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chenyyx/scikit-learn-doc-zh
examples/en/cluster/plot_kmeans_assumptions.py
76
2055
""" ==================================== Demonstration of k-means assumptions ==================================== This example is meant to illustrate situations where k-means will produce unintuitive and possibly unexpected clusters. In the first three plots, the input data does not conform to some implicit assumption that k-means makes and undesirable clusters are produced as a result. In the last plot, k-means returns intuitive clusters despite unevenly sized blobs. """ print(__doc__) # Author: Phil Roth <mr.phil.roth@gmail.com> # License: BSD 3 clause import numpy as np import matplotlib.pyplot as plt from sklearn.cluster import KMeans from sklearn.datasets import make_blobs plt.figure(figsize=(12, 12)) n_samples = 1500 random_state = 170 X, y = make_blobs(n_samples=n_samples, random_state=random_state) # Incorrect number of clusters y_pred = KMeans(n_clusters=2, random_state=random_state).fit_predict(X) plt.subplot(221) plt.scatter(X[:, 0], X[:, 1], c=y_pred) plt.title("Incorrect Number of Blobs") # Anisotropicly distributed data transformation = [[0.60834549, -0.63667341], [-0.40887718, 0.85253229]] X_aniso = np.dot(X, transformation) y_pred = KMeans(n_clusters=3, random_state=random_state).fit_predict(X_aniso) plt.subplot(222) plt.scatter(X_aniso[:, 0], X_aniso[:, 1], c=y_pred) plt.title("Anisotropicly Distributed Blobs") # Different variance X_varied, y_varied = make_blobs(n_samples=n_samples, cluster_std=[1.0, 2.5, 0.5], random_state=random_state) y_pred = KMeans(n_clusters=3, random_state=random_state).fit_predict(X_varied) plt.subplot(223) plt.scatter(X_varied[:, 0], X_varied[:, 1], c=y_pred) plt.title("Unequal Variance") # Unevenly sized blobs X_filtered = np.vstack((X[y == 0][:500], X[y == 1][:100], X[y == 2][:10])) y_pred = KMeans(n_clusters=3, random_state=random_state).fit_predict(X_filtered) plt.subplot(224) plt.scatter(X_filtered[:, 0], X_filtered[:, 1], c=y_pred) plt.title("Unevenly Sized Blobs") plt.show()
gpl-3.0
thientu/scikit-learn
examples/model_selection/plot_validation_curve.py
229
1823
""" ========================== Plotting Validation Curves ========================== In this plot you can see the training scores and validation scores of an SVM for different values of the kernel parameter gamma. For very low values of gamma, you can see that both the training score and the validation score are low. This is called underfitting. Medium values of gamma will result in high values for both scores, i.e. the classifier is performing fairly well. If gamma is too high, the classifier will overfit, which means that the training score is good but the validation score is poor. """ print(__doc__) import matplotlib.pyplot as plt import numpy as np from sklearn.datasets import load_digits from sklearn.svm import SVC from sklearn.learning_curve import validation_curve digits = load_digits() X, y = digits.data, digits.target param_range = np.logspace(-6, -1, 5) train_scores, test_scores = validation_curve( SVC(), X, y, param_name="gamma", param_range=param_range, cv=10, scoring="accuracy", n_jobs=1) train_scores_mean = np.mean(train_scores, axis=1) train_scores_std = np.std(train_scores, axis=1) test_scores_mean = np.mean(test_scores, axis=1) test_scores_std = np.std(test_scores, axis=1) plt.title("Validation Curve with SVM") plt.xlabel("$\gamma$") plt.ylabel("Score") plt.ylim(0.0, 1.1) plt.semilogx(param_range, train_scores_mean, label="Training score", color="r") plt.fill_between(param_range, train_scores_mean - train_scores_std, train_scores_mean + train_scores_std, alpha=0.2, color="r") plt.semilogx(param_range, test_scores_mean, label="Cross-validation score", color="g") plt.fill_between(param_range, test_scores_mean - test_scores_std, test_scores_mean + test_scores_std, alpha=0.2, color="g") plt.legend(loc="best") plt.show()
bsd-3-clause
gfyoung/scipy
scipy/stats/_continuous_distns.py
1
210620
# # Author: Travis Oliphant 2002-2011 with contributions from # SciPy Developers 2004-2011 # from __future__ import division, print_function, absolute_import import warnings import numpy as np from scipy.misc.doccer import (extend_notes_in_docstring, replace_notes_in_docstring) from scipy import optimize from scipy import integrate from scipy import interpolate import scipy.special as sc from scipy._lib._numpy_compat import broadcast_to from scipy._lib._util import _lazyselect, _lazywhere from . import _stats from ._tukeylambda_stats import (tukeylambda_variance as _tlvar, tukeylambda_kurtosis as _tlkurt) from ._distn_infrastructure import (get_distribution_names, _kurtosis, _ncx2_cdf, _ncx2_log_pdf, _ncx2_pdf, rv_continuous, _skew, valarray) from ._constants import _XMIN, _EULER, _ZETA3, _XMAX, _LOGXMAX # In numpy 1.12 and above, np.power refuses to raise integers to negative # powers, and `np.float_power` is a new replacement. try: float_power = np.float_power except AttributeError: float_power = np.power ## Kolmogorov-Smirnov one-sided and two-sided test statistics class ksone_gen(rv_continuous): """General Kolmogorov-Smirnov one-sided test. %(default)s """ def _cdf(self, x, n): return 1.0 - sc.smirnov(n, x) def _ppf(self, q, n): return sc.smirnovi(n, 1.0 - q) ksone = ksone_gen(a=0.0, name='ksone') class kstwobign_gen(rv_continuous): """Kolmogorov-Smirnov two-sided test for large N. %(default)s """ def _cdf(self, x): return 1.0 - sc.kolmogorov(x) def _sf(self, x): return sc.kolmogorov(x) def _ppf(self, q): return sc.kolmogi(1.0 - q) kstwobign = kstwobign_gen(a=0.0, name='kstwobign') ## Normal distribution # loc = mu, scale = std # Keep these implementations out of the class definition so they can be reused # by other distributions. _norm_pdf_C = np.sqrt(2*np.pi) _norm_pdf_logC = np.log(_norm_pdf_C) def _norm_pdf(x): return np.exp(-x**2/2.0) / _norm_pdf_C def _norm_logpdf(x): return -x**2 / 2.0 - _norm_pdf_logC def _norm_cdf(x): return sc.ndtr(x) def _norm_logcdf(x): return sc.log_ndtr(x) def _norm_ppf(q): return sc.ndtri(q) def _norm_sf(x): return _norm_cdf(-x) def _norm_logsf(x): return _norm_logcdf(-x) def _norm_isf(q): return -_norm_ppf(q) class norm_gen(rv_continuous): r"""A normal continuous random variable. The location (loc) keyword specifies the mean. The scale (scale) keyword specifies the standard deviation. %(before_notes)s Notes ----- The probability density function for `norm` is: .. math:: f(x) = \frac{\exp(-x^2/2)}{\sqrt{2\pi}} for a real number :math:`x`. %(after_notes)s %(example)s """ def _rvs(self): return self._random_state.standard_normal(self._size) def _pdf(self, x): # norm.pdf(x) = exp(-x**2/2)/sqrt(2*pi) return _norm_pdf(x) def _logpdf(self, x): return _norm_logpdf(x) def _cdf(self, x): return _norm_cdf(x) def _logcdf(self, x): return _norm_logcdf(x) def _sf(self, x): return _norm_sf(x) def _logsf(self, x): return _norm_logsf(x) def _ppf(self, q): return _norm_ppf(q) def _isf(self, q): return _norm_isf(q) def _stats(self): return 0.0, 1.0, 0.0, 0.0 def _entropy(self): return 0.5*(np.log(2*np.pi)+1) @replace_notes_in_docstring(rv_continuous, notes="""\ This function uses explicit formulas for the maximum likelihood estimation of the normal distribution parameters, so the `optimizer` argument is ignored.\n\n""") def fit(self, data, **kwds): floc = kwds.get('floc', None) fscale = kwds.get('fscale', None) if floc is not None and fscale is not None: # This check is for consistency with `rv_continuous.fit`. # Without this check, this function would just return the # parameters that were given. raise ValueError("All parameters fixed. There is nothing to " "optimize.") data = np.asarray(data) if floc is None: loc = data.mean() else: loc = floc if fscale is None: scale = np.sqrt(((data - loc)**2).mean()) else: scale = fscale return loc, scale norm = norm_gen(name='norm') class alpha_gen(rv_continuous): r"""An alpha continuous random variable. %(before_notes)s Notes ----- The probability density function for `alpha` is: .. math:: f(x, a) = \frac{1}{x^2 \Phi(a) \sqrt{2\pi}} * \exp(-\frac{1}{2} (a-1/x)^2) where :math:`\Phi(a)` is the normal CDF, :math:`x > 0`, and :math:`a > 0`. `alpha` takes ``a`` as a shape parameter for :math:`a`. %(after_notes)s %(example)s """ _support_mask = rv_continuous._open_support_mask def _pdf(self, x, a): # alpha.pdf(x, a) = 1/(x**2*Phi(a)*sqrt(2*pi)) * exp(-1/2 * (a-1/x)**2) return 1.0/(x**2)/_norm_cdf(a)*_norm_pdf(a-1.0/x) def _logpdf(self, x, a): return -2*np.log(x) + _norm_logpdf(a-1.0/x) - np.log(_norm_cdf(a)) def _cdf(self, x, a): return _norm_cdf(a-1.0/x) / _norm_cdf(a) def _ppf(self, q, a): return 1.0/np.asarray(a-sc.ndtri(q*_norm_cdf(a))) def _stats(self, a): return [np.inf]*2 + [np.nan]*2 alpha = alpha_gen(a=0.0, name='alpha') class anglit_gen(rv_continuous): r"""An anglit continuous random variable. %(before_notes)s Notes ----- The probability density function for `anglit` is: .. math:: f(x) = \sin(2x + \pi/2) = \cos(2x) for :math:`-\pi/4 \le x \le \pi/4`. %(after_notes)s %(example)s """ def _pdf(self, x): # anglit.pdf(x) = sin(2*x + \pi/2) = cos(2*x) return np.cos(2*x) def _cdf(self, x): return np.sin(x+np.pi/4)**2.0 def _ppf(self, q): return np.arcsin(np.sqrt(q))-np.pi/4 def _stats(self): return 0.0, np.pi*np.pi/16-0.5, 0.0, -2*(np.pi**4 - 96)/(np.pi*np.pi-8)**2 def _entropy(self): return 1-np.log(2) anglit = anglit_gen(a=-np.pi/4, b=np.pi/4, name='anglit') class arcsine_gen(rv_continuous): r"""An arcsine continuous random variable. %(before_notes)s Notes ----- The probability density function for `arcsine` is: .. math:: f(x) = \frac{1}{\pi \sqrt{x (1-x)}} for :math:`0 < x < 1`. %(after_notes)s %(example)s """ def _pdf(self, x): # arcsine.pdf(x) = 1/(pi*sqrt(x*(1-x))) return 1.0/np.pi/np.sqrt(x*(1-x)) def _cdf(self, x): return 2.0/np.pi*np.arcsin(np.sqrt(x)) def _ppf(self, q): return np.sin(np.pi/2.0*q)**2.0 def _stats(self): mu = 0.5 mu2 = 1.0/8 g1 = 0 g2 = -3.0/2.0 return mu, mu2, g1, g2 def _entropy(self): return -0.24156447527049044468 arcsine = arcsine_gen(a=0.0, b=1.0, name='arcsine') class FitDataError(ValueError): # This exception is raised by, for example, beta_gen.fit when both floc # and fscale are fixed and there are values in the data not in the open # interval (floc, floc+fscale). def __init__(self, distr, lower, upper): self.args = ( "Invalid values in `data`. Maximum likelihood " "estimation with {distr!r} requires that {lower!r} < x " "< {upper!r} for each x in `data`.".format( distr=distr, lower=lower, upper=upper), ) class FitSolverError(RuntimeError): # This exception is raised by, for example, beta_gen.fit when # optimize.fsolve returns with ier != 1. def __init__(self, mesg): emsg = "Solver for the MLE equations failed to converge: " emsg += mesg.replace('\n', '') self.args = (emsg,) def _beta_mle_a(a, b, n, s1): # The zeros of this function give the MLE for `a`, with # `b`, `n` and `s1` given. `s1` is the sum of the logs of # the data. `n` is the number of data points. psiab = sc.psi(a + b) func = s1 - n * (-psiab + sc.psi(a)) return func def _beta_mle_ab(theta, n, s1, s2): # Zeros of this function are critical points of # the maximum likelihood function. Solving this system # for theta (which contains a and b) gives the MLE for a and b # given `n`, `s1` and `s2`. `s1` is the sum of the logs of the data, # and `s2` is the sum of the logs of 1 - data. `n` is the number # of data points. a, b = theta psiab = sc.psi(a + b) func = [s1 - n * (-psiab + sc.psi(a)), s2 - n * (-psiab + sc.psi(b))] return func class beta_gen(rv_continuous): r"""A beta continuous random variable. %(before_notes)s Notes ----- The probability density function for `beta` is: .. math:: f(x, a, b) = \frac{\Gamma(a+b) x^{a-1} (1-x)^{b-1}} {\Gamma(a) \Gamma(b)} for :math:`0 < x < 1`, :math:`a > 0`, :math:`b > 0`, where :math:`\Gamma` is the gamma function (`scipy.special.gamma`). `beta` takes :math:`a` and :math:`b` as shape parameters. %(after_notes)s %(example)s """ def _rvs(self, a, b): return self._random_state.beta(a, b, self._size) def _pdf(self, x, a, b): # gamma(a+b) * x**(a-1) * (1-x)**(b-1) # beta.pdf(x, a, b) = ------------------------------------ # gamma(a)*gamma(b) return np.exp(self._logpdf(x, a, b)) def _logpdf(self, x, a, b): lPx = sc.xlog1py(b - 1.0, -x) + sc.xlogy(a - 1.0, x) lPx -= sc.betaln(a, b) return lPx def _cdf(self, x, a, b): return sc.btdtr(a, b, x) def _ppf(self, q, a, b): return sc.btdtri(a, b, q) def _stats(self, a, b): mn = a*1.0 / (a + b) var = (a*b*1.0)/(a+b+1.0)/(a+b)**2.0 g1 = 2.0*(b-a)*np.sqrt((1.0+a+b)/(a*b)) / (2+a+b) g2 = 6.0*(a**3 + a**2*(1-2*b) + b**2*(1+b) - 2*a*b*(2+b)) g2 /= a*b*(a+b+2)*(a+b+3) return mn, var, g1, g2 def _fitstart(self, data): g1 = _skew(data) g2 = _kurtosis(data) def func(x): a, b = x sk = 2*(b-a)*np.sqrt(a + b + 1) / (a + b + 2) / np.sqrt(a*b) ku = a**3 - a**2*(2*b-1) + b**2*(b+1) - 2*a*b*(b+2) ku /= a*b*(a+b+2)*(a+b+3) ku *= 6 return [sk-g1, ku-g2] a, b = optimize.fsolve(func, (1.0, 1.0)) return super(beta_gen, self)._fitstart(data, args=(a, b)) @extend_notes_in_docstring(rv_continuous, notes="""\ In the special case where both `floc` and `fscale` are given, a `ValueError` is raised if any value `x` in `data` does not satisfy `floc < x < floc + fscale`.\n\n""") def fit(self, data, *args, **kwds): # Override rv_continuous.fit, so we can more efficiently handle the # case where floc and fscale are given. f0 = (kwds.get('f0', None) or kwds.get('fa', None) or kwds.get('fix_a', None)) f1 = (kwds.get('f1', None) or kwds.get('fb', None) or kwds.get('fix_b', None)) floc = kwds.get('floc', None) fscale = kwds.get('fscale', None) if floc is None or fscale is None: # do general fit return super(beta_gen, self).fit(data, *args, **kwds) if f0 is not None and f1 is not None: # This check is for consistency with `rv_continuous.fit`. raise ValueError("All parameters fixed. There is nothing to " "optimize.") # Special case: loc and scale are constrained, so we are fitting # just the shape parameters. This can be done much more efficiently # than the method used in `rv_continuous.fit`. (See the subsection # "Two unknown parameters" in the section "Maximum likelihood" of # the Wikipedia article on the Beta distribution for the formulas.) # Normalize the data to the interval [0, 1]. data = (np.ravel(data) - floc) / fscale if np.any(data <= 0) or np.any(data >= 1): raise FitDataError("beta", lower=floc, upper=floc + fscale) xbar = data.mean() if f0 is not None or f1 is not None: # One of the shape parameters is fixed. if f0 is not None: # The shape parameter a is fixed, so swap the parameters # and flip the data. We always solve for `a`. The result # will be swapped back before returning. b = f0 data = 1 - data xbar = 1 - xbar else: b = f1 # Initial guess for a. Use the formula for the mean of the beta # distribution, E[x] = a / (a + b), to generate a reasonable # starting point based on the mean of the data and the given # value of b. a = b * xbar / (1 - xbar) # Compute the MLE for `a` by solving _beta_mle_a. theta, info, ier, mesg = optimize.fsolve( _beta_mle_a, a, args=(b, len(data), np.log(data).sum()), full_output=True ) if ier != 1: raise FitSolverError(mesg=mesg) a = theta[0] if f0 is not None: # The shape parameter a was fixed, so swap back the # parameters. a, b = b, a else: # Neither of the shape parameters is fixed. # s1 and s2 are used in the extra arguments passed to _beta_mle_ab # by optimize.fsolve. s1 = np.log(data).sum() s2 = sc.log1p(-data).sum() # Use the "method of moments" to estimate the initial # guess for a and b. fac = xbar * (1 - xbar) / data.var(ddof=0) - 1 a = xbar * fac b = (1 - xbar) * fac # Compute the MLE for a and b by solving _beta_mle_ab. theta, info, ier, mesg = optimize.fsolve( _beta_mle_ab, [a, b], args=(len(data), s1, s2), full_output=True ) if ier != 1: raise FitSolverError(mesg=mesg) a, b = theta return a, b, floc, fscale beta = beta_gen(a=0.0, b=1.0, name='beta') class betaprime_gen(rv_continuous): r"""A beta prime continuous random variable. %(before_notes)s Notes ----- The probability density function for `betaprime` is: .. math:: f(x, a, b) = \frac{x^{a-1} (1+x)^{-a-b}}{\beta(a, b)} for :math:`x > 0`, :math:`a > 0`, :math:`b > 0`, where :math:`\beta(a, b)` is the beta function (see `scipy.special.beta`). `betaprime` takes ``a`` and ``b`` as shape parameters. %(after_notes)s %(example)s """ _support_mask = rv_continuous._open_support_mask def _rvs(self, a, b): sz, rndm = self._size, self._random_state u1 = gamma.rvs(a, size=sz, random_state=rndm) u2 = gamma.rvs(b, size=sz, random_state=rndm) return u1 / u2 def _pdf(self, x, a, b): # betaprime.pdf(x, a, b) = x**(a-1) * (1+x)**(-a-b) / beta(a, b) return np.exp(self._logpdf(x, a, b)) def _logpdf(self, x, a, b): return sc.xlogy(a - 1.0, x) - sc.xlog1py(a + b, x) - sc.betaln(a, b) def _cdf(self, x, a, b): return sc.betainc(a, b, x/(1.+x)) def _munp(self, n, a, b): if n == 1.0: return np.where(b > 1, a/(b-1.0), np.inf) elif n == 2.0: return np.where(b > 2, a*(a+1.0)/((b-2.0)*(b-1.0)), np.inf) elif n == 3.0: return np.where(b > 3, a*(a+1.0)*(a+2.0)/((b-3.0)*(b-2.0)*(b-1.0)), np.inf) elif n == 4.0: return np.where(b > 4, (a*(a + 1.0)*(a + 2.0)*(a + 3.0) / ((b - 4.0)*(b - 3.0)*(b - 2.0)*(b - 1.0))), np.inf) else: raise NotImplementedError betaprime = betaprime_gen(a=0.0, name='betaprime') class bradford_gen(rv_continuous): r"""A Bradford continuous random variable. %(before_notes)s Notes ----- The probability density function for `bradford` is: .. math:: f(x, c) = \frac{c}{\log(1+c) (1+cx)} for :math:`0 < x < 1` and :math:`c > 0`. `bradford` takes ``c`` as a shape parameter for :math:`c`. %(after_notes)s %(example)s """ def _pdf(self, x, c): # bradford.pdf(x, c) = c / (k * (1+c*x)) return c / (c*x + 1.0) / sc.log1p(c) def _cdf(self, x, c): return sc.log1p(c*x) / sc.log1p(c) def _ppf(self, q, c): return sc.expm1(q * sc.log1p(c)) / c def _stats(self, c, moments='mv'): k = np.log(1.0+c) mu = (c-k)/(c*k) mu2 = ((c+2.0)*k-2.0*c)/(2*c*k*k) g1 = None g2 = None if 's' in moments: g1 = np.sqrt(2)*(12*c*c-9*c*k*(c+2)+2*k*k*(c*(c+3)+3)) g1 /= np.sqrt(c*(c*(k-2)+2*k))*(3*c*(k-2)+6*k) if 'k' in moments: g2 = (c**3*(k-3)*(k*(3*k-16)+24)+12*k*c*c*(k-4)*(k-3) + 6*c*k*k*(3*k-14) + 12*k**3) g2 /= 3*c*(c*(k-2)+2*k)**2 return mu, mu2, g1, g2 def _entropy(self, c): k = np.log(1+c) return k/2.0 - np.log(c/k) bradford = bradford_gen(a=0.0, b=1.0, name='bradford') class burr_gen(rv_continuous): r"""A Burr (Type III) continuous random variable. %(before_notes)s See Also -------- fisk : a special case of either `burr` or `burr12` with ``d=1`` burr12 : Burr Type XII distribution Notes ----- The probability density function for `burr` is: .. math:: f(x, c, d) = c d x^{-c-1} (1+x^{-c})^{-d-1} for :math:`x > 0` and :math:`c, d > 0`. `burr` takes :math:`c` and :math:`d` as shape parameters. This is the PDF corresponding to the third CDF given in Burr's list; specifically, it is equation (11) in Burr's paper [1]_. %(after_notes)s References ---------- .. [1] Burr, I. W. "Cumulative frequency functions", Annals of Mathematical Statistics, 13(2), pp 215-232 (1942). %(example)s """ _support_mask = rv_continuous._open_support_mask def _pdf(self, x, c, d): # burr.pdf(x, c, d) = c * d * x**(-c-1) * (1+x**(-c))**(-d-1) return c * d * (x**(-c - 1.0)) * ((1 + x**(-c))**(-d - 1.0)) def _cdf(self, x, c, d): return (1 + x**(-c))**(-d) def _ppf(self, q, c, d): return (q**(-1.0/d) - 1)**(-1.0/c) def _munp(self, n, c, d): nc = 1. * n / c return d * sc.beta(1.0 - nc, d + nc) burr = burr_gen(a=0.0, name='burr') class burr12_gen(rv_continuous): r"""A Burr (Type XII) continuous random variable. %(before_notes)s See Also -------- fisk : a special case of either `burr` or `burr12` with ``d=1`` burr : Burr Type III distribution Notes ----- The probability density function for `burr` is: .. math:: f(x, c, d) = c d x^{c-1} (1+x^c)^{-d-1} for :math:`x > 0` and :math:`c, d > 0`. `burr12` takes ``c`` and ``d`` as shape parameters for :math:`c` and :math:`d`. This is the PDF corresponding to the twelfth CDF given in Burr's list; specifically, it is equation (20) in Burr's paper [1]_. %(after_notes)s The Burr type 12 distribution is also sometimes referred to as the Singh-Maddala distribution from NIST [2]_. References ---------- .. [1] Burr, I. W. "Cumulative frequency functions", Annals of Mathematical Statistics, 13(2), pp 215-232 (1942). .. [2] https://www.itl.nist.gov/div898/software/dataplot/refman2/auxillar/b12pdf.htm %(example)s """ _support_mask = rv_continuous._open_support_mask def _pdf(self, x, c, d): # burr12.pdf(x, c, d) = c * d * x**(c-1) * (1+x**(c))**(-d-1) return np.exp(self._logpdf(x, c, d)) def _logpdf(self, x, c, d): return