_ovr_multilabel_decision_function(): X, Y = datasets.make_multilabel_classification(n_samples=100, n_features=20, n_classes=5, n_labels=3, length=50, allow_unlabeled=True, random_state=0) X_train, Y_train = X[:80], Y[:80] X_test = X[80:] clf = OneVsRestClassifier(svm.SVC()).fit(X_train, Y_train) assert_array_equal((clf.decision_function(X_test) > 0).astype(int), clf.predict(X_test)) def test_ovr_single_label_decision_function(): X, Y = datasets.make_classification(n_samples=100, n_features=20, random_state=0) X_train, Y_train = X[:80], Y[:80] X_test = X[80:] clf = OneVsRestClassifier(svm.SVC()).fit(X_train, Y_train) assert_array_equal(clf.decision_function(X_test).ravel() > 0, clf.predict(X_test)) def test_ovr_gridsearch(): ovr = OneVsRestClassifier(LinearSVC(random_state=0)) Cs = [0.1, 0.5, 0.8] cv = GridSearchCV(ovr, {'estimator__C': Cs}) cv.fit(iris.data, iris.target) best_C = cv.best_estimator_.estimators_[0].C assert_true(best_C in Cs) def test_ovr_pipeline(): # Test with pipeline of length one # This test is needed because the multiclass estimators may fail to detect # the presence of predict_proba or decision_function. clf = Pipeline([("tree", DecisionTreeClassifier())]) ovr_pipe = OneVsRestClassifier(clf) ovr_pipe.fit(iris.data, iris.target) ovr = OneVsRestClassifier(DecisionTreeClassifier()) ovr.fit(iris.data, iris.target) assert_array_equal(ovr.predict(iris.data), ovr_pipe.predict(iris.data)) def test_ovr_coef_(): for base_classifier in [SVC(kernel='linear', random_state=0), LinearSVC(random_state=0)]: # SVC has sparse coef with sparse input data ovr = OneVsRestClassifier(base_classifier) for X in [iris.data, sp.csr_matrix(iris.data)]: # test with dense and sparse coef ovr.fit(X, iris.target) shape = ovr.coef_.shape assert_equal(shape[0], n_classes) assert_equal(shape[1], iris.data.shape[1]) # don't densify sparse coefficients assert_equal(sp.issparse(ovr.estimators_[0].coef_), sp.issparse(ovr.coef_)) def test_ovr_coef_exceptions(): # Not fitted exception! ovr = OneVsRestClassifier(LinearSVC(random_state=0)) # lambda is needed because we don't want coef_ to be evaluated right away assert_raises(ValueError, lambda x: ovr.coef_, None) # Doesn't have coef_ exception! ovr = OneVsRestClassifier(DecisionTreeClassifier()) ovr.fit(iris.data, iris.target) assert_raises(AttributeError, lambda x: ovr.coef_, None) def test_ovo_exceptions(): ovo = OneVsOneClassifier(LinearSVC(random_state=0)) assert_raises(ValueError, ovo.predict, []) def test_ovo_fit_on_list(): # Test that OneVsOne fitting works with a list of targets and yields the # same output as predict from an array ovo = OneVsOneClassifier(LinearSVC(random_state=0)) prediction_from_array = ovo.fit(iris.data, iris.target).predict(iris.data) iris_data_list = [list(a) for a in iris.data] prediction_from_list = ovo.fit(iris_data_list, list(iris.target)).predict(iris_data_list) assert_array_equal(prediction_from_array, prediction_from_list) def test_ovo_fit_predict(): # A classifier which implements decision_function. ovo = OneVsOneClassifier(LinearSVC(random_state=0)) ovo.fit(iris.data, iris.target).predict(iris.data) assert_equal(len(ovo.estimators_), n_classes * (n_classes - 1) / 2) # A classifier which implements predict_proba. ovo = OneVsOneClassifier(MultinomialNB()) ovo.fit(iris.data, iris.target).predict(iris.data) assert_equal(len(ovo.estimators_), n_classes * (n_classes - 1) / 2) def test_ovo_partial_fit_predict(): X, y = shuffle(iris.data, iris.target) ovo1 = OneVsOneClassifier(MultinomialNB()) ovo1.partial_fit(X[:100], y[:100], np.unique(y)) ovo1.partial_fit(X[100:], y[100:]) pred1 = ovo1.predict(X) ovo2 = OneVsOneClassifier(MultinomialNB()) ovo2.fit(X, y) pred2 = ovo2.predict(X) assert_equal(len(ovo1.estimators_), n_classes * (n_classes - 1) / 2) assert_greater(np.mean(y == pred1), 0.65) assert_almost_equal(pred1, pred2) # Test when mini-batches don't have all target classes ovo1 = OneVsOneClassifier(MultinomialNB()) ovo1.partial_fit(iris.data[:60], iris.target[:60], np.unique(iris.target)) ovo1.partial_fit(iris.data[60:], iris.target[60:]) pred1 = ovo1.predict(iris.data) ovo2 = OneVsOneClassifier(MultinomialNB()) pred2 = ovo2.fit(iris.data, iris.target).predict(iris.data) assert_almost_equal(pred1, pred2) assert_equal(len(ovo1.estimators_), len(np.unique(iris.target))) assert_greater(np.mean(iris.target == pred1), 0.65) def test_ovo_decision_function(): n_samples = iris.data.shape[0] ovo_clf = OneVsOneClassifier(LinearSVC(random_state=0)) ovo_clf.fit(iris.data, iris.target) decisions = ovo_clf.decision_function(iris.data) assert_equal(decisions.shape, (n_samples, n_classes)) assert_array_equal(decisions.argmax(axis=1), ovo_clf.predict(iris.data)) # Compute the votes votes = np.zeros((n_samples, n_classes)) k = 0 for i in range(n_classes): for j in range(i + 1, n_classes): pred = ovo_clf.estimators_[k].predict(iris.data) votes[pred == 0, i] += 1 votes[pred == 1, j] += 1 k += 1 # Extract votes and verify assert_array_equal(votes, np.round(decisions)) for class_idx in range(n_classes): # For each sample and each class, there only 3 possible vote levels # because they are only 3 distinct class pairs thus 3 distinct # binary classifiers. # Therefore, sorting predictions based on votes would yield # mostly tied predictions: assert_true(set(votes[:, class_idx]).issubset(set([0., 1., 2.]))) # The OVO decision function on the other hand is able to resolve # most of the ties on this data as it combines both the vote counts # and the aggregated confidence levels of the binary classifiers # to compute the aggregate decision function. The iris dataset # has 150 samples with a couple of duplicates. The OvO decisions # can resolve most of the ties: assert_greater(len(np.unique(decisions[:, class_idx])), 146) def test_ovo_gridsearch(): ovo = OneVsOneClassifier(LinearSVC(random_state=0)) Cs = [0.1, 0.5, 0.8] cv = GridSearchCV(ovo, {'estimator__C': Cs}) cv.fit(iris.data, iris.target) best_C = cv.best_estimator_.estimators_[0].C assert_true(best_C in Cs) def test_ovo_ties(): # Test that ties are broken using the decision function, # not defaulting to the smallest label X = np.array([[1, 2], [2, 1], [-2, 1], [-2, -1]]) y = np.array([2, 0, 1, 2]) multi_clf = OneVsOneClassifier(Perceptron(shuffle=False)) ovo_prediction = multi_clf.fit(X, y).predict(X) ovo_decision = multi_clf.decision_function(X) # Classifiers are in order 0-1, 0-2, 1-2 # Use decision_function to compute the votes and the normalized # sum_of_confidences, which is used to disambiguate when there is a tie in # votes. votes = np.round(ovo_decision) normalized_confidences = ovo_decision - votes # For the first point, there is one vote per class assert_array_equal(votes[0, :], 1) # For the rest, there is no tie and the prediction is the argmax assert_array_equal(np.argmax(votes[1:], axis=1), ovo_prediction[1:]) # For the tie, the prediction is the class with the highest score assert_equal(ovo_prediction[0], normalized_confidences[0].argmax()) def test_ovo_ties2(): # test that ties can not only be won by the first two labels X = np.array([[1, 2], [2, 1], [-2, 1], [-2, -1]]) y_ref = np.array([2, 0, 1, 2]) # cycle through labels so that each label wins once for i in range(3): y = (y_ref + i) % 3 multi_clf = OneVsOneClassifier(Perceptron(shuffle=False)) ovo_prediction = multi_clf.fit(X, y).predict(X) assert_equal(ovo_prediction[0], i % 3) def test_ovo_string_y(): # Test that the OvO doesn't mess up the encoding of string labels X = np.eye(4) y = np.array(['a', 'b', 'c', 'd']) ovo = OneVsOneClassifier(LinearSVC()) ovo.fit(X, y) assert_array_equal(y, ovo.predict(X)) def test_ecoc_exceptions(): ecoc = OutputCodeClassifier(LinearSVC(random_state=0)) assert_raises(ValueError, ecoc.predict, []) def test_ecoc_fit_predict(): # A classifier which implements decision_function. ecoc = OutputCodeClassifier(LinearSVC(random_state=0), code_size=2, random_state=0) ecoc.fit(iris.data, iris.target).predict(iris.data) assert_equal(len(ecoc.estimators_), n_classes * 2) # A classifier which implements predict_proba. ecoc = OutputCodeClassifier(MultinomialNB(), code_size=2, random_state=0) ecoc.fit(iris.data, iris.target).predict(iris.data) assert_equal(len(ecoc.estimators_), n_classes * 2) def test_ecoc_gridsearch(): ecoc = OutputCodeClassifier(LinearSVC(random_state=0), random_state=0) Cs = [0.1, 0.5, 0.8] cv = GridSearchCV(ecoc, {'estimator__C': Cs}) cv.fit(iris.data, iris.target) best_C = cv.best_estimator_.estimators_[0].C assert_true(best_C in Cs) def test_pairwise_indices(): clf_precomputed = svm.SVC(kernel='precomputed') X, y = iris.data, iris.target ovr_false = OneVsOneClassifier(clf_precomputed) linear_kernel = np.dot(X, X.T) ovr_false.fit(linear_kernel, y) n_estimators = len(ovr_false.estimators_) precomputed_indices = ovr_false.pairwise_indices_ for idx in precomputed_indices: assert_equal(idx.shape[0] * n_estimators / (n_estimators - 1), linear_kernel.shape[0]) def test_pairwise_attribute(): clf_precomputed = svm.SVC(kernel='precomputed') clf_notprecomputed = svm.SVC() for MultiClassClassifier in [OneVsRestClassifier, OneVsOneClassifier]: ovr_false = MultiClassClassifier(clf_notprecomputed) assert_false(ovr_false._pairwise) ovr_true = MultiClassClassifier(clf_precomputed) assert_true(ovr_true._pairwise) def test_pairwise_cross_val_score(): clf_precomputed = svm.SVC(kernel='precomputed') clf_notprecomputed = svm.SVC(kernel='linear') X, y = iris.data, iris.target for MultiClassClassifier in [OneVsRestClassifier, OneVsOneClassifier]: ovr_false = MultiClassClassifier(clf_notprecomputed) ovr_true = MultiClassClassifier(clf_precomputed) linear_kernel = np.dot(X, X.T) score_precomputed = cross_val_score(ovr_true, linear_kernel, y) score_linear = cross_val_score(ovr_false, X, y) assert_array_equal(score_precomputed, score_linear)
bsd-3-clause
ashhher3/pylearn2
pylearn2/cross_validation/tests/test_subset_iterators.py
49
2411
""" Test subset iterators. """ import numpy as np from pylearn2.testing.skip import skip_if_no_sklearn def test_validation_k_fold(): """Test ValidationKFold.""" skip_if_no_sklearn() from pylearn2.cross_validation.subset_iterators import ValidationKFold n = 30 # test with indices cv = ValidationKFold(n) for train, valid, test in cv: assert np.unique(np.concatenate((train, valid, test))).size == n assert valid.size == n / cv.n_folds assert test.size == n / cv.n_folds def test_stratified_validation_k_fold(): """Test StratifiedValidationKFold.""" skip_if_no_sklearn() from pylearn2.cross_validation.subset_iterators import ( StratifiedValidationKFold) n = 30 y = np.concatenate((np.zeros(n / 2, dtype=int), np.ones(n / 2, dtype=int))) # test with indices cv = StratifiedValidationKFold(y) for train, valid, test in cv: assert np.unique(np.concatenate((train, valid, test))).size == n assert valid.size == n / cv.n_folds assert test.size == n / cv.n_folds assert np.count_nonzero(y[valid]) == (n / 2) * (1. / cv.n_folds) assert np.count_nonzero(y[test]) == (n / 2) * (1. / cv.n_folds) def test_validation_shuffle_split(): """Test ValidationShuffleSplit.""" skip_if_no_sklearn() from pylearn2.cross_validation.subset_iterators import ( ValidationShuffleSplit) n = 30 # test with indices cv = ValidationShuffleSplit(n) for train, valid, test in cv: assert np.unique(np.concatenate((train, valid, test))).size == n assert valid.size == n * cv.test_size assert test.size == n * cv.test_size def test_stratified_validation_shuffle_split(): """Test StratifiedValidationShuffleSplit.""" skip_if_no_sklearn() from pylearn2.cross_validation.subset_iterators import ( StratifiedValidationShuffleSplit) n = 60 y = np.concatenate((np.zeros(n / 2, dtype=int), np.ones(n / 2, dtype=int))) # test with indices cv = StratifiedValidationShuffleSplit(y) for train, valid, test in cv: assert np.unique(np.concatenate((train, valid, test))).size == n assert valid.size == n * cv.test_size assert test.size == n * cv.test_size assert np.count_nonzero(y[valid]) == (n / 2) * cv.test_size assert np.count_nonzero(y[test]) == (n / 2) * cv.test_size
bsd-3-clause
khkaminska/scikit-learn
examples/linear_model/plot_multi_task_lasso_support.py
249
2211
#!/usr/bin/env python """ ============================================= Joint feature selection with multi-task Lasso ============================================= The multi-task lasso allows to fit multiple regression problems jointly enforcing the selected features to be the same across tasks. This example simulates sequential measurements, each task is a time instant, and the relevant features vary in amplitude over time while being the same. The multi-task lasso imposes that features that are selected at one time point are select for all time point. This makes feature selection by the Lasso more stable. """ print(__doc__) # Author: Alexandre Gramfort <alexandre.gramfort@inria.fr> # License: BSD 3 clause import matplotlib.pyplot as plt import numpy as np from sklearn.linear_model import MultiTaskLasso, Lasso rng = np.random.RandomState(42) # Generate some 2D coefficients with sine waves with random frequency and phase n_samples, n_features, n_tasks = 100, 30, 40 n_relevant_features = 5 coef = np.zeros((n_tasks, n_features)) times = np.linspace(0, 2 * np.pi, n_tasks) for k in range(n_relevant_features): coef[:, k] = np.sin((1. + rng.randn(1)) * times + 3 * rng.randn(1)) X = rng.randn(n_samples, n_features) Y = np.dot(X, coef.T) + rng.randn(n_samples, n_tasks) coef_lasso_ = np.array([Lasso(alpha=0.5).fit(X, y).coef_ for y in Y.T]) coef_multi_task_lasso_ = MultiTaskLasso(alpha=1.).fit(X, Y).coef_ ############################################################################### # Plot support and time series fig = plt.figure(figsize=(8, 5)) plt.subplot(1, 2, 1) plt.spy(coef_lasso_) plt.xlabel('Feature') plt.ylabel('Time (or Task)') plt.text(10, 5, 'Lasso') plt.subplot(1, 2, 2) plt.spy(coef_multi_task_lasso_) plt.xlabel('Feature') plt.ylabel('Time (or Task)') plt.text(10, 5, 'MultiTaskLasso') fig.suptitle('Coefficient non-zero location') feature_to_plot = 0 plt.figure() plt.plot(coef[:, feature_to_plot], 'k', label='Ground truth') plt.plot(coef_lasso_[:, feature_to_plot], 'g', label='Lasso') plt.plot(coef_multi_task_lasso_[:, feature_to_plot], 'r', label='MultiTaskLasso') plt.legend(loc='upper center') plt.axis('tight') plt.ylim([-1.1, 1.1]) plt.show()
bsd-3-clause
pazagra/catkin_ws
src/IL-pipeline/src/coord.py
1
1965
# import cv2 # import os # import math # import matplotlib.pyplot as plt # import numpy as np # from NMS import * # import SVM # import timeit # path = "/media/iglu/Data/DatasetIglu" # save_path_r ="/home/iglu/catkin_ws/src/IL-pipeline/src/Hands/RGB/" # save_path_d ="/home/iglu/catkin_ws/src/IL-pipeline/src/Hands/Depth/" # method = cv2.TM_CCOEFF # for i in os.listdir(save_path_r): # template = cv2.imread(save_path_r+i) # s = i.split('_') # if s[3]== '0': # s[3] = '10' # img= cv2.imread(path+"/user"+s[3]+"/"+s[4]+"_"+s[5]+ "/k1" + "/RGB" +"/"+s[6]+"_"+s[7]+"_"+s[8]+".jpg") # print s # print path+"/user"+s[3]+"/"+s[4]+"_"+s[5]+ "/k1" + "/RGB" +"/"+s[6]+"_"+s[7]+"_"+s[8]+".jpg" # print path+"/user"+s[3]+"/"+s[4]+"_"+s[5]+ "/k1" + "/Depth" +"/"+s[6]+"_"+s[7]+"_Depth.npy" # print s[9]+","+s[10][:-4] # d = np.load(path+"/user"+s[3]+"/"+s[4]+"_"+s[5]+ "/k1" + "/Depth" +"/"+s[6]+"_"+s[7]+"_Depth.npy") # x = int(s[9]) # y = int(s[10][:-4]) # d1 = d[y:y+100,x:x+100] # if s[3]== '10': # s[3] = '0' # np.save(save_path_d+s[0]+"_"+s[1]+"_"+s[2]+"_"+s[3]+"_"+s[4]+"_"+s[5]+"_"+s[6]+"_"+s[7]+"_"+s[8]+"_"+x.__str__()+"_"+y.__str__()+".npy",d1) # # # # np.load(path+"/user"+s[3]+"/"+s[4]+"_"+s[5]+ "/k1" + "/RGB" +"/"+s[6]+"_"+s[7]+"_"+s[8]) # # os.rename(save_path_r+i, save_path_r+i[:-4]+"_"+x.__str__()+"_"+y.__str__()+".jpg") C = {'point':0,'show':1} Matrix = [[0,0],[0,0]] f = open("todoCM", 'r') for line in f: user = line GT = next(f).rstrip('\n') output = next(f).rstrip('\n') GT =GT.split('_')[0] output = output.lower() print GT print output Matrix[C[GT]][C[output]] +=1 print Matrix S0 = sum(Matrix[0]) S1 = sum(Matrix[1]) Matrix[0][0] = Matrix[0][0]*1.0/S0 Matrix[0][1] = Matrix[0][1]*1.0/S0 Matrix[1][0] = Matrix[1][0]*1.0/S1 Matrix[1][1] = Matrix[1][1]*1.0/S1 print Matrix St = S0+S1 hit = Matrix[0][0]*100+Matrix[1][1]*100 print hit*1.0/St
gpl-3.0
Clyde-fare/scikit-learn
examples/linear_model/plot_robust_fit.py
238
2414
""" Robust linear estimator fitting =============================== Here a sine function is fit with a polynomial of order 3, for values close to zero. Robust fitting is demoed in different situations: - No measurement errors, only modelling errors (fitting a sine with a polynomial) - Measurement errors in X - Measurement errors in y The median absolute deviation to non corrupt new data is used to judge the quality of the prediction. What we can see that: - RANSAC is good for strong outliers in the y direction - TheilSen is good for small outliers, both in direction X and y, but has a break point above which it performs worst than OLS. """ from matplotlib import pyplot as plt import numpy as np from sklearn import linear_model, metrics from sklearn.preprocessing import PolynomialFeatures from sklearn.pipeline import make_pipeline np.random.seed(42) X = np.random.normal(size=400) y = np.sin(X) # Make sure that it X is 2D X = X[:, np.newaxis] X_test = np.random.normal(size=200) y_test = np.sin(X_test) X_test = X_test[:, np.newaxis] y_errors = y.copy() y_errors[::3] = 3 X_errors = X.copy() X_errors[::3] = 3 y_errors_large = y.copy() y_errors_large[::3] = 10 X_errors_large = X.copy() X_errors_large[::3] = 10 estimators = [('OLS', linear_model.LinearRegression()), ('Theil-Sen', linear_model.TheilSenRegressor(random_state=42)), ('RANSAC', linear_model.RANSACRegressor(random_state=42)), ] x_plot = np.linspace(X.min(), X.max()) for title, this_X, this_y in [ ('Modeling errors only', X, y), ('Corrupt X, small deviants', X_errors, y), ('Corrupt y, small deviants', X, y_errors), ('Corrupt X, large deviants', X_errors_large, y), ('Corrupt y, large deviants', X, y_errors_large)]: plt.figure(figsize=(5, 4)) plt.plot(this_X[:, 0], this_y, 'k+') for name, estimator in estimators: model = make_pipeline(PolynomialFeatures(3), estimator) model.fit(this_X, this_y) mse = metrics.mean_squared_error(model.predict(X_test), y_test) y_plot = model.predict(x_plot[:, np.newaxis]) plt.plot(x_plot, y_plot, label='%s: error = %.3f' % (name, mse)) plt.legend(loc='best', frameon=False, title='Error: mean absolute deviation\n to non corrupt data') plt.xlim(-4, 10.2) plt.ylim(-2, 10.2) plt.title(title) plt.show()
bsd-3-clause
ky822/scikit-learn
examples/decomposition/plot_ica_vs_pca.py
306
3329
""" ========================== FastICA on 2D point clouds ========================== This example illustrates visually in the feature space a comparison by results using two different component analysis techniques. :ref:`ICA` vs :ref:`PCA`. Representing ICA in the feature space gives the view of 'geometric ICA': ICA is an algorithm that finds directions in the feature space corresponding to projections with high non-Gaussianity. These directions need not be orthogonal in the original feature space, but they are orthogonal in the whitened feature space, in which all directions correspond to the same variance. PCA, on the other hand, finds orthogonal directions in the raw feature space that correspond to directions accounting for maximum variance. Here we simulate independent sources using a highly non-Gaussian process, 2 student T with a low number of degrees of freedom (top left figure). We mix them to create observations (top right figure). In this raw observation space, directions identified by PCA are represented by orange vectors. We represent the signal in the PCA space, after whitening by the variance corresponding to the PCA vectors (lower left). Running ICA corresponds to finding a rotation in this space to identify the directions of largest non-Gaussianity (lower right). """ print(__doc__) # Authors: Alexandre Gramfort, Gael Varoquaux # License: BSD 3 clause import numpy as np import matplotlib.pyplot as plt from sklearn.decomposition import PCA, FastICA ############################################################################### # Generate sample data rng = np.random.RandomState(42) S = rng.standard_t(1.5, size=(20000, 2)) S[:, 0] *= 2. # Mix data A = np.array([[1, 1], [0, 2]]) # Mixing matrix X = np.dot(S, A.T) # Generate observations pca = PCA() S_pca_ = pca.fit(X).transform(X) ica = FastICA(random_state=rng) S_ica_ = ica.fit(X).transform(X) # Estimate the sources S_ica_ /= S_ica_.std(axis=0) ############################################################################### # Plot results def plot_samples(S, axis_list=None): plt.scatter(S[:, 0], S[:, 1], s=2, marker='o', zorder=10, color='steelblue', alpha=0.5) if axis_list is not None: colors = ['orange', 'red'] for color, axis in zip(colors, axis_list): axis /= axis.std() x_axis, y_axis = axis # Trick to get legend to work plt.plot(0.1 * x_axis, 0.1 * y_axis, linewidth=2, color=color) plt.quiver(0, 0, x_axis, y_axis, zorder=11, width=0.01, scale=6, color=color) plt.hlines(0, -3, 3) plt.vlines(0, -3, 3) plt.xlim(-3, 3) plt.ylim(-3, 3) plt.xlabel('x') plt.ylabel('y') plt.figure() plt.subplot(2, 2, 1) plot_samples(S / S.std()) plt.title('True Independent Sources') axis_list = [pca.components_.T, ica.mixing_] plt.subplot(2, 2, 2) plot_samples(X / np.std(X), axis_list=axis_list) legend = plt.legend(['PCA', 'ICA'], loc='upper right') legend.set_zorder(100) plt.title('Observations') plt.subplot(2, 2, 3) plot_samples(S_pca_ / np.std(S_pca_, axis=0)) plt.title('PCA recovered signals') plt.subplot(2, 2, 4) plot_samples(S_ica_ / np.std(S_ica_)) plt.title('ICA recovered signals') plt.subplots_adjust(0.09, 0.04, 0.94, 0.94, 0.26, 0.36) plt.show()
bsd-3-clause
macks22/scikit-learn
sklearn/setup.py
225
2856
import os from os.path import join import warnings def configuration(parent_package='', top_path=None): from numpy.distutils.misc_util import Configuration from numpy.distutils.system_info import get_info, BlasNotFoundError import numpy libraries = [] if os.name == 'posix': libraries.append('m') config = Configuration('sklearn', parent_package, top_path) config.add_subpackage('__check_build') config.add_subpackage('svm') config.add_subpackage('datasets') config.add_subpackage('datasets/tests') config.add_subpackage('feature_extraction') config.add_subpackage('feature_extraction/tests') config.add_subpackage('cluster') config.add_subpackage('cluster/tests') config.add_subpackage('covariance') config.add_subpackage('covariance/tests') config.add_subpackage('cross_decomposition') config.add_subpackage('decomposition') config.add_subpackage('decomposition/tests') config.add_subpackage("ensemble") config.add_subpackage("ensemble/tests") config.add_subpackage('feature_selection') config.add_subpackage('feature_selection/tests') config.add_subpackage('utils') config.add_subpackage('utils/tests') config.add_subpackage('externals') config.add_subpackage('mixture') config.add_subpackage('mixture/tests') config.add_subpackage('gaussian_process') config.add_subpackage('gaussian_process/tests') config.add_subpackage('neighbors') config.add_subpackage('neural_network') config.add_subpackage('preprocessing') config.add_subpackage('manifold') config.add_subpackage('metrics') config.add_subpackage('semi_supervised') config.add_subpackage("tree") config.add_subpackage("tree/tests") config.add_subpackage('metrics/tests') config.add_subpackage('metrics/cluster') config.add_subpackage('metrics/cluster/tests') # add cython extension module for isotonic regression config.add_extension( '_isotonic', sources=['_isotonic.c'], include_dirs=[numpy.get_include()], libraries=libraries, ) # some libs needs cblas, fortran-compiled BLAS will not be sufficient blas_info = get_info('blas_opt', 0) if (not blas_info) or ( ('NO_ATLAS_INFO', 1) in blas_info.get('define_macros', [])): config.add_library('cblas', sources=[join('src', 'cblas', '*.c')]) warnings.warn(BlasNotFoundError.__doc__) # the following packages depend on cblas, so they have to be build # after the above. config.add_subpackage('linear_model') config.add_subpackage('utils') # add the test directory config.add_subpackage('tests') return config if __name__ == '__main__': from numpy.distutils.core import setup setup(**configuration(top_path='').todict())
bsd-3-clause
HIPS/optofit
examples/gp_demo.py
1
7235
import numpy as np seed = np.random.randint(2**16) #seed = 25982 print "Seed: ", seed import matplotlib.pyplot as plt from matplotlib.patches import Polygon from optofit.cneuron.compartment import Compartment from optofit.cneuron.channels import LeakChannel from optofit.cneuron.simulate import forward_euler from optofit.cneuron.gpchannel import GPChannel, sigma from hips.inference.particle_mcmc import * from optofit.cinference.pmcmc import * # Set the random seed for reproducibility np.random.seed(seed) # Make a simple compartment hypers = { 'C' : 1.0, 'V0' : -60.0, 'g_leak' : 0.3, 'E_leak' : -65.0, } gp_hypers = { 'D' : 1, 'g_gp' : 1.0, 'E_gp' : 0.0, 'alpha_0': 1.0, 'beta_0' : 2.0, 'sigma_kernel': 1.0 } def create_model(): # Add a few channels body = Compartment(name='body', hypers=hypers) leak = LeakChannel(name='leak', hypers=hypers) gp = GPChannel(name='gp', hypers=gp_hypers) body.add_child(leak) body.add_child(gp) # Initialize the model D, I = body.initialize_offsets() return body, gp, D, I def sample_model( ): body, gp, D, I = create_model() # Set the recording duration t_start = 0 t_stop = 100. dt = 1.0 t = np.arange(t_start, t_stop, dt) T = len(t) # Make input with an injected current from 500-600ms inpt = np.zeros((T, I)) inpt[50/dt:60/dt,:] = 7. inpt += np.random.randn(T, I) # Set the initial distribution to be Gaussian around the steady state z0 = np.zeros(D) body.steady_state(z0) init = GaussianInitialDistribution(z0, 0.1**2 * np.eye(D)) # Set the proposal distribution using Hodgkin Huxley dynamics sigmas = 0.0001*np.ones(D) # Set the voltage transition dynamics to be a bit noisier sigmas[body.x_offset] = 0.25 prop = HodgkinHuxleyProposal(T, 1, D, body, sigmas, t, inpt) # Set the observation model to observe only the voltage etas = np.ones(1) observed_dims = np.array([body.x_offset]).astype(np.int32) lkhd = PartialGaussianLikelihood(observed_dims, etas) # Initialize the latent state matrix to sample N=1 particle z = np.zeros((T,1,D)) z[0,0,:] = init.sample() # Initialize the output matrix x = np.zeros((T,D)) # Sample the latent state sequence for i in np.arange(0,T-1): # The interface kinda sucks. We have to tell it that # the first particle is always its ancestor prop.sample_next(z, i, np.array([0], dtype=np.int32)) # Sample observations for i in np.arange(0,T): lkhd.sample(z,x,i,0) # Extract the GP current I_gp = gp.current(z, z[:,0,0], np.arange(T), 0) # Extract the first (and in this case only) particle z = z[:,0,:].copy(order='C') # Plot the GP channel dynamics gp_fig = plt.figure() gp_ax1 = gp_fig.add_subplot(121) gp.plot(ax=gp_ax1) gp_ax2 = gp_fig.add_subplot(122) # Plot the first particle trajectory st_axs, _ = body.plot(t, z, color='k') # Plot the observed voltage st_axs[0].plot(t, x[:,0], 'r') plt.ion() plt.show() plt.pause(0.01) return t, z, x, inpt, st_axs, gp_ax2 # Now run the pMCMC inference def sample_z_given_x(t, x, inpt, z0=None, N_particles=100, axs=None, gp_ax=None): T,O = x.shape # Make a model body, gp, D, I = create_model() # Set the initial distribution to be Gaussian around the steady state ss = np.zeros(D) body.steady_state(ss) init = GaussianInitialDistribution(ss, 0.1**2 * np.eye(D)) # Set the proposal distribution using Hodgkin Huxley dynamics sigmas = 0.0001*np.ones(D) # Set the voltage transition dynamics to be a bit noisier sigmas[body.x_offset] = 0.25 prop = HodgkinHuxleyProposal(T, N_particles, D, body, sigmas, t, inpt) # Set the observation model to observe only the voltage etas = np.ones(1) observed_dims = np.array([body.x_offset]).astype(np.int32) lkhd = PartialGaussianLikelihood(observed_dims, etas) # Initialize the latent state matrix to sample N=1 particle z = np.ones((T,N_particles,D)) * ss[None, None, :] + np.random.randn(T,N_particles,D) * sigmas[None, None, :] if z0 is not None: z[:,0,:] = z0 # Prepare the particle Gibbs sampler with the first particle pf = ParticleGibbsAncestorSampling(T, N_particles, D) pf.initialize(init, prop, lkhd, x, z[:,0,:].copy('C')) # Plot the initial state gp_ax, im, l_gp = gp.plot(ax=gp_ax, data=z[:,0,:]) axs, lines = body.plot(t, z[:,0,:], color='b', axs=axs) # Update figures plt.figure(1) plt.pause(0.001) plt.figure(2) plt.pause(0.001) # Initialize sample outputs S = 100 z_smpls = np.zeros((S,T,D)) z_smpls[0,:,:] = z[:,0,:] for s in range(1,S): print "Iteration %d" % s # Reinitialize with the previous particle pf.initialize(init, prop, lkhd, x, z_smpls[s-1,:,:]) # Sample a new trajectory given the updated kinetics and the previous sample z_smpls[s,:,:] = pf.sample() sigmasq = resample_transition_noise(body, z_smpls[s,:,:], inpt, t) print "Sigmasq: ", sigmasq prop.set_sigmasq(sigmasq) gp.set_sigmas(sigmasq) # Plot the sample body.plot(t, z_smpls[s,:,:], lines=lines) # Update the latent state figure plt.figure(2) plt.pause(0.001) # Resample the GP gp.resample(z_smpls[s,:,:]) gp.plot(im=im, l=l_gp, data=z_smpls[s,:,:]) # Update the gp transition figure plt.figure(1) plt.pause(0.001) z_mean = z_smpls.mean(axis=0) z_std = z_smpls.std(axis=0) z_env = np.zeros((T*2,2)) z_env[:,0] = np.concatenate((t, t[::-1])) z_env[:,1] = np.concatenate((z_mean[:,0] + z_std[:,0], z_mean[::-1,0] - z_std[::-1,0])) plt.ioff() plt.show() return z_smpls def resample_transition_noise(body, data, inpt, t, alpha0=0.1, beta0=0.1): """ Resample sigma, the transition noise variance, under an inverse gamma prior """ T = data.shape[0] D = data.shape[1] dxdt = np.zeros((T,1,D)) x = np.zeros((T,1,D)) x[:,0,:] = data # Compute kinetics of the voltage body.kinetics(dxdt, x, inpt, np.arange(T-1).astype(np.int32)) dt = np.diff(t) # TODO: Loop over data dX_pred = dxdt[:-1, 0, :] dX_data = (data[1:, :] - data[:-1, :]) / dt[:,None] X_diffs = dX_pred - dX_data # Resample transition noise. X_diffs = np.array(X_diffs) n = X_diffs.shape[0] sigmasq = np.zeros(D) for d in range(D): alpha = alpha0 + n / 2.0 beta = beta0 + np.sum(X_diffs[:,d] ** 2) / 2.0 # self.sigmas[d] = beta / alpha sigmasq[d] = 1.0 / np.random.gamma(alpha, 1.0/beta) # print "Sigma V: %.3f" % (sigmas[d]) return sigmasq t, z, x, inpt, axs, gp_ax = sample_model() raw_input("Press enter to being sampling...\n") sample_z_given_x(t, x, inpt, axs=axs, gp_ax=gp_ax, z0=None)
gpl-2.0
quheng/scikit-learn
sklearn/feature_selection/tests/test_from_model.py
244
1593
import numpy as np import scipy.sparse as sp from nose.tools import assert_raises, assert_true from sklearn.utils.testing import assert_less from sklearn.utils.testing import assert_greater from sklearn.datasets import load_iris from sklearn.linear_model import LogisticRegression from sklearn.linear_model import SGDClassifier from sklearn.svm import LinearSVC iris = load_iris() def test_transform_linear_model(): for clf in (LogisticRegression(C=0.1), LinearSVC(C=0.01, dual=False), SGDClassifier(alpha=0.001, n_iter=50, shuffle=True, random_state=0)): for thresh in (None, ".09*mean", "1e-5 * median"): for func in (np.array, sp.csr_matrix): X = func(iris.data) clf.set_params(penalty="l1") clf.fit(X, iris.target) X_new = clf.transform(X, thresh) if isinstance(clf, SGDClassifier): assert_true(X_new.shape[1] <= X.shape[1]) else: assert_less(X_new.shape[1], X.shape[1]) clf.set_params(penalty="l2") clf.fit(X_new, iris.target) pred = clf.predict(X_new) assert_greater(np.mean(pred == iris.target), 0.7) def test_invalid_input(): clf = SGDClassifier(alpha=0.1, n_iter=10, shuffle=True, random_state=None) clf.fit(iris.data, iris.target) assert_raises(ValueError, clf.transform, iris.data, "gobbledigook") assert_raises(ValueError, clf.transform, iris.data, ".5 * gobbledigook")
bsd-3-clause
quheng/scikit-learn
sklearn/preprocessing/tests/test_function_transformer.py
176
2169
from nose.tools import assert_equal import numpy as np from sklearn.preprocessing import FunctionTransformer def _make_func(args_store, kwargs_store, func=lambda X, *a, **k: X): def _func(X, *args, **kwargs): args_store.append(X) args_store.extend(args) kwargs_store.update(kwargs) return func(X) return _func def test_delegate_to_func(): # (args|kwargs)_store will hold the positional and keyword arguments # passed to the function inside the FunctionTransformer. args_store = [] kwargs_store = {} X = np.arange(10).reshape((5, 2)) np.testing.assert_array_equal( FunctionTransformer(_make_func(args_store, kwargs_store)).transform(X), X, 'transform should have returned X unchanged', ) # The function should only have recieved X. assert_equal( args_store, [X], 'Incorrect positional arguments passed to func: {args}'.format( args=args_store, ), ) assert_equal( kwargs_store, {}, 'Unexpected keyword arguments passed to func: {args}'.format( args=kwargs_store, ), ) # reset the argument stores. args_store[:] = [] # python2 compatible inplace list clear. kwargs_store.clear() y = object() np.testing.assert_array_equal( FunctionTransformer( _make_func(args_store, kwargs_store), pass_y=True, ).transform(X, y), X, 'transform should have returned X unchanged', ) # The function should have recieved X and y. assert_equal( args_store, [X, y], 'Incorrect positional arguments passed to func: {args}'.format( args=args_store, ), ) assert_equal( kwargs_store, {}, 'Unexpected keyword arguments passed to func: {args}'.format( args=kwargs_store, ), ) def test_np_log(): X = np.arange(10).reshape((5, 2)) # Test that the numpy.log example still works. np.testing.assert_array_equal( FunctionTransformer(np.log1p).transform(X), np.log1p(X), )
bsd-3-clause
Titan-C/scikit-learn
sklearn/gaussian_process/gaussian_process.py
17
34869
# -*- coding: utf-8 -*- # Author: Vincent Dubourg <vincent.dubourg@gmail.com> # (mostly translation, see implementation details) # License: BSD 3 clause from __future__ import print_function import numpy as np from scipy import linalg, optimize from ..base import BaseEstimator, RegressorMixin from ..metrics.pairwise import manhattan_distances from ..utils import check_random_state, check_array, check_X_y from ..utils.validation import check_is_fitted from . import regression_models as regression from . import correlation_models as correlation from ..utils import deprecated MACHINE_EPSILON = np.finfo(np.double).eps @deprecated("l1_cross_distances was deprecated in version 0.18 " "and will be removed in 0.20.") def l1_cross_distances(X): """ Computes the nonzero componentwise L1 cross-distances between the vectors in X. Parameters ---------- X : array_like An array with shape (n_samples, n_features) Returns ------- D : array with shape (n_samples * (n_samples - 1) / 2, n_features) The array of componentwise L1 cross-distances. ij : arrays with shape (n_samples * (n_samples - 1) / 2, 2) The indices i and j of the vectors in X associated to the cross- distances in D: D[k] = np.abs(X[ij[k, 0]] - Y[ij[k, 1]]). """ X = check_array(X) n_samples, n_features = X.shape n_nonzero_cross_dist = n_samples * (n_samples - 1) // 2 ij = np.zeros((n_nonzero_cross_dist, 2), dtype=np.int) D = np.zeros((n_nonzero_cross_dist, n_features)) ll_1 = 0 for k in range(n_samples - 1): ll_0 = ll_1 ll_1 = ll_0 + n_samples - k - 1 ij[ll_0:ll_1, 0] = k ij[ll_0:ll_1, 1] = np.arange(k + 1, n_samples) D[ll_0:ll_1] = np.abs(X[k] - X[(k + 1):n_samples]) return D, ij @deprecated("GaussianProcess was deprecated in version 0.18 and will be " "removed in 0.20. Use the GaussianProcessRegressor instead.") class GaussianProcess(BaseEstimator, RegressorMixin): """The legacy Gaussian Process model class. .. deprecated:: 0.18 This class will be removed in 0.20. Use the :class:`GaussianProcessRegressor` instead. Read more in the :ref:`User Guide <gaussian_process>`. Parameters ---------- regr : string or callable, optional A regression function returning an array of outputs of the linear regression functional basis. The number of observations n_samples should be greater than the size p of this basis. Default assumes a simple constant regression trend. Available built-in regression models are:: 'constant', 'linear', 'quadratic' corr : string or callable, optional A stationary autocorrelation function returning the autocorrelation between two points x and x'. Default assumes a squared-exponential autocorrelation model. Built-in correlation models are:: 'absolute_exponential', 'squared_exponential', 'generalized_exponential', 'cubic', 'linear' beta0 : double array_like, optional The regression weight vector to perform Ordinary Kriging (OK). Default assumes Universal Kriging (UK) so that the vector beta of regression weights is estimated using the maximum likelihood principle. storage_mode : string, optional A string specifying whether the Cholesky decomposition of the correlation matrix should be stored in the class (storage_mode = 'full') or not (storage_mode = 'light'). Default assumes storage_mode = 'full', so that the Cholesky decomposition of the correlation matrix is stored. This might be a useful parameter when one is not interested in the MSE and only plan to estimate the BLUP, for which the correlation matrix is not required. verbose : boolean, optional A boolean specifying the verbose level. Default is verbose = False. theta0 : double array_like, optional An array with shape (n_features, ) or (1, ). The parameters in the autocorrelation model. If thetaL and thetaU are also specified, theta0 is considered as the starting point for the maximum likelihood estimation of the best set of parameters. Default assumes isotropic autocorrelation model with theta0 = 1e-1. thetaL : double array_like, optional An array with shape matching theta0's. Lower bound on the autocorrelation parameters for maximum likelihood estimation. Default is None, so that it skips maximum likelihood estimation and it uses theta0. thetaU : double array_like, optional An array with shape matching theta0's. Upper bound on the autocorrelation parameters for maximum likelihood estimation. Default is None, so that it skips maximum likelihood estimation and it uses theta0. normalize : boolean, optional Input X and observations y are centered and reduced wrt means and standard deviations estimated from the n_samples observations provided. Default is normalize = True so that data is normalized to ease maximum likelihood estimation. nugget : double or ndarray, optional Introduce a nugget effect to allow smooth predictions from noisy data. If nugget is an ndarray, it must be the same length as the number of data points used for the fit. The nugget is added to the diagonal of the assumed training covariance; in this way it acts as a Tikhonov regularization in the problem. In the special case of the squared exponential correlation function, the nugget mathematically represents the variance of the input values. Default assumes a nugget close to machine precision for the sake of robustness (nugget = 10. * MACHINE_EPSILON). optimizer : string, optional A string specifying the optimization algorithm to be used. Default uses 'fmin_cobyla' algorithm from scipy.optimize. Available optimizers are:: 'fmin_cobyla', 'Welch' 'Welch' optimizer is dued to Welch et al., see reference [WBSWM1992]_. It consists in iterating over several one-dimensional optimizations instead of running one single multi-dimensional optimization. random_start : int, optional The number of times the Maximum Likelihood Estimation should be performed from a random starting point. The first MLE always uses the specified starting point (theta0), the next starting points are picked at random according to an exponential distribution (log-uniform on [thetaL, thetaU]). Default does not use random starting point (random_start = 1). random_state : int, RandomState instance or None, optional (default=None) The generator used to shuffle the sequence of coordinates of theta in the Welch optimizer. If int, random_state is the seed used by the random number generator; If RandomState instance, random_state is the random number generator; If None, the random number generator is the RandomState instance used by `np.random`. Attributes ---------- theta_ : array Specified theta OR the best set of autocorrelation parameters (the \ sought maximizer of the reduced likelihood function). reduced_likelihood_function_value_ : array The optimal reduced likelihood function value. Examples -------- >>> import numpy as np >>> from sklearn.gaussian_process import GaussianProcess >>> X = np.array([[1., 3., 5., 6., 7., 8.]]).T >>> y = (X * np.sin(X)).ravel() >>> gp = GaussianProcess(theta0=0.1, thetaL=.001, thetaU=1.) >>> gp.fit(X, y) # doctest: +ELLIPSIS GaussianProcess(beta0=None... ... Notes ----- The presentation implementation is based on a translation of the DACE Matlab toolbox, see reference [NLNS2002]_. References ---------- .. [NLNS2002] `H.B. Nielsen, S.N. Lophaven, H. B. Nielsen and J. Sondergaard. DACE - A MATLAB Kriging Toolbox.` (2002) http://imedea.uib-csic.es/master/cambioglobal/Modulo_V_cod101615/Lab/lab_maps/krigging/DACE-krigingsoft/dace/dace.pdf .. [WBSWM1992] `W.J. Welch, R.J. Buck, J. Sacks, H.P. Wynn, T.J. Mitchell, and M.D. Morris (1992). Screening, predicting, and computer experiments. Technometrics, 34(1) 15--25.` http://www.jstor.org/stable/1269548 """ _regression_types = { 'constant': regression.constant, 'linear': regression.linear, 'quadratic': regression.quadratic} _correlation_types = { 'absolute_exponential': correlation.absolute_exponential, 'squared_exponential': correlation.squared_exponential, 'generalized_exponential': correlation.generalized_exponential, 'cubic': correlation.cubic, 'linear': correlation.linear} _optimizer_types = [ 'fmin_cobyla', 'Welch'] def __init__(self, regr='constant', corr='squared_exponential', beta0=None, storage_mode='full', verbose=False, theta0=1e-1, thetaL=None, thetaU=None, optimizer='fmin_cobyla', random_start=1, normalize=True, nugget=10. * MACHINE_EPSILON, random_state=None): self.regr = regr self.corr = corr self.beta0 = beta0 self.storage_mode = storage_mode self.verbose = verbose self.theta0 = theta0 self.thetaL = thetaL self.thetaU = thetaU self.normalize = normalize self.nugget = nugget self.optimizer = optimizer self.random_start = random_start self.random_state = random_state def fit(self, X, y): """ The Gaussian Process model fitting method. Parameters ---------- X : double array_like An array with shape (n_samples, n_features) with the input at which observations were made. y : double array_like An array with shape (n_samples, ) or shape (n_samples, n_targets) with the observations of the output to be predicted. Returns ------- gp : self A fitted Gaussian Process model object awaiting data to perform predictions. """ # Run input checks self._check_params() self.random_state = check_random_state(self.random_state) # Force data to 2D numpy.array X, y = check_X_y(X, y, multi_output=True, y_numeric=True) self.y_ndim_ = y.ndim if y.ndim == 1: y = y[:, np.newaxis] # Check shapes of DOE & observations n_samples, n_features = X.shape _, n_targets = y.shape # Run input checks self._check_params(n_samples) # Normalize data or don't if self.normalize: X_mean = np.mean(X, axis=0) X_std = np.std(X, axis=0) y_mean = np.mean(y, axis=0) y_std = np.std(y, axis=0) X_std[X_std == 0.] = 1. y_std[y_std == 0.] = 1. # center and scale X if necessary X = (X - X_mean) / X_std y = (y - y_mean) / y_std else: X_mean = np.zeros(1) X_std = np.ones(1) y_mean = np.zeros(1) y_std = np.ones(1) # Calculate matrix of distances D between samples D, ij = l1_cross_distances(X) if (np.min(np.sum(D, axis=1)) == 0. and self.corr != correlation.pure_nugget): raise Exception("Multiple input features cannot have the same" " target value.") # Regression matrix and parameters F = self.regr(X) n_samples_F = F.shape[0] if F.ndim > 1: p = F.shape[1] else: p = 1 if n_samples_F != n_samples: raise Exception("Number of rows in F and X do not match. Most " "likely something is going wrong with the " "regression model.") if p > n_samples_F: raise Exception(("Ordinary least squares problem is undetermined " "n_samples=%d must be greater than the " "regression model size p=%d.") % (n_samples, p)) if self.beta0 is not None: if self.beta0.shape[0] != p: raise Exception("Shapes of beta0 and F do not match.") # Set attributes self.X = X self.y = y self.D = D self.ij = ij self.F = F self.X_mean, self.X_std = X_mean, X_std self.y_mean, self.y_std = y_mean, y_std # Determine Gaussian Process model parameters if self.thetaL is not None and self.thetaU is not None: # Maximum Likelihood Estimation of the parameters if self.verbose: print("Performing Maximum Likelihood Estimation of the " "autocorrelation parameters...") self.theta_, self.reduced_likelihood_function_value_, par = \ self._arg_max_reduced_likelihood_function() if np.isinf(self.reduced_likelihood_function_value_): raise Exception("Bad parameter region. " "Try increasing upper bound") else: # Given parameters if self.verbose: print("Given autocorrelation parameters. " "Computing Gaussian Process model parameters...") self.theta_ = self.theta0 self.reduced_likelihood_function_value_, par = \ self.reduced_likelihood_function() if np.isinf(self.reduced_likelihood_function_value_): raise Exception("Bad point. Try increasing theta0.") self.beta = par['beta'] self.gamma = par['gamma'] self.sigma2 = par['sigma2'] self.C = par['C'] self.Ft = par['Ft'] self.G = par['G'] if self.storage_mode == 'light': # Delete heavy data (it will be computed again if required) # (it is required only when MSE is wanted in self.predict) if self.verbose: print("Light storage mode specified. " "Flushing autocorrelation matrix...") self.D = None self.ij = None self.F = None self.C = None self.Ft = None self.G = None return self def predict(self, X, eval_MSE=False, batch_size=None): """ This function evaluates the Gaussian Process model at x. Parameters ---------- X : array_like An array with shape (n_eval, n_features) giving the point(s) at which the prediction(s) should be made. eval_MSE : boolean, optional A boolean specifying whether the Mean Squared Error should be evaluated or not. Default assumes evalMSE = False and evaluates only the BLUP (mean prediction). batch_size : integer, optional An integer giving the maximum number of points that can be evaluated simultaneously (depending on the available memory). Default is None so that all given points are evaluated at the same time. Returns ------- y : array_like, shape (n_samples, ) or (n_samples, n_targets) An array with shape (n_eval, ) if the Gaussian Process was trained on an array of shape (n_samples, ) or an array with shape (n_eval, n_targets) if the Gaussian Process was trained on an array of shape (n_samples, n_targets) with the Best Linear Unbiased Prediction at x. MSE : array_like, optional (if eval_MSE == True) An array with shape (n_eval, ) or (n_eval, n_targets) as with y, with the Mean Squared Error at x. """ check_is_fitted(self, "X") # Check input shapes X = check_array(X) n_eval, _ = X.shape n_samples, n_features = self.X.shape n_samples_y, n_targets = self.y.shape # Run input checks self._check_params(n_samples) if X.shape[1] != n_features: raise ValueError(("The number of features in X (X.shape[1] = %d) " "should match the number of features used " "for fit() " "which is %d.") % (X.shape[1], n_features)) if batch_size is None: # No memory management # (evaluates all given points in a single batch run) # Normalize input X = (X - self.X_mean) / self.X_std # Initialize output y = np.zeros(n_eval) if eval_MSE: MSE = np.zeros(n_eval) # Get pairwise componentwise L1-distances to the input training set dx = manhattan_distances(X, Y=self.X, sum_over_features=False) # Get regression function and correlation f = self.regr(X) r = self.corr(self.theta_, dx).reshape(n_eval, n_samples) # Scaled predictor y_ = np.dot(f, self.beta) + np.dot(r, self.gamma) # Predictor y = (self.y_mean + self.y_std * y_).reshape(n_eval, n_targets) if self.y_ndim_ == 1: y = y.ravel() # Mean Squared Error if eval_MSE: C = self.C if C is None: # Light storage mode (need to recompute C, F, Ft and G) if self.verbose: print("This GaussianProcess used 'light' storage mode " "at instantiation. Need to recompute " "autocorrelation matrix...") reduced_likelihood_function_value, par = \ self.reduced_likelihood_function() self.C = par['C'] self.Ft = par['Ft'] self.G = par['G'] rt = linalg.solve_triangular(self.C, r.T, lower=True) if self.beta0 is None: # Universal Kriging u = linalg.solve_triangular(self.G.T, np.dot(self.Ft.T, rt) - f.T, lower=True) else: # Ordinary Kriging u = np.zeros((n_targets, n_eval)) MSE = np.dot(self.sigma2.reshape(n_targets, 1), (1. - (rt ** 2.).sum(axis=0) + (u ** 2.).sum(axis=0))[np.newaxis, :]) MSE = np.sqrt((MSE ** 2.).sum(axis=0) / n_targets) # Mean Squared Error might be slightly negative depending on # machine precision: force to zero! MSE[MSE < 0.] = 0. if self.y_ndim_ == 1: MSE = MSE.ravel() return y, MSE else: return y else: # Memory management if type(batch_size) is not int or batch_size <= 0: raise Exception("batch_size must be a positive integer") if eval_MSE: y, MSE = np.zeros(n_eval), np.zeros(n_eval) for k in range(max(1, int(n_eval / batch_size))): batch_from = k * batch_size batch_to = min([(k + 1) * batch_size + 1, n_eval + 1]) y[batch_from:batch_to], MSE[batch_from:batch_to] = \ self.predict(X[batch_from:batch_to], eval_MSE=eval_MSE, batch_size=None) return y, MSE else: y = np.zeros(n_eval) for k in range(max(1, int(n_eval / batch_size))): batch_from = k * batch_size batch_to = min([(k + 1) * batch_size + 1, n_eval + 1]) y[batch_from:batch_to] = \ self.predict(X[batch_from:batch_to], eval_MSE=eval_MSE, batch_size=None) return y def reduced_likelihood_function(self, theta=None): """ This function determines the BLUP parameters and evaluates the reduced likelihood function for the given autocorrelation parameters theta. Maximizing this function wrt the autocorrelation parameters theta is equivalent to maximizing the likelihood of the assumed joint Gaussian distribution of the observations y evaluated onto the design of experiments X. Parameters ---------- theta : array_like, optional An array containing the autocorrelation parameters at which the Gaussian Process model parameters should be determined. Default uses the built-in autocorrelation parameters (ie ``theta = self.theta_``). Returns ------- reduced_likelihood_function_value : double The value of the reduced likelihood function associated to the given autocorrelation parameters theta. par : dict A dictionary containing the requested Gaussian Process model parameters: sigma2 Gaussian Process variance. beta Generalized least-squares regression weights for Universal Kriging or given beta0 for Ordinary Kriging. gamma Gaussian Process weights. C Cholesky decomposition of the correlation matrix [R]. Ft Solution of the linear equation system : [R] x Ft = F G QR decomposition of the matrix Ft. """ check_is_fitted(self, "X") if theta is None: # Use built-in autocorrelation parameters theta = self.theta_ # Initialize output reduced_likelihood_function_value = - np.inf par = {} # Retrieve data n_samples = self.X.shape[0] D = self.D ij = self.ij F = self.F if D is None: # Light storage mode (need to recompute D, ij and F) D, ij = l1_cross_distances(self.X) if (np.min(np.sum(D, axis=1)) == 0. and self.corr != correlation.pure_nugget): raise Exception("Multiple X are not allowed") F = self.regr(self.X) # Set up R r = self.corr(theta, D) R = np.eye(n_samples) * (1. + self.nugget) R[ij[:, 0], ij[:, 1]] = r R[ij[:, 1], ij[:, 0]] = r # Cholesky decomposition of R try: C = linalg.cholesky(R, lower=True) except linalg.LinAlgError: return reduced_likelihood_function_value, par # Get generalized least squares solution Ft = linalg.solve_triangular(C, F, lower=True) Q, G = linalg.qr(Ft, mode='economic') sv = linalg.svd(G, compute_uv=False) rcondG = sv[-1] / sv[0] if rcondG < 1e-10: # Check F sv = linalg.svd(F, compute_uv=False) condF = sv[0] / sv[-1] if condF > 1e15: raise Exception("F is too ill conditioned. Poor combination " "of regression model and observations.") else: # Ft is too ill conditioned, get out (try different theta) return reduced_likelihood_function_value, par Yt = linalg.solve_triangular(C, self.y, lower=True) if self.beta0 is None: # Universal Kriging beta = linalg.solve_triangular(G, np.dot(Q.T, Yt)) else: # Ordinary Kriging beta = np.array(self.beta0) rho = Yt - np.dot(Ft, beta) sigma2 = (rho ** 2.).sum(axis=0) / n_samples # The determinant of R is equal to the squared product of the diagonal # elements of its Cholesky decomposition C detR = (np.diag(C) ** (2. / n_samples)).prod() # Compute/Organize output reduced_likelihood_function_value = - sigma2.sum() * detR par['sigma2'] = sigma2 * self.y_std ** 2. par['beta'] = beta par['gamma'] = linalg.solve_triangular(C.T, rho) par['C'] = C par['Ft'] = Ft par['G'] = G return reduced_likelihood_function_value, par def _arg_max_reduced_likelihood_function(self): """ This function estimates the autocorrelation parameters theta as the maximizer of the reduced likelihood function. (Minimization of the opposite reduced likelihood function is used for convenience) Parameters ---------- self : All parameters are stored in the Gaussian Process model object. Returns ------- optimal_theta : array_like The best set of autocorrelation parameters (the sought maximizer of the reduced likelihood function). optimal_reduced_likelihood_function_value : double The optimal reduced likelihood function value. optimal_par : dict The BLUP parameters associated to thetaOpt. """ # Initialize output best_optimal_theta = [] best_optimal_rlf_value = [] best_optimal_par = [] if self.verbose: print("The chosen optimizer is: " + str(self.optimizer)) if self.random_start > 1: print(str(self.random_start) + " random starts are required.") percent_completed = 0. # Force optimizer to fmin_cobyla if the model is meant to be isotropic if self.optimizer == 'Welch' and self.theta0.size == 1: self.optimizer = 'fmin_cobyla' if self.optimizer == 'fmin_cobyla': def minus_reduced_likelihood_function(log10t): return - self.reduced_likelihood_function( theta=10. ** log10t)[0] constraints = [] for i in range(self.theta0.size): constraints.append(lambda log10t, i=i: log10t[i] - np.log10(self.thetaL[0, i])) constraints.append(lambda log10t, i=i: np.log10(self.thetaU[0, i]) - log10t[i]) for k in range(self.random_start): if k == 0: # Use specified starting point as first guess theta0 = self.theta0 else: # Generate a random starting point log10-uniformly # distributed between bounds log10theta0 = (np.log10(self.thetaL) + self.random_state.rand(*self.theta0.shape) * np.log10(self.thetaU / self.thetaL)) theta0 = 10. ** log10theta0 # Run Cobyla try: log10_optimal_theta = \ optimize.fmin_cobyla(minus_reduced_likelihood_function, np.log10(theta0).ravel(), constraints, iprint=0) except ValueError as ve: print("Optimization failed. Try increasing the ``nugget``") raise ve optimal_theta = 10. ** log10_optimal_theta optimal_rlf_value, optimal_par = \ self.reduced_likelihood_function(theta=optimal_theta) # Compare the new optimizer to the best previous one if k > 0: if optimal_rlf_value > best_optimal_rlf_value: best_optimal_rlf_value = optimal_rlf_value best_optimal_par = optimal_par best_optimal_theta = optimal_theta else: best_optimal_rlf_value = optimal_rlf_value best_optimal_par = optimal_par best_optimal_theta = optimal_theta if self.verbose and self.random_start > 1: if (20 * k) / self.random_start > percent_completed: percent_completed = (20 * k) / self.random_start print("%s completed" % (5 * percent_completed)) optimal_rlf_value = best_optimal_rlf_value optimal_par = best_optimal_par optimal_theta = best_optimal_theta elif self.optimizer == 'Welch': # Backup of the given attributes theta0, thetaL, thetaU = self.theta0, self.thetaL, self.thetaU corr = self.corr verbose = self.verbose # This will iterate over fmin_cobyla optimizer self.optimizer = 'fmin_cobyla' self.verbose = False # Initialize under isotropy assumption if verbose: print("Initialize under isotropy assumption...") self.theta0 = check_array(self.theta0.min()) self.thetaL = check_array(self.thetaL.min()) self.thetaU = check_array(self.thetaU.max()) theta_iso, optimal_rlf_value_iso, par_iso = \ self._arg_max_reduced_likelihood_function() optimal_theta = theta_iso + np.zeros(theta0.shape) # Iterate over all dimensions of theta allowing for anisotropy if verbose: print("Now improving allowing for anisotropy...") for i in self.random_state.permutation(theta0.size): if verbose: print("Proceeding along dimension %d..." % (i + 1)) self.theta0 = check_array(theta_iso) self.thetaL = check_array(thetaL[0, i]) self.thetaU = check_array(thetaU[0, i]) def corr_cut(t, d): return corr(check_array(np.hstack([optimal_theta[0][0:i], t[0], optimal_theta[0][(i + 1)::]])), d) self.corr = corr_cut optimal_theta[0, i], optimal_rlf_value, optimal_par = \ self._arg_max_reduced_likelihood_function() # Restore the given attributes self.theta0, self.thetaL, self.thetaU = theta0, thetaL, thetaU self.corr = corr self.optimizer = 'Welch' self.verbose = verbose else: raise NotImplementedError("This optimizer ('%s') is not " "implemented yet. Please contribute!" % self.optimizer) return optimal_theta, optimal_rlf_value, optimal_par def _check_params(self, n_samples=None): # Check regression model if not callable(self.regr): if self.regr in self._regression_types: self.regr = self._regression_types[self.regr] else: raise ValueError("regr should be one of %s or callable, " "%s was given." % (self._regression_types.keys(), self.regr)) # Check regression weights if given (Ordinary Kriging) if self.beta0 is not None: self.beta0 = np.atleast_2d(self.beta0) if self.beta0.shape[1] != 1: # Force to column vector self.beta0 = self.beta0.T # Check correlation model if not callable(self.corr): if self.corr in self._correlation_types: self.corr = self._correlation_types[self.corr] else: raise ValueError("corr should be one of %s or callable, " "%s was given." % (self._correlation_types.keys(), self.corr)) # Check storage mode if self.storage_mode != 'full' and self.storage_mode != 'light': raise ValueError("Storage mode should either be 'full' or " "'light', %s was given." % self.storage_mode) # Check correlation parameters self.theta0 = np.atleast_2d(self.theta0) lth = self.theta0.size if self.thetaL is not None and self.thetaU is not None: self.thetaL = np.atleast_2d(self.thetaL) self.thetaU = np.atleast_2d(self.thetaU) if self.thetaL.size != lth or self.thetaU.size != lth: raise ValueError("theta0, thetaL and thetaU must have the " "same length.") if np.any(self.thetaL <= 0) or np.any(self.thetaU < self.thetaL): raise ValueError("The bounds must satisfy O < thetaL <= " "thetaU.") elif self.thetaL is None and self.thetaU is None: if np.any(self.theta0 <= 0): raise ValueError("theta0 must be strictly positive.") elif self.thetaL is None or self.thetaU is None: raise ValueError("thetaL and thetaU should either be both or " "neither specified.") # Force verbose type to bool self.verbose = bool(self.verbose) # Force normalize type to bool self.normalize = bool(self.normalize) # Check nugget value self.nugget = np.asarray(self.nugget) if np.any(self.nugget) < 0.: raise ValueError("nugget must be positive or zero.") if (n_samples is not None and self.nugget.shape not in [(), (n_samples,)]): raise ValueError("nugget must be either a scalar " "or array of length n_samples.") # Check optimizer if self.optimizer not in self._optimizer_types: raise ValueError("optimizer should be one of %s" % self._optimizer_types) # Force random_start type to int self.random_start = int(self.random_start)
bsd-3-clause
flag0010/pop_gen_cnn
data_prep_tricks/generic_tajD.py
2
3383
from common import * from itertools import izip def tajD(N,S,k): '''N is the number of indv S is the number of seg. sites k is the (ave number of pairwise nuc. diffs), e.g. total number of pairwise diffs divided by choose(N,2) so: i1 AT|T|GGCG|A|CAG|T i2 AT|G|GGCG|C|CAG|A i3 AT|G|GGCG|A|CAG|A i4 AT|G|GGCG|C|CAG|T N = 4, S = 3, k = 11/6 = 1.83333 D = 1.08976 ''' a1, a2 = 0.0, 0.0 for b in range(1,N): a1 += 1. / b a2 += 1. / (b * b) b1 = (N + 1.) / (3. * (N - 1.)) b2 = (2. * N * N + 2. * N + 6.) / (9. * N * (N - 1.)) c1 = b1 - 1. / a1 c2 = b2 - (N + 2.) / (a1 * N) + a2 / (a1 * a1) e1 = c1 / a1 e2 = c2 / (a1 * a1 + a2) num = k - S / a1 den = (e1 * S + e2 * S * (S - 1))**0.5 D = num / den return D def calc_S_and_k_from_seqs(list_of_seqs): ###first a function of taking the "sequence configuration" and converting it to a tally of pairwise diffs def pairwise_diffs2(x): if len(x) == 1: return 0 else: q = 0.0 for i,j in pairwise(x): q += i*j return q #now loop through sites and tally S and k S, p = 0.0, 0.0 for n in izip(*list_of_seqs): config = count_all(n).values() diffs = pairwise_diffs2(config) if diffs: ## all the non-seg sites return zero, which is False p += diffs S += 1 k = p / choose(len(list_of_seqs), 2) return S, k def seq_boot(seqs): n = zip(*seqs) idxs = range(len(n)) while 1: k = defaultdict(list) idx_list = sampler(idxs, len(n), replacement=True) for idx in idx_list: for pos, val in enumerate(n[idx]): k[pos].append(val) yield map(lambda s: ''.join(s), k.values()) def permute(seqs, reps = 1000): n = [] repnum=0 boot = seq_boot(seqs) while repnum < reps: rep = boot.next() N = len(rep) S, k = calc_S_and_k_from_seqs(rep) try: val = tajD(N,S,k) except: val = 'NA' if val != 'NA': n.append(val) repnum+=1 #print repnum n.sort() #print len(n) lower_idx, upper_idx = int(len(n) * 0.025)-1, len(n) - int(len(n) * 0.025) mean = lambda s: sum(s) / float(len(s)) return mean(n), n[lower_idx], n[upper_idx], len(n) if __name__ == '__main__': seqs = ['ATTGGCGACAGT', 'ATGGGCGCCAGA', 'ATGGGCGACAGA', 'ATGGGCGCCAGT'] ##works with non DNA seq data too #seqs = ['00001001000101'*100, # '01101001000101'*100, # '00001000010111'*100, # '01101001010101'*100] N = len(seqs) S, k = calc_S_and_k_from_seqs(seqs) print N, S, k real = tajD(N,S,k) mean_perm, lower_ci, upper_ci, perms = permute(seqs) print "real Tajima's D", real print 'mean of bootstraps', mean_perm print 'lower 0.025 CI', lower_ci print 'upper 0.975 CI', upper_ci print 'num. replicates', perms if lower_ci <= 0 <= upper_ci: print 'not sig. different from zero' else: print 'sig. different from zero' #from matplotlib import pyplot as plt #plt.hist(n) #plt.show() #idx = 0 #for i in seqs: # print '>'+str(idx) # print i # idx+=1
gpl-3.0
spallavolu/scikit-learn
examples/ensemble/plot_voting_probas.py
316
2824