np.log(c) + np.log(d) + sc.xlogy(c - 1, x) + sc.xlog1py(-d-1, x**c) def _cdf(self, x, c, d): return -sc.expm1(self._logsf(x, c, d)) def _logcdf(self, x, c, d): return sc.log1p(-(1 + x**c)**(-d)) def _sf(self, x, c, d): return np.exp(self._logsf(x, c, d)) def _logsf(self, x, c, d): return sc.xlog1py(-d, x**c) def _ppf(self, q, c, d): # The following is an implementation of # ((1 - q)**(-1.0/d) - 1)**(1.0/c) # that does a better job handling small values of q. return sc.expm1(-1/d * sc.log1p(-q))**(1/c) def _munp(self, n, c, d): nc = 1. * n / c return d * sc.beta(1.0 + nc, d - nc) burr12 = burr12_gen(a=0.0, name='burr12') class fisk_gen(burr_gen): r"""A Fisk continuous random variable. The Fisk distribution is also known as the log-logistic distribution. %(before_notes)s Notes ----- The probability density function for `fisk` is: .. math:: f(x, c) = c x^{-c-1} (1 + x^{-c})^{-2} for :math:`x > 0` and :math:`c > 0`. `fisk` takes ``c`` as a shape parameter for :math:`c`. `fisk` is a special case of `burr` or `burr12` with ``d=1``. %(after_notes)s See Also -------- burr %(example)s """ def _pdf(self, x, c): # fisk.pdf(x, c) = c * x**(-c-1) * (1 + x**(-c))**(-2) return burr_gen._pdf(self, x, c, 1.0) def _cdf(self, x, c): return burr_gen._cdf(self, x, c, 1.0) def _ppf(self, x, c): return burr_gen._ppf(self, x, c, 1.0) def _munp(self, n, c): return burr_gen._munp(self, n, c, 1.0) def _entropy(self, c): return 2 - np.log(c) fisk = fisk_gen(a=0.0, name='fisk') # median = loc class cauchy_gen(rv_continuous): r"""A Cauchy continuous random variable. %(before_notes)s Notes ----- The probability density function for `cauchy` is .. math:: f(x) = \frac{1}{\pi (1 + x^2)} for a real number :math:`x`. %(after_notes)s %(example)s """ def _pdf(self, x): # cauchy.pdf(x) = 1 / (pi * (1 + x**2)) return 1.0/np.pi/(1.0+x*x) def _cdf(self, x): return 0.5 + 1.0/np.pi*np.arctan(x) def _ppf(self, q): return np.tan(np.pi*q-np.pi/2.0) def _sf(self, x): return 0.5 - 1.0/np.pi*np.arctan(x) def _isf(self, q): return np.tan(np.pi/2.0-np.pi*q) def _stats(self): return np.nan, np.nan, np.nan, np.nan def _entropy(self): return np.log(4*np.pi) def _fitstart(self, data, args=None): # Initialize ML guesses using quartiles instead of moments. p25, p50, p75 = np.percentile(data, [25, 50, 75]) return p50, (p75 - p25)/2 cauchy = cauchy_gen(name='cauchy') class chi_gen(rv_continuous): r"""A chi continuous random variable. %(before_notes)s Notes ----- The probability density function for `chi` is: .. math:: f(x, k) = \frac{1}{2^{k/2-1} \Gamma \left( k/2 \right)} x^{k-1} \exp \left( -x^2/2 \right) for :math:`x > 0` and :math:`k > 0` (degrees of freedom, denoted ``df`` in the implementation). :math:`\Gamma` is the gamma function (`scipy.special.gamma`). Special cases of `chi` are: - ``chi(1, loc, scale)`` is equivalent to `halfnorm` - ``chi(2, 0, scale)`` is equivalent to `rayleigh` - ``chi(3, 0, scale)`` is equivalent to `maxwell` `chi` takes ``df`` as a shape parameter. %(after_notes)s %(example)s """ def _rvs(self, df): sz, rndm = self._size, self._random_state return np.sqrt(chi2.rvs(df, size=sz, random_state=rndm)) def _pdf(self, x, df): # x**(df-1) * exp(-x**2/2) # chi.pdf(x, df) = ------------------------- # 2**(df/2-1) * gamma(df/2) return np.exp(self._logpdf(x, df)) def _logpdf(self, x, df): l = np.log(2) - .5*np.log(2)*df - sc.gammaln(.5*df) return l + sc.xlogy(df - 1., x) - .5*x**2 def _cdf(self, x, df): return sc.gammainc(.5*df, .5*x**2) def _ppf(self, q, df): return np.sqrt(2*sc.gammaincinv(.5*df, q)) def _stats(self, df): mu = np.sqrt(2)*sc.gamma(df/2.0+0.5)/sc.gamma(df/2.0) mu2 = df - mu*mu g1 = (2*mu**3.0 + mu*(1-2*df))/np.asarray(np.power(mu2, 1.5)) g2 = 2*df*(1.0-df)-6*mu**4 + 4*mu**2 * (2*df-1) g2 /= np.asarray(mu2**2.0) return mu, mu2, g1, g2 chi = chi_gen(a=0.0, name='chi') ## Chi-squared (gamma-distributed with loc=0 and scale=2 and shape=df/2) class chi2_gen(rv_continuous): r"""A chi-squared continuous random variable. %(before_notes)s Notes ----- The probability density function for `chi2` is: .. math:: f(x, k) = \frac{1}{2^{k/2} \Gamma \left( k/2 \right)} x^{k/2-1} \exp \left( -x/2 \right) for :math:`x > 0` and :math:`k > 0` (degrees of freedom, denoted ``df`` in the implementation). `chi2` takes ``df`` as a shape parameter. %(after_notes)s %(example)s """ def _rvs(self, df): return self._random_state.chisquare(df, self._size) def _pdf(self, x, df): # chi2.pdf(x, df) = 1 / (2*gamma(df/2)) * (x/2)**(df/2-1) * exp(-x/2) return np.exp(self._logpdf(x, df)) def _logpdf(self, x, df): return sc.xlogy(df/2.-1, x) - x/2. - sc.gammaln(df/2.) - (np.log(2)*df)/2. def _cdf(self, x, df): return sc.chdtr(df, x) def _sf(self, x, df): return sc.chdtrc(df, x) def _isf(self, p, df): return sc.chdtri(df, p) def _ppf(self, p, df): return self._isf(1.0-p, df) def _stats(self, df): mu = df mu2 = 2*df g1 = 2*np.sqrt(2.0/df) g2 = 12.0/df return mu, mu2, g1, g2 chi2 = chi2_gen(a=0.0, name='chi2') class cosine_gen(rv_continuous): r"""A cosine continuous random variable. %(before_notes)s Notes ----- The cosine distribution is an approximation to the normal distribution. The probability density function for `cosine` is: .. math:: f(x) = \frac{1}{2\pi} (1+\cos(x)) for :math:`-\pi \le x \le \pi`. %(after_notes)s %(example)s """ def _pdf(self, x): # cosine.pdf(x) = 1/(2*pi) * (1+cos(x)) return 1.0/2/np.pi*(1+np.cos(x)) def _cdf(self, x): return 1.0/2/np.pi*(np.pi + x + np.sin(x)) def _stats(self): return 0.0, np.pi*np.pi/3.0-2.0, 0.0, -6.0*(np.pi**4-90)/(5.0*(np.pi*np.pi-6)**2) def _entropy(self): return np.log(4*np.pi)-1.0 cosine = cosine_gen(a=-np.pi, b=np.pi, name='cosine') class dgamma_gen(rv_continuous): r"""A double gamma continuous random variable. %(before_notes)s Notes ----- The probability density function for `dgamma` is: .. math:: f(x, a) = \frac{1}{2\Gamma(a)} |x|^{a-1} \exp(-|x|) for a real number :math:`x` and :math:`a > 0`. :math:`\Gamma` is the gamma function (`scipy.special.gamma`). `dgamma` takes ``a`` as a shape parameter for :math:`a`. %(after_notes)s %(example)s """ def _rvs(self, a): sz, rndm = self._size, self._random_state u = rndm.random_sample(size=sz) gm = gamma.rvs(a, size=sz, random_state=rndm) return gm * np.where(u >= 0.5, 1, -1) def _pdf(self, x, a): # dgamma.pdf(x, a) = 1 / (2*gamma(a)) * abs(x)**(a-1) * exp(-abs(x)) ax = abs(x) return 1.0/(2*sc.gamma(a))*ax**(a-1.0) * np.exp(-ax) def _logpdf(self, x, a): ax = abs(x) return sc.xlogy(a - 1.0, ax) - ax - np.log(2) - sc.gammaln(a) def _cdf(self, x, a): fac = 0.5*sc.gammainc(a, abs(x)) return np.where(x > 0, 0.5 + fac, 0.5 - fac) def _sf(self, x, a): fac = 0.5*sc.gammainc(a, abs(x)) return np.where(x > 0, 0.5-fac, 0.5+fac) def _ppf(self, q, a): fac = sc.gammainccinv(a, 1-abs(2*q-1)) return np.where(q > 0.5, fac, -fac) def _stats(self, a): mu2 = a*(a+1.0) return 0.0, mu2, 0.0, (a+2.0)*(a+3.0)/mu2-3.0 dgamma = dgamma_gen(name='dgamma') class dweibull_gen(rv_continuous): r"""A double Weibull continuous random variable. %(before_notes)s Notes ----- The probability density function for `dweibull` is given by .. math:: f(x, c) = c / 2 |x|^{c-1} \exp(-|x|^c) for a real number :math:`x` and :math:`c > 0`. `dweibull` takes ``c`` as a shape parameter for :math:`c`. %(after_notes)s %(example)s """ def _rvs(self, c): sz, rndm = self._size, self._random_state u = rndm.random_sample(size=sz) w = weibull_min.rvs(c, size=sz, random_state=rndm) return w * (np.where(u >= 0.5, 1, -1)) def _pdf(self, x, c): # dweibull.pdf(x, c) = c / 2 * abs(x)**(c-1) * exp(-abs(x)**c) ax = abs(x) Px = c / 2.0 * ax**(c-1.0) * np.exp(-ax**c) return Px def _logpdf(self, x, c): ax = abs(x) return np.log(c) - np.log(2.0) + sc.xlogy(c - 1.0, ax) - ax**c def _cdf(self, x, c): Cx1 = 0.5 * np.exp(-abs(x)**c) return np.where(x > 0, 1 - Cx1, Cx1) def _ppf(self, q, c): fac = 2. * np.where(q <= 0.5, q, 1. - q) fac = np.power(-np.log(fac), 1.0 / c) return np.where(q > 0.5, fac, -fac) def _munp(self, n, c): return (1 - (n % 2)) * sc.gamma(1.0 + 1.0 * n / c) # since we know that all odd moments are zeros, return them at once. # returning Nones from _stats makes the public stats call _munp # so overall we're saving one or two gamma function evaluations here. def _stats(self, c): return 0, None, 0, None dweibull = dweibull_gen(name='dweibull') ## Exponential (gamma distributed with a=1.0, loc=loc and scale=scale) class expon_gen(rv_continuous): r"""An exponential continuous random variable. %(before_notes)s Notes ----- The probability density function for `expon` is: .. math:: f(x) = \exp(-x) for :math:`x \ge 0`. %(after_notes)s A common parameterization for `expon` is in terms of the rate parameter ``lambda``, such that ``pdf = lambda * exp(-lambda * x)``. This parameterization corresponds to using ``scale = 1 / lambda``. %(example)s """ def _rvs(self): return self._random_state.standard_exponential(self._size) def _pdf(self, x): # expon.pdf(x) = exp(-x) return np.exp(-x) def _logpdf(self, x): return -x def _cdf(self, x): return -sc.expm1(-x) def _ppf(self, q): return -sc.log1p(-q) def _sf(self, x): return np.exp(-x) def _logsf(self, x): return -x def _isf(self, q): return -np.log(q) def _stats(self): return 1.0, 1.0, 2.0, 6.0 def _entropy(self): return 1.0 @replace_notes_in_docstring(rv_continuous, notes="""\ This function uses explicit formulas for the maximum likelihood estimation of the exponential distribution parameters, so the `optimizer`, `loc` and `scale` keyword arguments are ignored.\n\n""") def fit(self, data, *args, **kwds): if len(args) > 0: raise TypeError("Too many arguments.") floc = kwds.pop('floc', None) fscale = kwds.pop('fscale', None) # Ignore the optimizer-related keyword arguments, if given. kwds.pop('loc', None) kwds.pop('scale', None) kwds.pop('optimizer', None) if kwds: raise TypeError("Unknown arguments: %s." % kwds) if floc is not None and fscale is not None: # This check is for consistency with `rv_continuous.fit`. raise ValueError("All parameters fixed. There is nothing to " "optimize.") data = np.asarray(data) data_min = data.min() if floc is None: # ML estimate of the location is the minimum of the data. loc = data_min else: loc = floc if data_min < loc: # There are values that are less than the specified loc. raise FitDataError("expon", lower=floc, upper=np.inf) if fscale is None: # ML estimate of the scale is the shifted mean. scale = data.mean() - loc else: scale = fscale # We expect the return values to be floating point, so ensure it # by explicitly converting to float. return float(loc), float(scale) expon = expon_gen(a=0.0, name='expon') ## Exponentially Modified Normal (exponential distribution ## convolved with a Normal). ## This is called an exponentially modified gaussian on wikipedia class exponnorm_gen(rv_continuous): r"""An exponentially modified Normal continuous random variable. %(before_notes)s Notes ----- The probability density function for `exponnorm` is: .. math:: f(x, K) = \frac{1}{2K} \exp\left(\frac{1}{2 K^2} - x / K \right) \text{erfc}\left(-\frac{x - 1/K}{\sqrt{2}}\right) where :math:`x` is a real number and :math:`K > 0`. It can be thought of as the sum of a standard normal random variable and an independent exponentially distributed random variable with rate ``1/K``. %(after_notes)s An alternative parameterization of this distribution (for example, in `Wikipedia <https://en.wikipedia.org/wiki/Exponentially_modified_Gaussian_distribution>`_) involves three parameters, :math:`\mu`, :math:`\lambda` and :math:`\sigma`. In the present parameterization this corresponds to having ``loc`` and ``scale`` equal to :math:`\mu` and :math:`\sigma`, respectively, and shape parameter :math:`K = 1/(\sigma\lambda)`. .. versionadded:: 0.16.0 %(example)s """ def _rvs(self, K): expval = self._random_state.standard_exponential(self._size) * K gval = self._random_state.standard_normal(self._size) return expval + gval def _pdf(self, x, K): # exponnorm.pdf(x, K) = # 1/(2*K) exp(1/(2 * K**2)) exp(-x / K) * erfc-(x - 1/K) / sqrt(2)) invK = 1.0 / K exparg = 0.5 * invK**2 - invK * x # Avoid overflows; setting np.exp(exparg) to the max float works # all right here expval = _lazywhere(exparg < _LOGXMAX, (exparg,), np.exp, _XMAX) return 0.5 * invK * expval * sc.erfc(-(x - invK) / np.sqrt(2)) def _logpdf(self, x, K): invK = 1.0 / K exparg = 0.5 * invK**2 - invK * x return exparg + np.log(0.5 * invK * sc.erfc(-(x - invK) / np.sqrt(2))) def _cdf(self, x, K): invK = 1.0 / K expval = invK * (0.5 * invK - x) return _norm_cdf(x) - np.exp(expval) * _norm_cdf(x - invK) def _sf(self, x, K): invK = 1.0 / K expval = invK * (0.5 * invK - x) return _norm_cdf(-x) + np.exp(expval) * _norm_cdf(x - invK) def _stats(self, K): K2 = K * K opK2 = 1.0 + K2 skw = 2 * K**3 * opK2**(-1.5) krt = 6.0 * K2 * K2 * opK2**(-2) return K, opK2, skw, krt exponnorm = exponnorm_gen(name='exponnorm') class exponweib_gen(rv_continuous): r"""An exponentiated Weibull continuous random variable. %(before_notes)s Notes ----- The probability density function for `exponweib` is: .. math:: f(x, a, c) = a c (1-\exp(-x^c))^{a-1} \exp(-x^c) x^{c-1} for :math:`x > 0`, :math:`a > 0`, :math:`c > 0`. `exponweib` takes :math:`a` and :math:`c` as shape parameters. %(after_notes)s %(example)s """ def _pdf(self, x, a, c): # exponweib.pdf(x, a, c) = # a * c * (1-exp(-x**c))**(a-1) * exp(-x**c)*x**(c-1) return np.exp(self._logpdf(x, a, c)) def _logpdf(self, x, a, c): negxc = -x**c exm1c = -sc.expm1(negxc) logp = (np.log(a) + np.log(c) + sc.xlogy(a - 1.0, exm1c) + negxc + sc.xlogy(c - 1.0, x)) return logp def _cdf(self, x, a, c): exm1c = -sc.expm1(-x**c) return exm1c**a def _ppf(self, q, a, c): return (-sc.log1p(-q**(1.0/a)))**np.asarray(1.0/c) exponweib = exponweib_gen(a=0.0, name='exponweib') class exponpow_gen(rv_continuous): r"""An exponential power continuous random variable. %(before_notes)s Notes ----- The probability density function for `exponpow` is: .. math:: f(x, b) = b x^{b-1} \exp(1 + x^b - \exp(x^b)) for :math:`x \ge 0`, :math:`b > 0`. Note that this is a different distribution from the exponential power distribution that is also known under the names "generalized normal" or "generalized Gaussian". `exponpow` takes ``b`` as a shape parameter for :math:`b`. %(after_notes)s References ---------- http://www.math.wm.edu/~leemis/chart/UDR/PDFs/Exponentialpower.pdf %(example)s """ def _pdf(self, x, b): # exponpow.pdf(x, b) = b * x**(b-1) * exp(1 + x**b - exp(x**b)) return np.exp(self._logpdf(x, b)) def _logpdf(self, x, b): xb = x**b f = 1 + np.log(b) + sc.xlogy(b - 1.0, x) + xb - np.exp(xb) return f def _cdf(self, x, b): return -sc.expm1(-sc.expm1(x**b)) def _sf(self, x, b): return np.exp(-sc.expm1(x**b)) def _isf(self, x, b): return (sc.log1p(-np.log(x)))**(1./b) def _ppf(self, q, b): return pow(sc.log1p(-sc.log1p(-q)), 1.0/b) exponpow = exponpow_gen(a=0.0, name='exponpow') class fatiguelife_gen(rv_continuous): r"""A fatigue-life (Birnbaum-Saunders) continuous random variable. %(before_notes)s Notes ----- The probability density function for `fatiguelife` is: .. math:: f(x, c) = \frac{x+1}{2c\sqrt{2\pi x^3}} \exp(-\frac{(x-1)^2}{2x c^2}) for :math:`x > 0` and :math:`c > 0`. `fatiguelife` takes ``c`` as a shape parameter for :math:`c`. %(after_notes)s References ---------- .. [1] "Birnbaum-Saunders distribution", https://en.wikipedia.org/wiki/Birnbaum-Saunders_distribution %(example)s """ _support_mask = rv_continuous._open_support_mask def _rvs(self, c): z = self._random_state.standard_normal(self._size) x = 0.5*c*z x2 = x*x t = 1.0 + 2*x2 + 2*x*np.sqrt(1 + x2) return t def _pdf(self, x, c): # fatiguelife.pdf(x, c) = # (x+1) / (2*c*sqrt(2*pi*x**3)) * exp(-(x-1)**2/(2*x*c**2)) return np.exp(self._logpdf(x, c)) def _logpdf(self, x, c): return (np.log(x+1) - (x-1)**2 / (2.0*x*c**2) - np.log(2*c) - 0.5*(np.log(2*np.pi) + 3*np.log(x))) def _cdf(self, x, c): return _norm_cdf(1.0 / c * (np.sqrt(x) - 1.0/np.sqrt(x))) def _ppf(self, q, c): tmp = c*sc.ndtri(q) return 0.25 * (tmp + np.sqrt(tmp**2 + 4))**2 def _stats(self, c): # NB: the formula for kurtosis in wikipedia seems to have an error: # it's 40, not 41. At least it disagrees with the one from Wolfram # Alpha. And the latter one, below, passes the tests, while the wiki # one doesn't So far I didn't have the guts to actually check the # coefficients from the expressions for the raw moments. c2 = c*c mu = c2 / 2.0 + 1.0 den = 5.0 * c2 + 4.0 mu2 = c2*den / 4.0 g1 = 4 * c * (11*c2 + 6.0) / np.power(den, 1.5) g2 = 6 * c2 * (93*c2 + 40.0) / den**2.0 return mu, mu2, g1, g2 fatiguelife = fatiguelife_gen(a=0.0, name='fatiguelife') class foldcauchy_gen(rv_continuous): r"""A folded Cauchy continuous random variable. %(before_notes)s Notes ----- The probability density function for `foldcauchy` is: .. math:: f(x, c) = \frac{1}{\pi (1+(x-c)^2)} + \frac{1}{\pi (1+(x+c)^2)} for :math:`x \ge 0`. `foldcauchy` takes ``c`` as a shape parameter for :math:`c`. %(example)s """ def _rvs(self, c): return abs(cauchy.rvs(loc=c, size=self._size, random_state=self._random_state)) def _pdf(self, x, c): # foldcauchy.pdf(x, c) = 1/(pi*(1+(x-c)**2)) + 1/(pi*(1+(x+c)**2)) return 1.0/np.pi*(1.0/(1+(x-c)**2) + 1.0/(1+(x+c)**2)) def _cdf(self, x, c): return 1.0/np.pi*(np.arctan(x-c) + np.arctan(x+c)) def _stats(self, c): return np.inf, np.inf, np.nan, np.nan foldcauchy = foldcauchy_gen(a=0.0, name='foldcauchy') class f_gen(rv_continuous): r"""An F continuous random variable. %(before_notes)s Notes ----- The probability density function for `f` is: .. math:: f(x, df_1, df_2) = \frac{df_2^{df_2/2} df_1^{df_1/2} x^{df_1 / 2-1}} {(df_2+df_1 x)^{(df_1+df_2)/2} B(df_1/2, df_2/2)} for :math:`x > 0`. `f` takes ``dfn`` and ``dfd`` as shape parameters. %(after_notes)s %(example)s """ def _rvs(self, dfn, dfd): return self._random_state.f(dfn, dfd, self._size) def _pdf(self, x, dfn, dfd): # df2**(df2/2) * df1**(df1/2) * x**(df1/2-1) # F.pdf(x, df1, df2) = -------------------------------------------- # (df2+df1*x)**((df1+df2)/2) * B(df1/2, df2/2) return np.exp(self._logpdf(x, dfn, dfd)) def _logpdf(self, x, dfn, dfd): n = 1.0 * dfn m = 1.0 * dfd lPx = m/2 * np.log(m) + n/2 * np.log(n) + (n/2 - 1) * np.log(x) lPx -= ((n+m)/2) * np.log(m + n*x) + sc.betaln(n/2, m/2) return lPx def _cdf(self, x, dfn, dfd): return sc.fdtr(dfn, dfd, x) def _sf(self, x, dfn, dfd): return sc.fdtrc(dfn, dfd, x) def _ppf(self, q, dfn, dfd): return sc.fdtri(dfn, dfd, q) def _stats(self, dfn, dfd): v1, v2 = 1. * dfn, 1. * dfd v2_2, v2_4, v2_6, v2_8 = v2 - 2., v2 - 4., v2 - 6., v2 - 8. mu = _lazywhere( v2 > 2, (v2, v2_2), lambda v2, v2_2: v2 / v2_2, np.inf) mu2 = _lazywhere( v2 > 4, (v1, v2, v2_2, v2_4), lambda v1, v2, v2_2, v2_4: 2 * v2 * v2 * (v1 + v2_2) / (v1 * v2_2**2 * v2_4), np.inf) g1 = _lazywhere( v2 > 6, (v1, v2_2, v2_4, v2_6), lambda v1, v2_2, v2_4, v2_6: (2 * v1 + v2_2) / v2_6 * np.sqrt(v2_4 / (v1 * (v1 + v2_2))), np.nan) g1 *= np.sqrt(8.) g2 = _lazywhere( v2 > 8, (g1, v2_6, v2_8), lambda g1, v2_6, v2_8: (8 + g1 * g1 * v2_6) / v2_8, np.nan) g2 *= 3. / 2. return mu, mu2, g1, g2 f = f_gen(a=0.0, name='f') ## Folded Normal ## abs(Z) where (Z is normal with mu=L and std=S so that c=abs(L)/S) ## ## note: regress docs have scale parameter correct, but first parameter ## he gives is a shape parameter A = c * scale ## Half-normal is folded normal with shape-parameter c=0. class foldnorm_gen(rv_continuous): r"""A folded normal continuous random variable. %(before_notes)s Notes ----- The probability density function for `foldnorm` is: .. math:: f(x, c) = \sqrt{2/\pi} cosh(c x) \exp(-\frac{x^2+c^2}{2}) for :math:`c \ge 0`. `foldnorm` takes ``c`` as a shape parameter for :math:`c`. %(after_notes)s %(example)s """ def _argcheck(self, c): return c >= 0 def _rvs(self, c): return abs(self._random_state.standard_normal(self._size) + c) def _pdf(self, x, c): # foldnormal.pdf(x, c) = sqrt(2/pi) * cosh(c*x) * exp(-(x**2+c**2)/2) return _norm_pdf(x + c) + _norm_pdf(x-c) def _cdf(self, x, c): return _norm_cdf(x-c) + _norm_cdf(x+c) - 1.0 def _stats(self, c): # Regina C. Elandt, Technometrics 3, 551 (1961) # https://www.jstor.org/stable/1266561 # c2 = c*c expfac = np.exp(-0.5*c2) / np.sqrt(2.*np.pi) mu = 2.*expfac + c * sc.erf(c/np.sqrt(2)) mu2 = c2 + 1 - mu*mu g1 = 2. * (mu*mu*mu - c2*mu - expfac) g1 /= np.power(mu2, 1.5) g2 = c2 * (c2 + 6.) + 3 + 8.