""" =========================================================== Plot class probabilities calculated by the VotingClassifier =========================================================== Plot the class probabilities of the first sample in a toy dataset predicted by three different classifiers and averaged by the `VotingClassifier`. First, three examplary classifiers are initialized (`LogisticRegression`, `GaussianNB`, and `RandomForestClassifier`) and used to initialize a soft-voting `VotingClassifier` with weights `[1, 1, 5]`, which means that the predicted probabilities of the `RandomForestClassifier` count 5 times as much as the weights of the other classifiers when the averaged probability is calculated. To visualize the probability weighting, we fit each classifier on the training set and plot the predicted class probabilities for the first sample in this example dataset. """ print(__doc__) import numpy as np import matplotlib.pyplot as plt from sklearn.linear_model import LogisticRegression from sklearn.naive_bayes import GaussianNB from sklearn.ensemble import RandomForestClassifier from sklearn.ensemble import VotingClassifier clf1 = LogisticRegression(random_state=123) clf2 = RandomForestClassifier(random_state=123) clf3 = GaussianNB() X = np.array([[-1.0, -1.0], [-1.2, -1.4], [-3.4, -2.2], [1.1, 1.2]]) y = np.array([1, 1, 2, 2]) eclf = VotingClassifier(estimators=[('lr', clf1), ('rf', clf2), ('gnb', clf3)], voting='soft', weights=[1, 1, 5]) # predict class probabilities for all classifiers probas = [c.fit(X, y).predict_proba(X) for c in (clf1, clf2, clf3, eclf)] # get class probabilities for the first sample in the dataset class1_1 = [pr[0, 0] for pr in probas] class2_1 = [pr[0, 1] for pr in probas] # plotting N = 4 # number of groups ind = np.arange(N) # group positions width = 0.35 # bar width fig, ax = plt.subplots() # bars for classifier 1-3 p1 = ax.bar(ind, np.hstack(([class1_1[:-1], [0]])), width, color='green') p2 = ax.bar(ind + width, np.hstack(([class2_1[:-1], [0]])), width, color='lightgreen') # bars for VotingClassifier p3 = ax.bar(ind, [0, 0, 0, class1_1[-1]], width, color='blue') p4 = ax.bar(ind + width, [0, 0, 0, class2_1[-1]], width, color='steelblue') # plot annotations plt.axvline(2.8, color='k', linestyle='dashed') ax.set_xticks(ind + width) ax.set_xticklabels(['LogisticRegression\nweight 1', 'GaussianNB\nweight 1', 'RandomForestClassifier\nweight 5', 'VotingClassifier\n(average probabilities)'], rotation=40, ha='right') plt.ylim([0, 1]) plt.title('Class probabilities for sample 1 by different classifiers') plt.legend([p1[0], p2[0]], ['class 1', 'class 2'], loc='upper left') plt.show()
bsd-3-clause
Lab603/PicEncyclopedias
jni-build/jni-build/jni/include/tensorflow/contrib/learn/python/learn/preprocessing/tests/categorical_test.py
30
2249
# encoding: utf-8 # Copyright 2016 The TensorFlow Authors. All Rights Reserved. # # Licensed under the Apache License, Version 2.0 (the "License"); # you may not use this file except in compliance with the License. # You may obtain a copy of the License at # # http://www.apache.org/licenses/LICENSE-2.0 # # Unless required by applicable law or agreed to in writing, software # distributed under the License is distributed on an "AS IS" BASIS, # WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. # See the License for the specific language governing permissions and # limitations under the License. # ============================================================================== """Categorical tests.""" # limitations under the License. from __future__ import absolute_import from __future__ import division from __future__ import print_function import numpy as np import tensorflow as tf from tensorflow.contrib.learn.python.learn.learn_io import HAS_PANDAS from tensorflow.contrib.learn.python.learn.preprocessing import categorical class CategoricalTest(tf.test.TestCase): """Categorical tests.""" def testSingleCategoricalProcessor(self): cat_processor = categorical.CategoricalProcessor(min_frequency=1) x = cat_processor.fit_transform([["0"], [1], [float("nan")], ["C"], ["C"], [1], ["0"], [np.nan], [3]]) self.assertAllEqual(list(x), [[2], [1], [0], [3], [3], [1], [2], [0], [0]]) def testSingleCategoricalProcessorPandasSingleDF(self): if HAS_PANDAS: import pandas as pd # pylint: disable=g-import-not-at-top cat_processor = categorical.CategoricalProcessor() data = pd.DataFrame({"Gender": ["Male", "Female", "Male"]}) x = list(cat_processor.fit_transform(data)) self.assertAllEqual(list(x), [[1], [2], [1]]) def testMultiCategoricalProcessor(self): cat_processor = categorical.CategoricalProcessor(min_frequency=0, share=False) x = cat_processor.fit_transform([["0", "Male"], [1, "Female"], ["3", "Male"] ]) self.assertAllEqual(list(x), [[1, 1], [2, 2], [3, 1]]) if __name__ == "__main__": tf.test.main()
mit
sanja7s/SR_Twitter
src_graph/analyze_SR.py
1
3725
import codecs from scipy.stats.stats import pearsonr, spearmanr from collections import defaultdict, OrderedDict import numpy as np from scipy.interpolate import UnivariateSpline import matplotlib.mlab as mlab from matplotlib import pyplot as plt f_in = "graph_data_with_SR.tab" f_out = "mention_graph_with_SR_undirected.tab" f_undirected_in = "graph_data_with_SR_undirected.tab" def read_in_graph_with_SR(f_in): graph_with_SR = defaultdict(list) with codecs.open(f_in,'r', encoding='utf8') as input_file: for line in input_file: line = line.split() usr1 = line[0] usr2 = line[1] weight = int(line[2]) SR = line[3] if SR == 'None' or SR == '-1': continue SR = float(SR) graph_with_SR[(usr1, usr2)] = (weight, SR) return graph_with_SR def read_in_undirected_graph_with_SR(): graph_with_SR = defaultdict(list) with codecs.open(f_undirected_in,'r', encoding='utf8') as input_file: for line in input_file: line = line.split() usr1 = line[0] usr2 = line[1] weight = int(line[2]) SR = line[3] if SR == 'None' or SR == '-1': continue SR = float(SR) graph_with_SR[(usr1, usr2)] = (weight, SR) return graph_with_SR def save_undirected_graph_with_SR(): directed_graph_with_SR = read_in_graph_with_SR(f_in) undirected_graph_with_SR = defaultdict(list) with codecs.open(f_out,'w', encoding='utf8') as output_file: for edge in directed_graph_with_SR.keys(): w = directed_graph_with_SR[edge][0] sr = directed_graph_with_SR[edge][1] key2 = tuple(sorted((edge[1],edge[0]))) if key2 not in undirected_graph_with_SR.iterkeys(): undirected_graph_with_SR[key2] = (w, sr) else: undirected_graph_with_SR[key2] = (w + undirected_graph_with_SR[key2][0], undirected_graph_with_SR[key2][1]) output_file.write(str(edge[0]) + '\t' + str(edge[1]) + '\t' + str(undirected_graph_with_SR[key2][0]) + '\t' + str(undirected_graph_with_SR[key2][1]) + '\n') return undirected_graph_with_SR def SR_vs_weight(threshold=50): graph_with_SR = read_in_undirected_graph_with_SR() SR = [] weights = [] cnt = 0 for key in graph_with_SR.iterkeys(): sr = graph_with_SR[key][1] w = graph_with_SR[key][0] cnt += 1 if cnt % 10000 == 0: print "Read ", cnt, " edges." if w > threshold and sr > 0: SR.append(sr) weights.append(w) print "Pearson cor (undirected) with threshold ", threshold, print ('is: {0:.3f}'.format(float(pearsonr(SR, weights)))) print "Spearman cor (undirected) with threshold ", threshold, print ('is: {0:.3f}'.format(float(spearmanr(SR, weights)))) SR_vs_weight() def SR_pdf(): graph_with_SR = read_in_graph_with_SR(f_in) SR = [] weights = [] for key in graph_with_SR.iterkeys(): sr = float(graph_with_SR[key][1]) # print sr if sr >= 0 and sr < 1: SR.append(sr) weights.append(graph_with_SR[key][0]) # took this code from StackOverflow and edited to plot pdf and add a function to smooth the data N = len(SR) n = N/10 print N s = np.asarray(SR) # generate your data sample with N elements print len(s) ''' p, x = np.histogram(s, bins=n) # bin it into n = N/10 bins x = x[:-1] + (x[1] - x[0])/2 # convert bin edges to centers f = UnivariateSpline(x, p, s=n) plt.plot(x, f(x)) plt.show() ''' mu, sigma = 100, 15 # the histogram of the data n, bins, patches = plt.hist(s, 100, normed=0, facecolor='green', alpha=0.55) # add a 'best fit' line #y = mlab.normpdf( bins, mu, sigma) #l = plt.plot(bins, y, 'r--', linewidth=1) plt.xlabel('SR value') plt.ylabel('Number of user pairs') plt.title('Histogram of SR') plt.axis([0, 1, 0, 115]) plt.grid(True) plt.show() #SR_pdf() save_undirected_graph_with_SR()
mit
wdm0006/pyculiarity
pyculiarity/detect_ts.py
1
10466
# -*- coding: utf-8 -*- from collections import namedtuple import datetime import copy from past.builtins import basestring from pandas import DataFrame, to_datetime from pandas.lib import Timestamp import numpy as np from pyculiarity.date_utils import get_gran from pyculiarity.detect_anoms import detect_anoms Direction = namedtuple('Direction', ['one_tail', 'upper_tail']) def detect_ts(df, max_anoms=0.10, direction='pos', alpha=0.05, threshold=None, e_value=False, longterm=False, piecewise_median_period_weeks=2, granularity='day', verbose=False, inplace=True): """ Anomaly Detection Using Seasonal Hybrid ESD Test A technique for detecting anomalies in seasonal univariate time series where the input is a series of <timestamp, value> pairs. Args: x: Time series as a two column data frame where the first column consists of the integer UTC Unix timestamps and the second column consists of the observations. max_anoms: Maximum number of anomalies that S-H-ESD will detect as a percentage of the data. direction: Directionality of the anomalies to be detected. Options are: ('pos' | 'neg' | 'both'). alpha: The level of statistical significance with which to accept or reject anomalies. only_last: Find and report anomalies only within the last day or hr in the time series. Options: (None | 'day' | 'hr') threshold: Only report positive going anoms above the threshold specified. Options are: (None | 'med_max' | 'p95' | 'p99') e_value: Add an additional column to the anoms output containing the expected value. longterm: Increase anom detection efficacy for time series that are greater than a month. See Details below. piecewise_median_period_weeks: The piecewise median time window as described in Vallis, Hochenbaum, and Kejariwal (2014). Defaults to 2. Details 'longterm' This option should be set when the input time series is longer than a month. The option enables the approach described in Vallis, Hochenbaum, and Kejariwal (2014). 'threshold' Filter all negative anomalies and those anomalies whose magnitude is smaller than one of the specified thresholds which include: the median of the daily max values (med_max), the 95th percentile of the daily max values (p95), and the 99th percentile of the daily max values (p99). The returned value is a dictionary with the following components: anoms: Data frame containing timestamps, values, and optionally expected values. plot: A graphical object if plotting was requested by the user. The plot contains the estimated anomalies annotated on the input time series """ if not isinstance(df, DataFrame): raise ValueError("data must be a single data frame.") else: if len(df.columns) != 2 or not df.iloc[:, 1].map(np.isreal).all(): raise ValueError('''data must be a 2 column data.frame, with the first column being a set of timestamps, and the second coloumn being numeric values.''') if not (df.dtypes[0].type is np.float64) and not (df.dtypes[0].type is np.int64): raise ValueError('''The input timestamp column must be a float or integer of the unix timestamp, not date time columns, date strings or pd.TimeStamp columns.''') if not inplace: df = copy.deepcopy(df) # change the column names in place, rather than copying the entire dataset, but save the headers to replace them. orig_header = df.columns.values df.rename(columns={df.columns.values[0]: "timestamp", df.columns.values[1]: "value"}, inplace=True) # Sanity check all input parameters if max_anoms > 0.49: length = len(df.value) raise ValueError("max_anoms must be less than 50%% of the data points (max_anoms =%f data_points =%s)." % (round(max_anoms * length, 0), length)) if direction not in ['pos', 'neg', 'both']: raise ValueError("direction options are: pos | neg | both.") if not (0.01 <= alpha or alpha <= 0.1): if verbose: import warnings warnings.warn("alpha is the statistical signifigance, and is usually between 0.01 and 0.1") if threshold not in [None, 'med_max', 'p95', 'p99']: raise ValueError("threshold options are: None | med_max | p95 | p99") if not isinstance(e_value, bool): raise ValueError("e_value must be a boolean") if not isinstance(longterm, bool): raise ValueError("longterm must be a boolean") if piecewise_median_period_weeks < 2: raise ValueError( "piecewise_median_period_weeks must be at greater than 2 weeks") # if the data is daily, then we need to bump the period to weekly to get multiple examples gran = granularity gran_period = { 'ms': 60000, 'sec': 3600, 'min': 1440, 'hr': 24, 'day': 7 } period = gran_period.get(gran) if not period: raise ValueError('%s granularity detected. This is currently not supported.' % (gran, )) # now convert the timestamp column into a proper timestamp df['timestamp'] = df['timestamp'].map(lambda x: datetime.datetime.utcfromtimestamp(x)) num_obs = len(df.value) clamp = (1 / float(num_obs)) if max_anoms < clamp: max_anoms = clamp if longterm: if gran == "day": num_obs_in_period = period * piecewise_median_period_weeks + 1 num_days_in_period = 7 * piecewise_median_period_weeks + 1 else: num_obs_in_period = period * 7 * piecewise_median_period_weeks num_days_in_period = 7 * piecewise_median_period_weeks last_date = df.timestamp.iget(-1) all_data = [] for j in range(0, len(df.timestamp), num_obs_in_period): start_date = df.timestamp.iget(j) end_date = min(start_date + datetime.timedelta(days=num_obs_in_period), df.timestamp.iget(-1)) # if there is at least 14 days left, subset it, otherwise subset last_date - 14days if (end_date - start_date).days == num_days_in_period: sub_df = df[(df.timestamp >= start_date) & (df.timestamp < end_date)] else: sub_df = df[(df.timestamp > (last_date - datetime.timedelta(days=num_days_in_period))) & (df.timestamp <= last_date)] all_data.append(sub_df) else: all_data = [df] all_anoms = DataFrame(columns=['timestamp', 'value']) seasonal_plus_trend = DataFrame(columns=['timestamp', 'value']) # Detect anomalies on all data (either entire data in one-pass, or in 2 week blocks if longterm=TRUE) for i in range(len(all_data)): directions = { 'pos': Direction(True, True), 'neg': Direction(True, False), 'both': Direction(False, True) } anomaly_direction = directions[direction] # detect_anoms actually performs the anomaly detection and returns the result in a list containing the anomalies # as well as the decomposed components of the time series for further analysis. s_h_esd_timestamps = detect_anoms(all_data[i], k=max_anoms, alpha=alpha, num_obs_per_period=period, use_decomp=True, one_tail=anomaly_direction.one_tail, upper_tail=anomaly_direction.upper_tail, verbose=verbose) if s_h_esd_timestamps is None: return { 'anoms': DataFrame(columns=["timestamp", "anoms"]) } # store decomposed comps in local variable and overwrite s_h_esd_timestamps to contain only the anom timestamps data_decomp = s_h_esd_timestamps['stl'] s_h_esd_timestamps = s_h_esd_timestamps['anoms'] # -- Step 3: Use detected anomaly timestamps to extract the actual anomalies (timestamp and value) from the data if s_h_esd_timestamps: anoms = all_data[i][all_data[i].timestamp.isin(s_h_esd_timestamps)] else: anoms = DataFrame(columns=['timestamp', 'value']) # Filter the anomalies using one of the thresholding functions if applicable if threshold: # Calculate daily max values periodic_maxes = df.groupby(df.timestamp.map(Timestamp.date)).aggregate(np.max).value # Calculate the threshold set by the user thresh = 0.5 if threshold == 'med_max': thresh = periodic_maxes.median() elif threshold == 'p95': thresh = periodic_maxes.quantile(.95) elif threshold == 'p99': thresh = periodic_maxes.quantile(.99) # Remove any anoms below the threshold anoms = anoms[anoms.value >= thresh] all_anoms = all_anoms.append(anoms) seasonal_plus_trend = seasonal_plus_trend.append(data_decomp) # Cleanup potential duplicates try: all_anoms.drop_duplicates(subset=['timestamp']) seasonal_plus_trend.drop_duplicates(subset=['timestamp']) except TypeError: all_anoms.drop_duplicates(cols=['timestamp']) seasonal_plus_trend.drop_duplicates(cols=['timestamp']) # Calculate number of anomalies as a percentage anom_pct = (len(df.value) / float(num_obs)) * 100 # name the columns back df.rename(columns={"timestamp": orig_header[0], "value": orig_header[1]}, inplace=True) if anom_pct == 0: return {"anoms": None} all_anoms.index = all_anoms.timestamp if e_value: d = { 'timestamp': all_anoms.timestamp, 'anoms': all_anoms.value, 'expected_value': seasonal_plus_trend[ seasonal_plus_trend.timestamp.isin( all_anoms.timestamp)].value } else: d = { 'timestamp': all_anoms.timestamp, 'anoms': all_anoms.value } anoms = DataFrame(d, index=d['timestamp'].index) # convert timestamps back to unix time anoms['timestamp'] = anoms['timestamp'].astype(np.int64) anoms['timestamp'] = anoms['timestamp'].map(lambda x: x * 10e-10) return {'anoms': anoms}
gpl-3.0
jjs0sbw/CSPLN
apps/scaffolding/mac/web2py/web2py.app/Contents/Resources/lib/python2.7/matplotlib/backends/backend_template.py
3
8679
""" This is a fully functional do nothing backend to provide a template to backend writers. It is fully functional in that you can select it as a backend with import matplotlib matplotlib.use('Template') and your matplotlib scripts will (should!) run without error, though no output is produced. This provides a nice starting point for backend writers because you can selectively implement methods (draw_rectangle, draw_lines, etc...) and slowly see your figure come to life w/o having to have a full blown implementation before getting any results. Copy this to backend_xxx.py and replace all instances of 'template' with 'xxx'. Then implement the class methods and functions below, and add 'xxx' to the switchyard in matplotlib/backends/__init__.py and 'xxx' to the backends list in the validate_backend methon in matplotlib/__init__.py and you're off. You can use your backend with:: import matplotlib matplotlib.use('xxx') from pylab import * plot([1,2,3]) show() matplotlib also supports external backends, so you can place you can use any module in your PYTHONPATH with the syntax:: import matplotlib matplotlib.use('module://my_backend') where my_backend.py is your module name. Thus syntax is also recognized in the rc file and in the -d argument in pylab, eg:: python simple_plot.py -dmodule://my_backend The files that are most relevant to backend_writers are matplotlib/backends/backend_your_backend.py matplotlib/backend_bases.py matplotlib/backends/__init__.py matplotlib/__init__.py matplotlib/_pylab_helpers.py Naming Conventions * classes Upper or MixedUpperCase * varables lower or lowerUpper * functions lower or underscore_separated """ from __future__ import division import matplotlib from matplotlib._pylab_helpers import Gcf from matplotlib.backend_bases import RendererBase, GraphicsContextBase,\ FigureManagerBase, FigureCanvasBase from matplotlib.figure import Figure from matplotlib.transforms import Bbox class RendererTemplate(RendererBase): """ The renderer handles drawing/rendering operations. This is a minimal do-nothing class that can be used to get started when writing a new backend. Refer to backend_bases.RendererBase for documentation of the classes methods. """ def __init__(self, dpi): self.dpi = dpi def draw_path(self, gc, path, transform, rgbFace=None): pass # draw_markers is optional, and we get more correct relative # timings by leaving it out. backend implementers concerned with # performance will probably want to implement it # def draw_markers(self, gc, marker_path, marker_trans, path, trans, rgbFace=None): # pass # draw_path_collection is optional, and we get more correct # relative timings by leaving it out. backend implementers concerned with # performance will probably want to implement it # def draw_path_collection(self, gc, master_transform, paths, # all_transforms, offsets, offsetTrans, facecolors, # edgecolors, linewidths, linestyles, # antialiaseds): # pass # draw_quad_mesh is optional, and we get more correct # relative timings by leaving it out. backend implementers concerned with # performance will probably want to implement it # def draw_quad_mesh(self, gc, master_transform, meshWidth, meshHeight, # coordinates, offsets, offsetTrans, facecolors, # antialiased, showedges): # pass def draw_image(self, gc, x, y, im): pass def draw_text(self, gc, x, y, s, prop, angle, ismath=False): pass def flipy(self): return True def get_canvas_width_height(self): return 100, 100 def get_text_width_height_descent(self, s, prop, ismath): return 1, 1, 1 def new_gc(self): return GraphicsContextTemplate() def points_to_pixels(self, points): # if backend doesn't have dpi, eg, postscript or svg return points # elif backend assumes a value for pixels_per_inch #return points/72.0 * self.dpi.get() * pixels_per_inch/72.0 # else #return points/72.0 * self.dpi.get() class GraphicsContextTemplate(GraphicsContextBase): """ The graphics context provides the color, line styles, etc... See the gtk and postscript backends for examples of mapping the graphics context attributes (cap styles, join styles, line widths, colors) to a particular backend. In GTK this is done by wrapping a gtk.gdk.GC object and forwarding the appropriate calls to it using a dictionary mapping styles to gdk constants. In Postscript, all the work is done by the renderer, mapping line styles to postscript calls. If it's more appropriate to do the mapping at the renderer level (as in the postscript backend), you don't need to override any of the GC methods. If it's more appropriate to wrap an instance (as in the GTK backend) and do the mapping here, you'll need to override several of the setter methods. The base GraphicsContext stores colors as a RGB tuple on the unit interval, eg, (0.5, 0.0, 1.0). You may need to map this to colors appropriate for your backend. """ pass ######################################################################## # # The following functions and classes are for pylab and implement # window/figure managers, etc... # ######################################################################## def draw_if_interactive(): """ For image backends - is not required For GUI backends - this should be overriden if drawing should be done in interactive python mode """ pass def show(): """ For image backends - is not required For GUI backends - show() is usually the last line of a pylab script and tells the backend that it is time to draw. In interactive mode, this may be a do nothing func. See the GTK backend for an example of how to handle interactive versus batch mode """ for manager in Gcf.get_all_fig_managers(): # do something to display the GUI pass 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) canvas = FigureCanvasTemplate(thisFig) manager = FigureManagerTemplate(canvas, num) return manager class FigureCanvasTemplate(FigureCanvasBase): """ The canvas the figure renders into. Calls the draw and print fig methods, creates the renderers, etc... Public attribute figure - A Figure instance Note GUI templates will want to connect events for button presses, mouse movements and key presses to functions that call the base class methods button_press_event, button_release_event, motion_notify_event, key_press_event, and key_release_event. See, eg backend_gtk.py, backend_wx.py and backend_tkagg.py """ def draw(self): """ Draw the figure using the renderer """ renderer = RendererTemplate(self.figure.dpi) self.figure.draw(renderer) # You should provide a print_xxx function for every file format # you can write. # If the file type is not in the base set of filetypes, # you should add it to the class-scope filetypes dictionary as follows: filetypes = FigureCanvasBase.filetypes.copy() filetypes['foo'] = 'My magic Foo format' def print_foo(self, filename, *args, **kwargs): """ Write out format foo. The dpi, facecolor and edgecolor are restored to their original values after this call, so you don't need to save and restore them. """ pass def get_default_filetype(self): return 'foo' class FigureManagerTemplate(FigureManagerBase): """ Wrap everything up into a window for the pylab interface For non interactive backends, the base class does all the work """ pass ######################################################################## # # Now just provide the standard names that backend.__init__ is expecting # ######################################################################## FigureManager = FigureManagerTemplate
gpl-3.0
robin-lai/scikit-learn
benchmarks/bench_plot_omp_lars.py
266
4447
"""Benchmarks of orthogonal matching pursuit (:ref:`OMP`) versus least angle regression (:ref:`least_angle_regression`) The input data is mostly low rank but is a fat infinite tail. """ from __future__ import print_function import gc import sys from time import time import numpy as np from sklearn.linear_model import lars_path, orthogonal_mp from sklearn.datasets.samples_generator import make_sparse_coded_signal def compute_bench(samples_range, features_range): it = 0 results = dict() lars = np.empty((len(features_range), len(samples_range))) lars_gram = lars.copy() omp = lars.copy() omp_gram = lars.copy() max_it = len(samples_range) * len(features_range) for i_s, n_samples in enumerate(samples_range): for i_f, n_features in enumerate(features_range): it += 1 n_informative = n_features / 10 print('====================') print('Iteration %03d of %03d' % (it, max_it)) print('====================') # dataset_kwargs = { # 'n_train_samples': n_samples, # 'n_test_samples': 2, # 'n_features': n_features, # 'n_informative': n_informative, # 'effective_rank': min(n_samples, n_features) / 10, # #'effective_rank': None, # 'bias': 0.0, # } dataset_kwargs = { 'n_samples': 1, 'n_components': n_features, 'n_features': n_samples, 'n_nonzero_coefs': n_informative, 'random_state': 0 } print("n_samples: %d" % n_samples) print("n_features: %d" % n_features) y, X, _ = make_sparse_coded_signal(**dataset_kwargs) X = np.asfortranarray(X) gc.collect() print("benchmarking lars_path (with Gram):", end='') sys.stdout.flush() tstart = time() G = np.dot(X.T, X) # precomputed Gram matrix Xy = np.dot(X.T, y) lars_path(X, y, Xy=Xy, Gram=G, max_iter=n_informative) delta = time() - tstart print("%0.3fs" % delta) lars_gram[i_f, i_s] = delta gc.collect() print("benchmarking lars_path (without Gram):", end='') sys.stdout.flush() tstart = time() lars_path(X, y, Gram=None, max_iter=n_informative) delta = time() - tstart print("%0.3fs" % delta) lars[i_f, i_s] = delta gc.collect() print("benchmarking orthogonal_mp (with Gram):", end='') sys.stdout.flush() tstart = time() orthogonal_mp(X, y, precompute=True, n_nonzero_coefs=n_informative) delta = time() - tstart print("%0.3fs" % delta) omp_gram[i_f, i_s] = delta gc.collect() print("benchmarking orthogonal_mp (without Gram):", end='') sys.stdout.flush() tstart = time() orthogonal_mp(X, y, precompute=False, n_nonzero_coefs=n_informative) delta = time() - tstart print("%0.3fs" % delta) omp[i_f, i_s] = delta results['time(LARS) / time(OMP)\n (w/ Gram)'] = (lars_gram / omp_gram) results['time(LARS) / time(OMP)\n (w/o Gram)'] = (lars / omp) return results if __name__ == '__main__': samples_range = np.linspace(1000, 5000, 5).astype(np.int) features_range = np.linspace(1000, 5000, 5).astype(np.int) results = compute_bench(samples_range, features_range) max_time = max(np.max(t) for t in results.values()) import pylab as pl fig = pl.figure('scikit-learn OMP vs. LARS benchmark results') for i, (label, timings) in enumerate(sorted(results.iteritems())): ax = fig.add_subplot(1, 2, i) vmax = max(1 - timings.min(), -1 + timings.max()) pl.matshow(timings, fignum=False, vmin=1 - vmax, vmax=1 + vmax) ax.set_xticklabels([''] + map(str, samples_range)) ax.set_yticklabels([''] + map(str, features_range)) pl.xlabel('n_samples') pl.ylabel('n_features') pl.title(label) pl.subplots_adjust(0.1, 0.08, 0.96, 0.98, 0.4, 0.63) ax = pl.axes([0.1, 0.08, 0.8, 0.06]) pl.colorbar(cax=ax, orientation='horizontal') pl.show()
bsd-3-clause
dchabot/bluesky
bluesky/broker_callbacks.py
1
2716
from dataportal import DataBroker as db, get_events import filestore import filestore.api as fsapi from metadatastore.commands import run_start_given_uid, descriptors_by_start import matplotlib.pyplot as plt from xray_vision.backend.mpl.cross_section_2d import CrossSection from .callbacks import CallbackBase class LiveImage(CallbackBase): """ Stream 2D images in a cross-section viewer. Parameters ---------- field : string name of data field in an Event Note ---- Requires a matplotlib fix that is not released as of this writing. The relevant commit is a951b7. """ def __init__(self, field): super().__init__() self.field = field fig = plt.figure() self.cs = CrossSection(fig) self.cs._fig.show() def event(self, doc): uid = doc['data'][self.field] data = fsapi.retrieve(uid) self.cs.update_image(data) self.cs._fig.canvas.draw() self.cs._fig.canvas.flush_events() def post_run(callback): """ Trigger a callback to process all the Documents from a run at the end. This function does not receive the Document stream during collection. It retrieves the complete set of Documents from the DataBroker after collection is complete. Parameters ---------- callback : callable a function that accepts all four Documents Returns ------- func : function a function that acepts a RunStop Document Examples -------- Print a table with full (lossless) result set at the end of a run. >>> s = Ascan(motor, [det1], [1,2,3]) >>> table = LiveTable(['det1', 'motor']) >>> RE(s, {'stop': post_run(table)}) +------------+-------------------+----------------+----------------+ | seq_num | time | det1 | motor | +------------+-------------------+----------------+----------------+ | 3 | 14:02:32.218348 | 5.00 | 3.00 | | 2 | 14:02:32.158503 | 5.00 | 2.00 | | 1 | 14:02:32.099807 | 5.00 | 1.00 | +------------+-------------------+----------------+----------------+ """ def f(name, stop_doc): uid = stop_doc['run_start'] start = run_start_given_uid(uid) descriptors = descriptors_by_start(uid) # For convenience, I'll rely on the broker to get Events. header = db[uid] events = get_events(header) callback.start(start) for d in descriptors: callback.descriptor(d) for e in events: callback.event(e) callback.stop(stop_doc) return f
bsd-3-clause
equialgo/scikit-learn
sklearn/tests/test_grid_search.py
27
29492
""" Testing for grid search module (sklearn.grid_search) """ from collections import Iterable, Sized from sklearn.externals.six.moves import cStringIO as StringIO from sklearn.externals.six.moves import xrange from itertools import chain, product import pickle import warnings import sys import numpy as np import scipy.sparse as sp from sklearn.utils.testing import assert_equal from sklearn.utils.testing import assert_not_equal from sklearn.utils.testing import assert_raises from sklearn.utils.testing import assert_warns from sklearn.utils.testing import assert_raise_message from sklearn.utils.testing import assert_false, assert_true from sklearn.utils.testing import assert_array_equal from sklearn.utils.testing import assert_almost_equal from sklearn.utils.testing import assert_array_almost_equal from sklearn.utils.testing import assert_no_warnings from sklearn.utils.testing import ignore_warnings from sklearn.utils.mocking import CheckingClassifier, MockDataFrame from scipy.stats import bernoulli, expon, uniform from sklearn.externals.six.moves import zip from sklearn.base import BaseEstimator from sklearn.datasets import make_classification from sklearn.datasets import make_blobs from sklearn.datasets import make_multilabel_classification from sklearn.svm import LinearSVC, SVC from sklearn.tree import DecisionTreeRegressor from sklearn.tree import DecisionTreeClassifier from sklearn.cluster import KMeans from sklearn.neighbors import KernelDensity from sklearn.metrics import f1_score from sklearn.metrics import make_scorer from sklearn.metrics import roc_auc_score from sklearn.linear_model import Ridge from sklearn.exceptions import ChangedBehaviorWarning from sklearn.exceptions import FitFailedWarning with warnings.catch_warnings(): warnings.simplefilter('ignore') from sklearn.grid_search import (GridSearchCV, RandomizedSearchCV, ParameterGrid, ParameterSampler) from sklearn.cross_validation import KFold, StratifiedKFold from sklearn.preprocessing import Imputer from sklearn.pipeline import Pipeline # Neither of the following two estimators inherit from BaseEstimator, # to test hyperparameter search on user-defined classifiers. class MockClassifier(object): """Dummy classifier to test the cross-validation""" def __init__(self, foo_param=0): self.foo_param = foo_param def fit(self, X, Y): assert_true(len(X) == len(Y)) return self def predict(self, T): return T.shape[0] predict_proba = predict decision_function = predict transform = predict def score(self, X=None, Y=None): if self.foo_param > 1: score = 1. else: score = 0. return score def get_params(self, deep=False): return {'foo_param': self.foo_param} def set_params(self, **params): self.foo_param = params['foo_param'] return self class LinearSVCNoScore(LinearSVC): """An LinearSVC classifier that has no score method.""" @property def score(self): raise AttributeError X = np.array([[-1, -1], [-2, -1], [1, 1], [2, 1]]) y = np.array([1, 1, 2, 2]) def assert_grid_iter_equals_getitem(grid): assert_equal(list(grid), [grid[i] for i in range(len(grid))]) def test_parameter_grid(): # Test basic properties of ParameterGrid. params1 = {"foo": [1, 2, 3]} grid1 = ParameterGrid(params1) assert_true(isinstance(grid1, Iterable)) assert_true(isinstance(grid1, Sized)) assert_equal(len(grid1), 3) assert_grid_iter_equals_getitem(grid1) params2 = {"foo": [4, 2], "bar": ["ham", "spam", "eggs"]} grid2 = ParameterGrid(params2) assert_equal(len(grid2), 6) # loop to assert we can iterate over the grid multiple times for i in xrange(2): # tuple + chain transforms {"a": 1, "b": 2} to ("a", 1, "b", 2) points = set(tuple(chain(*(sorted(p.items())))) for p in grid2) assert_equal(points, set(("bar", x, "foo", y) for x, y in product(params2["bar"], params2["foo"]))) assert_grid_iter_equals_getitem(grid2) # Special case: empty grid (useful to get default estimator settings) empty = ParameterGrid({}) assert_equal(len(empty), 1) assert_equal(list(empty), [{}]) assert_grid_iter_equals_getitem(empty) assert_raises(IndexError, lambda: empty[1]) has_empty = ParameterGrid([{'C': [1, 10]}, {}, {'C': [.5]}]) assert_equal(len(has_empty), 4) assert_equal(list(has_empty), [{'C': 1}, {'C': 10}, {}, {'C': .5}]) assert_grid_iter_equals_getitem(has_empty) def test_grid_search(): # Test that the best estimator contains the right value for foo_param clf = MockClassifier() grid_search = GridSearchCV(clf, {'foo_param': [1, 2, 3]}, verbose=3) # make sure it selects the smallest parameter in case of ties old_stdout = sys.stdout sys.stdout = StringIO() grid_search.fit(X, y) sys.stdout = old_stdout assert_equal(grid_search.best_estimator_.foo_param, 2) for i, foo_i in enumerate([1, 2, 3]): assert_true(grid_search.grid_scores_[i][0] == {'foo_param': foo_i}) # Smoke test the score etc: grid_search.score(X, y) grid_search.predict_proba(X) grid_search.decision_function(X) grid_search.transform(X) # Test exception handling on scoring grid_search.scoring = 'sklearn' assert_raises(ValueError, grid_search.fit, X, y) @ignore_warnings def test_grid_search_no_score(): # Test grid-search on classifier that has no score function. clf = LinearSVC(random_state=0) X, y = make_blobs(random_state=0, centers=2) Cs = [.1, 1, 10] clf_no_score = LinearSVCNoScore(random_state=0) grid_search = GridSearchCV(clf, {'C': Cs}, scoring='accuracy') grid_search.fit(X, y) grid_search_no_score = GridSearchCV(clf_no_score, {'C': Cs}, scoring='accuracy') # smoketest grid search grid_search_no_score.fit(X, y) # check that best params are equal assert_equal(grid_search_no_score.best_params_, grid_search.best_params_) # check that we can call score and that it gives the correct result assert_equal(grid_search.score(X, y), grid_search_no_score.score(X, y)) # giving no scoring function raises an error grid_search_no_score = GridSearchCV(clf_no_score, {'C': Cs}) assert_raise_message(TypeError, "no scoring", grid_search_no_score.fit, [[1]]) def test_grid_search_score_method(): X, y = make_classification(n_samples=100, n_classes=2, flip_y=.2, random_state=0) clf = LinearSVC(random_state=0) grid = {'C': [.1]} search_no_scoring = GridSearchCV(clf, grid, scoring=None).fit(X, y) search_accuracy = GridSearchCV(clf, grid, scoring='accuracy').fit(X, y) search_no_score_method_auc = GridSearchCV(LinearSVCNoScore(), grid, scoring='roc_auc').fit(X, y) search_auc = GridSearchCV(clf, grid, scoring='roc_auc').fit(X, y) # Check warning only occurs in situation where behavior changed: # estimator requires score method to compete with scoring parameter score_no_scoring = assert_no_warnings(search_no_scoring.score, X, y) score_accuracy = assert_warns(ChangedBehaviorWarning, search_accuracy.score, X, y) score_no_score_auc = assert_no_warnings(search_no_score_method_auc.score, X, y) score_auc = assert_warns(ChangedBehaviorWarning, search_auc.score, X, y) # ensure the test is sane assert_true(score_auc < 1.0) assert_true(score_accuracy < 1.0) assert_not_equal(score_auc, score_accuracy) assert_almost_equal(score_accuracy, score_no_scoring) assert_almost_equal(score_auc, score_no_score_auc) def test_trivial_grid_scores(): # Test search over a "grid" with only one point. # Non-regression test: grid_scores_ wouldn't be set by GridSearchCV. clf = MockClassifier() grid_search = GridSearchCV(clf, {'foo_param': [1]}) grid_search.fit(X, y) assert_true(hasattr(grid_search, "grid_scores_")) random_search = RandomizedSearchCV(clf, {'foo_param': [0]}, n_iter=1) random_search.fit(X, y) assert_true(hasattr(random_search, "grid_scores_")) def test_no_refit(): # Test that grid search can be used for model selection only clf = MockClassifier() grid_search = GridSearchCV(clf, {'foo_param': [1, 2, 3]}, refit=False) grid_search.fit(X, y) assert_true(hasattr(grid_search, "best_params_")) def test_grid_search_error(): # Test that grid search will capture errors on data with different # length X_, y_ = make_classification(n_samples=200, n_features=100, random_state=0) clf = LinearSVC() cv = GridSearchCV(clf, {'C': [0.1, 1.0]}) assert_raises(ValueError, cv.fit, X_[:180], y_) def test_grid_search_iid(): # test the iid parameter # noise-free simple 2d-data X, y = make_blobs(centers=[[0, 0], [1, 0], [0, 1], [1, 1]], random_state=0, cluster_std=0.1, shuffle=False, n_samples=80) # split dataset into two folds that are not iid # first one contains data of all 4 blobs, second only from two. mask = np.ones(X.shape[0], dtype=np.bool) mask[np.where(y == 1)[0][::2]] = 0 mask[np.where(y == 2)[0][::2]] = 0 # this leads to perfect classification on one fold and a score of 1/3 on # the other svm = SVC(kernel='linear') # create "cv" for splits cv = [[mask, ~mask], [~mask, mask]] # once with iid=True (default) grid_search = GridSearchCV(svm, param_grid={'C': [1, 10]}, cv=cv) grid_search.fit(X, y) first = grid_search.grid_scores_[0] assert_equal(first.parameters['C'], 1) assert_array_almost_equal(first.cv_validation_scores, [1, 1. / 3.]) # for first split, 1/4 of dataset is in test, for second 3/4. # take weighted average assert_almost_equal(first.mean_validation_score, 1 * 1. / 4. + 1. / 3. * 3. / 4.) # once with iid=False grid_search = GridSearchCV(svm, param_grid={'C': [1, 10]}, cv=cv, iid=False) grid_search.fit(X, y) first = grid_search.grid_scores_[0] assert_equal(first.parameters['C'], 1) # scores are the same as above assert_array_almost_equal(first.cv_validation_scores, [1, 1. / 3.]) # averaged score is just mean of scores assert_almost_equal(first.mean_validation_score, np.mean(first.cv_validation_scores)) def test_grid_search_one_grid_point(): X_, y_ = make_classification(n_samples=200, n_features=100, random_state=0) param_dict = {"C": [1.0], "kernel": ["rbf"], "gamma": [0.1]} clf = SVC() cv = GridSearchCV(clf, param_dict) cv.fit(X_, y_) clf = SVC(C=1.0, kernel="rbf", gamma=0.1) clf.fit(X_, y_) assert_array_equal(clf.dual_coef_, cv.best_estimator_.dual_coef_) def test_grid_search_bad_param_grid(): param_dict = {"C": 1.0} clf = SVC() assert_raises(ValueError, GridSearchCV, clf, param_dict) param_dict = {"C": []} clf = SVC() assert_raises(ValueError, GridSearchCV, clf, param_dict) param_dict = {"C": np.ones(6).reshape(3, 2)} clf = SVC() assert_raises(ValueError, GridSearchCV, clf, param_dict) def test_grid_search_sparse(): # Test that grid search works with both dense and sparse matrices X_, y_ = make_classification(n_samples=200, n_features=100, random_state=0) clf = LinearSVC() cv = GridSearchCV(clf, {'C': [0.1, 1.0]}) cv.fit(X_[:180], y_[:180]) y_pred = cv.predict(X_[180:]) C = cv.best_estimator_.C X_ = sp.csr_matrix(X_) clf = LinearSVC() cv = GridSearchCV(clf, {'C': [0.1, 1.0]}) cv.fit(X_[:180].tocoo(), y_[:180]) y_pred2 = cv.predict(X_[180:]) C2 = cv.best_estimator_.C assert_true(np.mean(y_pred == y_pred2) >= .9) assert_equal(C, C2) def test_grid_search_sparse_scoring(): X_, y_ = make_classification(n_samples=200, n_features=100, random_state=0) clf = LinearSVC() cv = GridSearchCV(clf, {'C': [0.1, 1.0]}, scoring="f1") cv.fit(X_[:180], y_[:180]) y_pred = cv.predict(X_[180:]) C = cv.best_estimator_.C X_ = sp.csr_matrix(X_) clf = LinearSVC() cv = GridSearchCV(clf, {'C': [0.1, 1.0]}, scoring="f1") cv.fit(X_[:180], y_[:180]) y_pred2 = cv.predict(X_[180:]) C2 = cv.best_estimator_.C assert_array_equal(y_pred, y_pred2) assert_equal(C, C2) # Smoke test the score # np.testing.assert_allclose(f1_score(cv.predict(X_[:180]), y[:180]), # cv.score(X_[:180], y[:180])) # test loss where greater is worse def f1_loss(y_true_, y_pred_): return -f1_score(y_true_, y_pred_) F1Loss = make_scorer(f1_loss, greater_is_better=False) cv = GridSearchCV(clf, {'C': [0.1, 1.0]}, scoring=F1Loss) cv.fit(X_[:180], y_[:180]) y_pred3 = cv.predict(X_[180:]) C3 = cv.best_estimator_.C assert_equal(C, C3) assert_array_equal(y_pred, y_pred3) def test_grid_search_precomputed_kernel(): # Test that grid search works when the input features are given in the # form of a precomputed kernel matrix X_, y_ = make_classification(n_samples=200, n_features=100, random_state=0) # compute the training kernel matrix corresponding to the linear kernel K_train = np.dot(X_[:180], X_[:180].T) y_train = y_[:180] clf = SVC(kernel='precomputed') cv = GridSearchCV(clf, {'C': [0.1, 1.0]}) cv.fit(K_train, y_train) assert_true(cv.best_score_ >= 0) # compute the test kernel matrix K_test = np.dot(X_[180:], X_[:180].T) y_test = y_[180:] y_pred = cv.predict(K_test) assert_true(np.mean(y_pred == y_test) >= 0) # test error is raised when the precomputed kernel is not array-like # or sparse assert_raises(ValueError, cv.fit, K_train.tolist(), y_train) def test_grid_search_precomputed_kernel_error_nonsquare(): # Test that grid search returns an error with a non-square precomputed # training kernel matrix K_train = np.zeros((10, 20)) y_train = np.ones((10, )) clf = SVC(kernel='precomputed') cv = GridSearchCV(clf, {'C': [0.1, 1.0]}) assert_raises(ValueError, cv.fit, K_train, y_train) def test_grid_search_precomputed_kernel_error_kernel_function(): # Test that grid search returns an error when using a kernel_function X_, y_ = make_classification(n_samples=200, n_features=100, random_state=0) kernel_function = lambda x1, x2: np.dot(x1, x2.T) clf = SVC(kernel=kernel_function) cv = GridSearchCV(clf, {'C': [0.1, 1.0]}) assert_raises(ValueError, cv.fit, X_, y_) class BrokenClassifier(BaseEstimator): """Broken classifier that cannot be fit twice""" def __init__(self, parameter=None): self.parameter = parameter def fit(self, X, y): assert_true(not hasattr(self, 'has_been_fit_')) self.has_been_fit_ = True def predict(self, X): return np.zeros(X.shape[0]) @ignore_warnings def test_refit(): # Regression test for bug in refitting # Simulates re-fitting a broken estimator; this used to break with # sparse SVMs. X = np.arange(100).reshape(10, 10) y = np.array([0] * 5 + [1] * 5) clf = GridSearchCV(BrokenClassifier(), [{'parameter': [0, 1]}], scoring="precision", refit=True) clf.fit(X, y) def test_gridsearch_nd(): # Pass X as list in GridSearchCV X_4d = np.arange(10 * 5 * 3 * 2).reshape(10, 5, 3, 2) y_3d = np.arange(10 * 7 * 11).reshape(10, 7, 11) check_X = lambda x: x.shape[1:] == (5, 3, 2) check_y = lambda x: x.shape[1:] == (7, 11) clf = CheckingClassifier(check_X=check_X, check_y=check_y) grid_search = GridSearchCV(clf, {'foo_param': [1, 2, 3]}) grid_search.fit(X_4d, y_3d).score(X, y) assert_true(hasattr(grid_search, "grid_scores_")) def test_X_as_list(): # Pass X as list in GridSearchCV X = np.arange(100).reshape(10, 10) y = np.array([0] * 5 + [1] * 5) clf = CheckingClassifier(check_X=lambda x: isinstance(x, list)) cv = KFold(n=len(X), n_folds=3) grid_search = GridSearchCV(clf, {'foo_param': [1, 2, 3]}, cv=cv) grid_search.fit(X.tolist(), y).score(X, y) assert_true(hasattr(grid_search, "grid_scores_")) def test_y_as_list(): # Pass y as list in GridSearchCV X = np.arange(100).reshape(10, 10) y = np.array([0] * 5 + [1] * 5) clf = CheckingClassifier(check_y=lambda x: isinstance(x, list)) cv = KFold(n=len(X), n_folds=3) grid_search = GridSearchCV(clf, {'foo_param': [1, 2, 3]}, cv=cv) grid_search.fit(X, y.tolist()).score(X, y) assert_true(hasattr(grid_search, "grid_scores_")) def test_pandas_input(): # check cross_val_score doesn't destroy pandas dataframe types = [(MockDataFrame, MockDataFrame)] try: from pandas import Series, DataFrame types.append((DataFrame, Series)) except ImportError: pass X = np.arange(100).reshape(10, 10) y = np.array([0] * 5 + [1] * 5) for InputFeatureType, TargetType in types: # X dataframe, y series X_df, y_ser = InputFeatureType(X), TargetType(y) check_df = lambda x: isinstance(x, InputFeatureType) check_series = lambda x: isinstance(x, TargetType) clf = CheckingClassifier(check_X=check_df, check_y=check_series) grid_search = GridSearchCV(clf, {'foo_param': [1, 2, 3]}) grid_search.fit(X_df, y_ser).score(X_df, y_ser) grid_search.predict(X_df) assert_true(hasattr(grid_search, "grid_scores_")) def test_unsupervised_grid_search(): # test grid-search with unsupervised estimator X, y = make_blobs(random_state=0) km = KMeans(random_state=0) grid_search = GridSearchCV(km, param_grid=dict(n_clusters=[2, 3, 4]), scoring='adjusted_rand_score') grid_search.fit(X, y) # ARI can find the right number :) assert_equal(grid_search.best_params_["n_clusters"], 3) # Now without a score, and without y grid_search = GridSearchCV(km, param_grid=dict(n_clusters=[2, 3, 4])) grid_search.fit(X) assert_equal(grid_search.best_params_["n_clusters"], 4) def test_gridsearch_no_predict(): # test grid-search with an estimator without predict. # slight duplication of a test from KDE def custom_scoring(estimator, X): return 42 if estimator.bandwidth == .1 else 0 X, _ = make_blobs(cluster_std=.1, random_state=1, centers=[[0, 1], [1, 0], [0, 0]]) search = GridSearchCV(KernelDensity(), param_grid=dict(bandwidth=[.01, .1, 1]), scoring=custom_scoring) search.fit(X) assert_equal(search.best_params_['bandwidth'], .1) assert_equal(search.best_score_, 42) def test_param_sampler(): # test basic properties of param sampler param_distributions = {"kernel": ["rbf", "linear"], "C": uniform(0, 1)} sampler = ParameterSampler(param_distributions=param_distributions, n_iter=10, random_state=0) samples = [x for x in sampler] assert_equal(len(samples), 10) for sample in samples: assert_true(sample["kernel"] in ["rbf", "linear"]) assert_true(0 <= sample["C"] <= 1) def test_randomized_search_grid_scores(): # Make a dataset with a lot of noise to get various kind of prediction # errors across CV folds and parameter settings X, y = make_classification(n_samples=200, n_features=100, n_informative=3, random_state=0) # XXX: as of today (scipy 0.12) it's not possible to set the random seed # of scipy.stats distributions: the assertions in this test should thus # not depend on the randomization params = dict(C=expon(scale=10), gamma=expon(scale=0.1)) n_cv_iter = 3 n_search_iter = 30 search = RandomizedSearchCV(SVC(), n_iter=n_search_iter, cv=n_cv_iter, param_distributions=params, iid=False) search.fit(X, y) assert_equal(len(search.grid_scores_), n_search_iter) # Check consistency of the structure of each cv_score item for cv_score in search.grid_scores_: assert_equal(len(cv_score.cv_validation_scores), n_cv_iter) # Because we set iid to False, the mean_validation score is the # mean of the fold mean scores instead of the aggregate sample-wise # mean score assert_almost_equal(np.mean(cv_score.cv_validation_scores), cv_score.mean_validation_score) assert_equal(list(sorted(cv_score.parameters.keys())), list(sorted(params.keys()))) # Check the consistency with the best_score_ and best_params_ attributes sorted_grid_scores = list(sorted(search.grid_scores_, key=lambda x: x.mean_validation_score)) best_score = sorted_grid_scores[-1].mean_validation_score assert_equal(search.best_score_, best_score) tied_best_params = [s.parameters for s in sorted_grid_scores if s.mean_validation_score == best_score] assert_true(search.best_params_ in tied_best_params, "best_params_={0} is not part of the" " tied best models: {1}".format( search.best_params_, tied_best_params)) def test_grid_search_score_consistency(): # test that correct scores are used clf = LinearSVC(random_state=0) X, y = make_blobs(random_state=0, centers=2) Cs = [.1, 1, 10] for score in ['f1', 'roc_auc']: grid_search = GridSearchCV(clf, {'C': Cs}, scoring=score) grid_search.fit(X, y) cv = StratifiedKFold(n_folds=3, y=y) for C, scores in zip(Cs, grid_search.grid_scores_): clf.set_params(C=C) scores = scores[2] # get the separate runs from grid scores i = 0 for train, test in cv: clf.fit(X[train], y[train]) if score == "f1": correct_score = f1_score(y[test], clf.predict(X[test])) elif score == "roc_auc": dec = clf.decision_function(X[test]) correct_score = roc_auc_score(y[test], dec) assert_almost_equal(correct_score, scores[i]) i += 1 def test_pickle(): # Test that a fit search can be pickled clf = MockClassifier() grid_search = GridSearchCV(clf, {'foo_param': [1, 2, 3]}, refit=True) grid_search.fit(X, y) pickle.dumps(grid_search) # smoke test random_search = RandomizedSearchCV(clf, {'foo_param': [1, 2, 3]}, refit=True, n_iter=3) random_search.fit(X, y) pickle.dumps(random_search) # smoke test def test_grid_search_with_multioutput_data(): # Test search with multi-output estimator X, y = make_multilabel_classification(random_state=0) est_parameters = {"max_depth": [1, 2, 3, 4]} cv = KFold(y.shape[0], random_state=0) estimators = [DecisionTreeRegressor(random_state=0), DecisionTreeClassifier(random_state=0)] # Test with grid search cv for est in estimators: grid_search = GridSearchCV(est, est_parameters, cv=cv) grid_search.fit(X, y) for parameters, _, cv_validation_scores in grid_search.grid_scores_: est.set_params(**parameters) for i, (train, test) in enumerate(cv): est.fit(X[train], y[train]) correct_score = est.score(X[test], y[test]) assert_almost_equal(correct_score, cv_validation_scores[i]) # Test with a randomized search for est in estimators: random_search = RandomizedSearchCV(est, est_parameters, cv=cv, n_iter=3) random_search.fit(X, y) for parameters, _, cv_validation_scores in random_search.grid_scores_: est.set_params(**parameters) for i, (train, test) in enumerate(cv): est.fit(X[train], y[train]) correct_score = est.score(X[test], y[test]) assert_almost_equal(correct_score, cv_validation_scores[i]) def test_predict_proba_disabled(): # Test predict_proba when disabled on estimator. X = np.arange(20).reshape(5, -1) y = [0, 0, 1, 1, 1] clf = SVC(probability=False) gs = GridSearchCV(clf, {}, cv=2).fit(X, y) assert_false(hasattr(gs, "predict_proba")) def test_grid_search_allows_nans(): # Test GridSearchCV with Imputer X = np.arange(20, dtype=np.float64).reshape(5, -1) X[2, :] = np.nan y = [0, 0, 1, 1, 1] p = Pipeline([ ('imputer', Imputer(strategy='mean', missing_values='NaN')), ('classifier', MockClassifier()), ]) GridSearchCV(p, {'classifier__foo_param': [1, 2, 3]}, cv=2).fit(X, y) class FailingClassifier(BaseEstimator): """Classifier that raises a ValueError on fit()""" FAILING_PARAMETER = 2 def __init__(self, parameter=None): self.parameter = parameter def fit(self, X, y=None): if self.parameter == FailingClassifier.FAILING_PARAMETER: raise ValueError("Failing classifier failed as required") def predict(self, X): return np.zeros(X.shape[0]) def test_grid_search_failing_classifier(): # GridSearchCV with on_error != 'raise' # Ensures that a warning is raised and score reset where appropriate. X, y = make_classification(n_samples=20, n_features=10, random_state=0) clf = FailingClassifier() # refit=False because we only want to check that errors caused by fits # to individual folds will be caught and warnings raised instead. If # refit was done, then an exception would be raised on refit and not # caught by grid_search (expected behavior), and this would cause an # error in this test. gs = GridSearchCV(clf, [{'parameter': [0, 1, 2]}], scoring='accuracy', refit=False, error_score=0.0) assert_warns(FitFailedWarning, gs.fit, X, y) # Ensure that grid scores were set to zero as required for those fits # that are expected to fail. assert all(np.all(this_point.cv_validation_scores == 0.0) for this_point in gs.grid_scores_ if this_point.parameters['parameter'] == FailingClassifier.FAILING_PARAMETER) gs = GridSearchCV(clf, [{'parameter': [0, 1, 2]}], scoring='accuracy', refit=False, error_score=float('nan')) assert_warns(FitFailedWarning, gs.fit, X, y) assert all(np.all(np.isnan(this_point.cv_validation_scores)) for this_point in gs.grid_scores_ if this_point.parameters['parameter'] == FailingClassifier.FAILING_PARAMETER) def test_grid_search_failing_classifier_raise(): # GridSearchCV with on_error == 'raise' raises the error X, y = make_classification(n_samples=20, n_features=10, random_state=0) clf = FailingClassifier() # refit=False because we want to test the behaviour of the grid search part gs = GridSearchCV(clf, [{'parameter': [0, 1, 2]}], scoring='accuracy', refit=False, error_score='raise') # FailingClassifier issues a ValueError so this is what we look for. assert_raises(ValueError, gs.fit, X, y) def test_parameters_sampler_replacement(): # raise error if n_iter too large params = {'first': [0, 1], 'second': ['a', 'b', 'c']} sampler = ParameterSampler(params, n_iter=7) assert_raises(ValueError, list, sampler) # degenerates to GridSearchCV if n_iter the same as grid_size sampler = ParameterSampler(params, n_iter=6) samples = list(sampler) assert_equal(len(samples), 6) for values in ParameterGrid(params): assert_true(values in samples) # test sampling without replacement in a large grid params = {'a': range(10), 'b': range(10), 'c': range(10)} sampler = ParameterSampler(params, n_iter=99, random_state=42) samples = list(sampler) assert_equal(len(samples), 99) hashable_samples = ["a%db%dc%d" % (p['a'], p['b'], p['c']) for p in samples] assert_equal(len(set(hashable_samples)), 99) # doesn't go into infinite loops params_distribution = {'first': bernoulli(.5), 'second': ['a', 'b', 'c']} sampler = ParameterSampler(params_distribution, n_iter=7) samples = list(sampler) assert_equal(len(samples), 7) def test_classes__property(): # Test that classes_ property matches best_esimator_.classes_ X = np.arange(100).reshape(10, 10) y = np.array([0] * 5 + [1] * 5) Cs = [.1, 1, 10] grid_search = GridSearchCV(LinearSVC(random_state=0), {'C': Cs}) grid_search.fit(X, y) assert_array_equal(grid_search.best_estimator_.classes_, grid_search.classes_) # Test that regressors do not have a classes_ attribute grid_search = GridSearchCV(Ridge(), {'alpha': [1.0, 2.0]}) grid_search.fit(X, y) assert_false(hasattr(grid_search, 'classes_'))
bsd-3-clause
yandex/rep
tests/test_factory_reg.py
1
3000
from __future__ import division, print_function, absolute_import from sklearn.ensemble import RandomForestRegressor, AdaBoostRegressor from sklearn.metrics import mean_squared_error import numpy from rep.data import LabeledDataStorage from rep.metaml import RegressorsFactory from six.moves import cPickle from rep.report import RegressionReport from rep.test.test_estimators import generate_classification_data __author__ = 'Tatiana Likhomanenko' def test_factory(): factory = RegressorsFactory() try: from rep.estimators.tmva import TMVARegressor factory.add_regressor('tmva', TMVARegressor(factory_options="Silent=True:V=False:DrawProgressBar=False")) except ImportError: pass factory.add_regressor('rf', RandomForestRegressor(n_estimators=10)) factory.add_regressor('ada', AdaBoostRegressor(n_estimators=20)) X, y, sample_weight = generate_classification_data() assert factory == factory.fit(X, y, sample_weight=sample_weight, features=list(X.columns)) values = factory.predict(X) for cl in factory.values(): assert list(cl.features) == list(X.columns) for key, val in values.items(): score = mean_squared_error(y, val) print(score) assert score < 0.2 for key, iterator in factory.staged_predict(X).items(): assert key != 'tmva', 'tmva does not support staged pp' for p in iterator: assert p.shape == (len(X),) # checking that last iteration coincides with previous assert numpy.all(p == values[key]) # testing picklability dump_string = cPickle.dumps(factory) clf_loaded = cPickle.loads(dump_string) assert type(factory) == type(clf_loaded) probs1 = factory.predict(X) probs2 = clf_loaded.predict(X) for key, val in probs1.items(): assert numpy.all(val == probs2[key]), 'something strange was loaded' report = RegressionReport({'rf': factory['rf']}, LabeledDataStorage(X, y, sample_weight)) report.feature_importance_shuffling(mean_squared_mod).plot(new_plot=True, figsize=(18, 3)) report = factory.test_on_lds(LabeledDataStorage(X, y, sample_weight)) report = factory.test_on(X, y, sample_weight=sample_weight) report.feature_importance() report.features_correlation_matrix() report.predictions_scatter() val = numpy.mean(X['column0']) report_mask(report, "column0 > %f" % val, X) report_mask(report, lambda x: numpy.array(x['column0']) < val, X) report_mask(report, None, X) def mean_squared_mod(y_true, values, sample_weight=None): return mean_squared_error(y_true, values, sample_weight=sample_weight) def report_mask(report, mask, X): report.features_correlation_matrix(mask=mask).plot() report.feature_importance().plot() report.scatter([(X.columns[0], X.columns[2])], mask=mask).plot() report.predictions_scatter([X.columns[0], X.columns[2]], mask=mask).plot() report.learning_curve(mean_squared_error, mask=mask).plot()
apache-2.0
cavestruz/L500analysis
plotting/profiles/K_evolution/plot_K_r200m.py
1
2587
from L500analysis.data_io.get_cluster_data import GetClusterData from L500analysis.utils.utils import aexp2redshift from L500analysis.plotting.tools.figure_formatting import * from L500analysis.plotting.profiles.tools.profiles_percentile \ import * from L500analysis.utils.constants import rbins from derived_field_functions import * color = matplotlib.cm.afmhot_r matplotlib.rcParams['legend.handlelength'] = 0 matplotlib.rcParams['legend.numpoints'] = 1 matplotlib.rcParams['legend.fontsize'] = 12 aexps = [1.0,0.9,0.8,0.7,0.6,0.5,0.45,0.4,0.35] db_name = 'L500_NR_0' db_dir = '/home/babyostrich/Documents/Repos/L500analysis/' profiles_list = ['S_mw', 'r_mid', 'S_mw/S200m', 'R/R200m'] halo_properties_list=['r200m','M_total_200m','nu_200m'] Kratio=r"$\tilde{K}=K(R)/K_{200m}$" fKz1=r"$\tilde{K}/\tilde{K}(z=1)$" pa = PlotAxes(figname='Kmw_r200m', axes=[[0.15,0.4,0.80,0.55],[0.15,0.15,0.80,0.24]], axes_labels=[Kratio,fKz1], ylog=[True,False], xlabel=r"$R/R_{200m}$", xlim=(0.2,2), ylims=[(0.1,11),(0.6,1.4)]) Tmw={} Tplots = [Tmw] clkeys = ['S_mw/S200m'] linestyles = ['-'] for aexp in aexps : cldata = GetClusterData(aexp=aexp,db_name=db_name, db_dir=db_dir, profiles_list=profiles_list, halo_properties_list=halo_properties_list) for Tplot, key in zip(Tplots,clkeys) : Tplot[aexp] = calculate_profiles_mean_variance(cldata[key]) pa.axes[Kratio].plot( rbins, Tmw[aexp]['mean'],color=color(aexp),ls='-', label="$z=%3.1f$" % aexp2redshift(aexp)) # pa.axes[Kratio].fill_between(rbins, Tmw[0.5]['down'], Tmw[0.5]['up'], # color=color(0.5), zorder=0) for aexp in aexps : for T,ls in zip(Tplots,linestyles) : fractional_evolution = get_profiles_division_mean_variance( mean_profile1=T[aexp]['mean'], var_profile1=T[aexp]['var'], mean_profile2=T[0.5]['mean'], var_profile2=T[0.5]['var'], ) pa.axes[fKz1].plot( rbins, fractional_evolution['mean'], color=color(aexp),ls=ls) pa.axes[Kratio].tick_params(labelsize=12) pa.axes[Kratio].tick_params(labelsize=12) pa.axes[fKz1].set_yticks(arange(0.6,1.4,0.2)) pa.set_legend(axes_label=Kratio,ncol=3,loc='best', frameon=False) pa.color_legend_texts(axes_label=Kratio) pa.savefig()
mit
atgreen/RTEMS
testsuites/tmtests/tmcontext01/plot.py
14
1341
# # Copyright (c) 2014 embedded brains GmbH. All rights reserved. # # The license and distribution terms for this file may be # found in the file LICENSE in this distribution or at # http://www.rtems.org/license/LICENSE. # import libxml2 from libxml2 import xmlNode import matplotlib.pyplot as plt doc = libxml2.parseFile("tmcontext01.scn") ctx = doc.xpathNewContext() colors = ['k', 'r', 'b', 'g', 'y', 'm'] def plot(y, color, label, first): n=len(y) x=range(0, n) if first: plt.plot(x, y, color=color, label=label) else: plt.plot(x, y, color=color) plt.title("context switch timing test") plt.xlabel('function nest level') plt.ylabel('context switch time [ns]') c = 0 for e in ["normal", "dirty"]: first = True for i in ["Min", "Q1", "Q2", "Q3", "Max"]: y=map(xmlNode.getContent, ctx.xpathEval("/Test/ContextSwitchTest[@environment='" + e + "' and not(@load)]/Sample/" + i)) plot(y, colors[c], e, first) first = False c = c + 1 load = 1 while load > 0: first = True for i in ["Min", "Q1", "Q2", "Q3", "Max"]: y=map(xmlNode.getContent, ctx.xpathEval("/Test/ContextSwitchTest[@environment='dirty' and @load='" + str(load) + "']/Sample/" + i)) if len(y) > 0: plot(y, colors[c], "load " + str(load), first) first = False else: load = 0 if load > 0: load = load + 1 c = c + 1 plt.legend() plt.show()
gpl-2.0
networks-lab/metaknowledge
metaknowledge/tests/test_recordcollection.py
2
26484