*expfac*mu g2 += (2. * (c2 - 3.) - 3. * mu**2) * mu**2 g2 = g2 / mu2**2.0 - 3. return mu, mu2, g1, g2 foldnorm = foldnorm_gen(a=0.0, name='foldnorm') class weibull_min_gen(rv_continuous): r"""Weibull minimum continuous random variable. %(before_notes)s See Also -------- weibull_max Notes ----- The probability density function for `weibull_min` is: .. math:: f(x, c) = c x^{c-1} \exp(-x^c) for :math:`x > 0`, :math:`c > 0`. `weibull_min` takes ``c`` as a shape parameter for :math:`c`. %(after_notes)s %(example)s """ def _pdf(self, x, c): # frechet_r.pdf(x, c) = c * x**(c-1) * exp(-x**c) return c*pow(x, c-1)*np.exp(-pow(x, c)) def _logpdf(self, x, c): return np.log(c) + sc.xlogy(c - 1, x) - pow(x, c) def _cdf(self, x, c): return -sc.expm1(-pow(x, c)) def _sf(self, x, c): return np.exp(-pow(x, c)) def _logsf(self, x, c): return -pow(x, c) def _ppf(self, q, c): return pow(-sc.log1p(-q), 1.0/c) def _munp(self, n, c): return sc.gamma(1.0+n*1.0/c) def _entropy(self, c): return -_EULER / c - np.log(c) + _EULER + 1 weibull_min = weibull_min_gen(a=0.0, name='weibull_min') class weibull_max_gen(rv_continuous): r"""Weibull maximum continuous random variable. %(before_notes)s See Also -------- weibull_min Notes ----- The probability density function for `weibull_max` is: .. math:: f(x, c) = c (-x)^{c-1} \exp(-(-x)^c) for :math:`x < 0`, :math:`c > 0`. `weibull_max` takes ``c`` as a shape parameter for :math:`c`. %(after_notes)s %(example)s """ def _pdf(self, x, c): # frechet_l.pdf(x, c) = c * (-x)**(c-1) * exp(-(-x)**c) return c*pow(-x, c-1)*np.exp(-pow(-x, c)) def _logpdf(self, x, c): return np.log(c) + sc.xlogy(c-1, -x) - pow(-x, c) def _cdf(self, x, c): return np.exp(-pow(-x, c)) def _logcdf(self, x, c): return -pow(-x, c) def _sf(self, x, c): return -sc.expm1(-pow(-x, c)) def _ppf(self, q, c): return -pow(-np.log(q), 1.0/c) def _munp(self, n, c): val = sc.gamma(1.0+n*1.0/c) if int(n) % 2: sgn = -1 else: sgn = 1 return sgn * val def _entropy(self, c): return -_EULER / c - np.log(c) + _EULER + 1 weibull_max = weibull_max_gen(b=0.0, name='weibull_max') # Public methods to be deprecated in frechet_r and frechet_l: # ['__call__', 'cdf', 'entropy', 'expect', 'fit', 'fit_loc_scale', 'freeze', # 'interval', 'isf', 'logcdf', 'logpdf', 'logsf', 'mean', 'median', 'moment', # 'nnlf', 'pdf', 'ppf', 'rvs', 'sf', 'stats', 'std', 'var'] _frechet_r_deprec_msg = """\ The distribution `frechet_r` is a synonym for `weibull_min`; this historical usage is deprecated because of possible confusion with the (quite different) Frechet distribution. To preserve the existing behavior of the program, use `scipy.stats.weibull_min`. For the Frechet distribution (i.e. the Type II extreme value distribution), use `scipy.stats.invweibull`.""" class frechet_r_gen(weibull_min_gen): @np.deprecate(old_name='frechet_r', message=_frechet_r_deprec_msg) def __call__(self, *args, **kwargs): return weibull_min_gen.__call__(self, *args, **kwargs) @np.deprecate(old_name='frechet_r', message=_frechet_r_deprec_msg) def cdf(self, *args, **kwargs): return weibull_min_gen.cdf(self, *args, **kwargs) @np.deprecate(old_name='frechet_r', message=_frechet_r_deprec_msg) def entropy(self, *args, **kwargs): return weibull_min_gen.entropy(self, *args, **kwargs) @np.deprecate(old_name='frechet_r', message=_frechet_r_deprec_msg) def expect(self, *args, **kwargs): return weibull_min_gen.expect(self, *args, **kwargs) @np.deprecate(old_name='frechet_r', message=_frechet_r_deprec_msg) def fit(self, *args, **kwargs): return weibull_min_gen.fit(self, *args, **kwargs) @np.deprecate(old_name='frechet_r', message=_frechet_r_deprec_msg) def fit_loc_scale(self, *args, **kwargs): return weibull_min_gen.fit_loc_scale(self, *args, **kwargs) @np.deprecate(old_name='frechet_r', message=_frechet_r_deprec_msg) def freeze(self, *args, **kwargs): return weibull_min_gen.freeze(self, *args, **kwargs) @np.deprecate(old_name='frechet_r', message=_frechet_r_deprec_msg) def interval(self, *args, **kwargs): return weibull_min_gen.interval(self, *args, **kwargs) @np.deprecate(old_name='frechet_r', message=_frechet_r_deprec_msg) def isf(self, *args, **kwargs): return weibull_min_gen.isf(self, *args, **kwargs) @np.deprecate(old_name='frechet_r', message=_frechet_r_deprec_msg) def logcdf(self, *args, **kwargs): return weibull_min_gen.logcdf(self, *args, **kwargs) @np.deprecate(old_name='frechet_r', message=_frechet_r_deprec_msg) def logpdf(self, *args, **kwargs): return weibull_min_gen.logpdf(self, *args, **kwargs) @np.deprecate(old_name='frechet_r', message=_frechet_r_deprec_msg) def logsf(self, *args, **kwargs): return weibull_min_gen.logsf(self, *args, **kwargs) @np.deprecate(old_name='frechet_r', message=_frechet_r_deprec_msg) def mean(self, *args, **kwargs): return weibull_min_gen.mean(self, *args, **kwargs) @np.deprecate(old_name='frechet_r', message=_frechet_r_deprec_msg) def median(self, *args, **kwargs): return weibull_min_gen.median(self, *args, **kwargs) @np.deprecate(old_name='frechet_r', message=_frechet_r_deprec_msg) def moment(self, *args, **kwargs): return weibull_min_gen.moment(self, *args, **kwargs) @np.deprecate(old_name='frechet_r', message=_frechet_r_deprec_msg) def nnlf(self, *args, **kwargs): return weibull_min_gen.nnlf(self, *args, **kwargs) @np.deprecate(old_name='frechet_r', message=_frechet_r_deprec_msg) def pdf(self, *args, **kwargs): return weibull_min_gen.pdf(self, *args, **kwargs) @np.deprecate(old_name='frechet_r', message=_frechet_r_deprec_msg) def ppf(self, *args, **kwargs): return weibull_min_gen.ppf(self, *args, **kwargs) @np.deprecate(old_name='frechet_r', message=_frechet_r_deprec_msg) def rvs(self, *args, **kwargs): return weibull_min_gen.rvs(self, *args, **kwargs) @np.deprecate(old_name='frechet_r', message=_frechet_r_deprec_msg) def sf(self, *args, **kwargs): return weibull_min_gen.sf(self, *args, **kwargs) @np.deprecate(old_name='frechet_r', message=_frechet_r_deprec_msg) def stats(self, *args, **kwargs): return weibull_min_gen.stats(self, *args, **kwargs) @np.deprecate(old_name='frechet_r', message=_frechet_r_deprec_msg) def std(self, *args, **kwargs): return weibull_min_gen.std(self, *args, **kwargs) @np.deprecate(old_name='frechet_r', message=_frechet_r_deprec_msg) def var(self, *args, **kwargs): return weibull_min_gen.var(self, *args, **kwargs) frechet_r = frechet_r_gen(a=0.0, name='frechet_r') _frechet_l_deprec_msg = """\ The distribution `frechet_l` is a synonym for `weibull_max`; this historical usage is deprecated because of possible confusion with the (quite different) Frechet distribution. To preserve the existing behavior of the program, use `scipy.stats.weibull_max`. For the Frechet distribution (i.e. the Type II extreme value distribution), use `scipy.stats.invweibull`.""" class frechet_l_gen(weibull_max_gen): @np.deprecate(old_name='frechet_l', message=_frechet_l_deprec_msg) def __call__(self, *args, **kwargs): return weibull_max_gen.__call__(self, *args, **kwargs) @np.deprecate(old_name='frechet_l', message=_frechet_l_deprec_msg) def cdf(self, *args, **kwargs): return weibull_max_gen.cdf(self, *args, **kwargs) @np.deprecate(old_name='frechet_l', message=_frechet_l_deprec_msg) def entropy(self, *args, **kwargs): return weibull_max_gen.entropy(self, *args, **kwargs) @np.deprecate(old_name='frechet_l', message=_frechet_l_deprec_msg) def expect(self, *args, **kwargs): return weibull_max_gen.expect(self, *args, **kwargs) @np.deprecate(old_name='frechet_l', message=_frechet_l_deprec_msg) def fit(self, *args, **kwargs): return weibull_max_gen.fit(self, *args, **kwargs) @np.deprecate(old_name='frechet_l', message=_frechet_l_deprec_msg) def fit_loc_scale(self, *args, **kwargs): return weibull_max_gen.fit_loc_scale(self, *args, **kwargs) @np.deprecate(old_name='frechet_l', message=_frechet_l_deprec_msg) def freeze(self, *args, **kwargs): return weibull_max_gen.freeze(self, *args, **kwargs) @np.deprecate(old_name='frechet_l', message=_frechet_l_deprec_msg) def interval(self, *args, **kwargs): return weibull_max_gen.interval(self, *args, **kwargs) @np.deprecate(old_name='frechet_l', message=_frechet_l_deprec_msg) def isf(self, *args, **kwargs): return weibull_max_gen.isf(self, *args, **kwargs) @np.deprecate(old_name='frechet_l', message=_frechet_l_deprec_msg) def logcdf(self, *args, **kwargs): return weibull_max_gen.logcdf(self, *args, **kwargs) @np.deprecate(old_name='frechet_l', message=_frechet_l_deprec_msg) def logpdf(self, *args, **kwargs): return weibull_max_gen.logpdf(self, *args, **kwargs) @np.deprecate(old_name='frechet_l', message=_frechet_l_deprec_msg) def logsf(self, *args, **kwargs): return weibull_max_gen.logsf(self, *args, **kwargs) @np.deprecate(old_name='frechet_l', message=_frechet_l_deprec_msg) def mean(self, *args, **kwargs): return weibull_max_gen.mean(self, *args, **kwargs) @np.deprecate(old_name='frechet_l', message=_frechet_l_deprec_msg) def median(self, *args, **kwargs): return weibull_max_gen.median(self, *args, **kwargs) @np.deprecate(old_name='frechet_l', message=_frechet_l_deprec_msg) def moment(self, *args, **kwargs): return weibull_max_gen.moment(self, *args, **kwargs) @np.deprecate(old_name='frechet_l', message=_frechet_l_deprec_msg) def nnlf(self, *args, **kwargs): return weibull_max_gen.nnlf(self, *args, **kwargs) @np.deprecate(old_name='frechet_l', message=_frechet_l_deprec_msg) def pdf(self, *args, **kwargs): return weibull_max_gen.pdf(self, *args, **kwargs) @np.deprecate(old_name='frechet_l', message=_frechet_l_deprec_msg) def ppf(self, *args, **kwargs): return weibull_max_gen.ppf(self, *args, **kwargs) @np.deprecate(old_name='frechet_l', message=_frechet_l_deprec_msg) def rvs(self, *args, **kwargs): return weibull_max_gen.rvs(self, *args, **kwargs) @np.deprecate(old_name='frechet_l', message=_frechet_l_deprec_msg) def sf(self, *args, **kwargs): return weibull_max_gen.sf(self, *args, **kwargs) @np.deprecate(old_name='frechet_l', message=_frechet_l_deprec_msg) def stats(self, *args, **kwargs): return weibull_max_gen.stats(self, *args, **kwargs) @np.deprecate(old_name='frechet_l', message=_frechet_l_deprec_msg) def std(self, *args, **kwargs): return weibull_max_gen.std(self, *args, **kwargs) @np.deprecate(old_name='frechet_l', message=_frechet_l_deprec_msg) def var(self, *args, **kwargs): return weibull_max_gen.var(self, *args, **kwargs) frechet_l = frechet_l_gen(b=0.0, name='frechet_l') class genlogistic_gen(rv_continuous): r"""A generalized logistic continuous random variable. %(before_notes)s Notes ----- The probability density function for `genlogistic` is: .. math:: f(x, c) = c \frac{\exp(-x)} {(1 + \exp(-x))^{c+1}} for :math:`x > 0`, :math:`c > 0`. `genlogistic` takes ``c`` as a shape parameter for :math:`c`. %(after_notes)s %(example)s """ def _pdf(self, x, c): # genlogistic.pdf(x, c) = c * exp(-x) / (1 + exp(-x))**(c+1) return np.exp(self._logpdf(x, c)) def _logpdf(self, x, c): return np.log(c) - x - (c+1.0)*sc.log1p(np.exp(-x)) def _cdf(self, x, c): Cx = (1+np.exp(-x))**(-c) return Cx def _ppf(self, q, c): vals = -np.log(pow(q, -1.0/c)-1) return vals def _stats(self, c): mu = _EULER + sc.psi(c) mu2 = np.pi*np.pi/6.0 + sc.zeta(2, c) g1 = -2*sc.zeta(3, c) + 2*_ZETA3 g1 /= np.power(mu2, 1.5) g2 = np.pi**4/15.0 + 6*sc.zeta(4, c) g2 /= mu2**2.0 return mu, mu2, g1, g2 genlogistic = genlogistic_gen(name='genlogistic') class genpareto_gen(rv_continuous): r"""A generalized Pareto continuous random variable. %(before_notes)s Notes ----- The probability density function for `genpareto` is: .. math:: f(x, c) = (1 + c x)^{-1 - 1/c} defined for :math:`x \ge 0` if :math:`c \ge 0`, and for :math:`0 \le x \le -1/c` if :math:`c < 0`. `genpareto` takes ``c`` as a shape parameter for :math:`c`. For :math:`c=0`, `genpareto` reduces to the exponential distribution, `expon`: .. math:: f(x, 0) = \exp(-x) For :math:`c=-1`, `genpareto` is uniform on ``[0, 1]``: .. math:: f(x, -1) = 1 %(after_notes)s %(example)s """ def _argcheck(self, c): c = np.asarray(c) self.b = _lazywhere(c < 0, (c,), lambda c: -1. / c, np.inf) return True def _pdf(self, x, c): # genpareto.pdf(x, c) = (1 + c * x)**(-1 - 1/c) return np.exp(self._logpdf(x, c)) def _logpdf(self, x, c): return _lazywhere((x == x) & (c != 0), (x, c), lambda x, c: -sc.xlog1py(c + 1., c*x) / c, -x) def _cdf(self, x, c): return -sc.inv_boxcox1p(-x, -c) def _sf(self, x, c): return sc.inv_boxcox(-x, -c) def _logsf(self, x, c): return _lazywhere((x == x) & (c != 0), (x, c), lambda x, c: -sc.log1p(c*x) / c, -x) def _ppf(self, q, c): return -sc.boxcox1p(-q, -c) def _isf(self, q, c): return -sc.boxcox(q, -c) def _munp(self, n, c): def __munp(n, c): val = 0.0 k = np.arange(0, n + 1) for ki, cnk in zip(k, sc.comb(n, k)): val = val + cnk * (-1) ** ki / (1.0 - c * ki) return np.where(c * n < 1, val * (-1.0 / c) ** n, np.inf) return _lazywhere(c != 0, (c,), lambda c: __munp(n, c), sc.gamma(n + 1)) def _entropy(self, c): return 1. + c genpareto = genpareto_gen(a=0.0, name='genpareto') class genexpon_gen(rv_continuous): r"""A generalized exponential continuous random variable. %(before_notes)s Notes ----- The probability density function for `genexpon` is: .. math:: f(x, a, b, c) = (a + b (1 - \exp(-c x))) \exp(-a x - b x + \frac{b}{c} (1-\exp(-c x))) for :math:`x \ge 0`, :math:`a, b, c > 0`. `genexpon` takes :math:`a`, :math:`b` and :math:`c` as shape parameters. %(after_notes)s References ---------- H.K. Ryu, "An Extension of Marshall and Olkin's Bivariate Exponential Distribution", Journal of the American Statistical Association, 1993. N. Balakrishnan, "The Exponential Distribution: Theory, Methods and Applications", Asit P. Basu. %(example)s """ def _pdf(self, x, a, b, c): # genexpon.pdf(x, a, b, c) = (a + b * (1 - exp(-c*x))) * \ # exp(-a*x - b*x + b/c * (1-exp(-c*x))) return (a + b*(-sc.expm1(-c*x)))*np.exp((-a-b)*x + b*(-sc.expm1(-c*x))/c) def _cdf(self, x, a, b, c): return -sc.expm1((-a-b)*x + b*(-sc.expm1(-c*x))/c) def _logpdf(self, x, a, b, c): return np.log(a+b*(-sc.expm1(-c*x))) + (-a-b)*x+b*(-sc.expm1(-c*x))/c genexpon = genexpon_gen(a=0.0, name='genexpon') class genextreme_gen(rv_continuous): r"""A generalized extreme value continuous random variable. %(before_notes)s See Also -------- gumbel_r Notes ----- For :math:`c=0`, `genextreme` is equal to `gumbel_r`. The probability density function for `genextreme` is: .. math:: f(x, c) = \begin{cases} \exp(-\exp(-x)) \exp(-x) &\text{for } c = 0\\ \exp(-(1-c x)^{1/c}) (1-c x)^{1/c-1} &\text{for } x \le 1/c, c > 0 \end{cases} Note that several sources and software packages use the opposite convention for the sign of the shape parameter :math:`c`. `genextreme` takes ``c`` as a shape parameter for :math:`c`. %(after_notes)s %(example)s """ def _argcheck(self, c): self.b = np.where(c > 0, 1.0 / np.maximum(c, _XMIN), np.inf) self.a = np.where(c < 0, 1.0 / np.minimum(c, -_XMIN), -np.inf) return np.where(abs(c) == np.inf, 0, 1) def _loglogcdf(self, x, c): return _lazywhere((x == x) & (c != 0), (x, c), lambda x, c: sc.log1p(-c*x)/c, -x) def _pdf(self, x, c): # genextreme.pdf(x, c) = # exp(-exp(-x))*exp(-x), for c==0 # exp(-(1-c*x)**(1/c))*(1-c*x)**(1/c-1), for x \le 1/c, c > 0 return np.exp(self._logpdf(x, c)) def _logpdf(self, x, c): cx = _lazywhere((x == x) & (c != 0), (x, c), lambda x, c: c*x, 0.0) logex2 = sc.log1p(-cx) logpex2 = self._loglogcdf(x, c) pex2 = np.exp(logpex2) # Handle special cases np.putmask(logpex2, (c == 0) & (x == -np.inf), 0.0) logpdf = np.where((cx == 1) | (cx == -np.inf), -np.inf, -pex2+logpex2-logex2) np.putmask(logpdf, (c == 1) & (x == 1), 0.0) return logpdf def _logcdf(self, x, c): return -np.exp(self._loglogcdf(x, c)) def _cdf(self, x, c): return np.exp(self._logcdf(x, c)) def _sf(self, x, c): return -sc.expm1(self._logcdf(x, c)) def _ppf(self, q, c): x = -np.log(-np.log(q)) return _lazywhere((x == x) & (c != 0), (x, c), lambda x, c: -sc.expm1(-c * x) / c, x) def _isf(self, q, c): x = -np.log(-sc.log1p(-q)) return _lazywhere((x == x) & (c != 0), (x, c), lambda x, c: -sc.expm1(-c * x) / c, x) def _stats(self, c): g = lambda n: sc.gamma(n*c + 1) g1 = g(1) g2 = g(2) g3 = g(3) g4 = g(4) g2mg12 = np.where(abs(c) < 1e-7, (c*np.pi)**2.0/6.0, g2-g1**2.0) gam2k = np.where(abs(c) < 1e-7, np.pi**2.0/6.0, sc.expm1(sc.gammaln(2.0*c+1.0)-2*sc.gammaln(c + 1.0))/c**2.0) eps = 1e-14 gamk = np.where(abs(c) < eps, -_EULER, sc.expm1(sc.gammaln(c + 1))/c) m = np.where(c < -1.0, np.nan, -gamk) v = np.where(c < -0.5, np.nan, g1**2.0*gam2k) # skewness sk1 = _lazywhere(c >= -1./3, (c, g1, g2, g3, g2mg12), lambda c, g1, g2, g3, g2gm12: np.sign(c)*(-g3 + (g2 + 2*g2mg12)*g1)/g2mg12**1.5, fillvalue=np.nan) sk = np.where(abs(c) <= eps**0.29, 12*np.sqrt(6)*_ZETA3/np.pi**3, sk1) # kurtosis ku1 = _lazywhere(c >= -1./4, (g1, g2, g3, g4, g2mg12), lambda g1, g2, g3, g4, g2mg12: (g4 + (-4*g3 + 3*(g2 + g2mg12)*g1)*g1)/g2mg12**2, fillvalue=np.nan) ku = np.where(abs(c) <= (eps)**0.23, 12.0/5.0, ku1-3.0) return m, v, sk, ku def _fitstart(self, data): # This is better than the default shape of (1,). g = _skew(data) if g < 0: a = 0.5 else: a = -0.5 return super(genextreme_gen, self)._fitstart(data, args=(a,)) def _munp(self, n, c): k = np.arange(0, n+1) vals = 1.0/c**n * np.sum( sc.comb(n, k) * (-1)**k * sc.gamma(c*k + 1), axis=0) return np.where(c*n > -1, vals, np.inf) def _entropy(self, c): return _EULER*(1 - c) + 1 genextreme = genextreme_gen(name='genextreme') def _digammainv(y): # Inverse of the digamma function (real positive arguments only). # This function is used in the `fit` method of `gamma_gen`. # The function uses either optimize.fsolve or optimize.newton # to solve `sc.digamma(x) - y = 0`. There is probably room for # improvement, but currently it works over a wide range of y: # >>> y = 64*np.random.randn(1000000) # >>> y.min(), y.max() # (-311.43592651416662, 351.77388222276869) # x = [_digammainv(t) for t in y] # np.abs(sc.digamma(x) - y).max() # 1.1368683772161603e-13 # _em = 0.5772156649015328606065120 func = lambda x: sc.digamma(x) - y if y > -0.125: x0 = np.exp(y) + 0.5 if y < 10: # Some experimentation shows that newton reliably converges # must faster than fsolve in this y range. For larger y, # newton sometimes fails to converge. value = optimize.newton(func, x0, tol=1e-10) return value elif y > -3: x0 = np.exp(y/2.332) + 0.08661 else: x0 = 1.0 / (-y - _em) value, info, ier, mesg = optimize.fsolve(func, x0, xtol=1e-11, full_output=True) if ier != 1: raise RuntimeError("_digammainv: fsolve failed, y = %r" % y) return value[0] ## Gamma (Use MATLAB and MATHEMATICA (b=theta=scale, a=alpha=shape) definition) ## gamma(a, loc, scale) with a an integer is the Erlang distribution ## gamma(1, loc, scale) is the Exponential distribution ## gamma(df/2, 0, 2) is the chi2 distribution with df degrees of freedom. class gamma_gen(rv_continuous): r"""A gamma continuous random variable. %(before_notes)s See Also -------- erlang, expon Notes ----- The probability density function for `gamma` is: .. math:: f(x, a) = \frac{x^{a-1} \exp(-x)}{\Gamma(a)} for :math:`x \ge 0`, :math:`a > 0`. Here :math:`\Gamma(a)` refers to the gamma function. `gamma` takes ``a`` as a shape parameter for :math:`a`. When :math:`a` is an integer, `gamma` reduces to the Erlang distribution, and when :math:`a=1` to the exponential distribution. %(after_notes)s %(example)s """ def _rvs(self, a): return self._random_state.standard_gamma(a, self._size) def _pdf(self, x, a): # gamma.pdf(x, a) = x**(a-1) * exp(-x) / gamma(a) return np.exp(self._logpdf(x, a)) def _logpdf(self, x, a): return sc.xlogy(a-1.0, x) - x - sc.gammaln(a) def _cdf(self, x, a): return sc.gammainc(a, x) def _sf(self, x, a): return sc.gammaincc(a, x) def _ppf(self, q, a): return sc.gammaincinv(a, q) def _stats(self, a): return a, a, 2.0/np.sqrt(a), 6.0/a def _entropy(self, a): return sc.psi(a)*(1-a) + a + sc.gammaln(a) def _fitstart(self, data): # The skewness of the gamma distribution is `4 / np.sqrt(a)`. # We invert that to estimate the shape `a` using the skewness # of the data. The formula is regularized with 1e-8 in the # denominator to allow for degenerate data where the skewness # is close to 0. a = 4 / (1e-8 + _skew(data)**2) return super(gamma_gen, self)._fitstart(data, args=(a,)) @extend_notes_in_docstring(rv_continuous, notes="""\ When the location is fixed by using the argument `floc`, this function uses explicit formulas or solves a simpler numerical problem than the full ML optimization problem. So in that case, the `optimizer`, `loc` and `scale` arguments are ignored.