#Written by Reid McIlroy-Young for Dr. John McLevey, University of Waterloo 2015 import unittest import metaknowledge import metaknowledge.WOS import os import filecmp import networkx as nx disableJournChecking = True class TestRecordCollection(unittest.TestCase): @classmethod def setUpClass(cls): metaknowledge.VERBOSE_MODE = False cls.RCmain = metaknowledge.RecordCollection("metaknowledge/tests/testFile.isi") cls.RCbadmain = metaknowledge.RecordCollection("metaknowledge/tests/badFile.isi") def setUp(self): self.RC = self.RCmain.copy() self.RCbad = self.RCbadmain.copy() def test_isCollection(self): self.assertIsInstance(self.RC, metaknowledge.RecordCollection) self.assertEqual(str(metaknowledge.RecordCollection()), "RecordCollection(Empty)") self.assertTrue(self.RC == self.RC) def test_fullRead(self): RC = metaknowledge.RecordCollection("metaknowledge/tests/") self.assertEqual(len(RC), 1032) def test_caching(self): RC = metaknowledge.RecordCollection("metaknowledge/tests/", cached = True, name = 'testingCache', extension = 'testFile.isi') self.assertTrue(os.path.isfile("metaknowledge/tests/tests.[testFile.isi].mkRecordDirCache")) accessTime = os.stat("metaknowledge/tests/testFile.isi").st_atime RC2 = metaknowledge.RecordCollection("metaknowledge/tests/", cached = True, name = 'testingCache', extension = 'testFile.isi') self.assertEqual(accessTime, os.stat("metaknowledge/tests/testFile.isi").st_atime) RC.dropBadEntries() RC2.dropBadEntries() self.assertEqual(RC, RC2) os.remove("metaknowledge/tests/tests.[testFile.isi].mkRecordDirCache") def test_bad(self): self.assertTrue(metaknowledge.RecordCollection('metaknowledge/tests/badFile.isi').bad) with self.assertRaises(metaknowledge.mkExceptions.RCTypeError): metaknowledge.RecordCollection('metaknowledge/tests/testFile.isi', extension = '.txt') self.assertEqual(self.RCbad | self.RC, self.RCbad | self.RC ) self.assertEqual(len(self.RCbad | self.RCbad), 32) self.assertFalse(self.RCbad == self.RC) self.assertEqual('/Users/Reid/Documents/Work/NetworksLab/metaknowledge/metaknowledge/tests/badFile.isi', self.RCbad.errors.keys().__iter__().__next__()) def test_badEntries(self): badRecs = self.RC.badEntries() self.assertTrue(badRecs <= self.RC) self.assertTrue(badRecs.pop().bad) self.RC.dropBadEntries() def test_dropJourn(self): RCcopy = self.RC.copy() self.RC.dropNonJournals() self.assertEqual(len(self.RC), len(RCcopy) - 2) self.RC.dropNonJournals(invert = True) self.assertEqual(len(self.RC), 0) RCcopy.dropNonJournals(ptVal = 'B') self.assertEqual(len(RCcopy), 1) def test_repr(self): self.assertEqual(repr(self.RC), "<metaknowledge.RecordCollection object testFile>") def test_hash(self): self.assertNotEqual(hash(self.RC), hash(self.RCbad)) R = self.RC.pop() RC = metaknowledge.RecordCollection([R]) self.assertEqual(hash(RC), hash(hash(R))) def test_contains(self): R = self.RC.peek() self.assertTrue(R in self.RC) R = self.RC.pop() self.assertFalse(R in self.RC) def test_conID(self): R = self.RC.peek() self.assertTrue(self.RC.containsID(R.id)) self.assertFalse(self.RC.containsID('234567654')) def test_discard(self): R = self.RC.peek() l = len(self.RC) self.RC.discard(R) l2 = len(self.RC) self.assertEqual(l, l2 + 1) self.RC.discard(R) self.assertEqual(l2, len(self.RC)) def test_pop(self): R = self.RC.pop() self.assertFalse(R in self.RC) self.RC.clear() with self.assertRaises(KeyError): R = self.RC.pop() def test_peek(self): R = self.RC.peek() self.assertTrue(R in self.RC) self.RC.clear() R = self.RC.peek() self.assertTrue(R is None) def test_clear(self): R = self.RCbad.peek() self.assertTrue(self.RCbad.bad) self.RCbad.clear() self.assertFalse(self.RCbad.bad) self.assertFalse(R in self.RCbad) def test_remove(self): R = self.RC.peek() l = len(self.RC) self.RC.remove(R) self.assertEqual(l, len(self.RC) + 1) with self.assertRaises(KeyError): self.RC.remove(R) def test_equOps(self): l = len(self.RC) for i in range(10): self.RCbad.pop() lb = len(self.RCbad) RC = metaknowledge.RecordCollection([]) RC.bad = True RC |= self.RC self.assertEqual(self.RC, RC) RC -= self.RC self.assertNotEqual(self.RC, RC) RC ^= self.RC self.assertEqual(self.RC, RC) RC &= self.RCbad self.assertNotEqual(self.RC, RC) def test_newOps(self): l = len(self.RC) for i in range(10): self.RCbad.pop() lb = len(self.RCbad) RC = metaknowledge.RecordCollection([]) RC.bad = True RC3 = self.RC | RC self.assertEqual(self.RC, RC3) RC4 = RC3 - self.RC self.assertNotEqual(self.RC, RC4) RC5 = RC4 ^ self.RC self.assertEqual(self.RC, RC5) RC6 = RC5 & self.RCbad self.assertNotEqual(self.RC, RC6) def test_opErrors(self): with self.assertRaises(TypeError): self.RC <= 1 with self.assertRaises(TypeError): self.RC >= 1 self.assertTrue(self.RC != 1) with self.assertRaises(TypeError): self.RC >= 1 with self.assertRaises(TypeError): self.RC |= 1 with self.assertRaises(TypeError): self.RC ^= 1 with self.assertRaises(TypeError): self.RC &= 1 with self.assertRaises(TypeError): self.RC -= 1 with self.assertRaises(TypeError): self.RC | 1 with self.assertRaises(TypeError): self.RC ^ 1 with self.assertRaises(TypeError): self.RC & 1 with self.assertRaises(TypeError): self.RC - 1 def test_addRec(self): l = len(self.RC) R = self.RC.pop() self.assertEqual(len(self.RC), l - 1) self.RC.add(R) self.assertEqual(len(self.RC), l) RC2 = metaknowledge.RecordCollection("metaknowledge/tests/TwoPaper.isi") self.RC |= RC2 self.assertEqual(len(self.RC), l + 2) with self.assertRaises(metaknowledge.CollectionTypeError): self.RC.add(1) def test_bytes(self): with self.assertRaises(metaknowledge.BadRecord): self.assertIsInstance(bytes(self.RC), bytes) self.RC.dropBadEntries() self.assertIsInstance(bytes(self.RC), bytes) def test_WOS(self): self.RC.dropBadEntries() R = self.RC.peek() l = len(self.RC) self.assertTrue(R, self.RC.getID(R.id)) self.assertEqual(len(self.RC), l) self.RC.removeID(R.id) self.assertEqual(len(self.RC), l - 1) self.RC.getID(self.RC.peek().id) self.assertEqual(len(self.RC), l - 1) self.assertFalse(self.RC.getID(self.RC.pop().id)) self.RC.discardID('sdfghjkjhgfdfghj') self.RC.discardID('WOS:A1979GV55600001') with self.assertRaises(KeyError): self.RC.removeID('ghjkljhgfdfghjmh') def test_directoryRead(self): self.assertEqual(len(metaknowledge.RecordCollection('.')), 0) self.assertTrue(metaknowledge.RecordCollection('metaknowledge/tests/') >= self.RC) self.assertTrue(metaknowledge.RecordCollection('metaknowledge/tests/', extension= '.txt') <= self.RC) def test_contentType(self): RC = metaknowledge.RecordCollection('metaknowledge/tests/') self.assertEqual(RC._collectedTypes, {'MedlineRecord', 'WOSRecord', 'ProQuestRecord', 'ScopusRecord'}) self.assertEqual(self.RC._collectedTypes, {'WOSRecord'}) def test_write(self): fileName = 'OnePaper2.isi' RC = metaknowledge.RecordCollection('metaknowledge/tests/' + fileName) RC.writeFile(fileName + '.tmp') RC.writeFile() self.assertTrue(filecmp.cmp('metaknowledge/tests/' + fileName, fileName + '.tmp')) self.assertTrue(filecmp.cmp('metaknowledge/tests/' + fileName, RC.name + '.txt')) os.remove(fileName + '.tmp') os.remove(RC.name + '.txt') def test_writeCSV(self): filename = "test_writeCSV_temporaryFile.csv" if os.path.isfile(filename): os.remove(filename) self.RC.writeCSV(filename, onlyTheseTags=['UT', 'PT', 'TI', 'AF','J9' ,'CR', 'pubMedID'], firstTags = ['CR', 'UT', 'J9', 'citations'], csvDelimiter = '∂', csvQuote='≠', listDelimiter= '«', longNames=True, numAuthors = False) self.assertTrue(os.path.isfile(filename)) self.assertEqual(os.path.getsize(filename), 107396) os.remove(filename) self.RC.writeCSV(filename) self.assertTrue(os.path.isfile(filename)) self.assertEqual(os.path.getsize(filename), 89272) os.remove(filename) self.RC.writeCSV(splitByTag = 'PY', onlyTheseTags = ['id', 'title', 'authorsFull', 'citations', 'keywords', 'DOI']) yearsSt = set() for R in self.RC: yearsSt.add(str(R.get('PY', 2012))) for year in yearsSt: f = open("{}-testFile.csv".format(year)) self.assertEqual(f.readline(), '"id","TI","AF","CR","ID","DI","num-Authors","num-Male","num-Female","num-Unknown"\n') self.assertGreater(len(f.readline()), 1) f.close() os.remove("{}-testFile.csv".format(year)) def test_writeBib(self): filename = 'testFile.bib' if os.path.isfile(filename): os.remove(filename) self.RC.dropBadEntries() self.RC.writeBib(maxStringLength = 100) self.assertEqual(os.path.getsize(filename), 100418) os.remove(filename) self.RC.writeBib(fname = filename, wosMode = True, reducedOutput = True, niceIDs = False) self.assertEqual(os.path.getsize(filename), 78163) os.remove(filename) def test_rpys(self): d = self.RC.rpys() self.assertIn(17, d['count']) d = self.RC.rpys(1990, 2000) self.assertEqual(len(d['year']), 11) for v in d.values(): for i in v: self.assertIsInstance(i, int) def test_CopyrightFinder(self): l = self.RC.findProbableCopyright() self.assertEqual(len(l), 7) l = self.RC.findProbableCopyright() self.assertTrue(' (C) 2002 Optical Society of America.' in l) def test_NLP(self): filename = 'NLP_test.csv' full = self.RC.forNLP(filename, removeCopyright = True, extraColumns = ['ID']) self.assertEqual(len(full), 7) self.assertEqual(len(full['id']), 33) self.assertEqual(full['keywords'][0], full['ID'][0]) self.assertTrue(' (C) 2002 Optical Society of America.' in full['copyright']) self.assertEqual(os.path.getsize(filename), 14445) os.remove(filename) dropping = self.RC.forNLP(filename,removeNumbers = False, dropList = ['a', 'and', 'the', 'is'], stemmer = lambda x: x.title()) self.assertEqual(len(dropping), 5) self.assertEqual(len(dropping['id']), 33) self.assertEqual(os.path.getsize(filename), 12901) os.remove(filename) def test_forBurst(self): filename = 'Burst_test.csv' full = self.RC.forBurst('keywords', outputFile = filename) self.assertEqual(len(full), 2) self.assertEqual(len(full['year']), 75) self.assertIn('guides', full['word']) os.remove(filename) def test_genderStats(self): stats = self.RC.genderStats() self.assertEqual(stats, {'Unknown': 65, 'Male': 6, 'Female': 1}) stats = self.RC.genderStats(asFractions = True) self.assertEqual(stats['Male'], 0.08333333333333333) def test_getCitations(self): cites = self.RC.getCitations() self.assertIn('LAUE MV, 1920, RELATIVITATSTHEORIE, V1, P227', cites['citeString']) def test_makeDict(self): d = self.RC.makeDict(onlyTheseTags = list(metaknowledge.WOS.tagsAndNameSet), longNames = True) self.assertEqual(len(d), 65) self.assertEqual(len(d['wosString']), len(self.RC)) if d['eISSN'][0] == '2155-3165': self.assertEqual(d['eISSN'][1], None) else: self.assertEqual(d['eISSN'][0], None) self.assertIsInstance(d['citations'], list) d = self.RC.makeDict(longNames = False, raw = True, numAuthors = False) self.assertEqual(len(d), 45) self.assertEqual(len(d['UT']), len(self.RC)) self.assertIsInstance(d['CR'], list) def test_coCite(self): Gdefault = self.RC.networkCoCitation(fullInfo = True) Gauths = self.RC.networkCoCitation(nodeType = "author", dropAnon = False, detailedCore = True) GauthsNoExtra = self.RC.networkCoCitation(nodeType = "author", nodeInfo = False) Gunwei = self.RC.networkCoCitation(nodeType = 'original', weighted = False) if not disableJournChecking: Gjour = self.RC.networkCoCitation(nodeType = "journal", dropNonJournals = True) Gyear = self.RC.networkCoCitation(nodeType = "year", fullInfo = True, count = False) Gcore = self.RC.networkCoCitation(detailedCore = ['AF','AU', 'DE', 'ID', 'PY'], coreOnly = True) Gexplode = self.RC.networkCoCitation(expandedCore = True, keyWords = 'a') Gcr = self.RC.networkCoCitation(addCR = True, coreOnly = True) self.assertIsInstance(Gdefault, nx.classes.graph.Graph) self.assertLessEqual(len(Gdefault.edges()), len(Gunwei.edges())) self.assertLessEqual(len(Gdefault.nodes()), len(Gunwei.nodes())) self.assertEqual(len(GauthsNoExtra.edges()), len(Gauths.edges())) self.assertEqual(len(GauthsNoExtra.nodes()), len(Gauths.nodes()) - 1 ) self.assertTrue('weight' in list(Gdefault.edges(data = True))[0][2]) self.assertTrue('info' in list(Gdefault.nodes(data = True))[0][1]) self.assertTrue('fullCite' in list(Gdefault.nodes(data = True))[0][1]) self.assertFalse('weight' in list(Gunwei.edges(data = True))[0][2]) self.assertEqual(metaknowledge.graphStats(Gdefault, sentenceString = True), "The graph has 493 nodes, 13000 edges, 0 isolates, 22 self loops, a density of 0.107282 and a transitivity of 0.611431") self.assertEqual(metaknowledge.graphStats(Gauths, sentenceString = True), "The graph has 321 nodes, 6699 edges, 1 isolates, 68 self loops, a density of 0.131094 and a transitivity of 0.598575") self.assertEqual(metaknowledge.graphStats(Gyear, sentenceString = True), "The graph has 91 nodes, 1898 edges, 0 isolates, 55 self loops, a density of 0.47033 and a transitivity of 0.702332") if not disableJournChecking: self.assertEqual(len(Gjour.nodes()), 85) self.assertEqual(len(Gjour.edges()), 1195) self.assertTrue('info' in Gjour.nodes(data=True)[0][1]) self.assertTrue('info' in list(Gyear.nodes(data=True))[0][1]) self.assertTrue('fullCite' in list(Gyear.nodes(data = True))[0][1]) self.assertEqual(Gcore.node['Costadebeauregard O, 1975, CAN J PHYS']['info'], 'COSTADEBEAUREGARD O, COSTADEBEAUREGARD O') self.assertEqual(metaknowledge.graphStats(Gexplode, sentenceString = True), "The graph has 73 nodes, 366 edges, 0 isolates, 5 self loops, a density of 0.140411 and a transitivity of 0.523179") self.assertIn('AUDOIN C, 1976, J PHYS E SCI INSTRUM', Gcr.node['Huard S, 1979, CAN J PHYS']['citations']) def test_coAuth(self): Gdefault = self.RC.networkCoAuthor() if not disableJournChecking: Gdetailed = self.RC.networkCoAuthor(count = False, weighted = False, detailedInfo = True, dropNonJournals = True) self.assertIsInstance(Gdefault, nx.classes.graph.Graph) self.assertEqual(len(Gdefault.nodes()), 45) self.assertEqual(len(Gdefault.edges()), 46) if not disableJournChecking: self.assertEqual(metaknowledge.graphStats(Gdetailed, sentenceString = True), 'The graph has 45 nodes, 46 edges, 9 isolates, 0 self loops, a density of 0.0464646 and a transitivity of 0.822581') def test_cite(self): Gdefault = self.RC.networkCitation(fullInfo = True, count = False, dropAnon = True) Ganon = self.RC.networkCitation(dropAnon = False) Gauths = self.RC.networkCitation(nodeType = "author", detailedCore = True, dropAnon = True) GauthsNoExtra = self.RC.networkCitation(nodeType = "author", nodeInfo = False, dropAnon = True) Gunwei = self.RC.networkCitation(nodeType = 'original', weighted = False) if not disableJournChecking: Gjour = self.RC.networkCitation(nodeType = "author", dropNonJournals = True, nodeInfo = True, count = False) Gyear = self.RC.networkCitation(nodeType = "year", nodeInfo = True) Gcore = self.RC.networkCitation(detailedCore = True, coreOnly = False) Gexplode = self.RC.networkCitation(expandedCore = True, keyWords = ['b', 'c']) self.assertIsInstance(Gdefault, nx.classes.digraph.DiGraph) self.assertLessEqual(len(Gdefault.edges()), len(Gunwei.edges())) self.assertLessEqual(len(Gdefault.nodes()), len(Gunwei.nodes())) self.assertEqual(len(GauthsNoExtra.edges()), len(Gauths.edges())) self.assertEqual(len(GauthsNoExtra.nodes()), len(Gauths.nodes())) self.assertTrue('weight' in list(Gdefault.edges(data = True))[0][2]) self.assertTrue('info' in list(Gdefault.nodes(data = True))[0][1]) self.assertFalse('weight' in list(Gunwei.edges(data = True))[0][2]) self.assertEqual(metaknowledge.graphStats(Gdefault, sentenceString = True), "The graph has 510 nodes, 816 edges, 1 isolates, 0 self loops, a density of 0.00314342 and a transitivity of 0.00600437") self.assertEqual(metaknowledge.graphStats(Ganon, sentenceString = True), "The graph has 511 nodes, 817 edges, 0 isolates, 0 self loops, a density of 0.00313495 and a transitivity of 0.00600437") self.assertEqual(metaknowledge.graphStats(Gauths, sentenceString = True), "The graph has 324 nodes, 568 edges, 1 isolates, 15 self loops, a density of 0.00542751 and a transitivity of 0.0210315") if not disableJournChecking: self.assertEqual(len(Gjour.edges()), 432) self.assertTrue('info' in list(Gjour.nodes(data=True))[0][1]) self.assertTrue('info' in list(Gyear.nodes(data=True))[0][1]) self.assertEqual(Gcore.node['Gilles H, 2002, OPT LETT']['info'], 'WOS:000177484300017, Gilles H, Simple technique for measuring the Goos-Hanchen effect with polarization modulation and a position-sensitive detector, OPTICS LETTERS, 27, 1421') self.assertEqual(metaknowledge.graphStats(Gexplode, sentenceString = True), "The graph has 19 nodes, 29 edges, 0 isolates, 3 self loops, a density of 0.0847953 and a transitivity of 0.132075") def test_networkBibCoupling(self): G = self.RC.networkBibCoupling() self.assertEqual(metaknowledge.graphStats(G, sentenceString = True), 'The graph has 32 nodes, 304 edges, 1 isolates, 0 self loops, a density of 0.612903 and a transitivity of 0.836511') def test_coOccurnce(self): self.assertEqual(sum(self.RC.cooccurrenceCounts('TI', *tuple(self.RC.tags()))['Longitudinal and transverse effects of nonspecular reflection'].values()), 104) def test_nLevel(self): G = self.RC.networkMultiLevel(*tuple(self.RC.tags())) self.assertEqual(metaknowledge.graphStats(G, sentenceString = True), 'The graph has 1187 nodes, 58731 edges, 0 isolates, 59 self loops, a density of 0.0834803 and a transitivity of 0.493814') def test_oneMode(self): Gcr = self.RC.networkOneMode('CR') Gcite = self.RC.networkOneMode('citations', nodeCount = False, edgeWeight = False) GcoCit = self.RC.networkCoCitation() Gtit = self.RC.networkOneMode('title') stemFunc = lambda x: x[:-1] Gstem = self.RC.networkOneMode('keywords', stemmer = stemFunc) self.assertEqual(len(Gcite.edges()), len(Gcr.edges())) self.assertEqual(len(Gcite.nodes()), len(Gcr.nodes())) self.assertAlmostEqual(len(Gcite.nodes()), len(GcoCit.nodes()), delta = 50) self.assertEqual(len(self.RC.networkOneMode('D2').nodes()), 0) self.assertEqual(len(Gtit.nodes()), 31) self.assertEqual(len(Gtit.edges()), 0) self.assertEqual(len(self.RC.networkOneMode('email').edges()), 3) self.assertEqual(len(self.RC.networkOneMode('UT').nodes()), len(self.RC) - 1) self.assertEqual(metaknowledge.graphStats(Gstem, sentenceString = True), 'The graph has 41 nodes, 142 edges, 2 isolates, 0 self loops, a density of 0.173171 and a transitivity of 0.854015') self.assertIsInstance(list(Gstem.nodes())[0], str) with self.assertRaises(TypeError): G = self.RC.networkOneMode(b'Not a Tag') del G def test_twoMode(self): self.RC.dropBadEntries() Gutti = self.RC.networkTwoMode('UT', 'title', directed = True, recordType = False) Gafwc = self.RC.networkTwoMode('AF', 'WC', nodeCount = False, edgeWeight = False) Gd2em = self.RC.networkTwoMode('D2', 'email') Gemd2 = self.RC.networkTwoMode('email', 'D2') Gstemm = self.RC.networkTwoMode('title', 'title', stemmerTag1 = lambda x: x[:-1], stemmerTag2 = lambda x: x + 's') self.assertIsInstance(Gutti, nx.classes.digraph.DiGraph) self.assertIsInstance(Gafwc, nx.classes.graph.Graph) self.assertEqual(list(Gutti.edges('WOS:A1979GV55600001'))[0][1][:31], "EXPERIMENTS IN PHENOMENOLOGICAL") self.assertEqual(len(Gutti.nodes()), 2 * len(self.RC) - 1) with self.assertRaises(metaknowledge.TagError): G = self.RC.networkTwoMode('TI', b'not a tag') del G with self.assertRaises(metaknowledge.TagError): G = self.RC.networkTwoMode(b'Not a Tag', 'TI') del G self.assertTrue(nx.is_isomorphic(Gd2em, Gemd2)) self.assertEqual(metaknowledge.graphStats(Gstemm, sentenceString = True), 'The graph has 62 nodes, 31 edges, 0 isolates, 0 self loops, a density of 0.0163934 and a transitivity of 0') self.assertTrue('Optical properties of nanostructured thin filmss' in Gstemm) def test_nMode(self): G = self.RC.networkMultiMode(metaknowledge.WOS.tagToFullDict.keys()) Gstem = self.RC.networkMultiMode(metaknowledge.WOS.tagToFullDict.keys(), stemmer = lambda x : x[0]) self.assertEqual(metaknowledge.graphStats(G, sentenceString = True), 'The graph has 1186 nodes, 38564 edges, 0 isolates, 56 self loops, a density of 0.0549192 and a transitivity of 0.295384') self.assertEqual(metaknowledge.graphStats(Gstem, sentenceString = True), 'The graph has 50 nodes, 997 edges, 0 isolates, 35 self loops, a density of 0.828571 and a transitivity of 0.855834') def test_localCiteStats(self): d = self.RC.localCiteStats() dPan = self.RC.localCiteStats(pandasFriendly = True) dYear = self.RC.localCiteStats(keyType = 'year') self.assertEqual(d[metaknowledge.Citation("Azzam R. M. A., 1977, ELLIPSOMETRY POLARIZ")], 1) self.assertEqual(len(dPan['Citations']),len(d)) self.assertTrue(dPan['Citations'][0] in d) self.assertEqual(dYear[2009], 2) def test_localCitesOf(self): C = metaknowledge.Citation("COSTADEB.O, 1974, LETT NUOVO CIMENTO, V10, P852") self.assertEqual("WOS:A1976CW02200002", self.RC.localCitesOf(C).peek().id) self.assertEqual(self.RC.localCitesOf(self.RC.peek().id), self.RC.localCitesOf(self.RC.peek().createCitation())) def test_citeFilter(self): RCmin = self.RC.citeFilter('', reverse = True) RCmax = self.RC.citeFilter('') RCanon = self.RC.citeFilter('', 'anonymous') RC1970 = self.RC.citeFilter(1970, 'year') RCno1970 = self.RC.citeFilter(1970, 'year', reverse = True) RCMELLER = self.RC.citeFilter('meller', 'author') self.assertEqual(len(RCmin), 0) self.assertEqual(len(RCmax), len(self.RC)) self.assertEqual(len(RCanon), 1) self.assertEqual(len(RC1970), 15) self.assertEqual(len(RC1970) + len(RCno1970), len(self.RC)) self.assertEqual(len(RCMELLER), 1) RCnocite = metaknowledge.RecordCollection('metaknowledge/tests/OnePaperNoCites.isi') self.assertEqual(len(RCnocite.citeFilter('')), 0) def test_yearDiff(self): Gdefault = self.RC.networkCitation() Gfull = self.RC.networkCitation(nodeType="full") Goriginal = self.RC.networkCitation(nodeType="original") # Is yearDiff included as an attribute self.assertTrue('yearDiff' in list(Gdefault.edges(data=True))[0][2]) self.assertTrue('yearDiff' in list(Gfull.edges(data=True))[0][2]) self.assertTrue('yearDiff' in list(Goriginal.edges(data=True))[0][2]) # Is yearDiff being calculated correctly? self.assertEqual(Gdefault["Costadebo, 1974, CR ACAD SCI A MATH"]["Gordon Jp, 1973, PHYS REV A"]["yearDiff"], 1) self.assertEqual(Gfull["Costadebo, 1974, CR ACAD SCI A MATH"]["Gordon Jp, 1973, PHYS REV A"]["yearDiff"], 1) self.assertEqual(Goriginal["COWAN JJ, 1977, J OPT SOC AM, V67, P1307, DOI 10.1364/JOSA.67.001307"]["GOOS F, 1947, ANN PHYS-BERLIN, V1, P333"]['yearDiff'], 30) def test_glimpse(self): #These tests do depend on terminal size gBasic = self.RC.glimpse() gCompact = self.RC.glimpse(compact = True) gEmpty = self.RC.glimpse('AF', 'qwertyhujk') self.assertIn('RecordCollection glimpse made at:', gBasic) self.assertIn('Top Authors\n', gBasic) self.assertIn('1 Gilles, H\n', gBasic) self.assertIn('|1 JOURNAL OF THE OPTICA', gCompact) self.assertIn('|Columns are ranked by num. of occurrences and are independent of one another++', gCompact) self.assertIn('qwertyhujk', gEmpty)
gpl-2.0
nesterione/scikit-learn
examples/neighbors/plot_approximate_nearest_neighbors_hyperparameters.py
227
5170
""" ================================================= Hyper-parameters of Approximate Nearest Neighbors ================================================= This example demonstrates the behaviour of the accuracy of the nearest neighbor queries of Locality Sensitive Hashing Forest as the number of candidates and the number of estimators (trees) vary. In the first plot, accuracy is measured with the number of candidates. Here, the term "number of candidates" refers to maximum bound for the number of distinct points retrieved from each tree to calculate the distances. Nearest neighbors are selected from this pool of candidates. Number of estimators is maintained at three fixed levels (1, 5, 10). In the second plot, the number of candidates is fixed at 50. Number of trees is varied and the accuracy is plotted against those values. To measure the accuracy, the true nearest neighbors are required, therefore :class:`sklearn.neighbors.NearestNeighbors` is used to compute the exact neighbors. """ from __future__ import division print(__doc__) # Author: Maheshakya Wijewardena <maheshakya.10@cse.mrt.ac.lk> # # License: BSD 3 clause ############################################################################### import numpy as np from sklearn.datasets.samples_generator import make_blobs from sklearn.neighbors import LSHForest from sklearn.neighbors import NearestNeighbors import matplotlib.pyplot as plt # Initialize size of the database, iterations and required neighbors. n_samples = 10000 n_features = 100 n_queries = 30 rng = np.random.RandomState(42) # Generate sample data X, _ = make_blobs(n_samples=n_samples + n_queries, n_features=n_features, centers=10, random_state=0) X_index = X[:n_samples] X_query = X[n_samples:] # Get exact neighbors nbrs = NearestNeighbors(n_neighbors=1, algorithm='brute', metric='cosine').fit(X_index) neighbors_exact = nbrs.kneighbors(X_query, return_distance=False) # Set `n_candidate` values n_candidates_values = np.linspace(10, 500, 5).astype(np.int) n_estimators_for_candidate_value = [1, 5, 10] n_iter = 10 stds_accuracies = np.zeros((len(n_estimators_for_candidate_value), n_candidates_values.shape[0]), dtype=float) accuracies_c = np.zeros((len(n_estimators_for_candidate_value), n_candidates_values.shape[0]), dtype=float) # LSH Forest is a stochastic index: perform several iteration to estimate # expected accuracy and standard deviation displayed as error bars in # the plots for j, value in enumerate(n_estimators_for_candidate_value): for i, n_candidates in enumerate(n_candidates_values): accuracy_c = [] for seed in range(n_iter): lshf = LSHForest(n_estimators=value, n_candidates=n_candidates, n_neighbors=1, random_state=seed) # Build the LSH Forest index lshf.fit(X_index) # Get neighbors neighbors_approx = lshf.kneighbors(X_query, return_distance=False) accuracy_c.append(np.sum(np.equal(neighbors_approx, neighbors_exact)) / n_queries) stds_accuracies[j, i] = np.std(accuracy_c) accuracies_c[j, i] = np.mean(accuracy_c) # Set `n_estimators` values n_estimators_values = [1, 5, 10, 20, 30, 40, 50] accuracies_trees = np.zeros(len(n_estimators_values), dtype=float) # Calculate average accuracy for each value of `n_estimators` for i, n_estimators in enumerate(n_estimators_values): lshf = LSHForest(n_estimators=n_estimators, n_neighbors=1) # Build the LSH Forest index lshf.fit(X_index) # Get neighbors neighbors_approx = lshf.kneighbors(X_query, return_distance=False) accuracies_trees[i] = np.sum(np.equal(neighbors_approx, neighbors_exact))/n_queries ############################################################################### # Plot the accuracy variation with `n_candidates` plt.figure() colors = ['c', 'm', 'y'] for i, n_estimators in enumerate(n_estimators_for_candidate_value): label = 'n_estimators = %d ' % n_estimators plt.plot(n_candidates_values, accuracies_c[i, :], 'o-', c=colors[i], label=label) plt.errorbar(n_candidates_values, accuracies_c[i, :], stds_accuracies[i, :], c=colors[i]) plt.legend(loc='upper left', fontsize='small') plt.ylim([0, 1.2]) plt.xlim(min(n_candidates_values), max(n_candidates_values)) plt.ylabel("Accuracy") plt.xlabel("n_candidates") plt.grid(which='both') plt.title("Accuracy variation with n_candidates") # Plot the accuracy variation with `n_estimators` plt.figure() plt.scatter(n_estimators_values, accuracies_trees, c='k') plt.plot(n_estimators_values, accuracies_trees, c='g') plt.ylim([0, 1.2]) plt.xlim(min(n_estimators_values), max(n_estimators_values)) plt.ylabel("Accuracy") plt.xlabel("n_estimators") plt.grid(which='both') plt.title("Accuracy variation with n_estimators") plt.show()
bsd-3-clause
Ernestyj/PyStudy
finance/TradingAlgo.py
1
5732
#!/usr/bin/env python # -*- coding: utf-8 -*- import numpy as np import pandas as pd import matplotlib.pyplot as plt import matplotlib.finance as finance import zipline as zp import math from datetime import datetime from zipline import TradingAlgorithm class MyTradingAlog(TradingAlgorithm): def __init__(self): pass def initialize(self): pass def handle_data(self, data): pass def analyze(self, perf): pass df = pd.DataFrame({code: wsdClose['2015']}) perf = MyTradingAlog().run(df) import zipline from zipline import TradingAlgorithm from zipline.api import sid, order, order_target, record, symbol, history, add_history from zipline.api import * from zipline.pipeline import Pipeline code='000001.SH' df = pd.DataFrame({code:wsdClose['2015']}) shortWin=20 longWin=40 def initialize(context): context.day = -1 context.code = symbol(code) context.maDF = MA(df[code], shortWin=shortWin, longWin=longWin) context.maShort = context.maDF[str(shortWin)+'MA'] context.maLong = context.maDF[str(longWin)+'MA'] context.invested = False set_slippage(slippage.VolumeShareSlippage(volume_limit=1.0, price_impact=0.0)) set_commission(commission.PerDollar(cost=0.003)) pass def handle_data(context, data): #print context.portfolio.cash context.day += 1 i = context.day s = context.maShort[i] l = context.maLong[i] pres = s prel = l if i!=0: pres = context.maShort[i-1] prel = context.maLong[i-1] if i>=longWin-1: if s>l and pres<=prel and not context.invested: order_percent(symbol(code), 1.0) context.invested = True elif s<l and context.invested: order_percent(symbol(code), -1.0) context.invested = False record(maShort=s, maLong=l) pass def analyze(context, perf): perf_trans = perf.ix[[t!=[] for t in perf.transactions]] buys = perf_trans.ix[[t[0]['amount'] > 0 for t in perf_trans.transactions]] sells = perf_trans.ix[[t[0]['amount'] < 0 for t in perf_trans.transactions]] fig = plt.figure(figsize=(20,15)) ax1 = fig.add_subplot(311) #data['AAPL'].plot(ax=ax1, color='r', lw=2.) perf[['maShort', 'maLong']].plot(ax=ax1, lw=2.) ax1.plot(buys.index, perf.maShort.ix[buys.index], '^', markersize=10, color='m') ax1.plot(sells.index, perf.maLong.ix[sells.index], 'v', markersize=10, color='k') ax2 = fig.add_subplot(312) portfolio_ratio = perf.portfolio_value/100000.0 portfolio_ratio.plot(ax=ax2, lw=2.) ax2.plot(buys.index, portfolio_ratio.ix[buys.index], '^', markersize=10, color='m') ax2.plot(sells.index, portfolio_ratio.ix[sells.index], 'v', markersize=10, color='k') # ax3 = fig.add_subplot(313) # perf.portfolio_value.plot(ax=ax3, lw=2.) # ax3.plot(buys.index, perf.portfolio_value.ix[buys.index], '^', markersize=10, color='m') # ax3.plot(sells.index, perf.portfolio_value.ix[sells.index], 'v', markersize=10, color='k') pass algo = TradingAlgorithm(initialize=initialize, handle_data=handle_data) algo._analyze = analyze perf = algo.run(df) perf_trans = perf.ix[[t!=[] for t in perf.transactions]] buys = perf_trans.ix[[t[0]['amount'] > 0 for t in perf_trans.transactions]] sells = perf_trans.ix[[t[0]['amount'] < 0 for t in perf_trans.transactions]] investDays = validInvestDays(buys, sells, perf) print investDays cashes = perf.portfolio_value.ix[sells.index] returnRatArr = returnRatioArr(cashes.values) final_return_ratio = returnRatio(perf.portfolio_value[-1]) print '总收益率:', final_return_ratio print '年化收益率:', annualizedReturnRatio([final_return_ratio], T=investDays, D=250.0) from zipline.api import order_target, record, symbol, history, add_history import numpy as np def initialize(context): # Register 2 histories that track daily prices, # one with a 100 window and one with a 300 day window add_history(100, '1d', 'price') add_history(300, '1d', 'price') context.i = 0 def handle_data(context, data): # Skip first 300 days to get full windows context.i += 1 if context.i < 300: return # Compute averages # history() has to be called with the same params # from above and returns a pandas dataframe. short_mavg = history(100, '1d', 'price').mean() long_mavg = history(300, '1d', 'price').mean() # price_history = data.history(assets=symbol('TEST'), fields="price", bar_count=5, frequency="1d") # Trading logic if short_mavg[0] > long_mavg[0]: # order_target orders as many shares as needed to # achieve the desired number of shares. order_target(symbol('AAPL'), 100) elif short_mavg[0] < long_mavg[0]: order_target(symbol('AAPL'), 0) # Save values for later inspection record(AAPL=data[symbol('AAPL')].price, short_mavg=short_mavg[0], long_mavg=long_mavg[0]) def analyze(context, perf): fig = plt.figure() ax1 = fig.add_subplot(211) perf.portfolio_value.plot(ax=ax1) ax1.set_ylabel('portfolio value in $') ax2 = fig.add_subplot(212) perf['AAPL'].plot(ax=ax2) perf[['short_mavg', 'long_mavg']].plot(ax=ax2) perf_trans = perf.ix[[t != [] for t in perf.transactions]] buys = perf_trans.ix[[t[0]['amount'] > 0 for t in perf_trans.transactions]] sells = perf_trans.ix[ [t[0]['amount'] < 0 for t in perf_trans.transactions]] ax2.plot(buys.index, perf.short_mavg.ix[buys.index], '^', markersize=10, color='m') ax2.plot(sells.index, perf.short_mavg.ix[sells.index], 'v', markersize=10, color='k') ax2.set_ylabel('price in $') plt.legend(loc=0) plt.show()
apache-2.0
CompPhysics/ComputationalPhysics2
doc/BookChapters/figures/plotEnergies.py
10
1487
import sys import numpy as np import matplotlib.pyplot as plt from mpl_toolkits.axes_grid1.inset_locator import inset_axes try: dataFileName = sys.argv[1] except IndexError: print("USAGE: python plotEnergies.py 'filename'") sys.exit(0) HFEnergy3 = 3.161921401722216 HFEnergy6 = 20.71924844033019 numParticles = \ int(dataFileName[dataFileName.find('N')+1:dataFileName.find('E')-1]) hfenergyFound = False if (numParticles == 2): HFEnergy = 3.161921401722216 hfenergyFound = True elif (numParticles == 6): HFEnergy = 20.71924844033019 hfenergyFound = True else: hfenergyFound = False data = np.loadtxt(dataFileName, dtype=np.float64) data[:,1] = np.sqrt(data[:,1]) n = len(data[:,0]) x = np.arange(0,n) fig = plt.figure() if (hfenergyFound): yline = np.zeros(n) yline.fill(HFEnergy) plt.plot(x, yline, 'r--', label="HF Energy") msize = 1.0 ax = fig.add_subplot(111) plt.errorbar(x, data[:,0], yerr=data[:,1], fmt='bo', markersize=msize, label="VMC Energy") plt.fill_between(x, data[:,0]-data[:,1], data[:,0]+data[:,1]) plt.xlim(0,n) plt.xlabel('Iteration') plt.ylabel('$E_0[a.u]$') plt.legend(loc='best') minSub = 80 maxSub = 120 inset_axes(ax, width="50%", height=1.0, loc='right') plt.errorbar(x[minSub:maxSub], data[minSub:maxSub,0], yerr=data[minSub:maxSub,1], fmt='bo', markersize=msize, label="VMC " "Energy") plt.plot(x[minSub:maxSub], yline[minSub:maxSub], 'r--', label="HF Energy") plt.show()
cc0-1.0
michalkurka/h2o-3
h2o-py/tests/testdir_algos/glm/pyunit_pubdev_6999_glm_interaction_NA.py
2
7181
from __future__ import division from __future__ import print_function from past.utils import old_div import sys sys.path.insert(1,"../../../") import h2o from tests import pyunit_utils from h2o.estimators.glm import H2OGeneralizedLinearEstimator import pandas as pd import numpy as np # test missing_value handling for interactions_GLM_Binomial. This test is derived from Brian Scannell's code. Thank you. # I have tested all three kinds of interactions_GLM_Binomial with validation frame just to make sure my fix works properly: # a. enum by enum # b. enum by num # c. num by num. # # In addition, I thrown in interaction pairs as well just to make sure. # # The way to test the answer is to test with NA first and get GLM coefficients. # Next, perform another test with NA values replaced either by mode or mean. This in theory should obtain # the same model as before since the NA should be replaced by mode or mean. We compare the results of the two # models to make sure the coefficients are the same. def interactions_GLM_Binomial(): # test multiple interactions_GLM_Binomial enum by enum, enum by num and num by num all with NA terms print("******* Test interaction pairs") pd_df_NA = pd.DataFrame(np.array([[1,0,1,0,1,0], [1,2,4.2/2.2,4,3,1], [2,3,float('NaN'),1,2,3], ["a","a","a","b","a","b"], ['Foo','UNKNOWN','Foo','Foo','Foo','Bar']]).T, columns=['label','numerical_feat','numerical_feat2','categorical_feat', 'categorical_feat2']) h2o_df_NA = h2o.H2OFrame(pd_df_NA, na_strings=["UNKNOWN"]) pd_df = pd.DataFrame(np.array([[1,0,1,0,1,0], [1,2,4.2/2.2,4,3,1], [2,3,2.2,1,2,3], ["a","a","a","b","a","b"], ['Foo','Foo','Foo','Foo','Foo','Bar']]).T, columns=['label','numerical_feat','numerical_feat2','categorical_feat', 'categorical_feat2']) h2o_df = h2o.H2OFrame(pd_df, na_strings=["UNKNOWN"]) interaction_pairs = [("numerical_feat", "numerical_feat2"),("numerical_feat", "categorical_feat2"), ("categorical_feat", "categorical_feat2")] xcols = ['numerical_feat','numerical_feat2','categorical_feat','categorical_feat2'] # build model with and without NA in Frame modelNA = H2OGeneralizedLinearEstimator(family = "Binomial", alpha=0, lambda_search=False, interaction_pairs=interaction_pairs, standardize=False) modelNA.train(x=xcols, y='label', training_frame=h2o_df_NA) # build model with and without NA in Frame model = H2OGeneralizedLinearEstimator(family = "Binomial", alpha=0, lambda_search=False, interaction_pairs=interaction_pairs, standardize=False) model.train(x=xcols, y='label', training_frame=h2o_df) assert_arrays_equal_NA(modelNA._model_json['output']['coefficients_table'].cell_values, model._model_json['output']['coefficients_table'].cell_values) # test interaction of num and num columns print("******* Test interaction with num by num") pd_df_num_num_NA = pd.DataFrame(np.array([[1,0,1,0], [1,2,2,4], [2, 3, float('NaN'), 1]]).T, columns=['label', 'numerical_feat', 'numerical_feat2']) pd_df_num_num = pd.DataFrame(np.array([[1,0,1,0], [1,2,2,4], [2, 3, 2, 1]]).T, columns=['label', 'numerical_feat', 'numerical_feat2']) performOneTest(pd_df_num_num_NA, pd_df_num_num, interactionColumn= ['numerical_feat', 'numerical_feat2'], xcols=['numerical_feat', 'numerical_feat2'], standard=False) # test interaction of enum and enum columns print("******* Test interaction with enum by enum") pd_df_cat_cat_NA = pd.DataFrame(np.array([[1,0,1,0], ["a", "a", "b", "b"], ['Foo', 'UNKNOWN', 'Foo', 'Bar']]).T, columns=['label', 'categorical_feat', 'categorical_feat2']) pd_df_cat_cat = pd.DataFrame(np.array([[1,0,1,0], ["a", "a", "b", "b"], ['Foo', 'Foo', 'Foo', 'Bar']]).T, columns=['label', 'categorical_feat', 'categorical_feat2']) performOneTest(pd_df_cat_cat_NA, pd_df_cat_cat, interactionColumn= ['categorical_feat', 'categorical_feat2'], xcols=['categorical_feat', 'categorical_feat2']) # test interaction of enum and num columns print("******* Test interaction with enum by num") pd_df_cat_num_NA = pd.DataFrame(np.array([[1,0,1,0], [1,2,3,4], ['Foo', 'UNKNOWN', 'Foo', 'Bar']]).T, columns=['label', 'numerical_feat', 'categorical_feat']) pd_df_cat_num = pd.DataFrame(np.array([[1,0,1,0], [1,2,3,4], ['Foo', 'Foo', 'Foo', 'Bar']]).T, columns=['label', 'numerical_feat', 'categorical_feat']) performOneTest(pd_df_cat_num_NA, pd_df_cat_num, interactionColumn= ['numerical_feat', 'categorical_feat'], xcols=['numerical_feat', 'categorical_feat']) def performOneTest(frameWithNA, frameWithoutNA, interactionColumn, xcols, standard=True): # default missing value handling = meanImputation h2o_df_NA = h2o.H2OFrame(frameWithNA, na_strings=["UNKNOWN"]) h2o_df_NA_Valid = h2o.H2OFrame(frameWithNA, na_strings=["UNKNOWN"]) h2o_df = h2o.H2OFrame(frameWithoutNA, na_strings=["UNKNOWN"]) h2o_df_valid = h2o.H2OFrame(frameWithoutNA, na_strings=["UNKNOWN"]) # build model with and without NA in Frame modelNA = H2OGeneralizedLinearEstimator(family = "Binomial", alpha=0, lambda_search=False, interactions=interactionColumn, standardize=standard) modelNA.train(x=xcols, y='label', training_frame=h2o_df_NA, validation_frame=h2o_df_NA_Valid) model = H2OGeneralizedLinearEstimator(family = "Binomial", alpha=0, lambda_search=False, interactions=interactionColumn, standardize=standard) model.train(x=xcols, y='label', training_frame=h2o_df, validation_frame=h2o_df_valid) # extract GLM coefficients coef_m_NA = modelNA._model_json['output']['coefficients_table'] coef_m = model._model_json['output']['coefficients_table'] if not (len(coef_m_NA.cell_values)==len(coef_m.cell_values)): # deal with 0 coeff for NA assert_arrays_equal_NA(coef_m_NA.cell_values, coef_m.cell_values) else: pyunit_utils.equal_2d_tables(coef_m_NA.cell_values, coef_m.cell_values) def assert_arrays_equal_NA(coef_m_NA_dict, coef_m): coefNAIndex = 0 for index in range(len(coef_m)): if not (coef_m_NA_dict[coefNAIndex][0]==coef_m[index][0]): # skip over coefficients with NA that is 0.0 coefNAIndex = coefNAIndex+1 assert abs(coef_m_NA_dict[coefNAIndex][1]-coef_m[index][1])<1e-6, \ "Expected: {0}, Actual: {1}".format(coef_m_NA_dict[coefNAIndex][1], coef_m[index][1]) coefNAIndex=coefNAIndex+1 if __name__ == "__main__": pyunit_utils.standalone_test(interactions_GLM_Binomial) else: interactions_GLM_Binomial()
apache-2.0
kdwink/intellij-community
python/helpers/pydev/pydev_ipython/inputhook.py
52
18411
# coding: utf-8 """ Inputhook management for GUI event loop integration. """ #----------------------------------------------------------------------------- # Copyright (C) 2008-2011 The IPython Development Team # # Distributed under the terms of the BSD License. The full license is in # the file COPYING, distributed as part of this software. #----------------------------------------------------------------------------- #----------------------------------------------------------------------------- # Imports #----------------------------------------------------------------------------- import sys import select #----------------------------------------------------------------------------- # Constants #----------------------------------------------------------------------------- # Constants for identifying the GUI toolkits. GUI_WX = 'wx' GUI_QT = 'qt' GUI_QT4 = 'qt4' GUI_GTK = 'gtk' GUI_TK = 'tk' GUI_OSX = 'osx' GUI_GLUT = 'glut' GUI_PYGLET = 'pyglet' GUI_GTK3 = 'gtk3' GUI_NONE = 'none' # i.e. disable #----------------------------------------------------------------------------- # Utilities #----------------------------------------------------------------------------- def ignore_CTRL_C(): """Ignore CTRL+C (not implemented).""" pass def allow_CTRL_C(): """Take CTRL+C into account (not implemented).""" pass #----------------------------------------------------------------------------- # Main InputHookManager class #----------------------------------------------------------------------------- class InputHookManager(object): """Manage PyOS_InputHook for different GUI toolkits. This class installs various hooks under ``PyOSInputHook`` to handle GUI event loop integration. """ def __init__(self): self._return_control_callback = None self._apps = {} self._reset() self.pyplot_imported = False def _reset(self): self._callback_pyfunctype = None self._callback = None self._current_gui = None def set_return_control_callback(self, return_control_callback): self._return_control_callback = return_control_callback def get_return_control_callback(self): return self._return_control_callback def return_control(self): return self._return_control_callback() def get_inputhook(self): return self._callback def set_inputhook(self, callback): """Set inputhook to callback.""" # We don't (in the context of PyDev console) actually set PyOS_InputHook, but rather # while waiting for input on xmlrpc we run this code self._callback = callback def clear_inputhook(self, app=None): """Clear input hook. Parameters ---------- app : optional, ignored This parameter is allowed only so that clear_inputhook() can be called with a similar interface as all the ``enable_*`` methods. But the actual value of the parameter is ignored. This uniform interface makes it easier to have user-level entry points in the main IPython app like :meth:`enable_gui`.""" self._reset() def clear_app_refs(self, gui=None): """Clear IPython's internal reference to an application instance. Whenever we create an app for a user on qt4 or wx, we hold a reference to the app. This is needed because in some cases bad things can happen if a user doesn't hold a reference themselves. This method is provided to clear the references we are holding. Parameters ---------- gui : None or str If None, clear all app references. If ('wx', 'qt4') clear the app for that toolkit. References are not held for gtk or tk as those toolkits don't have the notion of an app. """ if gui is None: self._apps = {} elif gui in self._apps: del self._apps[gui] def enable_wx(self, app=None): """Enable event loop integration with wxPython. Parameters ---------- app : WX Application, optional. Running application to use. If not given, we probe WX for an existing application object, and create a new one if none is found. Notes ----- This methods sets the ``PyOS_InputHook`` for wxPython, which allows the wxPython to integrate with terminal based applications like IPython. If ``app`` is not given we probe for an existing one, and return it if found. If no existing app is found, we create an :class:`wx.App` as follows:: import wx app = wx.App(redirect=False, clearSigInt=False) """ import wx from distutils.version import LooseVersion as V wx_version = V(wx.__version__).version if wx_version < [2, 8]: raise ValueError("requires wxPython >= 2.8, but you have %s" % wx.__version__) from pydev_ipython.inputhookwx import inputhook_wx self.set_inputhook(inputhook_wx) self._current_gui = GUI_WX if app is None: app = wx.GetApp() if app is None: app = wx.App(redirect=False, clearSigInt=False) app._in_event_loop = True self._apps[GUI_WX] = app return app def disable_wx(self): """Disable event loop integration with wxPython. This merely sets PyOS_InputHook to NULL. """ if GUI_WX in self._apps: self._apps[GUI_WX]._in_event_loop = False self.clear_inputhook() def enable_qt4(self, app=None): """Enable event loop integration with PyQt4. Parameters ---------- app : Qt Application, optional. Running application to use. If not given, we probe Qt for an existing application object, and create a new one if none is found. Notes ----- This methods sets the PyOS_InputHook for PyQt4, which allows the PyQt4 to integrate with terminal based applications like IPython. If ``app`` is not given we probe for an existing one, and return it if found. If no existing app is found, we create an :class:`QApplication` as follows:: from PyQt4 import QtCore app = QtGui.QApplication(sys.argv) """ from pydev_ipython.inputhookqt4 import create_inputhook_qt4 app, inputhook_qt4 = create_inputhook_qt4(self, app) self.set_inputhook(inputhook_qt4) self._current_gui = GUI_QT4 app._in_event_loop = True self._apps[GUI_QT4] = app return app def disable_qt4(self): """Disable event loop integration with PyQt4. This merely sets PyOS_InputHook to NULL. """ if GUI_QT4 in self._apps: self._apps[GUI_QT4]._in_event_loop = False self.clear_inputhook() def enable_gtk(self, app=None): """Enable event loop integration with PyGTK. Parameters ---------- app : ignored Ignored, it's only a placeholder to keep the call signature of all gui activation methods consistent, which simplifies the logic of supporting magics. Notes ----- This methods sets the PyOS_InputHook for PyGTK, which allows the PyGTK to integrate with terminal based applications like IPython. """ from pydev_ipython.inputhookgtk import create_inputhook_gtk self.set_inputhook(create_inputhook_gtk(self._stdin_file)) self._current_gui = GUI_GTK def disable_gtk(self): """Disable event loop integration with PyGTK. This merely sets PyOS_InputHook to NULL. """ self.clear_inputhook() def enable_tk(self, app=None): """Enable event loop integration with Tk. Parameters ---------- app : toplevel :class:`Tkinter.Tk` widget, optional. Running toplevel widget to use. If not given, we probe Tk for an existing one, and create a new one if none is found. Notes ----- If you have already created a :class:`Tkinter.Tk` object, the only thing done by this method is to register with the :class:`InputHookManager`, since creating that object automatically sets ``PyOS_InputHook``. """ self._current_gui = GUI_TK if app is None: try: import Tkinter as _TK except: # Python 3 import tkinter as _TK app = _TK.Tk() app.withdraw() self._apps[GUI_TK] = app from pydev_ipython.inputhooktk import create_inputhook_tk self.set_inputhook(create_inputhook_tk(app)) return app def disable_tk(self): """Disable event loop integration with Tkinter. This merely sets PyOS_InputHook to NULL. """ self.clear_inputhook() def enable_glut(self, app=None): """ Enable event loop integration with GLUT. Parameters ---------- app : ignored Ignored, it's only a placeholder to keep the call signature of all gui activation methods consistent, which simplifies the logic of supporting magics. Notes ----- This methods sets the PyOS_InputHook for GLUT, which allows the GLUT to integrate with terminal based applications like IPython. Due to GLUT limitations, it is currently not possible to start the event loop without first creating a window. You should thus not create another window but use instead the created one. See 'gui-glut.py' in the docs/examples/lib directory. The default screen mode is set to: glut.GLUT_DOUBLE | glut.GLUT_RGBA | glut.GLUT_DEPTH """ import OpenGL.GLUT as glut from pydev_ipython.inputhookglut import glut_display_mode, \ glut_close, glut_display, \ glut_idle, inputhook_glut if GUI_GLUT not in self._apps: glut.glutInit(sys.argv) glut.glutInitDisplayMode(glut_display_mode) # This is specific to freeglut if bool(glut.glutSetOption): glut.glutSetOption(glut.GLUT_ACTION_ON_WINDOW_CLOSE, glut.GLUT_ACTION_GLUTMAINLOOP_RETURNS) glut.glutCreateWindow(sys.argv[0]) glut.glutReshapeWindow(1, 1) glut.glutHideWindow() glut.glutWMCloseFunc(glut_close) glut.glutDisplayFunc(glut_display) glut.glutIdleFunc(glut_idle) else: glut.glutWMCloseFunc(glut_close) glut.glutDisplayFunc(glut_display) glut.glutIdleFunc(glut_idle) self.set_inputhook(inputhook_glut) self._current_gui = GUI_GLUT self._apps[GUI_GLUT] = True def disable_glut(self): """Disable event loop integration with glut. This sets PyOS_InputHook to NULL and set the display function to a dummy one and set the timer to a dummy timer that will be triggered very far in the future. """ import OpenGL.GLUT as glut from glut_support import glutMainLoopEvent # @UnresolvedImport glut.glutHideWindow() # This is an event to be processed below glutMainLoopEvent() self.clear_inputhook() def enable_pyglet(self, app=None): """Enable event loop integration with pyglet. Parameters ---------- app : ignored Ignored, it's only a placeholder to keep the call signature of all gui activation methods consistent, which simplifies the logic of supporting magics. Notes ----- This methods sets the ``PyOS_InputHook`` for pyglet, which allows pyglet to integrate with terminal based applications like IPython. """ from pydev_ipython.inputhookpyglet import inputhook_pyglet self.set_inputhook(inputhook_pyglet) self._current_gui = GUI_PYGLET return app def disable_pyglet(self): """Disable event loop integration with pyglet. This merely sets PyOS_InputHook to NULL. """ self.clear_inputhook() def enable_gtk3(self, app=None): """Enable event loop integration with Gtk3 (gir bindings). Parameters ---------- app : ignored Ignored, it's only a placeholder to keep the call signature of all gui activation methods consistent, which simplifies the logic of supporting magics. Notes ----- This methods sets the PyOS_InputHook for Gtk3, which allows the Gtk3 to integrate with terminal based applications like IPython. """ from pydev_ipython.inputhookgtk3 import create_inputhook_gtk3 self.set_inputhook(create_inputhook_gtk3(self._stdin_file)) self._current_gui = GUI_GTK def disable_gtk3(self): """Disable event loop integration with PyGTK. This merely sets PyOS_InputHook to NULL. """ self.clear_inputhook() def enable_mac(self, app=None): """ Enable event loop integration with MacOSX. We call function pyplot.pause, which updates and displays active figure during pause. It's not MacOSX-specific, but it enables to avoid inputhooks in native MacOSX backend. Also we shouldn't import pyplot, until user does it. Cause it's possible to choose backend before importing pyplot for the first time only. """ def inputhook_mac(app=None): if self.pyplot_imported: pyplot = sys.modules['matplotlib.pyplot'] try: pyplot.pause(0.01) except: pass else: if 'matplotlib.pyplot' in sys.modules: self.pyplot_imported = True self.set_inputhook(inputhook_mac) self._current_gui = GUI_OSX def disable_mac(self): self.clear_inputhook() def current_gui(self): """Return a string indicating the currently active GUI or None.""" return self._current_gui inputhook_manager = InputHookManager() enable_wx = inputhook_manager.enable_wx disable_wx = inputhook_manager.disable_wx enable_qt4 = inputhook_manager.enable_qt4 disable_qt4 = inputhook_manager.disable_qt4 enable_gtk = inputhook_manager.enable_gtk disable_gtk = inputhook_manager.disable_gtk enable_tk = inputhook_manager.enable_tk disable_tk = inputhook_manager.disable_tk enable_glut = inputhook_manager.enable_glut disable_glut = inputhook_manager.disable_glut enable_pyglet = inputhook_manager.enable_pyglet disable_pyglet = inputhook_manager.disable_pyglet enable_gtk3 = inputhook_manager.enable_gtk3 disable_gtk3 = inputhook_manager.disable_gtk3 enable_mac = inputhook_manager.enable_mac disable_mac = inputhook_manager.disable_mac clear_inputhook = inputhook_manager.clear_inputhook set_inputhook = inputhook_manager.set_inputhook current_gui = inputhook_manager.current_gui clear_app_refs = inputhook_manager.clear_app_refs # We maintain this as stdin_ready so that the individual inputhooks # can diverge as little as possible from their IPython sources stdin_ready = inputhook_manager.return_control set_return_control_callback = inputhook_manager.set_return_control_callback get_return_control_callback = inputhook_manager.get_return_control_callback get_inputhook = inputhook_manager.get_inputhook # Convenience function to switch amongst them def enable_gui(gui=None, app=None): """Switch amongst GUI input hooks by name. This is just a utility wrapper around the methods of the InputHookManager object. Parameters ---------- gui : optional, string or None If None (or 'none'), clears input hook, otherwise it must be one of the recognized GUI names (see ``GUI_*`` constants in module). app : optional, existing application object. For toolkits that have the concept of a global app, you can supply an existing one. If not given, the toolkit will be probed for one, and if none is found, a new one will be created. Note that GTK does not have this concept, and passing an app if ``gui=="GTK"`` will raise an error. Returns ------- The output of the underlying gui switch routine, typically the actual PyOS_InputHook wrapper object or the GUI toolkit app created, if there was one. """ if get_return_control_callback() is None: raise ValueError("A return_control_callback must be supplied as a reference before a gui can be enabled") guis = {GUI_NONE: clear_inputhook, GUI_OSX: enable_mac, GUI_TK: enable_tk, GUI_GTK: enable_gtk, GUI_WX: enable_wx, GUI_QT: enable_qt4, # qt3 not supported GUI_QT4: enable_qt4, GUI_GLUT: enable_glut, GUI_PYGLET: enable_pyglet, GUI_GTK3: enable_gtk3, } try: gui_hook = guis[gui] except KeyError: if gui is None or gui == '': gui_hook = clear_inputhook else: e = "Invalid GUI request %r, valid ones are:%s" % (gui, guis.keys()) raise ValueError(e) return gui_hook(app) __all__ = [ "GUI_WX", "GUI_QT", "GUI_QT4", "GUI_GTK", "GUI_TK", "GUI_OSX", "GUI_GLUT", "GUI_PYGLET", "GUI_GTK3", "GUI_NONE", "ignore_CTRL_C", "allow_CTRL_C", "InputHookManager", "inputhook_manager", "enable_wx", "disable_wx", "enable_qt4", "disable_qt4", "enable_gtk", "disable_gtk", "enable_tk", "disable_tk", "enable_glut", "disable_glut", "enable_pyglet", "disable_pyglet", "enable_gtk3", "disable_gtk3", "enable_mac", "disable_mac", "clear_inputhook", "set_inputhook", "current_gui", "clear_app_refs", "stdin_ready", "set_return_control_callback", "get_return_control_callback", "get_inputhook", "enable_gui"]
apache-2.0
pianomania/scikit-learn
examples/classification/plot_lda.py
142
2419
""" ==================================================================== Normal and Shrinkage Linear Discriminant Analysis for classification ==================================================================== Shows how shrinkage improves classification. """ from __future__ import division import numpy as np import matplotlib.pyplot as plt from sklearn.datasets import make_blobs from sklearn.discriminant_analysis import LinearDiscriminantAnalysis n_train = 20 # samples for training n_test = 200 # samples for testing n_averages = 50 # how often to repeat classification n_features_max = 75 # maximum number of features step = 4 # step size for the calculation def generate_data(n_samples, n_features): """Generate random blob-ish data with noisy features. This returns an array of input data with shape `(n_samples, n_features)` and an array of `n_samples` target labels. Only one feature contains discriminative information, the other features contain only noise. """ X, y = make_blobs(n_samples=n_samples, n_features=1, centers=[[-2], [2]]) # add non-discriminative features if n_features > 1: X = np.hstack([X, np.random.randn(n_samples, n_features - 1)]) return X, y 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 = generate_data(n_train, n_features) clf1 = LinearDiscriminantAnalysis(solver='lsqr', shrinkage='auto').fit(X, y) clf2 = LinearDiscriminantAnalysis(solver='lsqr', shrinkage=None).fit(X, y) X, y = generate_data(n_test, n_features) 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="Linear Discriminant Analysis with shrinkage", color='navy') plt.plot(features_samples_ratio, acc_clf2, linewidth=2, label="Linear Discriminant Analysis", color='gold') plt.xlabel('n_features / n_samples') plt.ylabel('Classification accuracy') plt.legend(loc=1, prop={'size': 12}) plt.suptitle('Linear Discriminant Analysis vs. \ shrinkage Linear Discriminant Analysis (1 discriminative feature)') plt.show()
bsd-3-clause
AlexRobson/nilmtk
nilmtk/elecmeter.py
5
30305
from __future__ import print_function, division from warnings import warn from collections import namedtuple from copy import deepcopy from itertools import izip import numpy as np import pandas as pd import matplotlib.pyplot as plt import random from .preprocessing import Clip from .stats import TotalEnergy, GoodSections, DropoutRate from .stats.totalenergyresults import TotalEnergyResults from .hashable import Hashable from .appliance import Appliance from .datastore import Key from .measurement import (select_best_ac_type, AC_TYPES, PHYSICAL_QUANTITIES, PHYSICAL_QUANTITIES_WITH_AC_TYPES, check_ac_type, check_physical_quantity) from .node import Node from .electric import Electric from .timeframe import TimeFrame, list_of_timeframe_dicts from nilmtk.exceptions import MeasurementError from .utils import flatten_2d_list, capitalise_first_letter from nilmtk.timeframegroup import TimeFrameGroup import nilmtk ElecMeterID = namedtuple('ElecMeterID', ['instance', 'building', 'dataset']) class ElecMeter(Hashable, Electric): """Represents a physical electricity meter. Attributes ---------- appliances : list of Appliance objects connected immediately downstream of this meter. Will be [] if no appliances are connected directly to this meter. store : nilmtk.DataStore key : string key into nilmtk.DataStore to access data. metadata : dict. See http://nilm-metadata.readthedocs.org/en/latest/dataset_metadata.html#elecmeter STATIC ATTRIBUTES ----------------- meter_devices : dict, static class attribute See http://nilm-metadata.readthedocs.org/en/latest/dataset_metadata.html#meterdevice """ meter_devices = {} def __init__(self, store=None, metadata=None, meter_id=None): # Store and check parameters self.appliances = [] self.metadata = {} if metadata is None else metadata assert isinstance(self.metadata, dict) self.store = store self.identifier = meter_id # Insert self into nilmtk.global_meter_group if self.identifier is not None: assert isinstance(self.identifier, ElecMeterID) if self not in nilmtk.global_meter_group.meters: nilmtk.global_meter_group.meters.append(self) @property def key(self): return self.metadata['data_location'] def instance(self): return self._identifier_attr('instance') def building(self): return self._identifier_attr('building') def dataset(self): return self._identifier_attr('dataset') @property def name(self): return self.metadata.get('name') @name.setter def name(self, value): self.metadata['name'] = value def _identifier_attr(self, attr): if self.identifier is None: return else: return getattr(self.identifier, attr) def get_timeframe(self): self._check_store() return self.store.get_timeframe(key=self.key) def _check_store(self): if self.store is None: raise RuntimeError("ElecMeter needs `store` attribute set to an" " instance of a `nilmtk.DataStore` subclass") def upstream_meter(self, raise_warning=True): """ Returns ------- ElecMeterID of upstream meter or None if is site meter. """ if self.is_site_meter(): if raise_warning: warn("There is no meter upstream of this meter '{}' because" " it is a site meter.".format(self.identifier)) return submeter_of = self.metadata.get('submeter_of') # Sanity checks if submeter_of is None: raise ValueError( "This meter has no 'submeter_of' metadata attribute.") if submeter_of < 0: raise ValueError("'submeter_of' must be >= 0.") upstream_meter_in_building = self.metadata.get( 'upstream_meter_in_building') if (upstream_meter_in_building is not None and upstream_meter_in_building != self.identifier.building): raise NotImplementedError( "'upstream_meter_in_building' not implemented yet.") id_of_upstream = ElecMeterID(instance=submeter_of, building=self.identifier.building, dataset=self.identifier.dataset) upstream_meter = nilmtk.global_meter_group[id_of_upstream] if upstream_meter is None: warn("No upstream meter found for '{}'.".format(self.identifier)) return upstream_meter @classmethod def load_meter_devices(cls, store): dataset_metadata = store.load_metadata('/') ElecMeter.meter_devices.update( dataset_metadata.get('meter_devices', {})) def save(self, destination, key): """ Convert all relevant attributes to a dict to be saved as metadata in destination at location specified by key """ # destination.write_metadata(key, self.metadata) # then save data raise NotImplementedError @property def device(self): """ Returns ------- dict describing the MeterDevice for this meter (sample period etc). """ device_model = self.metadata.get('device_model') if device_model: return deepcopy(ElecMeter.meter_devices[device_model]) else: return {} def sample_period(self): device = self.device if device: return device['sample_period'] def is_site_meter(self): return self.metadata.get('site_meter', False) def dominant_appliance(self): """Tries to find the most dominant appliance on this meter, and then returns that appliance object. Will return None if there are no appliances on this meter. """ n_appliances = len(self.appliances) if n_appliances == 0: return elif n_appliances == 1: return self.appliances[0] else: for app in self.appliances: if app.metadata.get('dominant_appliance'): return app warn('Multiple appliances are associated with meter {}' ' but none are marked as the dominant appliance. Hence' ' returning the first appliance in the list.', RuntimeWarning) return self.appliances[0] def label(self, pretty=True): """Returns a string describing this meter. Parameters ---------- pretty : boolean If True then just return the type name of the dominant appliance (without the instance number) or metadata['name'], with the first letter capitalised. Returns ------- string : A label listing all the appliance types. """ if pretty: return self._pretty_label() meter_names = [] if self.is_site_meter(): meter_names.append('SITE METER') elif "name" in self.metadata: meter_names.append(self.metadata["name"]) else: for appliance in self.appliances: appliance_name = appliance.label() if appliance.metadata.get('dominant_appliance'): appliance_name = appliance_name.upper() meter_names.append(appliance_name) label = ", ".join(meter_names) return label def _pretty_label(self): name = self.metadata.get("name") if name: label = name elif self.is_site_meter(): label = 'Site meter' elif self.dominant_appliance() is not None: label = self.dominant_appliance().identifier.type else: meter_names = [] for appliance in self.appliances: appliance_name = appliance.label() if appliance.metadata.get('dominant_appliance'): appliance_name = appliance_name.upper() meter_names.append(appliance_name) label = ", ".join(meter_names) return label label = capitalise_first_letter(label) return label def available_ac_types(self, physical_quantity): """Finds available alternating current types for a specific physical quantity. Parameters ---------- physical_quantity : str or list of strings Returns ------- list of strings e.g. ['apparent', 'active'] """ if isinstance(physical_quantity, list): ac_types = [self.available_ac_types(pq) for pq in physical_quantity] return list(set(flatten_2d_list(ac_types))) if physical_quantity not in PHYSICAL_QUANTITIES: raise ValueError("`physical_quantity` must by one of '{}', not '{}'" .format(PHYSICAL_QUANTITIES, physical_quantity)) measurements = self.device['measurements'] return [m['type'] for m in measurements if m['physical_quantity'] == physical_quantity and 'type' in m] def available_physical_quantities(self): """ Returns ------- list of strings e.g. ['power', 'energy'] """ measurements = self.device['measurements'] return list(set([m['physical_quantity'] for m in measurements])) def available_columns(self): """ Returns ------- list of 2-tuples of strings e.g. [('power', 'active')] """ measurements = self.device['measurements'] return list(set([(m['physical_quantity'], m.get('type', '')) for m in measurements])) def __repr__(self): string = super(ElecMeter, self).