\n\n""") def fit(self, data, *args, **kwds): f0 = (kwds.get('f0', None) or kwds.get('fa', None) or kwds.get('fix_a', None)) floc = kwds.get('floc', None) fscale = kwds.get('fscale', None) if floc is None: # loc is not fixed. Use the default fit method. return super(gamma_gen, self).fit(data, *args, **kwds) # Special case: loc is fixed. if f0 is not None and fscale is not None: # This check is for consistency with `rv_continuous.fit`. # Without this check, this function would just return the # parameters that were given. raise ValueError("All parameters fixed. There is nothing to " "optimize.") # Fixed location is handled by shifting the data. data = np.asarray(data) if np.any(data <= floc): raise FitDataError("gamma", lower=floc, upper=np.inf) if floc != 0: # Don't do the subtraction in-place, because `data` might be a # view of the input array. data = data - floc xbar = data.mean() # Three cases to handle: # * shape and scale both free # * shape fixed, scale free # * shape free, scale fixed if fscale is None: # scale is free if f0 is not None: # shape is fixed a = f0 else: # shape and scale are both free. # The MLE for the shape parameter `a` is the solution to: # np.log(a) - sc.digamma(a) - np.log(xbar) + # np.log(data.mean) = 0 s = np.log(xbar) - np.log(data).mean() func = lambda a: np.log(a) - sc.digamma(a) - s aest = (3-s + np.sqrt((s-3)**2 + 24*s)) / (12*s) xa = aest*(1-0.4) xb = aest*(1+0.4) a = optimize.brentq(func, xa, xb, disp=0) # The MLE for the scale parameter is just the data mean # divided by the shape parameter. scale = xbar / a else: # scale is fixed, shape is free # The MLE for the shape parameter `a` is the solution to: # sc.digamma(a) - np.log(data).mean() + np.log(fscale) = 0 c = np.log(data).mean() - np.log(fscale) a = _digammainv(c) scale = fscale return a, floc, scale gamma = gamma_gen(a=0.0, name='gamma') class erlang_gen(gamma_gen): """An Erlang continuous random variable. %(before_notes)s See Also -------- gamma Notes ----- The Erlang distribution is a special case of the Gamma distribution, with the shape parameter `a` an integer. Note that this restriction is not enforced by `erlang`. It will, however, generate a warning the first time a non-integer value is used for the shape parameter. Refer to `gamma` for examples. """ def _argcheck(self, a): allint = np.all(np.floor(a) == a) allpos = np.all(a > 0) if not allint: # An Erlang distribution shouldn't really have a non-integer # shape parameter, so warn the user. warnings.warn( 'The shape parameter of the erlang distribution ' 'has been given a non-integer value %r.' % (a,), RuntimeWarning) return allpos def _fitstart(self, data): # Override gamma_gen_fitstart so that an integer initial value is # used. (Also regularize the division, to avoid issues when # _skew(data) is 0 or close to 0.) a = int(4.0 / (1e-8 + _skew(data)**2)) return super(gamma_gen, self)._fitstart(data, args=(a,)) # Trivial override of the fit method, so we can monkey-patch its # docstring. def fit(self, data, *args, **kwds): return super(erlang_gen, self).fit(data, *args, **kwds) if fit.__doc__ is not None: fit.__doc__ = (rv_continuous.fit.__doc__ + """ Notes ----- The Erlang distribution is generally defined to have integer values for the shape parameter. This is not enforced by the `erlang` class. When fitting the distribution, it will generally return a non-integer value for the shape parameter. By using the keyword argument `f0=<integer>`, the fit method can be constrained to fit the data to a specific integer shape parameter. """) erlang = erlang_gen(a=0.0, name='erlang') class gengamma_gen(rv_continuous): r"""A generalized gamma continuous random variable. %(before_notes)s Notes ----- The probability density function for `gengamma` is: .. math:: f(x, a, c) = \frac{|c| x^{c a-1} \exp(-x^c)}{\Gamma(a)} for :math:`x \ge 0`, :math:`a > 0`, and :math:`c \ne 0`. :math:`\Gamma` is the gamma function (`scipy.special.gamma`). `gengamma` takes :math:`a` and :math:`c` as shape parameters. %(after_notes)s %(example)s """ def _argcheck(self, a, c): return (a > 0) & (c != 0) def _pdf(self, x, a, c): # gengamma.pdf(x, a, c) = abs(c) * x**(c*a-1) * exp(-x**c) / gamma(a) return np.exp(self._logpdf(x, a, c)) def _logpdf(self, x, a, c): return np.log(abs(c)) + sc.xlogy(c*a - 1, x) - x**c - sc.gammaln(a) def _cdf(self, x, a, c): xc = x**c val1 = sc.gammainc(a, xc) val2 = sc.gammaincc(a, xc) return np.where(c > 0, val1, val2) def _sf(self, x, a, c): xc = x**c val1 = sc.gammainc(a, xc) val2 = sc.gammaincc(a, xc) return np.where(c > 0, val2, val1) def _ppf(self, q, a, c): val1 = sc.gammaincinv(a, q) val2 = sc.gammainccinv(a, q) return np.where(c > 0, val1, val2)**(1.0/c) def _isf(self, q, a, c): val1 = sc.gammaincinv(a, q) val2 = sc.gammainccinv(a, q) return np.where(c > 0, val2, val1)**(1.0/c) def _munp(self, n, a, c): # Pochhammer symbol: sc.pocha,n) = gamma(a+n)/gamma(a) return sc.poch(a, n*1.0/c) def _entropy(self, a, c): val = sc.psi(a) return a*(1-val) + 1.0/c*val + sc.gammaln(a) - np.log(abs(c)) gengamma = gengamma_gen(a=0.0, name='gengamma') class genhalflogistic_gen(rv_continuous): r"""A generalized half-logistic continuous random variable. %(before_notes)s Notes ----- The probability density function for `genhalflogistic` is: .. math:: f(x, c) = \frac{2 (1 - c x)^{1/(c-1)}}{[1 + (1 - c x)^{1/c}]^2} for :math:`0 \le x \le 1/c`, and :math:`c > 0`. `genhalflogistic` takes ``c`` as a shape parameter for :math:`c`. %(after_notes)s %(example)s """ def _argcheck(self, c): self.b = 1.0 / c return c > 0 def _pdf(self, x, c): # genhalflogistic.pdf(x, c) = # 2 * (1-c*x)**(1/c-1) / (1+(1-c*x)**(1/c))**2 limit = 1.0/c tmp = np.asarray(1-c*x) tmp0 = tmp**(limit-1) tmp2 = tmp0*tmp return 2*tmp0 / (1+tmp2)**2 def _cdf(self, x, c): limit = 1.0/c tmp = np.asarray(1-c*x) tmp2 = tmp**(limit) return (1.0-tmp2) / (1+tmp2) def _ppf(self, q, c): return 1.0/c*(1-((1.0-q)/(1.0+q))**c) def _entropy(self, c): return 2 - (2*c+1)*np.log(2) genhalflogistic = genhalflogistic_gen(a=0.0, name='genhalflogistic') class gompertz_gen(rv_continuous): r"""A Gompertz (or truncated Gumbel) continuous random variable. %(before_notes)s Notes ----- The probability density function for `gompertz` is: .. math:: f(x, c) = c \exp(x) \exp(-c (e^x-1)) for :math:`x \ge 0`, :math:`c > 0`. `gompertz` takes ``c`` as a shape parameter for :math:`c`. %(after_notes)s %(example)s """ def _pdf(self, x, c): # gompertz.pdf(x, c) = c * exp(x) * exp(-c*(exp(x)-1)) return np.exp(self._logpdf(x, c)) def _logpdf(self, x, c): return np.log(c) + x - c * sc.expm1(x) def _cdf(self, x, c): return -sc.expm1(-c * sc.expm1(x)) def _ppf(self, q, c): return sc.log1p(-1.0 / c * sc.log1p(-q)) def _entropy(self, c): return 1.0 - np.log(c) - np.exp(c)*sc.expn(1, c) gompertz = gompertz_gen(a=0.0, name='gompertz') class gumbel_r_gen(rv_continuous): r"""A right-skewed Gumbel continuous random variable. %(before_notes)s See Also -------- gumbel_l, gompertz, genextreme Notes ----- The probability density function for `gumbel_r` is: .. math:: f(x) = \exp(-(x + e^{-x})) The Gumbel distribution is sometimes referred to as a type I Fisher-Tippett distribution. It is also related to the extreme value distribution, log-Weibull and Gompertz distributions. %(after_notes)s %(example)s """ def _pdf(self, x): # gumbel_r.pdf(x) = exp(-(x + exp(-x))) return np.exp(self._logpdf(x)) def _logpdf(self, x): return -x - np.exp(-x) def _cdf(self, x): return np.exp(-np.exp(-x)) def _logcdf(self, x): return -np.exp(-x) def _ppf(self, q): return -np.log(-np.log(q)) def _stats(self): return _EULER, np.pi*np.pi/6.0, 12*np.sqrt(6)/np.pi**3 * _ZETA3, 12.0/5 def _entropy(self): # https://en.wikipedia.org/wiki/Gumbel_distribution return _EULER + 1. gumbel_r = gumbel_r_gen(name='gumbel_r') class gumbel_l_gen(rv_continuous): r"""A left-skewed Gumbel continuous random variable. %(before_notes)s See Also -------- gumbel_r, gompertz, genextreme Notes ----- The probability density function for `gumbel_l` is: .. math:: f(x) = \exp(x - e^x) The Gumbel distribution is sometimes referred to as a type I Fisher-Tippett distribution. It is also related to the extreme value distribution, log-Weibull and Gompertz distributions. %(after_notes)s %(example)s """ def _pdf(self, x): # gumbel_l.pdf(x) = exp(x - exp(x)) return np.exp(self._logpdf(x)) def _logpdf(self, x): return x - np.exp(x) def _cdf(self, x): return -sc.expm1(-np.exp(x)) def _ppf(self, q): return np.log(-sc.log1p(-q)) def _logsf(self, x): return -np.exp(x) def _sf(self, x): return np.exp(-np.exp(x)) def _isf(self, x): return np.log(-np.log(x)) def _stats(self): return -_EULER, np.pi*np.pi/6.0, \ -12*np.sqrt(6)/np.pi**3 * _ZETA3, 12.0/5 def _entropy(self): return _EULER + 1. gumbel_l = gumbel_l_gen(name='gumbel_l') class halfcauchy_gen(rv_continuous): r"""A Half-Cauchy continuous random variable. %(before_notes)s Notes ----- The probability density function for `halfcauchy` is: .. math:: f(x) = \frac{2}{\pi (1 + x^2)} for :math:`x \ge 0`. %(after_notes)s %(example)s """ def _pdf(self, x): # halfcauchy.pdf(x) = 2 / (pi * (1 + x**2)) return 2.0/np.pi/(1.0+x*x) def _logpdf(self, x): return np.log(2.0/np.pi) - sc.log1p(x*x) def _cdf(self, x): return 2.0/np.pi*np.arctan(x) def _ppf(self, q): return np.tan(np.pi/2*q) def _stats(self): return np.inf, np.inf, np.nan, np.nan def _entropy(self): return np.log(2*np.pi) halfcauchy = halfcauchy_gen(a=0.0, name='halfcauchy') class halflogistic_gen(rv_continuous): r"""A half-logistic continuous random variable. %(before_notes)s Notes ----- The probability density function for `halflogistic` is: .. math:: f(x) = \frac{ 2 e^{-x} }{ (1+e^{-x})^2 } = \frac{1}{2} \text{sech}(x/2)^2 for :math:`x \ge 0`. %(after_notes)s %(example)s """ def _pdf(self, x): # halflogistic.pdf(x) = 2 * exp(-x) / (1+exp(-x))**2 # = 1/2 * sech(x/2)**2 return np.exp(self._logpdf(x)) def _logpdf(self, x): return np.log(2) - x - 2. * sc.log1p(np.exp(-x)) def _cdf(self, x): return np.tanh(x/2.0) def _ppf(self, q): return 2*np.arctanh(q) def _munp(self, n): if n == 1: return 2*np.log(2) if n == 2: return np.pi*np.pi/3.0 if n == 3: return 9*_ZETA3 if n == 4: return 7*np.pi**4 / 15.0 return 2*(1-pow(2.0, 1-n))*sc.gamma(n+1)*sc.zeta(n, 1) def _entropy(self): return 2-np.log(2) halflogistic = halflogistic_gen(a=0.0, name='halflogistic') class halfnorm_gen(rv_continuous): r"""A half-normal continuous random variable. %(before_notes)s Notes ----- The probability density function for `halfnorm` is: .. math:: f(x) = \sqrt{2/\pi} \exp(-x^2 / 2) for :math:`x > 0`. `halfnorm` is a special case of `chi` with ``df=1``. %(after_notes)s %(example)s """ def _rvs(self): return abs(self._random_state.standard_normal(size=self._size)) def _pdf(self, x): # halfnorm.pdf(x) = sqrt(2/pi) * exp(-x**2/2) return np.sqrt(2.0/np.pi)*np.exp(-x*x/2.0) def _logpdf(self, x): return 0.5 * np.log(2.0/np.pi) - x*x/2.0 def _cdf(self, x): return _norm_cdf(x)*2-1.0 def _ppf(self, q): return sc.ndtri((1+q)/2.0) def _stats(self): return (np.sqrt(2.0/np.pi), 1-2.0/np.pi, np.sqrt(2)*(4-np.pi)/(np.pi-2)**1.5, 8*(np.pi-3)/(np.pi-2)**2) def _entropy(self): return 0.5*np.log(np.pi/2.0)+0.5 halfnorm = halfnorm_gen(a=0.0, name='halfnorm') class hypsecant_gen(rv_continuous): r"""A hyperbolic secant continuous random variable. %(before_notes)s Notes ----- The probability density function for `hypsecant` is: .. math:: f(x) = \frac{1}{\pi} \text{sech}(x) for a real number :math:`x`. %(after_notes)s %(example)s """ def _pdf(self, x): # hypsecant.pdf(x) = 1/pi * sech(x) return 1.0/(np.pi*np.cosh(x)) def _cdf(self, x): return 2.0/np.pi*np.arctan(np.exp(x)) def _ppf(self, q): return np.log(np.tan(np.pi*q/2.0)) def _stats(self): return 0, np.pi*np.pi/4, 0, 2 def _entropy(self): return np.log(2*np.pi) hypsecant = hypsecant_gen(name='hypsecant') class gausshyper_gen(rv_continuous): r"""A Gauss hypergeometric continuous random variable. %(before_notes)s Notes ----- The probability density function for `gausshyper` is: .. math:: f(x, a, b, c, z) = C x^{a-1} (1-x)^{b-1} (1+zx)^{-c} for :math:`0 \le x \le 1`, :math:`a > 0`, :math:`b > 0`, and :math:`C = \frac{1}{B(a, b) F[2, 1](c, a; a+b; -z)}`. :math:`F[2, 1]` is the Gauss hypergeometric function `scipy.special.hyp2f1`. `gausshyper` takes :math:`a`, :math:`b`, :math:`c` and :math:`z` as shape parameters. %(after_notes)s %(example)s """ def _argcheck(self, a, b, c, z): return (a > 0) & (b > 0) & (c == c) & (z == z) def _pdf(self, x, a, b, c, z): # gausshyper.pdf(x, a, b, c, z) = # C * x**(a-1) * (1-x)**(b-1) * (1+z*x)**(-c) Cinv = sc.gamma(a)*sc.gamma(b)/sc.gamma(a+b)*sc.hyp2f1(c, a, a+b, -z) return 1.0/Cinv * x**(a-1.0) * (1.0-x)**(b-1.0) / (1.0+z*x)**c def _munp(self, n, a, b, c, z): fac = sc.beta(n+a, b) / sc.beta(a, b) num = sc.hyp2f1(c, a+n, a+b+n, -z) den = sc.hyp2f1(c, a, a+b, -z) return fac*num / den gausshyper = gausshyper_gen(a=0.0, b=1.0, name='gausshyper') class invgamma_gen(rv_continuous): r"""An inverted gamma continuous random variable. %(before_notes)s Notes ----- The probability density function for `invgamma` is: .. math:: f(x, a) = \frac{x^{-a-1}}{\Gamma(a)} \exp(-\frac{1}{x}) for :math:`x > 0`, :math:`a > 0`. :math:`\Gamma` is the gamma function (`scipy.special.gamma`). `invgamma` takes ``a`` as a shape parameter for :math:`a`. `invgamma` is a special case of `gengamma` with ``c=-1``. %(after_notes)s %(example)s """ _support_mask = rv_continuous._open_support_mask def _pdf(self, x, a): # invgamma.pdf(x, a) = x**(-a-1) / gamma(a) * exp(-1/x) return np.exp(self._logpdf(x, a)) def _logpdf(self, x, a): return -(a+1) * np.log(x) - sc.gammaln(a) - 1.0/x def _cdf(self, x, a): return sc.gammaincc(a, 1.0 / x) def _ppf(self, q, a): return 1.0 / sc.gammainccinv(a, q) def _sf(self, x, a): return sc.gammainc(a, 1.0 / x) def _isf(self, q, a): return 1.0 / sc.gammaincinv(a, q) def _stats(self, a, moments='mvsk'): m1 = _lazywhere(a > 1, (a,), lambda x: 1. / (x - 1.), np.inf) m2 = _lazywhere(a > 2, (a,), lambda x: 1. / (x - 1.)**2 / (x - 2.), np.inf) g1, g2 = None, None if 's' in moments: g1 = _lazywhere( a > 3, (a,), lambda x: 4. * np.sqrt(x - 2.) / (x - 3.), np.nan) if 'k' in moments: g2 = _lazywhere( a > 4, (a,), lambda x: 6. * (5. * x - 11.) / (x - 3.) / (x - 4.), np.nan) return m1, m2, g1, g2 def _entropy(self, a): return a - (a+1.0) * sc.psi(a) + sc.gammaln(a) invgamma = invgamma_gen(a=0.0, name='invgamma') # scale is gamma from DATAPLOT and B from Regress class invgauss_gen(rv_continuous): r"""An inverse Gaussian continuous random variable. %(before_notes)s Notes ----- The probability density function for `invgauss` is: .. math:: f(x, \mu) = \frac{1}{\sqrt{2 \pi x^3}} \exp(-\frac{(x-\mu)^2}{2 x \mu^2}) for :math:`x > 0` and :math:`\mu > 0`. `invgauss` takes ``mu`` as a shape parameter for :math:`\mu`. %(after_notes)s When :math:`\mu` is too small, evaluating the cumulative distribution function will be inaccurate due to ``cdf(mu -> 0) = inf * 0``. NaNs are returned for :math:`\mu \le 0.0028`. %(example)s """ _support_mask = rv_continuous._open_support_mask def _rvs(self, mu): return self._random_state.wald(mu, 1.0, size=self._size) def _pdf(self, x, mu): # invgauss.pdf(x, mu) = # 1 / sqrt(2*pi*x**3) * exp(-(x-mu)**2/(2*x*mu**2)) return 1.0/np.sqrt(2*np.pi*x**3.0)*np.exp(-1.0/(2*x)*((x-mu)/mu)**2) def _logpdf(self, x, mu): return -0.5*np.log(2*np.pi) - 1.5*np.log(x) - ((x-mu)/mu)**2/(2*x) def _cdf(self, x, mu): fac = np.sqrt(1.0/x) # Numerical accuracy for small `mu` is bad. See #869. C1 = _norm_cdf(fac*(x-mu)/mu) C1 += np.exp(1.0/mu) * _norm_cdf(-fac*(x+mu)/mu) * np.exp(1.0/mu) return C1 def _stats(self, mu): return mu, mu**3.0, 3*np.sqrt(mu), 15*mu invgauss = invgauss_gen(a=0.0, name='invgauss') class norminvgauss_gen(rv_continuous): r"""A Normal Inverse Gaussian continuous random variable. %(before_notes)s Notes ----- The probability density function for `norminvgauss` is: .. math:: f(x, a, b) = (a \exp(\sqrt{a^2 - b^2} + b x)) / (\pi \sqrt{1 + x^2} \, K_1(a \sqrt{1 + x^2})) where `x` is a real number, the parameter `a` is the tail heaviness and `b` is the asymmetry parameter satisfying `a > 0` and `abs(b) <= a`. :math:`K_1` is the modified Bessel function of second kind (`scipy.special.k1`). %(after_notes)s A normal inverse Gaussian random variable `Y` with parameters `a` and `b` can be expressed as a normal mean-variance mixture: `Y = b * V + sqrt(V) * X` where `X` is `norm(0,1)` and `V` is `invgauss(mu=1/sqrt(a**2 - b**2))`. This representation is used to generate random variates. References ---------- O. Barndorff-Nielsen, "Hyperbolic Distributions and Distributions on Hyperbolae", Scandinavian Journal of Statistics, Vol. 5(3), pp. 151-157, 1978. O. Barndorff-Nielsen, "Normal Inverse Gaussian Distributions and Stochastic Volatility Modelling", Scandinavian Journal of Statistics, Vol. 24, pp. 1–13, 1997. %(example)s """ _support_mask = rv_continuous._open_support_mask def _argcheck(self, a, b): return (a > 0) & (np.absolute(b) < a) def _pdf(self, x, a, b): gamma = np.sqrt(a**2 - b**2) fac1 = a / np.pi * np.exp(gamma) sq = np.hypot(1, x) # reduce overflows return fac1 * sc.k1e(a * sq) * np.exp(b*x - a*sq) / sq def _rvs(self, a, b): # note: X = b * V + sqrt(V) * X is norminvgaus(a,b) if X is standard # normal and V is invgauss(mu=1/sqrt(a**2 - b**2)) gamma = np.sqrt(a**2 - b**2) sz, rndm = self._size, self._random_state ig = invgauss.rvs(mu=1/gamma, size=sz, random_state=rndm) return b * ig + np.sqrt(ig) * norm.rvs(size=sz, random_state=rndm) def _stats(self, a, b): gamma = np.sqrt(a**2 - b**2) mean = b / gamma variance = a**2 / gamma**3 skewness = 3.0 * b / (a * np.sqrt(gamma)) kurtosis = 3.0 * (1 + 4 * b**2 / a**2) / gamma return mean, variance, skewness, kurtosis norminvgauss = norminvgauss_gen(name="norminvgauss") class invweibull_gen(rv_continuous): r"""An inverted Weibull continuous random variable. This distribution is also known as the Fréchet distribution or the type II extreme value distribution. %(before_notes)s Notes ----- The probability density function for `invweibull` is: .. math:: f(x, c) = c x^{-c-1} \exp(-x^{-c}) for :math:`x > 0`, :math:`c > 0`. `invweibull` takes ``c`` as a shape parameter for :math:`c`. %(after_notes)s References ---------- F.R.S. de Gusmao, E.M.M Ortega and G.M. Cordeiro, "The generalized inverse Weibull distribution", Stat. Papers, vol. 52, pp. 591-619, 2011. %(example)s """ _support_mask = rv_continuous._open_support_mask def _pdf(self, x, c): # invweibull.pdf(x, c) = c * x**(-c-1) * exp(-x**(-c)) xc1 = np.power(x, -c - 1.0) xc2 = np.power(x, -c) xc2 = np.exp(-xc2) return c * xc1 * xc2 def _cdf(self, x, c): xc1 = np.power(x, -c) return np.exp(-xc1) def _ppf(self, q, c): return np.power(-np.log(q), -1.0/c) def _munp(self, n, c): return sc.gamma(1 - n / c) def _entropy(self, c): return 1+_EULER + _EULER / c - np.log(c) invweibull = invweibull_gen(a=0, name='invweibull') class johnsonsb_gen(rv_continuous): r"""A Johnson SB continuous random variable. %(before_notes)s See Also -------- johnsonsu Notes ----- The probability density function for `johnsonsb` is: .. math:: f(x, a, b) = \frac{b}{x(1-x)} \phi(a + b \log \frac{x}{1-x} ) for :math:`0 < x < 1` and :math:`a, b > 0`, and :math:`\phi` is the normal pdf. `johnsonsb` takes :math:`a` and :math:`b` as shape parameters. %(after_notes)s %(example)s """ _support_mask = rv_continuous._open_support_mask def _argcheck(self, a, b): return (b > 0) & (a == a) def _pdf(self, x, a, b): # johnsonsb.pdf(x, a, b) = b / (x*(1-x)) * phi(a + b * log(x/(1-x))) trm = _norm_pdf(a + b*np.log(x/(1.0-x))) return b*1.0/(x*(1-x))*trm def _cdf(self, x, a, b): return _norm_cdf(a + b*np.log(x/(1.0-x))) def _ppf(self, q, a, b): return 1.0 / (1 + np.exp(-1.0 / b * (_norm_ppf(q) - a))) johnsonsb = johnsonsb_gen(a=0.0, b=1.0, name='johnsonsb') class johnsonsu_gen(rv_continuous): r"""A Johnson SU continuous random variable. %(before_notes)s See Also -------- johnsonsb Notes ----- The probability density function for `johnsonsu` is: .. math:: f(x, a, b) = \frac{b}{\sqrt{x^2 + 1}} \phi(a + b \log(x + \sqrt{x^2 + 1})) for all :math:`x, a, b > 0`, and :math:`\phi` is the normal pdf. `johnsonsu` takes :math:`a` and :math:`b` as shape parameters. %(after_notes)s %(example)s """ def _argcheck(self, a, b): return (b > 0) & (a == a) def _pdf(self, x, a, b): # johnsonsu.pdf(x, a, b) = b / sqrt(x**2 + 1) * # phi(a + b * log(x + sqrt(x**2 + 1))) x2 = x*x trm = _norm_pdf(a + b * np.log(x + np.sqrt(x2+1))) return b*1.0/np.sqrt(x2+1.0)*trm def _cdf(self, x, a, b): return _norm_cdf(a + b * np.log(x + np.sqrt(x*x + 1))) def _ppf(self, q, a, b): return np.sinh((_norm_ppf(q) - a) / b) johnsonsu = johnsonsu_gen(name='johnsonsu') class laplace_gen(rv_continuous): r"""A Laplace continuous random variable. %(before_notes)s Notes ----- The probability density function for `laplace` is .. math:: f(x) = \frac{1}{2} \exp(-|x|) for a real number :math:`x`. %(after_notes)s %(example)s """ def _rvs(self): return self._random_state.laplace(0, 1, size=self._size) def _pdf(self, x): # laplace.pdf(x) = 1/2 * exp(-abs(x)) return 0.5*np.exp(-abs(x)) def _cdf(self, x): return np.where(x > 0, 1.0-0.5*np.exp(-x), 0.5*np.exp(x)) def _ppf(self, q): return np.where(q > 0.5, -np.log(2*(1-q)), np.log(2*q)) def _stats(self): return 0, 2, 0, 3 def _entropy(self): return np.log(2)+1 laplace = laplace_gen(name='laplace') class levy_gen(rv_continuous): r"""A Levy continuous random variable. %(before_notes)s See