__repr__() # Now add list of appliances... string = string[:-1] # remove last bracket # Site meter if self.metadata.get('site_meter'): string += ', site_meter' # Appliances string += ', appliances={}'.format(self.appliances) # METER ROOM room = self.metadata.get('room') if room: string += ', room={}'.format(room) string += ')' return string def matches(self, key): """ Parameters ---------- key : dict Returns ------- Bool """ if not key: return True if not isinstance(key, dict): raise TypeError() match = True for k, v in key.iteritems(): if hasattr(self.identifier, k): if getattr(self.identifier, k) != v: match = False elif k in self.metadata: if self.metadata[k] != v: match = False elif k in self.device: metadata_value = self.device[k] if (isinstance(metadata_value, list) and not isinstance(v, list)): if v not in metadata_value: match = False elif metadata_value != v: match = False else: raise KeyError("'{}' not a valid key.".format(k)) return match def load(self, **kwargs): """Returns a generator of DataFrames loaded from the DataStore. By default, `load` will load all available columns from the DataStore. Specific columns can be selected in one or two mutually exclusive ways: 1. specify a list of column names using the `cols` parameter. 2. specify a `physical_quantity` and/or an `ac_type` parameter to ask `load` to automatically select columns. If 'resample' is set to 'True' then the default behaviour is for gaps shorter than max_sample_period will be forward filled. Parameters --------------- physical_quantity : string or list of strings e.g. 'power' or 'voltage' or 'energy' or ['power', 'energy']. If a single string then load columns only for that physical quantity. If a list of strings then load columns for all those physical quantities. ac_type : string or list of strings, defaults to None Where 'ac_type' is short for 'alternating current type'. e.g. 'reactive' or 'active' or 'apparent'. If set to None then will load all AC types per physical quantity. If set to 'best' then load the single best AC type per physical quantity. If set to a single AC type then load just that single AC type per physical quantity, else raise an Exception. If set to a list of AC type strings then will load all those AC types and will raise an Exception if any cannot be found. cols : list of tuples, using NILMTK's vocabulary for measurements. e.g. [('power', 'active'), ('voltage', ''), ('energy', 'reactive')] `cols` can't be used if `ac_type` and/or `physical_quantity` are set. sample_period : int, defaults to None Number of seconds to use as the new sample period for resampling. If None then will use self.sample_period() resample : boolean, defaults to False If True then will resample data using `sample_period`. Defaults to True if `sample_period` is not None. resample_kwargs : dict of key word arguments (other than 'rule') to `pass to pd.DataFrame.resample()`. Defaults to set 'limit' to `sample_period / max_sample_period` and sets 'fill_method' to ffill. preprocessing : list of Node subclass instances e.g. [Clip()]. **kwargs : any other key word arguments to pass to `self.store.load()` Returns ------- Always return a generator of DataFrames (even if it only has a single column). Raises ------ nilmtk.exceptions.MeasurementError if a measurement is specified which is not available. """ verbose = kwargs.get('verbose') if verbose: print() print("ElecMeter.load") print(self) if 'sample_period' in kwargs: kwargs['resample'] = True if kwargs.get('resample'): # Set default key word arguments for resampling. resample_kwargs = kwargs.setdefault('resample_kwargs', {}) resample_kwargs.setdefault('fill_method', 'ffill') if 'limit' not in resample_kwargs: sample_period = kwargs.get('sample_period', self.sample_period()) max_number_of_rows_to_ffill = int( np.ceil(self.device['max_sample_period'] / sample_period)) resample_kwargs.update({'limit': max_number_of_rows_to_ffill}) if verbose: print("kwargs after setting resample setting:") print(kwargs) kwargs = self._prep_kwargs_for_sample_period_and_resample(**kwargs) if verbose: print("kwargs after processing") print(kwargs) # Get source node preprocessing = kwargs.pop('preprocessing', []) last_node = self.get_source_node(**kwargs) generator = last_node.generator # Connect together all preprocessing nodes for node in preprocessing: node.upstream = last_node last_node = node generator = last_node.process() return generator def _ac_type_to_columns(self, ac_type): if ac_type is None: return [] if isinstance(ac_type, list): cols2d = [self._ac_type_to_columns(a_t) for a_t in ac_type] return list(set(flatten_2d_list(cols2d))) check_ac_type(ac_type) cols_matching = [col for col in self.available_columns() if col[1] == ac_type] return cols_matching def _physical_quantity_to_columns(self, physical_quantity): if physical_quantity is None: return [] if isinstance(physical_quantity, list): cols2d = [self._physical_quantity_to_columns(p_q) for p_q in physical_quantity] return list(set(flatten_2d_list(cols2d))) check_physical_quantity(physical_quantity) cols_matching = [col for col in self.available_columns() if col[0] == physical_quantity] return cols_matching def _get_columns_with_best_ac_type(self, physical_quantity=None): if physical_quantity is None: physical_quantity = self.available_physical_quantities() if isinstance(physical_quantity, list): columns = set() for pq in physical_quantity: best = self._get_columns_with_best_ac_type(pq) if best: columns.update(best) return list(columns) check_physical_quantity(physical_quantity) available_pqs = self.available_physical_quantities() if physical_quantity not in available_pqs: return [] ac_types = self.available_ac_types(physical_quantity) try: best_ac_type = select_best_ac_type(ac_types) except KeyError: return [] else: return [(physical_quantity, best_ac_type)] def _convert_physical_quantity_and_ac_type_to_cols( self, physical_quantity=None, ac_type=None, cols=None, **kwargs): """Returns kwargs dict with physical_quantity and ac_type removed and cols populated appropriately.""" if cols: if (ac_type or physical_quantity): raise ValueError("Cannot use `ac_type` and/or `physical_quantity`" " with `cols` parameter.") else: if set(cols).issubset(self.available_columns()): kwargs['cols'] = cols return kwargs else: msg = ("'{}' is not a subset of the available columns: '{}'" .format(cols, self.available_columns())) raise MeasurementError(msg) msg = "" if not (ac_type or physical_quantity): cols = self.available_columns() elif ac_type == 'best': cols = self._get_columns_with_best_ac_type(physical_quantity) if not cols: msg += "No AC types for physical quantity {}".format(physical_quantity) else: if ac_type: cols = self._ac_type_to_columns(ac_type) if not cols: msg += "AC type '{}' not available. ".format(ac_type) if physical_quantity: cols_matching_pq = self._physical_quantity_to_columns(physical_quantity) if not cols_matching_pq: msg += ("Physical quantity '{}' not available. " .format(physical_quantity)) if cols: cols = list(set(cols).intersection(cols_matching_pq)) if not cols: msg += ("No measurement matching ({}, {}). " .format(physical_quantity, ac_type)) else: cols = cols_matching_pq if msg: msg += "Available columns = {}. ".format(self.available_columns()) raise MeasurementError(msg) kwargs['cols'] = cols return kwargs def dry_run_metadata(self): return self.metadata def get_metadata(self): return self.metadata def get_source_node(self, **loader_kwargs): if self.store is None: raise RuntimeError( "Cannot get source node if meter.store is None!") loader_kwargs = self._convert_physical_quantity_and_ac_type_to_cols(**loader_kwargs) generator = self.store.load(key=self.key, **loader_kwargs) self.metadata['device'] = self.device return Node(self, generator=generator) def total_energy(self, **loader_kwargs): """ Parameters ---------- full_results : bool, default=False **loader_kwargs : key word arguments for DataStore.load() Returns ------- if `full_results` is True then return TotalEnergyResults object else returns a pd.Series with a row for each AC type. """ nodes = [Clip, TotalEnergy] return self._get_stat_from_cache_or_compute( nodes, TotalEnergy.results_class(), loader_kwargs) def dropout_rate(self, ignore_gaps=True, **loader_kwargs): """ Parameters ---------- ignore_gaps : bool, default=True If True then will only calculate dropout rate for good sections. full_results : bool, default=False **loader_kwargs : key word arguments for DataStore.load() Returns ------- DropoutRateResults object if `full_results` is True, else float """ nodes = [DropoutRate] if ignore_gaps: loader_kwargs['sections'] = self.good_sections(**loader_kwargs) return self._get_stat_from_cache_or_compute( nodes, DropoutRate.results_class(), loader_kwargs) def good_sections(self, **loader_kwargs): """ Parameters ---------- full_results : bool, default=False **loader_kwargs : key word arguments for DataStore.load() Returns ------- if `full_results` is True then return nilmtk.stats.GoodSectionsResults object otherwise return list of TimeFrame objects. """ loader_kwargs.setdefault('n_look_ahead_rows', 10) nodes = [GoodSections] results_obj = GoodSections.results_class(self.device['max_sample_period']) return self._get_stat_from_cache_or_compute( nodes, results_obj, loader_kwargs) def _get_stat_from_cache_or_compute(self, nodes, results_obj, loader_kwargs): """General function for computing statistics and/or loading them from cache. Cached statistics lives in the DataStore at 'building<I>/elec/cache/meter<K>/<statistic_name>' e.g. 'building1/elec/cache/meter1/total_energy'. We store the 'full' statistic... i.e we store a representation of the `Results._data` DataFrame. Some times we need to do some conversion to store `Results._data` on disk. The logic for doing this conversion lives in the `Results` class or subclass. The cache can be cleared by calling `ElecMeter.clear_cache()`. Parameters ---------- nodes : list of nilmtk.Node classes results_obj : instance of nilmtk.Results subclass loader_kwargs : dict Returns ------- if `full_results` is True then return nilmtk.Results subclass instance otherwise return nilmtk.Results.simple(). See Also -------- clear_cache _compute_stat key_for_cached_stat get_cached_stat """ full_results = loader_kwargs.pop('full_results', False) verbose = loader_kwargs.get('verbose') if 'ac_type' in loader_kwargs or 'physical_quantity' in loader_kwargs: loader_kwargs = self._convert_physical_quantity_and_ac_type_to_cols(**loader_kwargs) cols = loader_kwargs.get('cols', []) ac_types = set([m[1] for m in cols if m[1]]) results_obj_copy = deepcopy(results_obj) # Prepare `sections` list sections = loader_kwargs.get('sections') if sections is None: tf = self.get_timeframe() tf.include_end = True sections = [tf] sections = TimeFrameGroup(sections) sections = [s for s in sections if not s.empty] # Retrieve usable stats from cache key_for_cached_stat = self.key_for_cached_stat(results_obj.name) if loader_kwargs.get('preprocessing') is None: cached_stat = self.get_cached_stat(key_for_cached_stat) results_obj.import_from_cache(cached_stat, sections) def find_sections_to_compute(): # Get sections_to_compute results_obj_timeframes = results_obj.timeframes() sections_to_compute = set(sections) - set(results_obj_timeframes) sections_to_compute = list(sections_to_compute) sections_to_compute.sort() return sections_to_compute try: ac_type_keys = results_obj.simple().keys() except: sections_to_compute = find_sections_to_compute() else: if ac_types.issubset(ac_type_keys): sections_to_compute = find_sections_to_compute() else: sections_to_compute = sections results_obj = results_obj_copy else: sections_to_compute = sections if verbose and not results_obj._data.empty: print("Using cached result.") # If we get to here then we have to compute some stats if sections_to_compute: loader_kwargs['sections'] = sections_to_compute computed_result = self._compute_stat(nodes, loader_kwargs) # Merge cached results with newly computed results_obj.update(computed_result.results) # Save to disk newly computed stats stat_for_store = computed_result.results.export_to_cache() try: self.store.append(key_for_cached_stat, stat_for_store) except ValueError: # the old table probably had different columns self.store.remove(key_for_cached_stat) self.store.put(key_for_cached_stat, results_obj.export_to_cache()) if full_results: return results_obj else: res = results_obj.simple() if ac_types: try: ac_type_keys = res.keys() except: return res else: return pd.Series(res[ac_types], index=ac_types) else: return res def _compute_stat(self, nodes, loader_kwargs): """ Parameters ---------- nodes : list of nilmtk.Node subclass objects loader_kwargs : dict Returns ------- Node subclass object See Also -------- clear_cache _get_stat_from_cache_or_compute key_for_cached_stat get_cached_stat """ results = self.get_source_node(**loader_kwargs) for node in nodes: results = node(results) results.run() return results def key_for_cached_stat(self, stat_name): """ Parameters ---------- stat_name : str Returns ------- key : str See Also -------- clear_cache _compute_stat _get_stat_from_cache_or_compute get_cached_stat """ if isinstance(self.instance(), tuple): meter_str = "_".join([str(i) for i in (self.instance())]) else: meter_str = "{:d}".format(self.instance()) return ("building{:d}/elec/cache/meter{}/{:s}" .format(self.building(), meter_str, stat_name)) def clear_cache(self, verbose=False): """ See Also -------- _compute_stat _get_stat_from_cache_or_compute key_for_cached_stat get_cached_stat """ if self.store is not None: key_for_cache = self.key_for_cached_stat('') try: self.store.remove(key_for_cache) except KeyError: if verbose: print("No existing cache for", key_for_cache) else: print("Removed", key_for_cache) def get_cached_stat(self, key_for_stat): """ Parameters ---------- key_for_stat : str Returns ------- pd.DataFrame See Also -------- _compute_stat _get_stat_from_cache_or_compute key_for_cached_stat clear_cache """ if self.store is None: return pd.DataFrame() try: stat_from_cache = self.store[key_for_stat] except KeyError: return pd.DataFrame() else: return pd.DataFrame() if stat_from_cache is None else stat_from_cache # def total_on_duration(self): # """Return timedelta""" # raise NotImplementedError # def on_durations(self): # raise NotImplementedError # def activity_distribution(self, bin_size, timespan): # raise NotImplementedError # def on_off_events(self): # use self.metadata.minimum_[off|on]_duration # raise NotImplementedError # def discrete_appliance_activations(self): # """ # Return a Mask defining the start and end times of each appliance # activation. # """ # raise NotImplementedError # def contiguous_sections(self): # """retuns Mask object""" # raise NotImplementedError # def clean_and_export(self, destination_datastore): # """Apply all cleaning configured in meter.cleaning and then export. Also identifies # and records the locations of gaps. Also records metadata about exactly which # cleaning steps have been executed and some summary results (e.g. the number of # implausible values removed)""" # raise NotImplementedError
apache-2.0
luo66/scikit-learn
sklearn/utils/validation.py
30
24618
"""Utilities for input validation""" # Authors: Olivier Grisel # Gael Varoquaux # Andreas Mueller # Lars Buitinck # Alexandre Gramfort # Nicolas Tresegnie # License: BSD 3 clause import warnings import numbers import numpy as np import scipy.sparse as sp from ..externals import six from inspect import getargspec FLOAT_DTYPES = (np.float64, np.float32, np.float16) class DataConversionWarning(UserWarning): """A warning on implicit data conversions happening in the code""" pass warnings.simplefilter("always", DataConversionWarning) class NonBLASDotWarning(UserWarning): """A warning on implicit dispatch to numpy.dot""" class NotFittedError(ValueError, AttributeError): """Exception class to raise if estimator is used before fitting This class inherits from both ValueError and AttributeError to help with exception handling and backward compatibility. """ # Silenced by default to reduce verbosity. Turn on at runtime for # performance profiling. warnings.simplefilter('ignore', NonBLASDotWarning) def _assert_all_finite(X): """Like assert_all_finite, but only for ndarray.""" X = np.asanyarray(X) # First try an O(n) time, O(1) space solution for the common case that # everything is finite; fall back to O(n) space np.isfinite to prevent # false positives from overflow in sum method. if (X.dtype.char in np.typecodes['AllFloat'] and not np.isfinite(X.sum()) and not np.isfinite(X).all()): raise ValueError("Input contains NaN, infinity" " or a value too large for %r." % X.dtype) def assert_all_finite(X): """Throw a ValueError if X contains NaN or infinity. Input MUST be an np.ndarray instance or a scipy.sparse matrix.""" _assert_all_finite(X.data if sp.issparse(X) else X) def as_float_array(X, copy=True, force_all_finite=True): """Converts an array-like to an array of floats The new dtype will be np.float32 or np.float64, depending on the original type. The function can create a copy or modify the argument depending on the argument copy. Parameters ---------- X : {array-like, sparse matrix} copy : bool, optional If True, a copy of X will be created. If False, a copy may still be returned if X's dtype is not a floating point type. force_all_finite : boolean (default=True) Whether to raise an error on np.inf and np.nan in X. Returns ------- XT : {array, sparse matrix} An array of type np.float """ if isinstance(X, np.matrix) or (not isinstance(X, np.ndarray) and not sp.issparse(X)): return check_array(X, ['csr', 'csc', 'coo'], dtype=np.float64, copy=copy, force_all_finite=force_all_finite, ensure_2d=False) elif sp.issparse(X) and X.dtype in [np.float32, np.float64]: return X.copy() if copy else X elif X.dtype in [np.float32, np.float64]: # is numpy array return X.copy('F' if X.flags['F_CONTIGUOUS'] else 'C') if copy else X else: return X.astype(np.float32 if X.dtype == np.int32 else np.float64) def _is_arraylike(x): """Returns whether the input is array-like""" return (hasattr(x, '__len__') or hasattr(x, 'shape') or hasattr(x, '__array__')) def _num_samples(x): """Return number of samples in array-like x.""" if hasattr(x, 'fit'): # Don't get num_samples from an ensembles length! raise TypeError('Expected sequence or array-like, got ' 'estimator %s' % x) if not hasattr(x, '__len__') and not hasattr(x, 'shape'): if hasattr(x, '__array__'): x = np.asarray(x) else: raise TypeError("Expected sequence or array-like, got %s" % type(x)) if hasattr(x, 'shape'): if len(x.shape) == 0: raise TypeError("Singleton array %r cannot be considered" " a valid collection." % x) return x.shape[0] else: return len(x) def _shape_repr(shape): """Return a platform independent reprensentation of an array shape Under Python 2, the `long` type introduces an 'L' suffix when using the default %r format for tuples of integers (typically used to store the shape of an array). Under Windows 64 bit (and Python 2), the `long` type is used by default in numpy shapes even when the integer dimensions are well below 32 bit. The platform specific type causes string messages or doctests to change from one platform to another which is not desirable. Under Python 3, there is no more `long` type so the `L` suffix is never introduced in string representation. >>> _shape_repr((1, 2)) '(1, 2)' >>> one = 2 ** 64 / 2 ** 64 # force an upcast to `long` under Python 2 >>> _shape_repr((one, 2 * one)) '(1, 2)' >>> _shape_repr((1,)) '(1,)' >>> _shape_repr(()) '()' """ if len(shape) == 0: return "()" joined = ", ".join("%d" % e for e in shape) if len(shape) == 1: # special notation for singleton tuples joined += ',' return "(%s)" % joined def check_consistent_length(*arrays): """Check that all arrays have consistent first dimensions. Checks whether all objects in arrays have the same shape or length. Parameters ---------- *arrays : list or tuple of input objects. Objects that will be checked for consistent length. """ uniques = np.unique([_num_samples(X) for X in arrays if X is not None]) if len(uniques) > 1: raise ValueError("Found arrays with inconsistent numbers of samples: " "%s" % str(uniques)) def indexable(*iterables): """Make arrays indexable for cross-validation. Checks consistent length, passes through None, and ensures that everything can be indexed by converting sparse matrices to csr and converting non-interable objects to arrays. Parameters ---------- *iterables : lists, dataframes, arrays, sparse matrices List of objects to ensure sliceability. """ result = [] for X in iterables: if sp.issparse(X): result.append(X.tocsr()) elif hasattr(X, "__getitem__") or hasattr(X, "iloc"): result.append(X) elif X is None: result.append(X) else: result.append(np.array(X)) check_consistent_length(*result) return result def _ensure_sparse_format(spmatrix, accept_sparse, dtype, copy, force_all_finite): """Convert a sparse matrix to a given format. Checks the sparse format of spmatrix and converts if necessary. Parameters ---------- spmatrix : scipy sparse matrix Input to validate and convert. accept_sparse : string, list of string or None (default=None) String[s] representing allowed sparse matrix formats ('csc', 'csr', 'coo', 'dok', 'bsr', 'lil', 'dia'). None means that sparse matrix input will raise an error. If the input is sparse but not in the allowed format, it will be converted to the first listed format. dtype : string, type or None (default=none) Data type of result. If None, the dtype of the input is preserved. copy : boolean (default=False) Whether a forced copy will be triggered. If copy=False, a copy might be triggered by a conversion. force_all_finite : boolean (default=True) Whether to raise an error on np.inf and np.nan in X. Returns ------- spmatrix_converted : scipy sparse matrix. Matrix that is ensured to have an allowed type. """ if accept_sparse in [None, False]: raise TypeError('A sparse matrix was passed, but dense ' 'data is required. Use X.toarray() to ' 'convert to a dense numpy array.') if dtype is None: dtype = spmatrix.dtype changed_format = False if (isinstance(accept_sparse, (list, tuple)) and spmatrix.format not in accept_sparse): # create new with correct sparse spmatrix = spmatrix.asformat(accept_sparse[0]) changed_format = True if dtype != spmatrix.dtype: # convert dtype spmatrix = spmatrix.astype(dtype) elif copy and not changed_format: # force copy spmatrix = spmatrix.copy() if force_all_finite: if not hasattr(spmatrix, "data"): warnings.warn("Can't check %s sparse matrix for nan or inf." % spmatrix.format) else: _assert_all_finite(spmatrix.data) return spmatrix def check_array(array, accept_sparse=None, dtype="numeric", order=None, copy=False, force_all_finite=True, ensure_2d=True, allow_nd=False, ensure_min_samples=1, ensure_min_features=1, warn_on_dtype=False, estimator=None): """Input validation on an array, list, sparse matrix or similar. By default, the input is converted to an at least 2nd numpy array. If the dtype of the array is object, attempt converting to float, raising on failure. Parameters ---------- array : object Input object to check / convert. accept_sparse : string, list of string or None (default=None) String[s] representing allowed sparse matrix formats, such as 'csc', 'csr', etc. None means that sparse matrix input will raise an error. If the input is sparse but not in the allowed format, it will be converted to the first listed format. dtype : string, type, list of types or None (default="numeric") Data type of result. If None, the dtype of the input is preserved. If "numeric", dtype is preserved unless array.dtype is object. If dtype is a list of types, conversion on the first type is only performed if the dtype of the input is not in the list. order : 'F', 'C' or None (default=None) Whether an array will be forced to be fortran or c-style. copy : boolean (default=False) Whether a forced copy will be triggered. If copy=False, a copy might be triggered by a conversion. force_all_finite : boolean (default=True) Whether to raise an error on np.inf and np.nan in X. ensure_2d : boolean (default=True) Whether to make X at least 2d. allow_nd : boolean (default=False) Whether to allow X.ndim > 2. ensure_min_samples : int (default=1) Make sure that the array has a minimum number of samples in its first axis (rows for a 2D array). Setting to 0 disables this check. ensure_min_features : int (default=1) Make sure that the 2D array has some minimum number of features (columns). The default value of 1 rejects empty datasets. This check is only enforced when the input data has effectively 2 dimensions or is originally 1D and ``ensure_2d`` is True. Setting to 0 disables this check. warn_on_dtype : boolean (default=False) Raise DataConversionWarning if the dtype of the input data structure does not match the requested dtype, causing a memory copy. estimator : str or estimator instance (default=None) If passed, include the name of the estimator in warning messages. Returns ------- X_converted : object The converted and validated X. """ if isinstance(accept_sparse, str): accept_sparse = [accept_sparse] # store whether originally we wanted numeric dtype dtype_numeric = dtype == "numeric" dtype_orig = getattr(array, "dtype", None) if not hasattr(dtype_orig, 'kind'): # not a data type (e.g. a column named dtype in a pandas DataFrame) dtype_orig = None if dtype_numeric: if dtype_orig is not None and dtype_orig.kind == "O": # if input is object, convert to float. dtype = np.float64 else: dtype = None if isinstance(dtype, (list, tuple)): if dtype_orig is not None and dtype_orig in dtype: # no dtype conversion required dtype = None else: # dtype conversion required. Let's select the first element of the # list of accepted types. dtype = dtype[0] if sp.issparse(array): array = _ensure_sparse_format(array, accept_sparse, dtype, copy, force_all_finite) else: array = np.array(array, dtype=dtype, order=order, copy=copy) if ensure_2d: if array.ndim == 1: warnings.warn( "Passing 1d arrays as data is deprecated in 0.17 and will" "raise ValueError in 0.19. Reshape your data either using " "X.reshape(-1, 1) if your data has a single feature or " "X.reshape(1, -1) if it contains a single sample.", DeprecationWarning) array = np.atleast_2d(array) # To ensure that array flags are maintained array = np.array(array, dtype=dtype, order=order, copy=copy) # make sure we acually converted to numeric: if dtype_numeric and array.dtype.kind == "O": array = array.astype(np.float64) if not allow_nd and array.ndim >= 3: raise ValueError("Found array with dim %d. Expected <= 2" % array.ndim) if force_all_finite: _assert_all_finite(array) shape_repr = _shape_repr(array.shape) if ensure_min_samples > 0: n_samples = _num_samples(array) if n_samples < ensure_min_samples: raise ValueError("Found array with %d sample(s) (shape=%s) while a" " minimum of %d is required." % (n_samples, shape_repr, ensure_min_samples)) if ensure_min_features > 0 and array.ndim == 2: n_features = array.shape[1] if n_features < ensure_min_features: raise ValueError("Found array with %d feature(s) (shape=%s) while" " a minimum of %d is required." % (n_features, shape_repr, ensure_min_features)) if warn_on_dtype and dtype_orig is not None and array.dtype != dtype_orig: msg = ("Data with input dtype %s was converted to %s" % (dtype_orig, array.dtype)) if estimator is not None: if not isinstance(estimator, six.string_types): estimator = estimator.__class__.__name__ msg += " by %s" % estimator warnings.warn(msg, DataConversionWarning) return array def check_X_y(X, y, accept_sparse=None, dtype="numeric", order=None, copy=False, force_all_finite=True, ensure_2d=True, allow_nd=False, multi_output=False, ensure_min_samples=1, ensure_min_features=1, y_numeric=False, warn_on_dtype=False, estimator=None): """Input validation for standard estimators. Checks X and y for consistent length, enforces X 2d and y 1d. Standard input checks are only applied to y. For multi-label y, set multi_output=True to allow 2d and sparse y. If the dtype of X is object, attempt converting to float, raising on failure. Parameters ---------- X : nd-array, list or sparse matrix Input data. y : nd-array, list or sparse matrix Labels. accept_sparse : string, list of string or None (default=None) String[s] representing allowed sparse matrix formats, such as 'csc', 'csr', etc. None means that sparse matrix input will raise an error. If the input is sparse but not in the allowed format, it will be converted to the first listed format. dtype : string, type, list of types or None (default="numeric") Data type of result. If None, the dtype of the input is preserved. If "numeric", dtype is preserved unless array.dtype is object. If dtype is a list of types, conversion on the first type is only performed if the dtype of the input is not in the list. order : 'F', 'C' or None (default=None) Whether an array will be forced to be fortran or c-style. copy : boolean (default=False) Whether a forced copy will be triggered. If copy=False, a copy might be triggered by a conversion. force_all_finite : boolean (default=True) Whether to raise an error on np.inf and np.nan in X. ensure_2d : boolean (default=True) Whether to make X at least 2d. allow_nd : boolean (default=False) Whether to allow X.ndim > 2. multi_output : boolean (default=False) Whether to allow 2-d y (array or sparse matrix). If false, y will be validated as a vector. ensure_min_samples : int (default=1) Make sure that X has a minimum number of samples in its first axis (rows for a 2D array). ensure_min_features : int (default=1) Make sure that the 2D array has some minimum number of features (columns). The default value of 1 rejects empty datasets. This check is only enforced when X has effectively 2 dimensions or is originally 1D and ``ensure_2d`` is True. Setting to 0 disables this check. y_numeric : boolean (default=False) Whether to ensure that y has a numeric type. If dtype of y is object, it is converted to float64. Should only be used for regression algorithms. warn_on_dtype : boolean (default=False) Raise DataConversionWarning if the dtype of the input data structure does not match the requested dtype, causing a memory copy. estimator : str or estimator instance (default=None) If passed, include the name of the estimator in warning messages. Returns ------- X_converted : object The converted and validated X. y_converted : object The converted and validated y. """ X = check_array(X, accept_sparse, dtype, order, copy, force_all_finite, ensure_2d, allow_nd, ensure_min_samples, ensure_min_features, warn_on_dtype, estimator) if multi_output: y = check_array(y, 'csr', force_all_finite=True, ensure_2d=False, dtype=None) else: y = column_or_1d(y, warn=True) _assert_all_finite(y) if y_numeric and y.dtype.kind == 'O': y = y.astype(np.float64) check_consistent_length(X, y) return X, y def column_or_1d(y, warn=False): """ Ravel column or 1d numpy array, else raises an error Parameters ---------- y : array-like warn : boolean, default False To control display of warnings. Returns ------- y : array """ shape = np.shape(y) if len(shape) == 1: return np.ravel(y) if len(shape) == 2 and shape[1] == 1: if warn: warnings.warn("A column-vector y was passed when a 1d array was" " expected. Please change the shape of y to " "(n_samples, ), for example using ravel().", DataConversionWarning, stacklevel=2) return np.ravel(y) raise ValueError("bad input shape {0}".format(shape)) def check_random_state(seed): """Turn seed into a np.random.RandomState instance If seed is None, return the RandomState singleton used by np.random. If seed is an int, return a new RandomState instance seeded with seed. If seed is already a RandomState instance, return it. Otherwise raise ValueError. """ if seed is None or seed is np.random: return np.random.mtrand._rand if isinstance(seed, (numbers.Integral, np.integer)): return np.random.RandomState(seed) if isinstance(seed, np.random.RandomState): return seed raise ValueError('%r cannot be used to seed a numpy.random.RandomState' ' instance' % seed) def has_fit_parameter(estimator, parameter): """Checks whether the estimator's fit method supports the given parameter. Examples -------- >>> from sklearn.svm import SVC >>> has_fit_parameter(SVC(), "sample_weight") True """ return parameter in getargspec(estimator.fit)[0] def check_symmetric(array, tol=1E-10, raise_warning=True, raise_exception=False): """Make sure that array is 2D, square and symmetric. If the array is not symmetric, then a symmetrized version is returned. Optionally, a warning or exception is raised if the matrix is not symmetric. Parameters ---------- array : nd-array or sparse matrix Input object to check / convert. Must be two-dimensional and square, otherwise a ValueError will be raised. tol : float Absolute tolerance for equivalence of arrays. Default = 1E-10. raise_warning : boolean (default=True) If True then raise a warning if conversion is required. raise_exception : boolean (default=False) If True then raise an exception if array is not symmetric. Returns ------- array_sym : ndarray or sparse matrix Symmetrized version of the input array, i.e. the average of array and array.transpose(). If sparse, then duplicate entries are first summed and zeros are eliminated. """ if (array.ndim != 2) or (array.shape[0] != array.shape[1]): raise ValueError("array must be 2-dimensional and square. " "shape = {0}".format(array.shape)) if sp.issparse(array): diff = array - array.T # only csr, csc, and coo have `data` attribute if diff.format not in ['csr', 'csc', 'coo']: diff = diff.tocsr() symmetric = np.all(abs(diff.data) < tol) else: symmetric = np.allclose(array, array.T, atol=tol) if not symmetric: if raise_exception: raise ValueError("Array must be symmetric") if raise_warning: warnings.warn("Array is not symmetric, and will be converted " "to symmetric by average with its transpose.") if sp.issparse(array): conversion = 'to' + array.format array = getattr(0.5 * (array + array.T), conversion)() else: array = 0.5 * (array + array.T) return array def check_is_fitted(estimator, attributes, msg=None, all_or_any=all): """Perform is_fitted validation for estimator. Checks if the estimator is fitted by verifying the presence of "all_or_any" of the passed attributes and raises a NotFittedError with the given message. Parameters ---------- estimator : estimator instance. estimator instance for which the check is performed. attributes : attribute name(s) given as string or a list/tuple of strings Eg. : ["coef_", "estimator_", ...], "coef_" msg : string The default error message is, "This %(name)s instance is not fitted yet. Call 'fit' with appropriate arguments before using this method." For custom messages if "%(name)s" is present in the message string, it is substituted for the estimator name. Eg. : "Estimator, %(name)s, must be fitted before sparsifying". all_or_any : callable, {all, any}, default all Specify whether all or any of the given attributes must exist. """ if msg is None: msg = ("This %(name)s instance is not fitted yet. Call 'fit' with " "appropriate arguments before using this method.") if not hasattr(estimator, 'fit'): raise TypeError("%s is not an estimator instance." % (estimator)) if not isinstance(attributes, (list, tuple)): attributes = [attributes] if not all_or_any([hasattr(estimator, attr) for attr in attributes]): raise NotFittedError(msg % {'name': type(estimator).__name__}) def check_non_negative(X, whom): """ Check if there is any negative value in an array. Parameters ---------- X : array-like or sparse matrix Input data. whom : string Who passed X to this function. """ X = X.data if sp.issparse(X) else X if (X < 0).any(): raise ValueError("Negative values in data passed to %s" % whom)