Also -------- levy_stable, levy_l Notes ----- The probability density function for `levy` is: .. math:: f(x) = \frac{1}{\sqrt{2\pi x^3}} \exp\left(-\frac{1}{2x}\right) for :math:`x > 0`. This is the same as the Levy-stable distribution with :math:`a=1/2` and :math:`b=1`. %(after_notes)s %(example)s """ _support_mask = rv_continuous._open_support_mask def _pdf(self, x): # levy.pdf(x) = 1 / (x * sqrt(2*pi*x)) * exp(-1/(2*x)) return 1 / np.sqrt(2*np.pi*x) / x * np.exp(-1/(2*x)) def _cdf(self, x): # Equivalent to 2*norm.sf(np.sqrt(1/x)) return sc.erfc(np.sqrt(0.5 / x)) def _ppf(self, q): # Equivalent to 1.0/(norm.isf(q/2)**2) or 0.5/(erfcinv(q)**2) val = -sc.ndtri(q/2) return 1.0 / (val * val) def _stats(self): return np.inf, np.inf, np.nan, np.nan levy = levy_gen(a=0.0, name="levy") class levy_l_gen(rv_continuous): r"""A left-skewed Levy continuous random variable. %(before_notes)s See Also -------- levy, levy_stable Notes ----- The probability density function for `levy_l` is: .. math:: f(x) = \frac{1}{|x| \sqrt{2\pi |x|}} \exp{ \left(-\frac{1}{2|x|} \right)} for :math:`x < 0`. This is the same as the Levy-stable distribution with :math:`a=1/2` and :math:`b=-1`. %(after_notes)s %(example)s """ _support_mask = rv_continuous._open_support_mask def _pdf(self, x): # levy_l.pdf(x) = 1 / (abs(x) * sqrt(2*pi*abs(x))) * exp(-1/(2*abs(x))) ax = abs(x) return 1/np.sqrt(2*np.pi*ax)/ax*np.exp(-1/(2*ax)) def _cdf(self, x): ax = abs(x) return 2 * _norm_cdf(1 / np.sqrt(ax)) - 1 def _ppf(self, q): val = _norm_ppf((q + 1.0) / 2) return -1.0 / (val * val) def _stats(self): return np.inf, np.inf, np.nan, np.nan levy_l = levy_l_gen(b=0.0, name="levy_l") class levy_stable_gen(rv_continuous): r"""A Levy-stable continuous random variable. %(before_notes)s See Also -------- levy, levy_l Notes ----- The distribution for `levy_stable` has characteristic function: .. math:: \varphi(t, \alpha, \beta, c, \mu) = e^{it\mu -|ct|^{\alpha}(1-i\beta \operatorname{sign}(t)\Phi(\alpha, t))} where: .. math:: \Phi = \begin{cases} \tan \left({\frac {\pi \alpha }{2}}\right)&\alpha \neq 1\\ -{\frac {2}{\pi }}\log |t|&\alpha =1 \end{cases} The probability density function for `levy_stable` is: .. math:: f(x) = \frac{1}{2\pi}\int_{-\infty}^\infty \varphi(t)e^{-ixt}\,dt where :math:`-\infty < t < \infty`. This integral does not have a known closed form. For evaluation of pdf we use either Zolotarev :math:`S_0` parameterization with integration, direct integration of standard parameterization of characteristic function or FFT of characteristic function. If set to other than None and if number of points is greater than ``levy_stable.pdf_fft_min_points_threshold`` (defaults to None) we use FFT otherwise we use one of the other methods. The default method is 'best' which uses Zolotarev's method if alpha = 1 and integration of characteristic function otherwise. The default method can be changed by setting ``levy_stable.pdf_default_method`` to either 'zolotarev', 'quadrature' or 'best'. To increase accuracy of FFT calculation one can specify ``levy_stable.pdf_fft_grid_spacing`` (defaults to 0.001) and ``pdf_fft_n_points_two_power`` (defaults to a value that covers the input range * 4). Setting ``pdf_fft_n_points_two_power`` to 16 should be sufficiently accurate in most cases at the expense of CPU time. For evaluation of cdf we use Zolatarev :math:`S_0` parameterization with integration or integral of the pdf FFT interpolated spline. The settings affecting FFT calculation are the same as for pdf calculation. Setting the threshold to ``None`` (default) will disable FFT. For cdf calculations the Zolatarev method is superior in accuracy, so FFT is disabled by default. Fitting estimate uses quantile estimation method in [MC]. MLE estimation of parameters in fit method uses this quantile estimate initially. Note that MLE doesn't always converge if using FFT for pdf calculations; so it's best that ``pdf_fft_min_points_threshold`` is left unset. .. warning:: For pdf calculations implementation of Zolatarev is unstable for values where alpha = 1 and beta != 0. In this case the quadrature method is recommended. FFT calculation is also considered experimental. For cdf calculations FFT calculation is considered experimental. Use Zolatarev's method instead (default). %(after_notes)s References ---------- .. [MC] McCulloch, J., 1986. Simple consistent estimators of stable distribution parameters. Communications in Statistics - Simulation and Computation 15, 11091136. .. [MS] Mittnik, S.T. Rachev, T. Doganoglu, D. Chenyao, 1999. Maximum likelihood estimation of stable Paretian models, Mathematical and Computer Modelling, Volume 29, Issue 10, 1999, Pages 275-293. .. [BS] Borak, S., Hardle, W., Rafal, W. 2005. Stable distributions, Economic Risk. %(example)s """ def _rvs(self, alpha, beta): def alpha1func(alpha, beta, TH, aTH, bTH, cosTH, tanTH, W): return (2/np.pi*(np.pi/2 + bTH)*tanTH - beta*np.log((np.pi/2*W*cosTH)/(np.pi/2 + bTH))) def beta0func(alpha, beta, TH, aTH, bTH, cosTH, tanTH, W): return (W/(cosTH/np.tan(aTH) + np.sin(TH)) * ((np.cos(aTH) + np.sin(aTH)*tanTH)/W)**(1.0/alpha)) def otherwise(alpha, beta, TH, aTH, bTH, cosTH, tanTH, W): # alpha is not 1 and beta is not 0 val0 = beta*np.tan(np.pi*alpha/2) th0 = np.arctan(val0)/alpha val3 = W/(cosTH/np.tan(alpha*(th0 + TH)) + np.sin(TH)) res3 = val3*((np.cos(aTH) + np.sin(aTH)*tanTH - val0*(np.sin(aTH) - np.cos(aTH)*tanTH))/W)**(1.0/alpha) return res3 def alphanot1func(alpha, beta, TH, aTH, bTH, cosTH, tanTH, W): res = _lazywhere(beta == 0, (alpha, beta, TH, aTH, bTH, cosTH, tanTH, W), beta0func, f2=otherwise) return res sz = self._size alpha = broadcast_to(alpha, sz) beta = broadcast_to(beta, sz) TH = uniform.rvs(loc=-np.pi/2.0, scale=np.pi, size=sz, random_state=self._random_state) W = expon.rvs(size=sz, random_state=self._random_state) aTH = alpha*TH bTH = beta*TH cosTH = np.cos(TH) tanTH = np.tan(TH) res = _lazywhere(alpha == 1, (alpha, beta, TH, aTH, bTH, cosTH, tanTH, W), alpha1func, f2=alphanot1func) return res def _argcheck(self, alpha, beta): return (alpha > 0) & (alpha <= 2) & (beta <= 1) & (beta >= -1) @staticmethod def _cf(t, alpha, beta): Phi = lambda alpha, t: np.tan(np.pi*alpha/2) if alpha != 1 else -2.0*np.log(np.abs(t))/np.pi return np.exp(-(np.abs(t)**alpha)*(1-1j*beta*np.sign(t)*Phi(alpha, t))) @staticmethod def _pdf_from_cf_with_fft(cf, h=0.01, q=9): """Calculates pdf from cf using fft. Using region around 0 with N=2**q points separated by distance h. As suggested by [MS]. """ N = 2**q n = np.arange(1,N+1) density = ((-1)**(n-1-N/2))*np.fft.fft(((-1)**(n-1))*cf(2*np.pi*(n-1-N/2)/h/N))/h/N x = (n-1-N/2)*h return (x, density) @staticmethod def _pdf_single_value_best(x, alpha, beta): if alpha != 1. or (alpha == 1. and beta == 0.): return levy_stable_gen._pdf_single_value_zolotarev(x, alpha, beta) else: return levy_stable_gen._pdf_single_value_cf_integrate(x, alpha, beta) @staticmethod def _pdf_single_value_cf_integrate(x, alpha, beta): cf = lambda t: levy_stable_gen._cf(t, alpha, beta) return integrate.quad(lambda t: np.real(np.exp(-1j*t*x)*cf(t)), -np.inf, np.inf, limit=1000)[0]/np.pi/2 @staticmethod def _pdf_single_value_zolotarev(x, alpha, beta): """Calculate pdf using Zolotarev's methods as detailed in [BS]. """ zeta = -beta*np.tan(np.pi*alpha/2.) if alpha != 1: x0 = x + zeta # convert to S_0 parameterization xi = np.arctan(-zeta)/alpha def V(theta): return np.cos(alpha*xi)**(1/(alpha-1)) * \ (np.cos(theta)/np.sin(alpha*(xi+theta)))**(alpha/(alpha-1)) * \ (np.cos(alpha*xi+(alpha-1)*theta)/np.cos(theta)) if x0 > zeta: def g(theta): return V(theta)*np.real(np.complex(x0-zeta)**(alpha/(alpha-1))) def f(theta): return g(theta) * np.exp(-g(theta)) # spare calculating integral on null set # use isclose as macos has fp differences if np.isclose(-xi, np.pi/2, rtol=1e-014, atol=1e-014): return 0. with np.errstate(all="ignore"): intg_max = optimize.minimize_scalar(lambda theta: -f(theta), bounds=[-xi, np.pi/2]) intg_kwargs = {} # windows quadpack less forgiving with points out of bounds if intg_max.success and not np.isnan(intg_max.fun)\ and intg_max.x > -xi and intg_max.x < np.pi/2: intg_kwargs["points"] = [intg_max.x] intg = integrate.quad(f, -xi, np.pi/2, **intg_kwargs)[0] return alpha * intg / np.pi / np.abs(alpha-1) / (x0-zeta) elif x0 == zeta: return sc.gamma(1+1/alpha)*np.cos(xi)/np.pi/((1+zeta**2)**(1/alpha/2)) else: return levy_stable_gen._pdf_single_value_zolotarev(-x, alpha, -beta) else: # since location zero, no need to reposition x for S_0 parameterization xi = np.pi/2 if beta != 0: warnings.warn('Density calculation unstable for alpha=1 and beta!=0.' + ' Use quadrature method instead.', RuntimeWarning) def V(theta): expr_1 = np.pi/2+beta*theta return 2. * expr_1 * np.exp(expr_1*np.tan(theta)/beta) / np.cos(theta) / np.pi def g(theta): return np.exp(-np.pi * x / 2. / beta) * V(theta) def f(theta): return g(theta) * np.exp(-g(theta)) with np.errstate(all="ignore"): intg_max = optimize.minimize_scalar(lambda theta: -f(theta), bounds=[-np.pi/2, np.pi/2]) intg = integrate.fixed_quad(f, -np.pi/2, intg_max.x)[0] + integrate.fixed_quad(f, intg_max.x, np.pi/2)[0] return intg / np.abs(beta) / 2. else: return 1/(1+x**2)/np.pi @staticmethod def _cdf_single_value_zolotarev(x, alpha, beta): """Calculate cdf using Zolotarev's methods as detailed in [BS]. """ zeta = -beta*np.tan(np.pi*alpha/2.) if alpha != 1: x0 = x + zeta # convert to S_0 parameterization xi = np.arctan(-zeta)/alpha def V(theta): return np.cos(alpha*xi)**(1/(alpha-1)) * \ (np.cos(theta)/np.sin(alpha*(xi+theta)))**(alpha/(alpha-1)) * \ (np.cos(alpha*xi+(alpha-1)*theta)/np.cos(theta)) if x0 > zeta: c_1 = 1 if alpha > 1 else .5 - xi/np.pi def f(theta): return np.exp(-V(theta)*np.real(np.complex(x0-zeta)**(alpha/(alpha-1)))) with np.errstate(all="ignore"): # spare calculating integral on null set # use isclose as macos has fp differences if np.isclose(-xi, np.pi/2, rtol=1e-014, atol=1e-014): intg = 0 else: intg = integrate.quad(f, -xi, np.pi/2)[0] return c_1 + np.sign(1-alpha) * intg / np.pi elif x0 == zeta: return .5 - xi/np.pi else: return 1 - levy_stable_gen._cdf_single_value_zolotarev(-x, alpha, -beta) else: # since location zero, no need to reposition x for S_0 parameterization xi = np.pi/2 if beta > 0: def V(theta): expr_1 = np.pi/2+beta*theta return 2. * expr_1 * np.exp(expr_1*np.tan(theta)/beta) / np.cos(theta) / np.pi with np.errstate(all="ignore"): expr_1 = np.exp(-np.pi*x/beta/2.) int_1 = integrate.quad(lambda theta: np.exp(-expr_1 * V(theta)), -np.pi/2, np.pi/2)[0] return int_1 / np.pi elif beta == 0: return .5 + np.arctan(x)/np.pi else: return 1 - levy_stable_gen._cdf_single_value_zolotarev(-x, 1, -beta) def _pdf(self, x, alpha, beta): x = np.asarray(x).reshape(1, -1)[0,:] x, alpha, beta = np.broadcast_arrays(x, alpha, beta) data_in = np.dstack((x, alpha, beta))[0] data_out = np.empty(shape=(len(data_in),1)) pdf_default_method_name = getattr(self, 'pdf_default_method', 'best') if pdf_default_method_name == 'best': pdf_single_value_method = levy_stable_gen._pdf_single_value_best elif pdf_default_method_name == 'zolotarev': pdf_single_value_method = levy_stable_gen._pdf_single_value_zolotarev else: pdf_single_value_method = levy_stable_gen._pdf_single_value_cf_integrate fft_min_points_threshold = getattr(self, 'pdf_fft_min_points_threshold', None) fft_grid_spacing = getattr(self, 'pdf_fft_grid_spacing', 0.001) fft_n_points_two_power = getattr(self, 'pdf_fft_n_points_two_power', None) # group data in unique arrays of alpha, beta pairs uniq_param_pairs = np.vstack({tuple(row) for row in data_in[:,1:]}) for pair in uniq_param_pairs: data_mask = np.all(data_in[:,1:] == pair, axis=-1) data_subset = data_in[data_mask] if fft_min_points_threshold is None or len(data_subset) < fft_min_points_threshold: data_out[data_mask] = np.array([pdf_single_value_method(_x, _alpha, _beta) for _x, _alpha, _beta in data_subset]).reshape(len(data_subset), 1) else: warnings.warn('Density calculations experimental for FFT method.' + ' Use combination of zolatarev and quadrature methods instead.', RuntimeWarning) _alpha, _beta = pair _x = data_subset[:,(0,)] # need enough points to "cover" _x for interpolation h = fft_grid_spacing q = np.ceil(np.log(2*np.max(np.abs(_x))/h)/np.log(2)) + 2 if fft_n_points_two_power is None else int(fft_n_points_two_power) density_x, density = levy_stable_gen._pdf_from_cf_with_fft(lambda t: levy_stable_gen._cf(t, _alpha, _beta), h=h, q=q) f = interpolate.interp1d(density_x, np.real(density)) data_out[data_mask] = f(_x) return data_out.T[0] def _cdf(self, x, alpha, beta): x = np.asarray(x).reshape(1, -1)[0,:] x, alpha, beta = np.broadcast_arrays(x, alpha, beta) data_in = np.dstack((x, alpha, beta))[0] data_out = np.empty(shape=(len(data_in),1)) fft_min_points_threshold = getattr(self, 'pdf_fft_min_points_threshold', None) fft_grid_spacing = getattr(self, 'pdf_fft_grid_spacing', 0.001) fft_n_points_two_power = getattr(self, 'pdf_fft_n_points_two_power', None) # group data in unique arrays of alpha, beta pairs uniq_param_pairs = np.vstack({tuple(row) for row in data_in[:,1:]}) for pair in uniq_param_pairs: data_mask = np.all(data_in[:,1:] == pair, axis=-1) data_subset = data_in[data_mask] if fft_min_points_threshold is None or len(data_subset) < fft_min_points_threshold: data_out[data_mask] = np.array([levy_stable._cdf_single_value_zolotarev(_x, _alpha, _beta) for _x, _alpha, _beta in data_subset]).reshape(len(data_subset), 1) else: warnings.warn('Cumulative density calculations experimental for FFT method.' + ' Use zolatarev method instead.', RuntimeWarning) _alpha, _beta = pair _x = data_subset[:,(0,)] # need enough points to "cover" _x for interpolation h = fft_grid_spacing q = 16 if fft_n_points_two_power is None else int(fft_n_points_two_power) density_x, density = levy_stable_gen._pdf_from_cf_with_fft(lambda t: levy_stable_gen._cf(t, _alpha, _beta), h=h, q=q) f = interpolate.InterpolatedUnivariateSpline(density_x, np.real(density)) data_out[data_mask] = np.array([f.integral(self.a, x_1) for x_1 in _x]).reshape(data_out[data_mask].shape) return data_out.T[0] def _fitstart(self, data): # We follow McCullock 1986 method - Simple Consistent Estimators # of Stable Distribution Parameters # Table III and IV nu_alpha_range = [2.439, 2.5, 2.6, 2.7, 2.8, 3, 3.2, 3.5, 4, 5, 6, 8, 10, 15, 25] nu_beta_range = [0, 0.1, 0.2, 0.3, 0.5, 0.7, 1] # table III - alpha = psi_1(nu_alpha, nu_beta) alpha_table = [ [2.000, 2.000, 2.000, 2.000, 2.000, 2.000, 2.000], [1.916, 1.924, 1.924, 1.924, 1.924, 1.924, 1.924], [1.808, 1.813, 1.829, 1.829, 1.829, 1.829, 1.829], [1.729, 1.730, 1.737, 1.745, 1.745, 1.745, 1.745], [1.664, 1.663, 1.663, 1.668, 1.676, 1.676, 1.676], [1.563, 1.560, 1.553, 1.548, 1.547, 1.547, 1.547], [1.484, 1.480, 1.471, 1.460, 1.448, 1.438, 1.438], [1.391, 1.386, 1.378, 1.364, 1.337, 1.318, 1.318], [1.279, 1.273, 1.266, 1.250, 1.210, 1.184, 1.150], [1.128, 1.121, 1.114, 1.101, 1.067, 1.027, 0.973], [1.029, 1.021, 1.014, 1.004, 0.974, 0.935, 0.874], [0.896, 0.892, 0.884, 0.883, 0.855, 0.823, 0.769], [0.818, 0.812, 0.806, 0.801, 0.780, 0.756, 0.691], [0.698, 0.695, 0.692, 0.689, 0.676, 0.656, 0.597], [0.593, 0.590, 0.588, 0.586, 0.579, 0.563, 0.513]] # table IV - beta = psi_2(nu_alpha, nu_beta) beta_table = [ [0, 2.160, 1.000, 1.000, 1.000, 1.000, 1.000], [0, 1.592, 3.390, 1.000, 1.000, 1.000, 1.000], [0, 0.759, 1.800, 1.000, 1.000, 1.000, 1.000], [0, 0.482, 1.048, 1.694, 1.000, 1.000, 1.000], [0, 0.360, 0.760, 1.232, 2.229, 1.000, 1.000], [0, 0.253, 0.518, 0.823, 1.575, 1.000, 1.000], [0, 0.203, 0.410, 0.632, 1.244, 1.906, 1.000], [0, 0.165, 0.332, 0.499, 0.943, 1.560, 1.000], [0, 0.136, 0.271, 0.404, 0.689, 1.230, 2.195], [0, 0.109, 0.216, 0.323, 0.539, 0.827, 1.917], [0, 0.096, 0.190, 0.284, 0.472, 0.693, 1.759], [0, 0.082, 0.163, 0.243, 0.412, 0.601, 1.596], [0, 0.074, 0.147, 0.220, 0.377, 0.546, 1.482], [0, 0.064, 0.128, 0.191, 0.330, 0.478, 1.362], [0, 0.056, 0.112, 0.167, 0.285, 0.428, 1.274]] # Table V and VII alpha_range = [2, 1.9, 1.8, 1.7, 1.6, 1.5, 1.4, 1.3, 1.2, 1.1, 1, 0.9, 0.8, 0.7, 0.6, 0.5] beta_range = [0, 0.25, 0.5, 0.75, 1] # Table V - nu_c = psi_3(alpha, beta) nu_c_table = [ [1.908, 1.908, 1.908, 1.908, 1.908], [1.914, 1.915, 1.916, 1.918, 1.921], [1.921, 1.922, 1.927, 1.936, 1.947], [1.927, 1.930, 1.943, 1.961, 1.987], [1.933, 1.940, 1.962, 1.997, 2.043], [1.939, 1.952, 1.988, 2.045, 2.116], [1.946, 1.967, 2.022, 2.106, 2.211], [1.955, 1.984, 2.067, 2.188, 2.333], [1.965, 2.007, 2.125, 2.294, 2.491], [1.980, 2.040, 2.205, 2.435, 2.696], [2.000, 2.085, 2.311, 2.624, 2.973], [2.040, 2.149, 2.461, 2.886, 3.356], [2.098, 2.244, 2.676, 3.265, 3.912], [2.189, 2.392, 3.004, 3.844, 4.775], [2.337, 2.634, 3.542, 4.808, 6.247], [2.588, 3.073, 4.534, 6.636, 9.144]] # Table VII - nu_zeta = psi_5(alpha, beta) nu_zeta_table = [ [0, 0.000, 0.000, 0.000, 0.000], [0, -0.017, -0.032, -0.049, -0.064], [0, -0.030, -0.061, -0.092, -0.123], [0, -0.043, -0.088, -0.132, -0.179], [0, -0.056, -0.111, -0.170, -0.232], [0, -0.066, -0.134, -0.206, -0.283], [0, -0.075, -0.154, -0.241, -0.335], [0, -0.084, -0.173, -0.276, -0.390], [0, -0.090, -0.192, -0.310, -0.447], [0, -0.095, -0.208, -0.346, -0.508], [0, -0.098, -0.223, -0.380, -0.576], [0, -0.099, -0.237, -0.424, -0.652], [0, -0.096, -0.250, -0.469, -0.742], [0, -0.089, -0.262, -0.520, -0.853], [0, -0.078, -0.272, -0.581, -0.997], [0, -0.061, -0.279, -0.659, -1.198]] psi_1 = interpolate.interp2d(nu_beta_range, nu_alpha_range, alpha_table, kind='linear') psi_2 = interpolate.interp2d(nu_beta_range, nu_alpha_range, beta_table, kind='linear') psi_2_1 = lambda nu_beta, nu_alpha: psi_2(nu_beta, nu_alpha) if nu_beta > 0 else -psi_2(-nu_beta, nu_alpha) phi_3 = interpolate.interp2d(beta_range, alpha_range, nu_c_table, kind='linear') phi_3_1 = lambda beta, alpha: phi_3(beta, alpha) if beta > 0 else phi_3(-beta, alpha) phi_5 = interpolate.interp2d(beta_range, alpha_range, nu_zeta_table, kind='linear') phi_5_1 = lambda beta, alpha: phi_5(beta, alpha) if beta > 0 else -phi_5(-beta, alpha) # quantiles p05 = np.percentile(data, 5) p50 = np.percentile(data, 50) p95 = np.percentile(data, 95) p25 = np.percentile(data, 25) p75 = np.percentile(data, 75) nu_alpha = (p95 - p05)/(p75 - p25) nu_beta = (p95 + p05 - 2*p50)/(p95 - p05) if nu_alpha >= 2.439: alpha = np.clip(psi_1(nu_beta, nu_alpha)[0], np.finfo(float).eps, 2.) beta = np.clip(psi_2_1(nu_beta, nu_alpha)[0], -1., 1.) else: alpha = 2.0 beta = np.sign(nu_beta) c = (p75 - p25) / phi_3_1(beta, alpha)[0] zeta = p50 + c*phi_5_1(beta, alpha)[0] delta = np.clip(zeta-beta*c*np.tan(np.pi*alpha/2.) if alpha == 1. else zeta, np.finfo(float).eps, np.inf) return (alpha, beta, delta, c) def _stats(self, alpha, beta): mu = 0 if alpha > 1 else np.nan mu2 = 2 if alpha == 2 else np.inf g1 = 0. if alpha == 2. else np.NaN g2 = 0. if alpha == 2. else np.NaN return mu, mu2, g1, g2 levy_stable = levy_stable_gen(name='levy_stable') class logistic_gen(rv_continuous): r"""A logistic (or Sech-squared) continuous random variable. %(before_notes)s Notes ----- The probability density function for `logistic` is: .. math:: f(x) = \frac{\exp(-x)} {(1+\exp(-x))^2} `logistic` is a special case of `genlogistic` with ``c=1``. %(after_notes)s %(example)s """ def _rvs(self): return self._random_state.logistic(size=self._size) def _pdf(self, x): # logistic.pdf(x) = exp(-x) / (1+exp(-x))**2 return np.exp(self._logpdf(x)) def _logpdf(self, x): return -x - 2. * sc.log1p(np.exp(-x)) def _cdf(self, x): return sc.expit(x) def _ppf(self, q): return sc.logit(q) def _sf(self, x): return sc.expit(-x) def _isf(self, q): return -sc.logit(q) def _stats(self): return 0, np.pi*np.pi/3.0, 0, 6.0/5.0 def _entropy(self): # https://en.wikipedia.org/wiki/Logistic_distribution return 2.0 logistic = logistic_gen(name='logistic') class loggamma_gen(rv_continuous): r"""A log gamma continuous random variable. %(before_notes)s Notes ----- The probability density function for `loggamma` is: .. math:: f(x, c) = \frac{\exp(c x - \exp(x))} {\Gamma(c)} for all :math:`x, c > 0`. Here, :math:`\Gamma` is the gamma function (`scipy.special.gamma`). `loggamma` takes ``c`` as a shape parameter for :math:`c`. %(after_notes)s %(example)s """ def _rvs(self, c): return np.log(self._random_state.gamma(c, size=self._size)) def _pdf(self, x, c): # loggamma.pdf(x, c) = exp(c*x-exp(x)) / gamma(c) return np.exp(c*x-np.exp(x)-sc.gammaln(c)) def _cdf(self, x, c): return sc.gammainc(c, np.exp(x)) def _ppf(self, q, c): return np.log(sc.gammaincinv(c, q)) def _stats(self, c): # See, for example, "A Statistical Study of Log-Gamma Distribution", by # Ping Shing Chan (thesis, McMaster University, 1993). mean = sc.digamma(c) var = sc.polygamma(1, c) skewness = sc.polygamma(2, c) / np.power(var, 1.5) excess_kurtosis = sc.polygamma(3, c) / (var*var) return mean, var, skewness, excess_kurtosis loggamma = loggamma_gen(name='loggamma') class loglaplace_gen(rv_continuous): r"""A log-Laplace continuous random variable. %(before_notes)s Notes ----- The probability density function for `loglaplace` is: .. math:: f(x, c) = \begin{cases}\frac{c}{2} x^{ c-1} &\text{for } 0 < x < 1\\ \frac{c}{2} x^{-c-1} &\text{for } x \ge 1 \end{cases} for :math:`c > 0`. `loglaplace` takes ``c`` as a shape parameter for :math:`c`. %(after_notes)s References ---------- T.J. Kozubowski and K. Podgorski, "A log-Laplace growth rate model", The Mathematical Scientist, vol. 28, pp. 49-60, 2003. %(example)s """ def _pdf(self, x, c): # loglaplace.pdf(x, c) = c / 2 * x**(c-1), for 0 < x < 1 # = c / 2 * x**(-c-1), for x >= 1 cd2 = c/2.0 c = np.where(x < 1, c, -c) return cd2*x**(c-1) def _cdf(self, x, c): return np.where(x < 1, 0.5*x**c, 1-0.5*x**(-c)) def _ppf(self, q, c): return np.where(q < 0.5, (2.0*q)**(1.0/c), (2*(1.0-q))**(-1.0/c)) def _munp(self, n, c): return c**2 / (c**2 - n**2) def _entropy(self, c): return np.log(2.0/c) + 1.0 loglaplace = loglaplace_gen(a=0.0, name='loglaplace') def _lognorm_logpdf(x, s): return _lazywhere(x != 0, (x, s), lambda x, s: -np.log(x)**2 / (2*s**2) - np.log(s*x*np.sqrt(2*np.pi)), -np.inf) class lognorm_gen(rv_continuous): r"""A lognormal continuous random variable. %(before_notes)s Notes ----- The probability density function for `lognorm` is: .. math:: f(x, s) = \frac{1}{s x \sqrt{2\pi}} \exp\left(-\frac{\log^2(x)}{2s^2}\right) for :math:`x > 0`, :math:`s > 0`. `lognorm` takes ``s`` as a shape parameter for :math:`s`. %(after_notes)s A common parametrization for a lognormal random variable ``Y`` is in terms of the mean, ``mu``, and standard deviation, ``sigma``, of the unique normally distributed random variable ``X`` such that exp(X) = Y. This parametrization corresponds to setting ``s = sigma`` and ``scale = exp(mu)``. %(example)s """ _support_mask = rv_continuous._open_support_mask def _rvs(self, s): return np.exp(s * self._random_state.standard_normal(self._size)) def _pdf(self, x, s): # lognorm.pdf(x, s) = 1 / (s*x*sqrt(2*pi)) * exp(-1/2*(log(x)/s)**2) return np.exp(self._logpdf(x, s)) def _logpdf(self, x, s): return _lognorm_logpdf(x, s) def _cdf(self, x, s): return _norm_cdf(np.log(x) / s) def _logcdf(self, x, s): return _norm_logcdf(np.log(x) / s) def _ppf(self, q, s): return np.exp(s * _norm_ppf(q)) def _sf(self, x, s): return _norm_sf(np.log(x) / s) def _logsf(self, x, s): return _norm_logsf(np.log(x) / s) def _stats(self, s): p = np.exp(s*s) mu = np.sqrt(p) mu2 = p*(p-1) g1 = np.sqrt((p-1))*(2+p) g2 = np.polyval([1, 2, 3, 0, -6.0], p) return mu, mu2, g1, g2 def _entropy(self, s): return 0.5 * (1 + np.log(2*np.pi) + 2 * np.log(s)) @extend_notes_in_docstring(rv_continuous, notes="""\ When the location parameter is fixed by using the `floc` argument, this function uses explicit formulas for the maximum likelihood estimation of the log-normal shape and scale parameters, so the `optimizer`, `loc` and `scale` keyword arguments are ignored.\n\n""") def fit(self, data, *args, **kwds): floc = kwds.get('floc', None) if floc is None: # loc is not fixed. Use the default fit method. return super(lognorm_gen, self).fit(data, *args, **kwds) f0 = (kwds.get('f0', None) or kwds.get('fs', None) or kwds.get('fix_s', None)) fscale = kwds.get('fscale', None) if len(args) > 1: raise TypeError("Too many input arguments.") for name in ['f0', 'fs', 'fix_s', 'floc', 'fscale', 'loc', 'scale', 'optimizer']: kwds.pop(name, None) if kwds: raise TypeError("Unknown arguments: %s." % kwds) # Special case: loc is fixed. Use the maximum likelihood formulas # instead of the numerical solver. if f0 is not None and fscale is not None: # This check is for consistency with `rv_continuous.fit`. raise ValueError("All parameters fixed. There is nothing to " "optimize.") data = np.asarray(data) floc = float(floc) if floc != 0: # Shifting the data by floc. Don't do the subtraction in-place, # because `data` might be a view of the input array. data = data - floc if np.any(data <= 0): raise FitDataError("lognorm", lower=floc, upper=np.inf) lndata = np.log(data) # Three cases to handle: # * shape and scale both free # * shape fixed, scale free # * shape free, scale fixed if fscale is None: # scale is free. scale = np.exp(lndata.mean()) if f0 is None: # shape is free. shape = lndata.std() else: # shape is fixed. shape = float(f0) else: # scale is fixed, shape is free scale = float(fscale) shape = np.sqrt(((lndata - np.log(scale))**2).mean()) return shape, floc, scale lognorm = lognorm_gen(a=0.0, name='lognorm') class gilbrat_gen(rv_continuous): r"""A Gilbrat continuous random variable. %(before_notes)s Notes ----- The probability density function for `gilbrat` is: .. math:: f(x) = \frac{1}{x \sqrt{2\pi}} \exp(-\frac{1}{2} (\log(x))^2) `gilbrat` is a special case of `lognorm` with ``s=1``. %(after_notes)s %(example)s """ _support_mask = rv_continuous._open_support_mask def _rvs(self): return np.exp(self._random_state.standard_normal(self._size)) def _pdf(self, x): # gilbrat.pdf(x) = 1/(x*sqrt(2*pi)) * exp(-1/2*(log(x))**2) return np.exp(self._logpdf(x)) def _logpdf(self, x): return _lognorm_logpdf(x, 1.0) def _cdf(self, x): return _norm_cdf(np.log(x)) def _ppf(self, q): return np.exp(_norm_ppf(q)) def _stats(self): p = np.e mu = np.sqrt(p) mu2 = p * (p - 1) g1 = np.sqrt((p - 1)) * (2 + p) g2 = np.polyval([1, 2, 3, 0, -6.0], p) return mu, mu2, g1, g2 def _entropy(self): return 0.5 * np.log(2 * np.pi) + 0.5 gilbrat = gilbrat_gen(a=0.0, name='gilbrat') class maxwell_gen(rv_continuous): r"""A Maxwell continuous random variable. %(before_notes)s Notes ----- A special case of a `chi` distribution, with ``df=3``, ``loc=0.0``, and given ``scale = a``, where ``a`` is the parameter used in the Mathworld description [1]_. The probability density function for `maxwell` is: .. math:: f(x) = \sqrt{2/\pi}x^2 \exp(-x^2/2) for :math:`x > 0`. %(after_notes)s References ---------- .. [1] http://mathworld.wolfram.com/MaxwellDistribution.html %(example)s """ def _rvs(self): return chi.rvs(3.0, size=self._size, random_state=self._random_state) def _pdf(self, x): # maxwell.pdf(x) = sqrt(2/pi)x**2 * exp(-x**2/2) return np.sqrt(2.0/np.pi)*x*x*np.exp(-x*x/2.0) def _cdf(self, x): return sc.gammainc(1.5, x*x/2.0) def _ppf(self, q): return np.sqrt(2*sc.gammaincinv(1.5, q)) def _stats(self): val = 3*np.pi-8 return (2*np.sqrt(2.0/np.pi), 3-8/np.pi, np.sqrt(2)*(32-10*np.pi)/val**1.5, (-12*np.pi*np.pi + 160*np.pi - 384) / val**2.0) def _entropy(self): return _EULER + 0.5*np.log(2*np.pi)-0.5 maxwell = maxwell_gen(a=0.0, name='maxwell') class mielke_gen(rv_continuous): r"""A Mielke's Beta-Kappa continuous random variable. %(before_notes)s Notes ----- The probability density function for `mielke` is: .. math:: f(x, k, s) = \frac{k x^{k-1}}{(1+x^s)^{1+k/s}} for :math:`x > 0` and :math:`k, s > 0`. `mielke` takes ``k`` and ``s`` as shape parameters. %(after_notes)s %(example)s """ def _pdf(self, x, k, s): # mielke.pdf(x, k, s) = k * x**(k-1) / (1+x**s)**(1+k/s) return k*x**(k-1.0) / (1.0+x**s)**(1.0+k*1.0/s) def _cdf(self, x, k, s): return x**k / (1.0+x**s)**(k*1.0/s) def _ppf(self, q, k, s): qsk = pow(q, s*1.0/k) return pow(qsk/(1.0-qsk), 1.0/s) mielke = mielke_gen(a=0.0, name='mielke') class kappa4_gen(rv_continuous): r"""Kappa 4 parameter distribution. %(before_notes)s Notes ----- The probability density function for kappa4 is: .. math:: f(x, h, k) = (1 - k x)^{1/k - 1} (1 - h (1 - k x)^{1/k})^{1/h-1} if :math:`h` and :math:`k` are not equal to 0. If :math:`h` or :math:`k` are zero then the pdf can be simplified: h = 0 and k != 0:: kappa4.pdf(x, h, k) = (1.0 - k*x)**(1.0/k - 1.0)* exp(-(1.0 - k*x)**(1.0/k)) h != 0 and k = 0:: kappa4.pdf(x, h, k) = exp(-x)*(1.0 - h*exp(-x))**(1.0/h - 1.0) h = 0 and k = 0:: kappa4.pdf(x, h, k) = exp(-x)*exp(-exp(-x)) kappa4 takes :math:`h` and :math:`k` as shape parameters. The kappa4 distribution returns other distributions when certain :math:`h` and :math:`k` values are used. +------+-------------+----------------+------------------+ | h | k=0.0 | k=1.0 | -inf<=k<=inf | +======+=============+================+==================+ | -1.0 | Logistic | | Generalized | | | | | Logistic(1) | | | | | | | | logistic(x) | | | +------+-------------+----------------+------------------+ | 0.0 | Gumbel | Reverse | Generalized | | | | Exponential(2) | Extreme Value | | | | | | | | gumbel_r(x) | | genextreme(x, k) | +------+-------------+----------------+------------------+ | 1.0 | Exponential | Uniform | Generalized | | | | | Pareto | | | | | | | | expon(x) | uniform(x) | genpareto(x, -k) | +------+-------------+----------------+------------------+ (1) There are at least five generalized logistic distributions. Four are described here: https://en.wikipedia.org/wiki/Generalized_logistic_distribution The "fifth" one is the one kappa4 should match which currently isn't implemented in scipy: https://en.wikipedia.org/wiki/Talk:Generalized_logistic_distribution https://www.mathwave.com/help/easyfit/html/analyses/distributions/gen_logistic.html (2) This distribution is currently not in scipy. References ---------- J.C. Finney, "Optimization of a Skewed Logistic Distribution With Respect to the Kolmogorov-Smirnov Test", A Dissertation Submitted to the Graduate Faculty of the Louisiana State University and Agricultural and Mechanical College, (August, 2004), https://digitalcommons.lsu.edu/gradschool_dissertations/3672 J.R.M. Hosking, "The four-parameter kappa distribution". IBM J. Res. Develop. 38 (3), 25 1-258 (1994). B. Kumphon, A. Kaew-Man, P. Seenoi, "A Rainfall Distribution for the Lampao Site in the Chi River Basin, Thailand", Journal of Water Resource and Protection, vol. 4, 866-869, (2012). https://doi.org/10.4236/jwarp.2012.410101 C. Winchester, "On Estimation of the Four-Parameter Kappa Distribution", A Thesis Submitted to Dalhousie University, Halifax, Nova Scotia, (March 2000). http://www.nlc-bnc.ca/obj/s4/f2/dsk2/ftp01/MQ57336.pdf %(after_notes)s %(example)s """ def _argcheck(self, h, k): condlist = [np.logical_and(h > 0, k > 0), np.logical_and(h > 0, k == 0), np.logical_and(h > 0, k < 0), np.logical_and(h <= 0, k > 0), np.logical_and(h <= 0, k == 0), np.logical_and(h <= 0, k < 0)] def f0(h, k): return (1.0 - float_power(h, -k))/k def f1(h, k): return np.log(h) def f3(h, k): a = np.empty(np.shape(h)) a[:] = -np.inf return a def f5(h, k): return 1.0/k self.a = _lazyselect(condlist, [f0, f1, f0, f3, f3, f5], [h, k], default=np.nan) def f0(h, k): return 1.0/k def f1(h, k): a = np.empty(np.shape(h)) a[:] = np.inf return a self.b = _lazyselect(condlist, [f0, f1, f1, f0, f1, f1], [h, k], default=np.nan) return h == h def _pdf(self, x, h, k): # kappa4.pdf(x, h, k) = (1.0 - k*x)**(1.0/k - 1.0)* # (1.0 - h*(1.0 - k*x)**(1.0/k))**(1.0/h-1) return np.exp(self._logpdf(x, h, k)) def _logpdf(self, x, h, k): condlist = [np.logical_and(h != 0, k != 0), np.logical_and(h == 0, k != 0), np.logical_and(h != 0, k == 0), np.logical_and(h == 0, k == 0)] def f0(x, h, k): '''pdf = (1.0 - k*x)**(1.0/k - 1.0)*( 1.0 - h*(1.0 - k*x)**(1.0/k))**(1.0/h-1.0) logpdf = ... ''' return (sc.xlog1py(1.0/k - 1.0, -k*x) + sc.xlog1py(1.0/h - 1.0, -h*(1.0 - k*x)**(1.0/k))) def f1(x, h, k): '''pdf = (1.0 - k*x)**(1.0/k - 1.0)*np.exp(-( 1.0 - k*x)**(1.0/k)) logpdf = ... ''' return sc.xlog1py(1.0/k - 1.0, -k*x) - (1.0 - k*x)**(1.0/k) def f2(x, h, k): '''pdf = np.exp(-x)*(1.0 - h*np.exp(-x))**(1.0/h - 1.0) logpdf = ... ''' return -x + sc.xlog1py(1.0/h - 1.0, -h*np.exp(-x)) def f3(x, h, k): '''pdf = np.exp(-x-np.exp(-x)) logpdf = ... ''' return -x - np.exp(-x) return _lazyselect(condlist, [f0, f1, f2, f3], [x, h, k], default=np.nan) def _cdf(self, x, h, k): return np.exp(self._logcdf(x, h, k)) def _logcdf(self, x, h, k): condlist = [np.logical_and(h != 0, k != 0), np.logical_and(h == 0, k != 0), np.logical_and(h != 0, k == 0), np.logical_and(h == 0, k == 0)] def f0(x, h, k): '''cdf = (1.0 - h*(1.0 - k*x)**(1.0/k))**(1.0/h) logcdf = ... ''' return (1.0/h)*sc.log1p(-h*(1.0 - k*x)**(1.0/k)) def f1(x, h, k): '''cdf = np.exp(-(1.0 - k*x)**(1.0/k)) logcdf = ... ''' return -(1.0 - k*x)**(1.0/k) def f2(x, h, k): '''cdf = (1.0 - h*np.exp(-x))**(1.0/h) logcdf = ... ''' return (1.0/h)*sc.log1p(-h*np.exp(-x)) def f3(x, h, k): '''cdf = np.exp(-np.exp(-x)) logcdf = ... ''' return -np.exp(-x) return _lazyselect(condlist, [f0, f1, f2, f3], [x, h, k], default=np.nan) def _ppf(self, q, h, k): condlist = [np.logical_and(h != 0, k != 0), np.logical_and(h == 0, k != 0), np.logical_and(h != 0, k == 0), np.logical_and(h == 0, k == 0)] def f0(q, h, k): return 1.0/k*(1.0 - ((1.0 - (q**h))/h)**k) def f1(q, h, k): return 1.0/k*(1.0 - (-np.log(q))**k) def f2(q, h, k): '''ppf = -np.log((1.0 - (q**h))/h) ''' return -sc.log1p(-(q**h)) + np.log(h) def f3(q, h, k): return -np.log(-np.log(q)) return _lazyselect(condlist, [f0, f1, f2, f3], [q, h, k], default=np.nan) def _stats(self, h, k): if h >= 0 and k >= 0: maxr = 5 elif h < 0 and k >= 0: maxr = int(-1.0/h*k) elif k < 0: maxr = int(-1.0/k) else: maxr = 5 outputs = [None if r < maxr else np.nan for r in range(1, 5)] return outputs[:] kappa4 = kappa4_gen(name='kappa4') class kappa3_gen(rv_continuous): r"""Kappa 3 parameter distribution. %(before_notes)s Notes ----- The probability density function for `kappa3` is: .. math:: f(x, a) = a (a + x^a)^{-(a + 1)/a} for :math:`x > 0` and :math:`a > 0`. `kappa3` takes ``a`` as a shape parameter for :math:`a`. References ---------- P.W. Mielke and E.S. Johnson, "Three-Parameter Kappa Distribution Maximum Likelihood and Likelihood Ratio Tests", Methods in Weather Research, 701-707, (September, 1973), https://doi.org/10.1175/1520-0493(1973)101<0701:TKDMLE>2.3.CO;2 B. Kumphon, "Maximum Entropy and Maximum Likelihood Estimation for the Three-Parameter Kappa Distribution", Open Journal of Statistics, vol 2, 415-419 (2012), https://doi.org/10.4236/ojs.2012.24050 %(after_notes)s %(example)s """ def _argcheck(self, a): return a > 0 def _pdf(self, x, a): # kappa3.pdf(x, a) = a*(a + x**a)**(-(a + 1)/a), for x > 0 return a*(a + x**a)**(-1.0/a-1) def _cdf(self, x, a): return x*(a + x**a)**(-1.0/a) def _ppf(self, q, a): return (a/(q**-a - 1.0))**(1.0/a) def _stats(self, a): outputs = [None if i < a else np.nan for i in range(1, 5)] return outputs[:] kappa3 = kappa3_gen(a=0.0, name='kappa3') class moyal_gen(rv_continuous): r"""A Moyal continuous random variable. %(before_notes)s Notes ----- The probability density function for `moyal` is: .. math:: f(x) = \exp(-(x + \exp(-x))/2) / \sqrt{2\pi} for a real number :math:`x`. %(after_notes)s This distribution has utility in high-energy physics and radiation detection. It describes the energy loss of a charged relativistic particle due to ionization of the medium [1]_. It also provides an approximation for the Landau distribution. For an in depth description see [2]_. For additional description, see [3]_. References ---------- .. [1] J.E. Moyal, "XXX. Theory of ionization fluctuations", The London, Edinburgh, and Dublin Philosophical Magazine and Journal of Science, vol 46, 263-280, (1955). :doi:`10.1080/14786440308521076` (gated) .. [2] G. Cordeiro et al., "The beta Moyal: a useful skew distribution", International Journal of Research and Reviews in Applied Sciences, vol 10, 171-192, (2012). http://www.arpapress.com/Volumes/Vol10Issue2/IJRRAS_10_2_02.pdf .. [3] C. Walck, "Handbook on Statistical Distributions for Experimentalists; International Report SUF-PFY/96-01", Chapter 26, University of Stockholm: Stockholm, Sweden, (2007). http://www.stat.rice.edu/~dobelman/textfiles/DistributionsHandbook.pdf .. versionadded:: 1.1.0 %(example)s """ def _rvs(self): sz, rndm = self._size, self._random_state u1 = gamma.rvs(a = 0.5, scale = 2, size=sz, random_state=rndm) return -np.log(u1) def _pdf(self, x): return np.exp(-0.5 * (x + np.exp(-x))) / np.sqrt(2*np.pi) def _cdf(self, x): return sc.erfc(np.exp(-0.5 * x) / np.sqrt(2)) def _sf(self, x): return sc.erf(np.exp(-0.5 * x) / np.sqrt(2)) def _ppf(self, x): return -np.log(2 * sc.erfcinv(x)**2) def _stats(self): mu = np.log(2) + np.euler_gamma mu2 = np.pi**2 / 2 g1 = 28 * np.sqrt(2) * sc.zeta(3) / np.pi**3 g2 = 4. return mu, mu2, g1, g2 def _munp(self, n): if n == 1.0: return np.log(2) + np.euler_gamma elif n == 2.0: return np.pi**2 / 2 + (np.log(2) + np.euler_gamma)**2 elif n == 3.0: tmp1 = 1.5 * np.pi**2 * (np.log(2)+np.euler_gamma) tmp2 = (np.log(2)+np.euler_gamma)**3 tmp3 = 14 * sc.zeta(3) return tmp1 + tmp2 + tmp3 elif n == 4.0: tmp1 = 4 * 14 * sc.zeta(3) * (np.log(2) + np.euler_gamma) tmp2 = 3 * np.pi**2 * (np.log(2) + np.euler_gamma)**2 tmp3 = (np.log(2) + np.euler_gamma)**4 tmp4 = 7 * np.pi**4 / 4 return tmp1 + tmp2 + tmp3 + tmp4 else: # return generic for higher moments # return rv_continuous._mom1_sc(self, n, b) return self._mom1_sc(n) moyal = moyal_gen(name="moyal") class nakagami_gen(rv_continuous): r"""A Nakagami continuous random variable. %(before_notes)s Notes ----- The probability density function for `nakagami` is: .. math:: f(x, \nu) = \frac{2 \nu^\nu}{\Gamma(\nu)} x^{2\nu-1} \exp(-\nu x^2) for :math:`x > 0`, :math:`\nu > 0`. `nakagami` takes ``nu`` as a shape parameter for :math:`\nu`. %(after_notes)s %(example)s """ def _pdf(self, x, nu): # nakagami.pdf(x, nu) = 2 * nu**nu / gamma(nu) * # x**(2*nu-1) * exp(-nu*x**2) return 2*nu**nu/sc.gamma(nu)*(x**(2*nu-1.0))*np.exp(-nu*x*x) def _cdf(self, x, nu): return sc.gammainc(nu, nu*x*x) def _ppf(self, q, nu): return np.sqrt(1.0/nu*sc.gammaincinv(nu, q)) def _stats(self, nu): mu = sc.gamma(nu+0.5)/sc.gamma(nu)/np.sqrt(nu) mu2 = 1.0-mu*mu g1 = mu * (1 - 4*nu*mu2) / 2.0 / nu / np.power(mu2, 1.5) g2 = -6*mu**4*nu + (8*nu-2)*mu**2-2*nu + 1 g2 /= nu*mu2**2.0 return mu, mu2, g1, g2 nakagami = nakagami_gen(a=0.0, name="nakagami") class ncx2_gen(rv_continuous): r"""A non-central chi-squared continuous random variable. %(before_notes)s Notes ----- The probability density function for `ncx2` is: .. math:: f(x, k, \lambda) = \frac{1}{2} \exp(-(\lambda+x)/2) (x/\lambda)^{(k-2)/4} I_{(k-2)/2}(\sqrt{\lambda x}) for :math:`x > 0` and :math:`k, \lambda > 0`. :math:`k` specifies the degrees of freedom (denoted ``df`` in the implementation) and :math:`\lambda` is the non-centrality parameter (denoted ``nc`` in the implementation). :math:`I_\nu` denotes the modified Bessel function of first order of degree :math:`\nu` (`scipy.special.iv`). `ncx2` takes ``df`` and ``nc`` as shape parameters. %(after_notes)s %(example)s """ def _rvs(self, df, nc): return self._random_state.noncentral_chisquare(df, nc, self._size) def _logpdf(self, x, df, nc): return _ncx2_log_pdf(x, df, nc) def _pdf(self, x, df, nc): # ncx2.pdf(x, df, nc) = exp(-(nc+x)/2) * 1/2 * (x/nc)**((df-2)/4) # * I[(df-2)/2](sqrt(nc*x)) return _ncx2_pdf(x, df, nc) def _cdf(self, x, df, nc): return _ncx2_cdf(x, df, nc) def _ppf(self, q, df, nc): return sc.chndtrix(q, df, nc) def _stats(self, df, nc): val = df + 2.0*nc return (df + nc, 2*val, np.sqrt(8)*(val+nc)/val**1.5, 12.0*(val+2*nc)/val**2.0) ncx2 = ncx2_gen(a=0.0, name='ncx2') class ncf_gen(rv_continuous): r"""A non-central F distribution continuous random variable. %(before_notes)s Notes ----- The probability density function for `ncf` is: .. math:: f(x, n_1, n_2, \lambda) = \exp(\frac{\lambda}{2} + \lambda n_1 \frac{x}{2(n_1 x+n_2)}) n_1^{n_1/2} n_2^{n_2/2} x^{n_1/2 - 1} \\ (n_2+n_1 x)^{-(n_1+n_2)/2} \gamma(n_1/2) \gamma(1+n_2/2) \\ \frac{L^{\frac{v_1}{2}-1}_{v_2/2} (-\lambda v_1 \frac{x}{2(v_1 x+v_2)})} {B(v_1/2, v_2/2) \gamma(\frac{v_1+v_2}{2})} for :math:`n_1 > 1`, :math:`n_2, \lambda > 0`. Here :math:`n_1` is the degrees of freedom in the numerator, :math:`n_2` the degrees of freedom in the denominator, :math:`\lambda` the non-centrality parameter, :math:`\gamma` is the logarithm of the Gamma function, :math:`L_n^k` is a generalized Laguerre polynomial and :math:`B` is the beta function. `ncf` takes ``df1``, ``df2`` and ``nc`` as shape parameters. %(after_notes)s %(example)s """ def _rvs(self, dfn, dfd, nc): return self._random_state.noncentral_f(dfn, dfd, nc, self._size) def _pdf_skip(self, x, dfn, dfd, nc): # ncf.pdf(x, df1, df2, nc) = exp(nc/2 + nc*df1*x/(2*(df1*x+df2))) * # df1**(df1/2) * df2**(df2/2) * x**(df1/2-1) * # (df2+df1*x)**(-(df1+df2)/2) * # gamma(df1/2)*gamma(1+df2/2) * # L^{v1/2-1}^{v2/2}(-nc*v1*x/(2*(v1*x+v2))) / # (B(v1/2, v2/2) * gamma((v1+v2)/2)) n1, n2 = dfn, dfd term = -nc/2+nc*n1*x/(2*(n2+n1*x)) + sc.gammaln(n1/2.)+sc.gammaln(1+n2/2.) term -= sc.gammaln((n1+n2)/2.0) Px = np.exp(term) Px *= n1**(n1/2) * n2**(n2/2) * x**(n1/2-1) Px *= (n2+n1*x)**(-(n1+n2)/2) Px *= sc.assoc_laguerre(-nc*n1*x/(2.0*(n2+n1*x)), n2/2, n1/2-1) Px /= sc.beta(n1/2, n2/2) # This function does not have a return. Drop it for now, the generic # function seems to work OK. def _cdf(self, x, dfn, dfd, nc): return sc.ncfdtr(dfn, dfd, nc, x) def _ppf(self, q, dfn, dfd, nc): return sc.ncfdtri(dfn, dfd, nc, q) def _munp(self, n, dfn, dfd, nc): val = (dfn * 1.0/dfd)**n term = sc.gammaln(n+0.5*dfn) + sc.gammaln(0.5*dfd-n) - sc.gammaln(dfd*0.5) val *= np.exp(-nc / 2.0+term) val *= sc.hyp1f1(n+0.5*dfn, 0.5*dfn, 0.5*nc) return val def _stats(self, dfn, dfd, nc): mu = np.where(dfd <= 2, np.inf, dfd / (dfd-2.0)*(1+nc*1.0/dfn)) mu2 = np.where(dfd <= 4, np.inf, 2*(dfd*1.0/dfn)**2.0 * ((dfn+nc/2.0)**2.0 + (dfn+nc)*(dfd-2.0)) / ((dfd-2.0)**2.0 * (dfd-4.0))) return mu, mu2, None, None ncf = ncf_gen(a=0.0, name='ncf') class t_gen(rv_continuous): r"""A Student's t continuous random variable. %(before_notes)s Notes ----- The probability density function for `t` is: .. math:: f(x, \nu) = \frac{\Gamma((\nu+1)/2)} {\sqrt{\pi \nu} \Gamma(\nu)} (1+x^2/\nu)^{-(\nu+1)/2} where :math:`x` is a real number and the degrees of freedom parameter :math:`\nu` (denoted ``df`` in the implementation) satisfies :math:`\nu > 0`. :math:`\Gamma` is the gamma function (`scipy.special.gamma`). %(after_notes)s %(example)s """ def _argcheck(self, df): return df > 0 def _rvs(self, df): return self._random_state.standard_t(df, size=self._size) def _pdf(self, x, df): # gamma((df+1)/2) # t.pdf(x, df) = --------------------------------------------------- # sqrt(pi*df) * gamma(df/2) * (1+x**2/df)**((df+1)/2) r = np.asarray(df*1.0) Px = np.exp(sc.gammaln((r+1)/2)-sc.gammaln(r/2)) Px /= np.sqrt(r*np.pi)*(1+(x**2)/r)**((r+1)/2) return Px def _logpdf(self, x, df): r = df*1.0 lPx = sc.gammaln((r+1)/2)-sc.gammaln(r/2) lPx -= 0.5*np.log(r*np.pi) + (r+1)/2*np.log(1+(x**2)/r) return lPx def _cdf(self, x, df): return sc.stdtr(df, x) def _sf(self, x, df): return sc.stdtr(df, -x) def _ppf(self, q, df): return sc.stdtrit(df, q) def _isf(self, q, df): return -sc.stdtrit(df, q) def _stats(self, df): mu = np.where(df > 1, 0.0, np.inf) mu2 = _lazywhere(df > 2, (df,), lambda df: df / (df-2.0), np.inf) mu2 = np.where(df <= 1, np.nan, mu2) g1 = np.where(df > 3, 0.0, np.nan) g2 = _lazywhere(df > 4, (df,), lambda df: 6.0 / (df-4.0), np.inf) g2 = np.where(df <= 2, np.nan, g2) return mu, mu2, g1, g2 t = t_gen(name='t') class nct_gen(rv_continuous): r"""A non-central Student's t continuous random variable. %(before_notes)s Notes ----- If :math:`Y` is a standard normal random variable and :math:`V` is an independent chi-square random variable (`chi2`) with :math:`k` degrees of freedom, then .. math:: X = \frac{Y + c}{\sqrt{V/k}} has a non-central Student's t distribution on the real line. The degrees of freedom parameter :math:`k` (denoted ``df`` in the implementation) satisfies :math:`k > 0` and the noncentrality parameter :math:`c` (denoted ``nct`` in the implementation) is a real number. %(after_notes)s %(example)s """ def _argcheck(self, df, nc): return (df > 0) & (nc == nc) def _rvs(self, df, nc): sz, rndm = self._size, self._random_state n = norm.rvs(loc=nc, size=sz, random_state=rndm) c2 = chi2.rvs(df, size=sz, random_state=rndm) return n * np.sqrt(df) / np.sqrt(c2) def _pdf(self, x, df, nc): n = df*1.0 nc = nc*1.0 x2 = x*x ncx2 = nc*nc*x2 fac1 = n + x2 trm1 = n/2.*np.log(n) + sc.gammaln(n+1) trm1 -= n*np.log(2)+nc*nc/2.+(n/2.)*np.log(fac1)+sc.gammaln(n/2.) Px = np.exp(trm1) valF = ncx2 / (2*fac1) trm1 = np.sqrt(2)*nc*x*sc.hyp1f1(n/2+1, 1.5, valF) trm1 /= np.asarray(fac1*sc.gamma((n+1)/2)) trm2 = sc.hyp1f1((n+1)/2, 0.5, valF) trm2 /= np.asarray(np.sqrt(fac1)*sc.gamma(n/2+1)) Px *= trm1+trm2 return Px def _cdf(self, x, df, nc): return sc.nctdtr(df, nc, x) def _ppf(self, q, df, nc): return sc.nctdtrit(df, nc, q) def _stats(self, df, nc, moments='mv'): # # See D. Hogben, R.S. Pinkham, and M.B. Wilk, # 'The moments of the non-central t-distribution' # Biometrika 48, p. 465 (2961). # e.g. https://www.jstor.org/stable/2332772 (gated) # mu, mu2, g1, g2 = None, None, None, None gfac = sc.gamma(df/2.-0.5) / sc.gamma(df/2.) c11 = np.sqrt(df/2.) * gfac c20 = df / (df-2.) c22 = c20 - c11*c11 mu = np.where(df > 1, nc*c11, np.inf) mu2 = np.where(df > 2, c22*nc*nc + c20, np.inf) if 's' in moments: c33t = df * (7.-2.*df) / (df-2.) / (df-3.) + 2.*c11*c11 c31t = 3.*df / (df-2.) / (df-3.) mu3 = (c33t*nc*nc + c31t) * c11*nc g1 = np.where(df > 3, mu3 / np.power(mu2, 1.5), np.nan) # kurtosis if 'k' in moments: c44 = df*df / (df-2.) / (df-4.) c44 -= c11*c11 * 2.*df*(5.-df) / (df-2.) / (df-3.) c44 -= 3.*c11**4 c42 = df / (df-4.) - c11*c11 * (df-1.) / (df-3.) c42 *= 6.*df / (df-2.) c40 = 3.*df*df / (df-2.) / (df-4.) mu4 = c44 * nc**4 + c42*nc**2 + c40 g2 = np.where(df > 4, mu4/mu2**2 - 3., np.nan) return mu, mu2, g1, g2 nct = nct_gen(name="nct") class pareto_gen(rv_continuous): r"""A Pareto continuous random variable. %(before_notes)s Notes ----- The probability density function for `pareto` is: .. math:: f(x, b) = \frac{b}{x^{b+1}} for :math:`x \ge 1`, :math:`b > 0`. `pareto` takes ``b`` as a shape parameter for :math:`b`. %(after_notes)s %(example)s """ def _pdf(self, x, b): # pareto.pdf(x, b) = b / x**(b+1) return b * x**(-b-1) def _cdf(self, x, b): return 1 - x**(-b) def _ppf(self, q, b): return pow(1-q, -1.0/b) def _sf(self, x, b): return x**(-b) def _stats(self, b, moments='mv'): mu, mu2, g1, g2 = None, None, None, None if 'm' in moments: mask = b > 1 bt = np.extract(mask, b) mu = valarray(np.shape(b), value=np.inf) np.place(mu, mask, bt / (bt-1.0)) if 'v' in moments: mask = b > 2 bt = np.extract(mask, b) mu2 = valarray(np.shape(b), value=np.inf) np.place(mu2, mask, bt / (bt-2.0) / (bt-1.0)**2) if 's' in moments: mask = b > 3 bt = np.extract(mask, b) g1 = valarray(np.shape(b), value=np.nan) vals = 2 * (bt + 1.0) * np.sqrt(bt - 2.0) / ((bt - 3.0) * np.sqrt(bt)) np.place(g1, mask, vals) if 'k' in moments: mask = b > 4 bt = np.extract(mask, b) g2 = valarray(np.shape(b), value=np.nan) vals = (6.0*np.polyval([1.0, 1.0, -6, -2], bt) / np.polyval([1.0, -7.0, 12.0, 0.0], bt)) np.place(g2, mask, vals) return mu, mu2, g1, g2 def _entropy(self, c): return 1 + 1.0/c - np.log(c) pareto = pareto_gen(a=1.0, name="pareto") class lomax_gen(rv_continuous): r"""A Lomax (Pareto of the second kind) continuous random variable. %(before_notes)s Notes ----- The probability density function for `lomax` is: .. math:: f(x, c) = \frac{c}{(1+x)^{c+1}} for :math:`x \ge 0`, :math:`c > 0`. `lomax` takes ``c`` as a shape parameter for :math:`c`. `lomax` is a special case of `pareto` with ``loc=-1.0``. %(after_notes)s %(example)s """ def _pdf(self, x, c): # lomax.pdf(x, c) = c / (1+x)**(c+1) return c*1.0/(1.0+x)**(c+1.0) def _logpdf(self, x, c): return np.log(c) - (c+1)*sc.log1p(x) def _cdf(self, x, c): return -sc.expm1(-c*sc.log1p(x)) def _sf(self, x, c): return np.exp(-c*sc.log1p(x)) def _logsf(self, x, c): return -c*sc.log1p(x) def _ppf(self, q, c): return sc.expm1(-sc.log1p(-q)/c) def _stats(self, c): mu, mu2, g1, g2 = pareto.stats(c, loc=-1.0, moments='mvsk') return mu, mu2, g1, g2 def _entropy(self, c): return 1+1.0/c-np.log(c) lomax = lomax_gen(a=0.0, name="lomax") class pearson3_gen(rv_continuous): r"""A pearson type III continuous random variable. %(before_notes)s Notes ----- The probability density function for `pearson3` is: .. math:: f(x, skew) = \frac{|\beta|}{\Gamma(\alpha)} (\beta (x - \zeta))^{\alpha - 1} \exp(-\beta (x - \zeta)) where: .. math:: \beta = \frac{2}{skew stddev} \alpha = (stddev \beta)^2 \zeta = loc - \frac{\alpha}{\beta} :math:`\Gamma` is the gamma function (`scipy.special.gamma`). `pearson3` takes ``skew`` as a shape parameter for :math:`skew`. %(after_notes)s %(example)s References ---------- R.W. Vogel and D.E. McMartin, "Probability Plot Goodness-of-Fit and Skewness Estimation Procedures for the Pearson Type 3 Distribution", Water Resources Research, Vol.27, 3149-3158 (1991). L.R. Salvosa, "Tables of Pearson's Type III Function", Ann. Math. Statist., Vol.1, 191-198 (1930). "Using Modern Computing Tools to Fit the Pearson Type III Distribution to Aviation Loads Data", Office of Aviation Research (2003). """ def _preprocess(self, x, skew): # The real 'loc' and 'scale' are handled in the calling pdf(...). The # local variables 'loc' and 'scale' within pearson3._pdf are set to # the defaults just to keep them as part of the equations for # documentation. loc = 0.0 scale = 1.0 # If skew is small, return _norm_pdf. The divide between pearson3 # and norm was found by brute force and is approximately a skew of # 0.000016. No one, I hope, would actually use a skew value even # close to this small. norm2pearson_transition = 0.000016 ans, x, skew = np.broadcast_arrays([1.0], x, skew) ans = ans.copy() # mask is True where skew is small enough to use the normal approx. mask = np.absolute(skew) < norm2pearson_transition invmask = ~mask beta = 2.0 / (skew[invmask] * scale) alpha = (scale * beta)**2 zeta = loc - alpha / beta transx = beta * (x[invmask] - zeta) return ans, x, transx, mask, invmask, beta, alpha, zeta def _argcheck(self, skew): # The _argcheck function in rv_continuous only allows positive # arguments. The skew argument for pearson3 can be zero (which I want # to handle inside pearson3._pdf) or negative. So just return True # for all skew args. return np.ones(np.shape(skew), dtype=bool) def _stats(self, skew): _, _, _, _, _, beta, alpha, zeta = ( self._preprocess([1], skew)) m = zeta + alpha / beta v = alpha / (beta**2) s = 2.0 / (alpha**0.5) * np.sign(beta) k = 6.0 / alpha return m, v, s, k def _pdf(self, x, skew): # pearson3.pdf(x, skew) = abs(beta) / gamma(alpha) * # (beta * (x - zeta))**(alpha - 1) * exp(-beta*(x - zeta)) # Do the calculation in _logpdf since helps to limit # overflow/underflow problems ans = np.exp(self._logpdf(x, skew)) if ans.ndim == 0: if np.isnan(ans): return 0.0 return ans ans[np.isnan(ans)] = 0.0 return ans def _logpdf(self, x, skew): # PEARSON3 logpdf GAMMA logpdf # np.log(abs(beta)) # + (alpha - 1)*np.log(beta*(x - zeta)) + (a - 1)*np.log(x) # - beta*(x - zeta) - x # - sc.gammalnalpha) - sc.gammalna) ans, x, transx, mask, invmask, beta, alpha, _ = ( self._preprocess(x, skew)) ans[mask] = np.log(_norm_pdf(x[mask])) ans[invmask] = np.log(abs(beta)) + gamma._logpdf(transx, alpha) return ans def _cdf(self, x, skew): ans, x, transx, mask, invmask, _, alpha, _ = ( self._preprocess(x, skew)) ans[mask] = _norm_cdf(x[mask]) ans[invmask] = gamma._cdf(transx, alpha) return ans def _rvs(self, skew): skew = broadcast_to(skew, self._size) ans, _, _, mask, invmask, beta, alpha, zeta = ( self._preprocess([0], skew)) nsmall = mask.sum() nbig = mask.size - nsmall ans[mask] = self._random_state.standard_normal(nsmall) ans[invmask] = (self._random_state.standard_gamma(alpha, nbig)/beta + zeta) if self._size == (): ans = ans[0] return ans def _ppf(self, q, skew): ans, q, _, mask, invmask, beta, alpha, zeta = ( self._preprocess(q, skew)) ans[mask] = _norm_ppf(q[mask]) ans[invmask] = sc.gammaincinv(alpha, q[invmask])/beta + zeta return ans pearson3 = pearson3_gen(name="pearson3") class powerlaw_gen(rv_continuous): r"""A power-function continuous random variable. %(before_notes)s Notes ----- The probability density function for `powerlaw` is: .. math:: f(x, a) = a x^{a-1} for :math:`0 \le x \le 1`, :math:`a > 0`. `powerlaw` takes ``a`` as a shape parameter for :math:`a`. %(after_notes)s `powerlaw` is a special case of `beta` with ``b=1``. %(example)s """ def _pdf(self, x, a): # powerlaw.pdf(x, a) = a * x**(a-1) return a*x**(a-1.0) def _logpdf(self, x, a): return np.log(a) + sc.xlogy(a - 1, x) def _cdf(self, x, a): return x**(a*1.0) def _logcdf(self, x, a): return a*np.log(x) def _ppf(self, q, a): return pow(q, 1.0/a) def _stats(self, a): return (a / (a + 1.0), a / (a + 2.0) / (a + 1.0) ** 2, -2.0 * ((a - 1.0) / (a + 3.0)) * np.sqrt((a + 2.0) / a), 6 * np.polyval([1, -1, -6, 2], a) / (a * (a + 3.0) * (a + 4))) def _entropy(self, a): return 1 - 1.0/a - np.log(a) powerlaw = powerlaw_gen(a=0.0, b=1.0, name="powerlaw") class powerlognorm_gen(rv_continuous): r"""A power log-normal continuous random variable. %(before_notes)s Notes ----- The probability density function for `powerlognorm` is: .. math:: f(x, c, s) = \frac{c}{x s} \phi(\log(x)/s) (\Phi(-\log(x)/s))^{c-1} where :math:`\phi` is the normal pdf, and :math:`\Phi` is the normal cdf, and :math:`x > 0`, :math:`s, c > 0`. `powerlognorm` takes :math:`c` and :math:`s` as shape parameters. %(after_notes)s %(example)s """ _support_mask = rv_continuous._open_support_mask def _pdf(self, x, c, s): # powerlognorm.pdf(x, c, s) = c / (x*s) * phi(log(x)/s) * # (Phi(-log(x)/s))**(c-1), return (c/(x*s) * _norm_pdf(np.log(x)/s) * pow(_norm_cdf(-np.log(x)/s), c*1.0-1.0)) def _cdf(self, x, c, s): return 1.0 - pow(_norm_cdf(-np.log(x)/s), c*1.0) def _ppf(self, q, c, s): return np.exp(-s * _norm_ppf(pow(1.0 - q, 1.0 / c))) powerlognorm = powerlognorm_gen(a=0.0, name="powerlognorm") class powernorm_gen(rv_continuous): r"""A power normal continuous random variable. %(before_notes)s Notes ----- The probability density function for `powernorm` is: .. math:: f(x, c) = c \phi(x) (\Phi(-x))^{c-1} where :math:`\phi` is the normal pdf, and :math:`\Phi` is the normal cdf, and :math:`x > 0`, :math:`c > 0`. `powernorm` takes ``c`` as a shape parameter for :math:`c`. %(after_notes)s %(example)s """ def _pdf(self, x, c): # powernorm.pdf(x, c) = c * phi(x) * (Phi(-x))**(c-1) return c*_norm_pdf(x) * (_norm_cdf(-x)**(c-1.0)) def _logpdf(self, x, c): return np.log(c) + _norm_logpdf(x) + (c-1)*_norm_logcdf(-x) def _cdf(self, x, c): return 1.0-_norm_cdf(-x)**(c*1.0) def _ppf(self, q, c): return -_norm_ppf(pow(1.0 - q, 1.0 / c)) powernorm = powernorm_gen(name='powernorm') class rdist_gen(rv_continuous): r"""An R-distributed continuous random variable. %(before_notes)s Notes ----- The probability density function for `rdist` is: .. math:: f(x, c) = \frac{(1-x^2)^{c/2-1}}{B(1/2, c/2)} for :math:`-1 \le x \le 1`, :math:`c > 0`. `rdist` takes ``c`` as a shape parameter for :math:`c`. This distribution includes the following distribution kernels as special cases:: c = 2: uniform c = 4: Epanechnikov (parabolic) c = 6: quartic (biweight) c = 8: triweight %(after_notes)s %(example)s """ def _pdf(self, x, c): # rdist.pdf(x, c) = (1-x**2)**(c/2-1) / B(1/2, c/2) return np.power((1.0 - x**2), c / 2.0 - 1) / sc.beta(0.5, c / 2.0) def _cdf(self, x, c): term1 = x / sc.beta(0.5, c / 2.0) res = 0.5 + term1 * sc.hyp2f1(0.5, 1 - c / 2.0, 1.5, x**2) # There's an issue with hyp2f1, it returns nans near x = +-1, c > 100. # Use the generic implementation in that case. See gh-1285 for # background. if np.any(np.isnan(res)): return rv_continuous._cdf(self, x, c) return res def _munp(self, n, c): numerator = (1 - (n % 2)) * sc.beta((n + 1.0) / 2, c / 2.0) return numerator / sc.beta(1. / 2, c / 2.) rdist = rdist_gen(a=-1.0, b=1.0, name="rdist") class rayleigh_gen(rv_continuous): r"""A Rayleigh continuous random variable. %(before_notes)s Notes ----- The probability density function for `rayleigh` is: .. math:: f(x) = x \exp(-x^2/2) for :math:`x \ge 0`. `rayleigh` is a special case of `chi` with ``df=2``. %(after_notes)s %(example)s """ _support_mask = rv_continuous._open_support_mask def _rvs(self): return chi.rvs(2, size=self._size, random_state=self._random_state) def _pdf(self, r): # rayleigh.pdf(r) = r * exp(-r**2/2) return np.exp(self._logpdf(r)) def _logpdf(self, r): return np.log(r) - 0.5 * r * r def _cdf(self, r): return -sc.expm1(-0.5 * r**2) def _ppf(self, q): return np.sqrt(-2 * sc.log1p(-q)) def _sf(self, r): return np.exp(self._logsf(r)) def _logsf(self, r): return -0.5 * r * r def _isf(self, q): return np.sqrt(-2 * np.log(q)) def _stats(self): val = 4 - np.pi return (np.sqrt(np.pi/2), val/2, 2*(np.pi-3)*np.sqrt(np.pi)/val**1.5, 6*np.pi/val-16/val**2) def _entropy(self): return _EULER/2.0 + 1 - 0.5*np.log(2) rayleigh = rayleigh_gen(a=0.0, name="rayleigh") class reciprocal_gen(rv_continuous): r"""A reciprocal continuous random variable. %(before_notes)s Notes ----- The probability density function for `reciprocal` is: .. math:: f(x, a, b) = \frac{1}{x \log(b/a)} for :math:`a \le x \le b`, :math:`b > a > 0`. `reciprocal` takes :math:`a` and :math:`b` as shape parameters. %(after_notes)s %(example)s """ def _argcheck(self, a, b): self.a = a self.b = b self.d = np.log(b*1.0 / a) return (a > 0) & (b > a) def _pdf(self, x, a, b): # reciprocal.pdf(x, a, b) = 1 / (x*log(b/a)) return 1.0 / (x * self.d) def _logpdf(self, x, a, b): return -np.log(x) - np.log(self.d) def _cdf(self, x, a, b): return (np.log(x)-np.log(a)) / self.d def _ppf(self, q, a, b): return a*pow(b*1.0/a, q) def _munp(self, n, a, b): return 1.0/self.d / n * (pow(b*1.0, n) - pow(a*1.0, n)) def _entropy(self, a, b): return 0.5*np.log(a*b)+np.log(np.log(b/a)) reciprocal = reciprocal_gen(name="reciprocal") class rice_gen(rv_continuous): r"""A Rice continuous random variable. %(before_notes)s Notes ----- The probability density function for `rice` is: .. math:: f(x, b) = x \exp(- \frac{x^2 + b^2}{2}) I_0(x b) for :math:`x > 0`, :math:`b > 0`. :math:`I_0` is the modified Bessel function of order zero (`scipy.special.i0`). `rice` takes ``b`` as a shape parameter for :math:`b`. %(after_notes)s The Rice distribution describes the length, :math:`r`, of a 2-D vector with components :math:`(U+u, V+v)`, where :math:`U, V` are constant, :math:`u, v` are independent Gaussian random variables with standard deviation :math:`s`. Let :math:`R = \sqrt{U^2 + V^2}`. Then the pdf of :math:`r` is ``rice.pdf(x, R/s, scale=s)``. %(example)s """ def _argcheck(self, b): return b >= 0 def _rvs(self, b): # https://en.wikipedia.org/wiki/Rice_distribution t = b/np.sqrt(2) + self._random_state.standard_normal(size=(2,) + self._size) return np.sqrt((t*t).sum(axis=0)) def _cdf(self, x, b): return sc.chndtr(np.square(x), 2, np.square(b)) def _ppf(self, q, b): return np.sqrt(sc.chndtrix(q, 2, np.square(b))) def _pdf(self, x, b): # rice.pdf(x, b) = x * exp(-(x**2+b**2)/2) * I[0](x*b) # # We use (x**2 + b**2)/2 = ((x-b)**2)/2 + xb. # The factor of np.exp(-xb) is then included in the i0e function # in place of the modified Bessel function, i0, improving # numerical stability for large values of xb. return x * np.exp(-(x-b)*(x-b)/2.0) * sc.i0e(x*b) def _munp(self, n, b): nd2 = n/2.0 n1 = 1 + nd2 b2 = b*b/2.0 return (2.0**(nd2) * np.exp(-b2) * sc.gamma(n1) * sc.hyp1f1(n1, 1, b2)) rice = rice_gen(a=0.0, name="rice") # FIXME: PPF does not work. class recipinvgauss_gen(rv_continuous): r"""A reciprocal inverse Gaussian continuous random variable. %(before_notes)s Notes ----- The probability density function for `recipinvgauss` is: .. math:: f(x, \mu) = \frac{1}{\sqrt{2\pi x}} \exp\left(\frac{-(1-\mu x)^2}{2\mu^2x}\right) for :math:`x \ge 0`. `recipinvgauss` takes ``mu`` as a shape parameter for :math:`\mu`. %(after_notes)s %(example)s """ def _pdf(self, x, mu): # recipinvgauss.pdf(x, mu) = # 1/sqrt(2*pi*x) * exp(-(1-mu*x)**2/(2*x*mu**2)) return 1.0/np.sqrt(2*np.pi*x)*np.exp(-(1-mu*x)**2.0 / (2*x*mu**2.0)) def _logpdf(self, x, mu): return -(1-mu*x)**2.0 / (2*x*mu**2.0) - 0.5*np.log(2*np.pi*x) def _cdf(self, x, mu): trm1 = 1.0/mu - x trm2 = 1.0/mu + x isqx = 1.0/np.sqrt(x) return 1.0-_norm_cdf(isqx*trm1)-np.exp(2.0/mu)*_norm_cdf(-isqx*trm2) def _rvs(self, mu): return 1.0/self._random_state.wald(mu, 1.0, size=self._size) recipinvgauss = recipinvgauss_gen(a=0.0, name='recipinvgauss') class semicircular_gen(rv_continuous): r"""A semicircular continuous random variable. %(before_notes)s Notes ----- The probability density function for `semicircular` is: .. math:: f(x) = \frac{2}{\pi} \sqrt{1-x^2} for :math:`-1 \le x \le 1`. %(after_notes)s %(example)s """ def _pdf(self, x): # semicircular.pdf(x) = 2/pi * sqrt(1-x**2) return 2.0/np.pi*np.sqrt(1-x*x) def _cdf(self, x): return 0.5+1.0/np.pi*(x*np.sqrt(1-x*x) + np.arcsin(x)) def _stats(self): return 0, 0.25, 0, -1.0 def _entropy(self): return 0.64472988584940017414 semicircular = semicircular_gen(a=-1.0, b=1.0, name="semicircular") class skew_norm_gen(rv_continuous): r"""A skew-normal random variable. %(before_notes)s Notes ----- The pdf is:: skewnorm.pdf(x, a) = 2 * norm.pdf(x) * norm.cdf(a*x) `skewnorm` takes a real number :math:`a` as a skewness parameter When ``a = 0`` the distribution is identical to a normal distribution (`norm`). `rvs` implements the method of [1]_. %(after_notes)s %(example)s References ---------- .. [1] A. Azzalini and A. Capitanio (1999). Statistical applications of the multivariate skew-normal distribution. J. Roy. Statist. Soc., B 61, 579-602. http://azzalini.stat.unipd.it/SN/faq-r.html """ def _argcheck(self, a): return np.isfinite(a) def _pdf(self, x, a): return 2.