bsd-3-clause
code-for-india/sahana_shelter_worldbank
modules/tests/smoke/broken_links.py
5
26739
""" Sahana Eden Test Framework @copyright: 2011-2014 (c) Sahana Software Foundation @license: MIT Permission is hereby granted, free of charge, to any person obtaining a copy of this software and associated documentation files (the "Software"), to deal in the Software without restriction, including without limitation the rights to use, copy, modify, merge, publish, distribute, sublicense, and/or sell copies of the Software, and to permit persons to whom the Software is furnished to do so, subject to the following conditions: The above copyright notice and this permission notice shall be included in all copies or substantial portions of the Software. THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE. """ from time import time try: from cStringIO import StringIO # Faster, where available except: from StringIO import StringIO import sys import socket from tests.web2unittest import Web2UnitTest from gluon import current try: from twill import get_browser from twill import set_output from twill.browser import * except ImportError: raise NameError("Twill not installed") try: import mechanize #from mechanize import BrowserStateError #from mechanize import ControlNotFoundError except ImportError: raise NameError("Mechanize not installed") class BrokenLinkTest(Web2UnitTest): """ Smoke Test, visit every link it can find and report on the outcome """ def __init__(self): Web2UnitTest.__init__(self) self.b = get_browser() self.b_data = StringIO() set_output(self.b_data) self.clearRecord() # This string must exist in the URL for it to be followed # Useful to avoid going to linked sites self.homeURL = self.url # Link used to identify a URL to a ticket self.url_ticket = "/admin/default/ticket/" # Tuple of strings that if in the URL will be ignored # Useful to avoid dynamic URLs that trigger the same functionality self.include_ignore = ("_language=", "logout", "appadmin", "admin", "delete", ) # tuple of strings that should be removed from the URL before storing # Typically this will be some variables passed in via the URL self.strip_url = ("?_next=", ) self.reportOnly = False self.maxDepth = 16 # sanity check self.setThreshold(10) self.setUser("test@example.com/eden") self.total_visited = 0 self.broken_links_count = 0 def clearRecord(self): # the total url links visited self.totalLinks = 0 # The number of unique urls found at depth i, where i is the index self.linkDepth = [] # Dictionary of the parent for each URL self.urlParentList = {} # dictionary of ReportData objects indexed on the url self.results = {} def setReportOnly(self, action): self.reportOnly = action def setDepth(self, depth): self.maxDepth = depth def setUser(self, user): self.credentials = user.split(",") def setThreshold(self, value): value = float(value) self.threshold = value # socket.setdefaulttimeout(value*2) def login(self, credentials): if credentials == "UNAUTHENTICATED": url = "%s/default/user/logout" % self.homeURL self.b.go(url) return True try: (self.user, self.password) = credentials.split("/",1) except: msg = "Unable to split %s into a user name and password" % user self.reporter(msg) return False url = "%s/default/user/login" % self.homeURL self.b.go(url) forms = self.b.get_all_forms() for form in forms: try: if form["_formname"] == "login": self.b._browser.form = form form["email"] = self.user form["password"] = self.password self.b.submit("Login") # If login is successful then should be redirected to the homepage return self.b.get_url()[len(self.homeURL):] == "/default/index" except: # This should be a mechanize.ControlNotFoundError, but # for some unknown reason that isn't caught on Windows or Mac pass return False def addResults2Current(self): ''' Store the count links in gluon.current to be used by HTMLTestRunner for better reporting ''' smoke_results = {} smoke_results['working_links'] = self.total_visited - self.broken_links_count smoke_results['broken_links_count'] = self.broken_links_count current.data['smoke_results'] = smoke_results def runTest(self): """ Test to find all exposed links and check the http code returned. This test doesn't run any javascript so some false positives will be found. The test can also display an histogram depicting the number of links found at each depth. Failure or Success to be shown in the report is checked in addSuccess in TestResult class """ for user in self.credentials: self.clearRecord() if self.login(user): self.reporter("Smoke Test for user %s" % self.user) self.visitLinks() self.report() self.addResults2Current() else: raise Exception("Login Failed") def visitLinks(self): url = self.homeURL + "/default/index" to_visit = [url] start = time() self.total_visited = 0 if not self.reportOnly: for depth in range(self.maxDepth): if len(to_visit) == 0: break self.linkDepth.append(len(to_visit)) self.totalLinks += len(to_visit) visit_start = time() url_visited = "%d urls" % len(to_visit) self.total_visited += len(to_visit) to_visit = self.visit(to_visit, depth) msg = "%.2d Visited %s in %.3f seconds, %d more urls found" % (depth, url_visited, time()-visit_start, len(to_visit)) self.reporter(msg) if self.config.verbose >= 2: if self.config.verbose >= 3: print >> self.stdout if self.stdout.isatty(): # terminal should support colour msg = "%.2d Visited \033[1;32m%s\033[0m in %.3f seconds, \033[1;31m%d\033[0m more urls found" % (depth, url_visited, time()-visit_start, len(to_visit)) print >> self.stdout, msg if len(to_visit) > 0: self.linkDepth.append(len(to_visit)) finish = time() self.reporter("Finished took %.3f seconds" % (finish - start)) def visit(self, url_list, depth): repr_list = [".pdf", ".xls", ".rss", ".kml"] to_visit = [] record_data = self.config.verbose > 0 for visited_url in url_list: index_url = visited_url[len(self.homeURL):] if record_data: if index_url in self.results.keys(): print >> self.stdout, "Warning duplicated url: %s" % index_url self.results[index_url] = ReportData() current_results = self.results[index_url] current_results.depth = depth # Find out if the page can be visited open_novisit = False for repr in repr_list: if repr in index_url: open_novisit = True break try: if open_novisit: action = "open_novisit" else: action = "open" visit_start = time() self.b._journey(action, visited_url) http_code = self.b.get_code() duration = time() - visit_start if record_data: current_results.duration = duration if duration > self.threshold: if self.config.verbose >= 3: print >> self.stdout, "%s took %.3f seconds" % (visited_url, duration) except Exception as e: duration = time() - visit_start import traceback print traceback.format_exc() if record_data: current_results.broken = True current_results.exception = True current_results.duration = duration continue http_code = self.b.get_code() if http_code != 200: if record_data: current_results.broken = True current_results.http_code = http_code elif open_novisit: continue links = [] try: if self.b._browser.viewing_html(): links = self.b._browser.links() else: continue except Exception as e: import traceback print traceback.format_exc() if record_data: current_results.broken = True current_results.exception = True continue for link in (links): url = link.absolute_url if url.find(self.url_ticket) != -1: # A ticket was raised so... # capture the details and add to brokenLinks if record_data: current_results.broken = True current_results.ticket = url break # no need to check any other links on this page if url.find(self.homeURL) == -1: continue ignore_link = False for ignore in self.include_ignore: if url.find(ignore) != -1: ignore_link = True break if ignore_link: continue for strip in self.strip_url: location = url.find(strip) if location != -1: url = url[0:location] short_url = url[len(self.homeURL):] if url not in url_list and \ short_url != "" and \ short_url not in self.results.keys() and \ url not in to_visit: self.urlParentList[short_url] = index_url to_visit.append(url) return to_visit def report(self): self.reporter("%d URLs visited" % self.totalLinks) self.brokenReport() self.timeReport() if self.config.record_timings: if not self.reportOnly: self.record_timings() self.scatterplot() self.depthReport() def record_timings(self): import_error = "" try: import xlrd except: import_error += "ERROR: the xlrd modules is needed to record timings\n" try: import xlwt except: import_error += "ERROR: the xlwt modules is needed to record timings\n" if import_error != "": print >> self.stderr, import_error return rec_time_filename = self.config.record_timings_filename try: workbook = xlrd.open_workbook(filename=rec_time_filename, formatting_info=True) except: workbook = None summary = {} if workbook: summary = self.read_timings_sheet(workbook) if len(summary["date"]) > 100: # Need to rotate the file # 1) make a summary and save this self.report_timings_summary(summary, rec_time_filename) # 2) archive the file from zipfile import ZipFile import os zip_filename = os.path.join(self.config.path, "rec_time.zip") archive = ZipFile(zip_filename, "a") arc_name = "%s-%s.xls" % (rec_time_filename[len(self.config.path):-4], current.request.now.date() ) archive.write(rec_time_filename,arc_name) archive.close() # 3) clear the current file os.unlink(rec_time_filename) summary = {} if "date" not in summary: last_col = 0 summary["date"] = [current.request.now.date()] else: last_col = len(summary["date"]) summary["date"].append(current.request.now.date()) for (url, rd_obj) in self.results.items(): if url not in summary: summary[url] = [] # ensure that the row is as long as the number of dates shortage = last_col - len(summary[url]) if shortage > 0: summary[url] = summary[url] + ['']*shortage summary[url].append((rd_obj.get_duration(), rd_obj.is_broken())) self.write_timings_sheet(summary, rec_time_filename) def read_timings_sheet(self, workbook): """ This will extract all the details from the xls sheet """ sheet = workbook.sheet_by_name("Timings") summary = {} RED = 0x0A num_cells = sheet.ncols summary["date"] = [] for col in range(1, num_cells): summary["date"].append(sheet.cell_value(0, col)) for row in range(1,sheet.nrows): url = sheet.cell_value(row, 0) summary[url] = [] for col in range(1, num_cells): duration = sheet.cell_value(row, col) xf = sheet.cell_xf_index(row, col) bg = workbook.xf_list[xf].background broken = (bg.pattern_colour_index == RED) summary[url].append((duration, broken)) return summary def write_timings_sheet(self, summary, filename=None): import xlwt RED = 0x0A book = xlwt.Workbook(encoding="utf-8") sheet = book.add_sheet("Timings") stylebroken = xlwt.XFStyle() stylebroken.pattern.pattern = stylebroken.pattern.SOLID_PATTERN stylebroken.pattern.pattern_fore_colour = RED col = 1 for date in summary["date"]: sheet.write(0,col,str(date)) col += 1 row = 1 for (url, results) in summary.items(): if url == "date": continue sheet.write(row,0,url) col = 1 for data in results: if len(data) == 2 and data[1]: sheet.write(row,col,data[0],stylebroken) elif len(data) > 0: sheet.write(row,col,data[0]) col += 1 row += 1 if filename: book.save(filename) return book def report_timings_summary(self, summary, summary_file_name = None, mean_threshold = 1): """ This will extract the details from the sheet and optionally save them to a summary file summary: the summary details returned from the spreadsheet (read_timings_sheet) summary_file_name: name of the file to record the summary details (if required) mean_threshold: The minimum number of values required to include the mean in the regression calculations """ import numpy import datetime good_values = [] other_values = [] total_values = [] for date in summary["date"]: good_values.append([]) other_values.append([]) total_values.append([]) for (url,results) in summary.items(): if url == "date": continue else: cnt = 0 for (duration, broken) in results: if duration != "": total_values[cnt].append(duration) if broken: other_values[cnt].append(duration) else: good_values[cnt].append(duration) cnt += 1 # get the number of days each entry is after the first date # and calculate the average, if the average is NAN then ignore both date_summary = [] gv_mean = [] gv_std = [] gv_date = [] cnt = 0 start = datetime.datetime.strptime(summary["date"][0],"%Y-%m-%d") for list in good_values: if len(list) > mean_threshold: mean = numpy.mean(list) std = numpy.std(list) if not numpy.isnan(mean): this_date = datetime.datetime.strptime(summary["date"][cnt],"%Y-%m-%d") date_summary.append((this_date - start).days) gv_mean.append(mean) gv_std.append(std) gv_date.append(summary["date"][cnt]) cnt += 1 # calculate the regression line if len(gv_mean) > 2: (m,b) = numpy.polyfit(date_summary, gv_mean, 1) else: m = b = 0 if summary_file_name != None: book = self.write_timings_sheet(summary) sheet = book.add_sheet("summary") row = 0 for date in gv_date: sheet.write(row,0,str(date)) sheet.write(row,1,gv_mean[row]) row += 1 sheet.write(row,0,"Trend") sheet.write(row,1,m) # Save the details to the summary file book.save(summary_file_name) return (date_summary, gv_mean, gv_std, m, b) def report_model_url(self): print "Report breakdown by module" for (model, value) in self.model_url.items(): print model for ud in value: url = ud[0] depth = ud[1] parent = ud[2] tabs = "\t" * depth print "%s %s-%s (parent url - %s)" % (tabs, depth, url, parent) def brokenReport(self): self.reporter("Broken Links") as_html = current.test_config.html self.broken_links_count = 0 for (url, rd_obj) in self.results.items(): if as_html: print_url = "<a href=%s%s target=\"_blank\">%s</a>" % (self.homeURL, url, url) else: print_url = url if rd_obj.is_broken(): if rd_obj.threw_exception(): msg = "(Exception) %s" % print_url else: http_code = rd_obj.return_http_code() ticket = rd_obj.the_ticket(as_html) try: parent = self.urlParentList[url] if as_html: parent = "<a href=%s%s target=\"_blank\">Parent</a>" % (self.homeURL, parent) except: parent = "unknown" msg = "%3d. (%s - %s) %s called from %s" % (self.broken_links_count + 1, http_code, ticket, print_url, parent ) self.reporter(msg) self.broken_links_count += 1 def timeReport(self): from operator import itemgetter import numpy thresholdLink = {} linktimes = [] for (url, rd_obj) in self.results.items(): duration = rd_obj.get_duration() linktimes.append(duration) if duration > self.threshold: thresholdLink[url] = duration self.reporter("Time Analysis - Links beyond threshold") for (visited_url, duration) in sorted(thresholdLink.iteritems(), key=itemgetter(1), reverse=True): self.reporter( "%s took %.3f seconds" % (visited_url, duration)) self.reporter("Time Analysis - summary") total = len(linktimes) average = numpy.mean(linktimes) std = numpy.std(linktimes) msg = "%s links visited with an average time of %.3f and standard deviation of %.3f" % (total, average, std) self.reporter(msg) def scatterplot(self): """ Method to draw a scatterplot of the average time to download links against time. Add a regression line to show the trend over time. """ try: from matplotlib.backends.backend_agg import FigureCanvasAgg as FigureCanvas self.FigureCanvas = FigureCanvas from matplotlib.figure import Figure self.Figure = Figure import numpy except ImportError: return try: import xlrd except: import_error += "ERROR: the xlrd modules is needed to record timings\n" rec_time_filename = self.config.record_timings_filename try: workbook = xlrd.open_workbook(filename=rec_time_filename, formatting_info=True) except: return import numpy # Only include the mean in the regression values if there are at least 10 URL timings summary = self.read_timings_sheet(workbook) (date_summary, gv_mean, gv_std, m, b) = self.report_timings_summary(summary, mean_threshold=10) if len(gv_mean) <= 2: return fig = Figure(figsize=(5, 2.5)) canvas = self.FigureCanvas(fig) ax = fig.add_subplot(111) linear = numpy.poly1d([m,b]) denom = numpy.max(gv_std)/50 size = gv_std/denom ax.scatter(date_summary, gv_mean, marker="d", s=size) ax.plot(date_summary, linear(date_summary), '--r') chart = StringIO() canvas.print_figure(chart) image = chart.getvalue() import base64 base64Img = base64.b64encode(image) image = "<img src=\"data:image/png;base64,%s\">" % base64Img self.reporter("Scatterplot of average link times per successful run") self.reporter(image) self.reporter("The trend line has a current slope of %s" % m) self.reporter("The y-intercept is %s seconds" % b) def depthReport(self): """ Method to draw a histogram of the number of new links discovered at each depth. (i.e. show how many links are required to reach a link) """ try: from matplotlib.backends.backend_agg import FigureCanvasAgg as FigureCanvas self.FigureCanvas = FigureCanvas from matplotlib.figure import Figure self.Figure = Figure from numpy import arange except ImportError: return self.reporter("Analysis of link depth") fig = Figure(figsize=(4, 2.5)) # Draw a histogram width = 0.9 rect = [0.12, 0.08, 0.9, 0.85] ax = fig.add_axes(rect) left = arange(len(self.linkDepth)) plot = ax.bar(left, self.linkDepth, width=width) # Add the x axis labels ax.set_xticks(left+(width*0.5)) ax.set_xticklabels(left) chart = StringIO() canvas = self.FigureCanvas(fig) canvas.print_figure(chart) image = chart.getvalue() import base64 base64Img = base64.b64encode(image) image = "<img src=\"data:image/png;base64,%s\">" % base64Img self.reporter(image) class ReportData(): """ Class to hold the data collected from the smoke test ready for reporting Instances of this class will be held in the dictionary results which will be keyed on the url. This way, in an attempt to minimise the memory used, the url doesn't need to be stored in this class. The class will have the following properties broken: boolean exception: boolean http_code: integer ticket: URL of any ticket linked with this url parent: the parent URL of this url depth: how deep is this url duration: how long did it take to get the url """ def is_broken(self): if hasattr(self, "broken"): return self.broken return False def threw_exception(self): if hasattr(self, "exception"): return self.exception return False def return_http_code(self): if hasattr(self, "http_code"): return self.http_code return "-" def the_ticket(self, html): """ Should only have a ticket if it is broken, but won't always have a ticket to display. """ if hasattr(self, "ticket"): if html: return "<a href=%s target=\"_blank\">Ticket</a>" % (self.ticket) else: return "Ticket: %s" % (self.ticket) return "no ticket" def get_parent(self): if hasattr(self, "parent"): return self.parent return "" def get_depth(self): if hasattr(self, "depth"): return self.depth return 0 def get_duration(self): if hasattr(self, "duration"): return self.duration return 0
mit
sanketloke/scikit-learn
sklearn/linear_model/sag.py
29
11291
"""Solvers for Ridge and LogisticRegression using SAG algorithm""" # Authors: Tom Dupre la Tour <tom.dupre-la-tour@m4x.org> # # Licence: BSD 3 clause import numpy as np import warnings from ..exceptions import ConvergenceWarning from ..utils import check_array from ..utils.extmath import row_norms from .base import make_dataset from .sag_fast import sag def get_auto_step_size(max_squared_sum, alpha_scaled, loss, fit_intercept): """Compute automatic step size for SAG solver The step size is set to 1 / (alpha_scaled + L + fit_intercept) where L is the max sum of squares for over all samples. Parameters ---------- max_squared_sum : float Maximum squared sum of X over samples. alpha_scaled : float Constant that multiplies the regularization term, scaled by 1. / n_samples, the number of samples. loss : string, in {"log", "squared"} The loss function used in SAG solver. fit_intercept : bool Specifies if a constant (a.k.a. bias or intercept) will be added to the decision function. Returns ------- step_size : float Step size used in SAG solver. References ---------- Schmidt, M., Roux, N. L., & Bach, F. (2013). Minimizing finite sums with the stochastic average gradient https://hal.inria.fr/hal-00860051/PDF/sag_journal.pdf """ if loss in ('log', 'multinomial'): # inverse Lipschitz constant for log loss return 4.0 / (max_squared_sum + int(fit_intercept) + 4.0 * alpha_scaled) elif loss == 'squared': # inverse Lipschitz constant for squared loss return 1.0 / (max_squared_sum + int(fit_intercept) + alpha_scaled) else: raise ValueError("Unknown loss function for SAG solver, got %s " "instead of 'log' or 'squared'" % loss) def sag_solver(X, y, sample_weight=None, loss='log', alpha=1., max_iter=1000, tol=0.001, verbose=0, random_state=None, check_input=True, max_squared_sum=None, warm_start_mem=None): """SAG solver for Ridge and LogisticRegression SAG stands for Stochastic Average Gradient: the gradient of the loss is estimated each sample at a time and the model is updated along the way with a constant learning rate. IMPORTANT NOTE: 'sag' solver converges faster on columns that are on the same scale. You can normalize the data by using sklearn.preprocessing.StandardScaler on your data before passing it to the fit method. This implementation works with data represented as dense numpy arrays or sparse scipy arrays of floating point values for the features. It will fit the data according to squared loss or log loss. The regularizer is a penalty added to the loss function that shrinks model parameters towards the zero vector using the squared euclidean norm L2. .. versionadded:: 0.17 Parameters ---------- X : {array-like, sparse matrix}, shape (n_samples, n_features) Training data y : numpy array, shape (n_samples,) Target values. With loss='multinomial', y must be label encoded (see preprocessing.LabelEncoder). sample_weight : array-like, shape (n_samples,), optional Weights applied to individual samples (1. for unweighted). loss : 'log' | 'squared' | 'multinomial' Loss function that will be optimized: -'log' is the binary logistic loss, as used in LogisticRegression. -'squared' is the squared loss, as used in Ridge. -'multinomial' is the multinomial logistic loss, as used in LogisticRegression. .. versionadded:: 0.18 *loss='multinomial'* alpha : float, optional Constant that multiplies the regularization term. Defaults to 1. max_iter: int, optional The max number of passes over the training data if the stopping criterea is not reached. Defaults to 1000. tol: double, optional The stopping criterea for the weights. The iterations will stop when max(change in weights) / max(weights) < tol. Defaults to .001 verbose: integer, optional The verbosity level. random_state : int seed, RandomState instance, or None (default) The seed of the pseudo random number generator to use when shuffling the data. check_input : bool, default True If False, the input arrays X and y will not be checked. max_squared_sum : float, default None Maximum squared sum of X over samples. If None, it will be computed, going through all the samples. The value should be precomputed to speed up cross validation. warm_start_mem: dict, optional The initialization parameters used for warm starting. Warm starting is currently used in LogisticRegression but not in Ridge. It contains: - 'coef': the weight vector, with the intercept in last line if the intercept is fitted. - 'gradient_memory': the scalar gradient for all seen samples. - 'sum_gradient': the sum of gradient over all seen samples, for each feature. - 'intercept_sum_gradient': the sum of gradient over all seen samples, for the intercept. - 'seen': array of boolean describing the seen samples. - 'num_seen': the number of seen samples. Returns ------- coef_ : array, shape (n_features) Weight vector. n_iter_ : int The number of full pass on all samples. warm_start_mem : dict Contains a 'coef' key with the fitted result, and possibly the fitted intercept at the end of the array. Contains also other keys used for warm starting. Examples -------- >>> import numpy as np >>> from sklearn import linear_model >>> n_samples, n_features = 10, 5 >>> np.random.seed(0) >>> X = np.random.randn(n_samples, n_features) >>> y = np.random.randn(n_samples) >>> clf = linear_model.Ridge(solver='sag') >>> 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='sag', tol=0.001) >>> X = np.array([[-1, -1], [-2, -1], [1, 1], [2, 1]]) >>> y = np.array([1, 1, 2, 2]) >>> clf = linear_model.LogisticRegression(solver='sag') >>> clf.fit(X, y) ... #doctest: +NORMALIZE_WHITESPACE LogisticRegression(C=1.0, class_weight=None, dual=False, fit_intercept=True, intercept_scaling=1, max_iter=100, multi_class='ovr', n_jobs=1, penalty='l2', random_state=None, solver='sag', tol=0.0001, verbose=0, warm_start=False) References ---------- Schmidt, M., Roux, N. L., & Bach, F. (2013). Minimizing finite sums with the stochastic average gradient https://hal.inria.fr/hal-00860051/PDF/sag_journal.pdf See also -------- Ridge, SGDRegressor, ElasticNet, Lasso, SVR, and LogisticRegression, SGDClassifier, LinearSVC, Perceptron """ if warm_start_mem is None: warm_start_mem = {} # Ridge default max_iter is None if max_iter is None: max_iter = 1000 if check_input: X = check_array(X, dtype=np.float64, accept_sparse='csr', order='C') y = check_array(y, dtype=np.float64, ensure_2d=False, order='C') n_samples, n_features = X.shape[0], X.shape[1] # As in SGD, the alpha is scaled by n_samples. alpha_scaled = float(alpha) / n_samples # if loss == 'multinomial', y should be label encoded. n_classes = int(y.max()) + 1 if loss == 'multinomial' else 1 # initialization if sample_weight is None: sample_weight = np.ones(n_samples, dtype=np.float64, order='C') if 'coef' in warm_start_mem.keys(): coef_init = warm_start_mem['coef'] else: # assume fit_intercept is False coef_init = np.zeros((n_features, n_classes), dtype=np.float64, order='C') # coef_init contains possibly the intercept_init at the end. # Note that Ridge centers the data before fitting, so fit_intercept=False. fit_intercept = coef_init.shape[0] == (n_features + 1) if fit_intercept: intercept_init = coef_init[-1, :] coef_init = coef_init[:-1, :] else: intercept_init = np.zeros(n_classes, dtype=np.float64) if 'intercept_sum_gradient' in warm_start_mem.keys(): intercept_sum_gradient = warm_start_mem['intercept_sum_gradient'] else: intercept_sum_gradient = np.zeros(n_classes, dtype=np.float64) if 'gradient_memory' in warm_start_mem.keys(): gradient_memory_init = warm_start_mem['gradient_memory'] else: gradient_memory_init = np.zeros((n_samples, n_classes), dtype=np.float64, order='C') if 'sum_gradient' in warm_start_mem.keys(): sum_gradient_init = warm_start_mem['sum_gradient'] else: sum_gradient_init = np.zeros((n_features, n_classes), dtype=np.float64, order='C') if 'seen' in warm_start_mem.keys(): seen_init = warm_start_mem['seen'] else: seen_init = np.zeros(n_samples, dtype=np.int32, order='C') if 'num_seen' in warm_start_mem.keys(): num_seen_init = warm_start_mem['num_seen'] else: num_seen_init = 0 dataset, intercept_decay = make_dataset(X, y, sample_weight, random_state) if max_squared_sum is None: max_squared_sum = row_norms(X, squared=True).max() step_size = get_auto_step_size(max_squared_sum, alpha_scaled, loss, fit_intercept) if step_size * alpha_scaled == 1: raise ZeroDivisionError("Current sag implementation does not handle " "the case step_size * alpha_scaled == 1") num_seen, n_iter_ = sag(dataset, coef_init, intercept_init, n_samples, n_features, n_classes, tol, max_iter, loss, step_size, alpha_scaled, sum_gradient_init, gradient_memory_init, seen_init, num_seen_init, fit_intercept, intercept_sum_gradient, intercept_decay, verbose) if n_iter_ == max_iter: warnings.warn("The max_iter was reached which means " "the coef_ did not converge", ConvergenceWarning) if fit_intercept: coef_init = np.vstack((coef_init, intercept_init)) warm_start_mem = {'coef': coef_init, 'sum_gradient': sum_gradient_init, 'intercept_sum_gradient': intercept_sum_gradient, 'gradient_memory': gradient_memory_init, 'seen': seen_init, 'num_seen': num_seen} if loss == 'multinomial': coef_ = coef_init.T else: coef_ = coef_init[:, 0] return coef_, n_iter_, warm_start_mem
bsd-3-clause