*_norm_pdf(x)*_norm_cdf(a*x) def _cdf_single(self, x, *args): if x <= 0: cdf = integrate.quad(self._pdf, self.a, x, args=args)[0] else: t1 = integrate.quad(self._pdf, self.a, 0, args=args)[0] t2 = integrate.quad(self._pdf, 0, x, args=args)[0] cdf = t1 + t2 if cdf > 1: # Presumably numerical noise, e.g. 1.0000000000000002 cdf = 1.0 return cdf def _sf(self, x, a): return self._cdf(-x, -a) def _rvs(self, a): u0 = self._random_state.normal(size=self._size) v = self._random_state.normal(size=self._size) d = a/np.sqrt(1 + a**2) u1 = d*u0 + v*np.sqrt(1 - d**2) return np.where(u0 >= 0, u1, -u1) def _stats(self, a, moments='mvsk'): output = [None, None, None, None] const = np.sqrt(2/np.pi) * a/np.sqrt(1 + a**2) if 'm' in moments: output[0] = const if 'v' in moments: output[1] = 1 - const**2 if 's' in moments: output[2] = ((4 - np.pi)/2) * (const/np.sqrt(1 - const**2))**3 if 'k' in moments: output[3] = (2*(np.pi - 3)) * (const**4/(1 - const**2)**2) return output skewnorm = skew_norm_gen(name='skewnorm') class trapz_gen(rv_continuous): r"""A trapezoidal continuous random variable. %(before_notes)s Notes ----- The trapezoidal distribution can be represented with an up-sloping line from ``loc`` to ``(loc + c*scale)``, then constant to ``(loc + d*scale)`` and then downsloping from ``(loc + d*scale)`` to ``(loc+scale)``. `trapz` takes :math:`c` and :math:`d` as shape parameters. %(after_notes)s The standard form is in the range [0, 1] with c the mode. The location parameter shifts the start to `loc`. The scale parameter changes the width from 1 to `scale`. %(example)s """ def _argcheck(self, c, d): return (c >= 0) & (c <= 1) & (d >= 0) & (d <= 1) & (d >= c) def _pdf(self, x, c, d): u = 2 / (d-c+1) return _lazyselect([x < c, (c <= x) & (x <= d), x > d], [lambda x, c, d, u: u * x / c, lambda x, c, d, u: u, lambda x, c, d, u: u * (1-x) / (1-d)], (x, c, d, u)) def _cdf(self, x, c, d): return _lazyselect([x < c, (c <= x) & (x <= d), x > d], [lambda x, c, d: x**2 / c / (d-c+1), lambda x, c, d: (c + 2 * (x-c)) / (d-c+1), lambda x, c, d: 1-((1-x) ** 2 / (d-c+1) / (1-d))], (x, c, d)) def _ppf(self, q, c, d): qc, qd = self._cdf(c, c, d), self._cdf(d, c, d) condlist = [q < qc, q <= qd, q > qd] choicelist = [np.sqrt(q * c * (1 + d - c)), 0.5 * q * (1 + d - c) + 0.5 * c, 1 - np.sqrt((1 - q) * (d - c + 1) * (1 - d))] return np.select(condlist, choicelist) trapz = trapz_gen(a=0.0, b=1.0, name="trapz") class triang_gen(rv_continuous): r"""A triangular continuous random variable. %(before_notes)s Notes ----- The triangular distribution can be represented with an up-sloping line from ``loc`` to ``(loc + c*scale)`` and then downsloping for ``(loc + c*scale)`` to ``(loc + scale)``. `triang` takes ``c`` as a shape parameter for :math:`c`. %(after_notes)s The standard form is in the range [0, 1] with c the mode. The location parameter shifts the start to `loc`. The scale parameter changes the width from 1 to `scale`. %(example)s """ def _rvs(self, c): return self._random_state.triangular(0, c, 1, self._size) def _argcheck(self, c): return (c >= 0) & (c <= 1) def _pdf(self, x, c): # 0: edge case where c=0 # 1: generalised case for x < c, don't use x <= c, as it doesn't cope # with c = 0. # 2: generalised case for x >= c, but doesn't cope with c = 1 # 3: edge case where c=1 r = _lazyselect([c == 0, x < c, (x >= c) & (c != 1), c == 1], [lambda x, c: 2 - 2 * x, lambda x, c: 2 * x / c, lambda x, c: 2 * (1 - x) / (1 - c), lambda x, c: 2 * x], (x, c)) return r def _cdf(self, x, c): r = _lazyselect([c == 0, x < c, (x >= c) & (c != 1), c == 1], [lambda x, c: 2*x - x*x, lambda x, c: x * x / c, lambda x, c: (x*x - 2*x + c) / (c-1), lambda x, c: x * x], (x, c)) return r def _ppf(self, q, c): return np.where(q < c, np.sqrt(c * q), 1-np.sqrt((1-c) * (1-q))) def _stats(self, c): return ((c+1.0)/3.0, (1.0-c+c*c)/18, np.sqrt(2)*(2*c-1)*(c+1)*(c-2) / (5*np.power((1.0-c+c*c), 1.5)), -3.0/5.0) def _entropy(self, c): return 0.5-np.log(2) triang = triang_gen(a=0.0, b=1.0, name="triang") class truncexpon_gen(rv_continuous): r"""A truncated exponential continuous random variable. %(before_notes)s Notes ----- The probability density function for `truncexpon` is: .. math:: f(x, b) = \frac{\exp(-x)}{1 - \exp(-b)} for :math:`0 < x < b`. `truncexpon` takes ``b`` as a shape parameter for :math:`b`. %(after_notes)s %(example)s """ def _argcheck(self, b): self.b = b return b > 0 def _pdf(self, x, b): # truncexpon.pdf(x, b) = exp(-x) / (1-exp(-b)) return np.exp(-x)/(-sc.expm1(-b)) def _logpdf(self, x, b): return -x - np.log(-sc.expm1(-b)) def _cdf(self, x, b): return sc.expm1(-x)/sc.expm1(-b) def _ppf(self, q, b): return -sc.log1p(q*sc.expm1(-b)) def _munp(self, n, b): # wrong answer with formula, same as in continuous.pdf # return sc.gamman+1)-sc.gammainc1+n, b) if n == 1: return (1-(b+1)*np.exp(-b))/(-sc.expm1(-b)) elif n == 2: return 2*(1-0.5*(b*b+2*b+2)*np.exp(-b))/(-sc.expm1(-b)) else: # return generic for higher moments # return rv_continuous._mom1_sc(self, n, b) return self._mom1_sc(n, b) def _entropy(self, b): eB = np.exp(b) return np.log(eB-1)+(1+eB*(b-1.0))/(1.0-eB) truncexpon = truncexpon_gen(a=0.0, name='truncexpon') class truncnorm_gen(rv_continuous): r"""A truncated normal continuous random variable. %(before_notes)s Notes ----- The standard form of this distribution is a standard normal truncated to the range [a, b] --- notice that a and b are defined over the domain of the standard normal. To convert clip values for a specific mean and standard deviation, use:: a, b = (myclip_a - my_mean) / my_std, (myclip_b - my_mean) / my_std `truncnorm` takes :math:`a` and :math:`b` as shape parameters. %(after_notes)s %(example)s """ def _argcheck(self, a, b): self.a = a self.b = b self._nb = _norm_cdf(b) self._na = _norm_cdf(a) self._sb = _norm_sf(b) self._sa = _norm_sf(a) self._delta = np.where(self.a > 0, -(self._sb - self._sa), self._nb - self._na) self._logdelta = np.log(self._delta) return a < b def _pdf(self, x, a, b): return _norm_pdf(x) / self._delta def _logpdf(self, x, a, b): return _norm_logpdf(x) - self._logdelta def _cdf(self, x, a, b): return (_norm_cdf(x) - self._na) / self._delta def _ppf(self, q, a, b): # XXX Use _lazywhere... ppf = np.where(self.a > 0, _norm_isf(q*self._sb + self._sa*(1.0-q)), _norm_ppf(q*self._nb + self._na*(1.0-q))) return ppf def _stats(self, a, b): nA, nB = self._na, self._nb d = nB - nA pA, pB = _norm_pdf(a), _norm_pdf(b) mu = (pA - pB) / d # correction sign mu2 = 1 + (a*pA - b*pB) / d - mu*mu return mu, mu2, None, None truncnorm = truncnorm_gen(name='truncnorm') # FIXME: RVS does not work. class tukeylambda_gen(rv_continuous): r"""A Tukey-Lamdba continuous random variable. %(before_notes)s Notes ----- A flexible distribution, able to represent and interpolate between the following distributions: - Cauchy (:math:`lambda = -1`) - logistic (:math:`lambda = 0`) - approx Normal (:math:`lambda = 0.14`) - uniform from -1 to 1 (:math:`lambda = 1`) `tukeylambda` takes a real number :math:`lambda` (denoted ``lam`` in the implementation) as a shape parameter. %(after_notes)s %(example)s """ def _argcheck(self, lam): return np.ones(np.shape(lam), dtype=bool) def _pdf(self, x, lam): Fx = np.asarray(sc.tklmbda(x, lam)) Px = Fx**(lam-1.0) + (np.asarray(1-Fx))**(lam-1.0) Px = 1.0/np.asarray(Px) return np.where((lam <= 0) | (abs(x) < 1.0/np.asarray(lam)), Px, 0.0) def _cdf(self, x, lam): return sc.tklmbda(x, lam) def _ppf(self, q, lam): return sc.boxcox(q, lam) - sc.boxcox1p(-q, lam) def _stats(self, lam): return 0, _tlvar(lam), 0, _tlkurt(lam) def _entropy(self, lam): def integ(p): return np.log(pow(p, lam-1)+pow(1-p, lam-1)) return integrate.quad(integ, 0, 1)[0] tukeylambda = tukeylambda_gen(name='tukeylambda') class FitUniformFixedScaleDataError(FitDataError): def __init__(self, ptp, fscale): self.args = ( "Invalid values in `data`. Maximum likelihood estimation with " "the uniform distribution and fixed scale requires that " "data.ptp() <= fscale, but data.ptp() = %r and fscale = %r." % (ptp, fscale), ) class uniform_gen(rv_continuous): r"""A uniform continuous random variable. In the standard form, the distribution is uniform on ``[0, 1]``. Using the parameters ``loc`` and ``scale``, one obtains the uniform distribution on ``[loc, loc + scale]``. %(before_notes)s %(example)s """ def _rvs(self): return self._random_state.uniform(0.0, 1.0, self._size) def _pdf(self, x): return 1.0*(x == x) def _cdf(self, x): return x def _ppf(self, q): return q def _stats(self): return 0.5, 1.0/12, 0, -1.2 def _entropy(self): return 0.0 def fit(self, data, *args, **kwds): """ Maximum likelihood estimate for the location and scale parameters. `uniform.fit` uses only the following parameters. Because exact formulas are used, the parameters related to optimization that are available in the `fit` method of other distributions are ignored here. The only positional argument accepted is `data`. Parameters ---------- data : array_like Data to use in calculating the maximum likelihood estimate. floc : float, optional Hold the location parameter fixed to the specified value. fscale : float, optional Hold the scale parameter fixed to the specified value. Returns ------- loc, scale : float Maximum likelihood estimates for the location and scale. Notes ----- An error is raised if `floc` is given and any values in `data` are less than `floc`, or if `fscale` is given and `fscale` is less than ``data.max() - data.min()``. An error is also raised if both `floc` and `fscale` are given. Examples -------- >>> from scipy.stats import uniform We'll fit the uniform distribution to `x`: >>> x = np.array([2, 2.5, 3.1, 9.5, 13.0]) For a uniform distribution MLE, the location is the minimum of the data, and the scale is the maximum minus the minimum. >>> loc, scale = uniform.fit(x) >>> loc 2.0 >>> scale 11.0 If we know the data comes from a uniform distribution where the support starts at 0, we can use `floc=0`: >>> loc, scale = uniform.fit(x, floc=0) >>> loc 0.0 >>> scale 13.0 Alternatively, if we know the length of the support is 12, we can use `fscale=12`: >>> loc, scale = uniform.fit(x, fscale=12) >>> loc 1.5 >>> scale 12.0 In that last example, the support interval is [1.5, 13.5]. This solution is not unique. For example, the distribution with ``loc=2`` and ``scale=12`` has the same likelihood as the one above. When `fscale` is given and it is larger than ``data.max() - data.min()``, the parameters returned by the `fit` method center the support over the interval ``[data.min(), data.max()]``. """ if len(args) > 0: raise TypeError("Too many arguments.") floc = kwds.pop('floc', None) fscale = kwds.pop('fscale', None) # Ignore the optimizer-related keyword arguments, if given. kwds.pop('loc', None) kwds.pop('scale', None) kwds.pop('optimizer', None) if kwds: raise TypeError("Unknown arguments: %s." % kwds) if floc is not None and fscale is not None: # This check is for consistency with `rv_continuous.fit`. raise ValueError("All parameters fixed. There is nothing to " "optimize.") data = np.asarray(data) # MLE for the uniform distribution # -------------------------------- # The PDF is # # f(x, loc, scale) = {1/scale for loc <= x <= loc + scale # {0 otherwise} # # The likelihood function is # L(x, loc, scale) = (1/scale)**n # where n is len(x), assuming loc <= x <= loc + scale for all x. # The log-likelihood is # l(x, loc, scale) = -n*log(scale) # The log-likelihood is maximized by making scale as small as possible, # while keeping loc <= x <= loc + scale. So if neither loc nor scale # are fixed, the log-likelihood is maximized by choosing # loc = x.min() # scale = x.ptp() # If loc is fixed, it must be less than or equal to x.min(), and then # the scale is # scale = x.max() - loc # If scale is fixed, it must not be less than x.ptp(). If scale is # greater than x.ptp(), the solution is not unique. Note that the # likelihood does not depend on loc, except for the requirement that # loc <= x <= loc + scale. All choices of loc for which # x.max() - scale <= loc <= x.min() # have the same log-likelihood. In this case, we choose loc such that # the support is centered over the interval [data.min(), data.max()]: # loc = x.min() = 0.5*(scale - x.ptp()) if fscale is None: # scale is not fixed. if floc is None: # loc is not fixed, scale is not fixed. loc = data.min() scale = data.ptp() else: # loc is fixed, scale is not fixed. loc = floc scale = data.max() - loc if data.min() < loc: raise FitDataError("uniform", lower=loc, upper=loc + scale) else: # loc is not fixed, scale is fixed. ptp = data.ptp() if ptp > fscale: raise FitUniformFixedScaleDataError(ptp=ptp, fscale=fscale) # If ptp < fscale, the ML estimate is not unique; see the comments # above. We choose the distribution for which the support is # centered over the interval [data.min(), data.max()]. loc = data.min() - 0.5*(fscale - ptp) scale = fscale # We expect the return values to be floating point, so ensure it # by explicitly converting to float. return float(loc), float(scale) uniform = uniform_gen(a=0.0, b=1.0, name='uniform') class vonmises_gen(rv_continuous): r"""A Von Mises continuous random variable. %(before_notes)s Notes ----- The probability density function for `vonmises` and `vonmises_line` is: .. math:: f(x, \kappa) = \frac{ \exp(\kappa \cos(x)) }{ 2 \pi I_0(\kappa) } for :math:`-\pi \le x \le \pi`, :math:`\kappa > 0`. :math:`I_0` is the modified Bessel function of order zero (`scipy.special.i0`). `vonmises` is a circular distribution which does not restrict the distribution to a fixed interval. Currently, there is no circular distribution framework in scipy. The ``cdf`` is implemented such that ``cdf(x + 2*np.pi) == cdf(x) + 1``. `vonmises_line` is the same distribution, defined on :math:`[-\pi, \pi]` on the real line. This is a regular (i.e. non-circular) distribution. `vonmises` and `vonmises_line` take ``kappa`` as a shape parameter. %(after_notes)s %(example)s """ def _rvs(self, kappa): return self._random_state.vonmises(0.0, kappa, size=self._size) def _pdf(self, x, kappa): # vonmises.pdf(x, \kappa) = exp(\kappa * cos(x)) / (2*pi*I[0](\kappa)) return np.exp(kappa * np.cos(x)) / (2*np.pi*sc.i0(kappa)) def _cdf(self, x, kappa): return _stats.von_mises_cdf(kappa, x) def _stats_skip(self, kappa): return 0, None, 0, None def _entropy(self, kappa): return (-kappa * sc.i1(kappa) / sc.i0(kappa) + np.log(2 * np.pi * sc.i0(kappa))) vonmises = vonmises_gen(name='vonmises') vonmises_line = vonmises_gen(a=-np.pi, b=np.pi, name='vonmises_line') class wald_gen(invgauss_gen): r"""A Wald continuous random variable. %(before_notes)s Notes ----- The probability density function for `wald` is: .. math:: f(x) = \frac{1}{\sqrt{2\pi x^3}} \exp(- \frac{ (x-1)^2 }{ 2x }) for :math:`x > 0`. `wald` is a special case of `invgauss` with ``mu=1``. %(after_notes)s %(example)s """ _support_mask = rv_continuous._open_support_mask def _rvs(self): return self._random_state.wald(1.0, 1.0, size=self._size) def _pdf(self, x): # wald.pdf(x) = 1/sqrt(2*pi*x**3) * exp(-(x-1)**2/(2*x)) return invgauss._pdf(x, 1.0) def _logpdf(self, x): return invgauss._logpdf(x, 1.0) def _cdf(self, x): return invgauss._cdf(x, 1.0) def _stats(self): return 1.0, 1.0, 3.0, 15.0 wald = wald_gen(a=0.0, name="wald") class wrapcauchy_gen(rv_continuous): r"""A wrapped Cauchy continuous random variable. %(before_notes)s Notes ----- The probability density function for `wrapcauchy` is: .. math:: f(x, c) = \frac{1-c^2}{2\pi (1+c^2 - 2c \cos(x))} for :math:`0 \le x \le 2\pi`, :math:`0 < c < 1`. `wrapcauchy` takes ``c`` as a shape parameter for :math:`c`. %(after_notes)s %(example)s """ def _argcheck(self, c): return (c > 0) & (c < 1) def _pdf(self, x, c): # wrapcauchy.pdf(x, c) = (1-c**2) / (2*pi*(1+c**2-2*c*cos(x))) return (1.0-c*c)/(2*np.pi*(1+c*c-2*c*np.cos(x))) def _cdf(self, x, c): output = np.zeros(x.shape, dtype=x.dtype) val = (1.0+c)/(1.0-c) c1 = x < np.pi c2 = 1-c1 xp = np.extract(c1, x) xn = np.extract(c2, x) if np.any(xn): valn = np.extract(c2, np.ones_like(x)*val) xn = 2*np.pi - xn yn = np.tan(xn/2.0) on = 1.0-1.0/np.pi*np.arctan(valn*yn) np.place(output, c2, on) if np.any(xp): valp = np.extract(c1, np.ones_like(x)*val) yp = np.tan(xp/2.0) op = 1.0/np.pi*np.arctan(valp*yp) np.place(output, c1, op) return output def _ppf(self, q, c): val = (1.0-c)/(1.0+c) rcq = 2*np.arctan(val*np.tan(np.pi*q)) rcmq = 2*np.pi-2*np.arctan(val*np.tan(np.pi*(1-q))) return np.where(q < 1.0/2, rcq, rcmq) def _entropy(self, c): return np.log(2*np.pi*(1-c*c)) wrapcauchy = wrapcauchy_gen(a=0.0, b=2*np.pi, name='wrapcauchy') class gennorm_gen(rv_continuous): r"""A generalized normal continuous random variable. %(before_notes)s Notes ----- The probability density function for `gennorm` is [1]_: .. math:: f(x, \beta) = \frac{\beta}{2 \Gamma(1/\beta)} \exp(-|x|^\beta) :math:`\Gamma` is the gamma function (`scipy.special.gamma`). `gennorm` takes ``beta`` as a shape parameter for :math:`\beta`. For :math:`\beta = 1`, it is identical to a Laplace distribution. For :math:`\beta = 2`, it is identical to a normal distribution (with ``scale=1/sqrt(2)``). See Also -------- laplace : Laplace distribution norm : normal distribution References ---------- .. [1] "Generalized normal distribution, Version 1", https://en.wikipedia.org/wiki/Generalized_normal_distribution#Version_1 %(example)s """ def _pdf(self, x, beta): return np.exp(self._logpdf(x, beta)) def _logpdf(self, x, beta): return np.log(0.5*beta) - sc.gammaln(1.0/beta) - abs(x)**beta def _cdf(self, x, beta): c = 0.5 * np.sign(x) # evaluating (.5 + c) first prevents numerical cancellation return (0.5 + c) - c * sc.gammaincc(1.0/beta, abs(x)**beta) def _ppf(self, x, beta): c = np.sign(x - 0.5) # evaluating (1. + c) first prevents numerical cancellation return c * sc.gammainccinv(1.0/beta, (1.0 + c) - 2.0*c*x)**(1.0/beta) def _sf(self, x, beta): return self._cdf(-x, beta) def _isf(self, x, beta): return -self._ppf(x, beta) def _stats(self, beta): c1, c3, c5 = sc.gammaln([1.0/beta, 3.0/beta, 5.0/beta]) return 0., np.exp(c3 - c1), 0., np.exp(c5 + c1 - 2.0*c3) - 3. def _entropy(self, beta): return 1. / beta - np.log(.5 * beta) + sc.gammaln(1. / beta) gennorm = gennorm_gen(name='gennorm') class halfgennorm_gen(rv_continuous): r"""The upper half of a generalized normal continuous random variable. %(before_notes)s Notes ----- The probability density function for `halfgennorm` is: .. math:: f(x, \beta) = \frac{\beta}{\Gamma(1/\beta)} \exp(-|x|^\beta) for :math:`x > 0`. :math:`\Gamma` is the gamma function (`scipy.special.gamma`). `gennorm` takes ``beta`` as a shape parameter for :math:`\beta`. For :math:`\beta = 1`, it is identical to an exponential distribution. For :math:`\beta = 2`, it is identical to a half normal distribution (with ``scale=1/sqrt(2)``). See Also -------- gennorm : generalized normal distribution expon : exponential distribution halfnorm : half normal distribution References ---------- .. [1] "Generalized normal distribution, Version 1", https://en.wikipedia.org/wiki/Generalized_normal_distribution#Version_1 %(example)s """ def _pdf(self, x, beta): # beta # halfgennorm.pdf(x, beta) = ------------- exp(-|x|**beta) # gamma(1/beta) return np.exp(self._logpdf(x, beta)) def _logpdf(self, x, beta): return np.log(beta) - sc.gammaln(1.0/beta) - x**beta def _cdf(self, x, beta): return sc.gammainc(1.0/beta, x**beta) def _ppf(self, x, beta): return sc.gammaincinv(1.0/beta, x)**(1.0/beta) def _sf(self, x, beta): return sc.gammaincc(1.0/beta, x**beta) def _isf(self, x, beta): return sc.gammainccinv(1.0/beta, x)**(1.0/beta) def _entropy(self, beta): return 1.0/beta - np.log(beta) + sc.gammaln(1.0/beta) halfgennorm = halfgennorm_gen(a=0, name='halfgennorm') class crystalball_gen(rv_continuous): r""" Crystalball distribution %(before_notes)s Notes ----- The probability density function for `crystalball` is: .. math:: f(x, \beta, m) = \begin{cases} N \exp(-x^2 / 2), &\text{for } x > -\beta\\ N A (B - x)^{-m} &\text{for } x \le -\beta \end{cases} where :math:`A = (m / |\beta|)^n \exp(-\beta^2 / 2)`, :math:`B = m/|\beta| - |\beta|` and :math:`N` is a normalisation constant. `crystalball` takes :math:`\beta > 0` and :math:`m > 1` as shape parameters. :math:`\beta` defines the point where the pdf changes from a power-law to a Gaussian distribution. :math:`m` is the power of the power-law tail. References ---------- .. [1] "Crystal Ball Function", https://en.wikipedia.org/wiki/Crystal_Ball_function %(after_notes)s .. versionadded:: 0.19.0 %(example)s """ def _pdf(self, x, beta, m): """ Return PDF of the crystalball function. -- | exp(-x**2 / 2), for x > -beta crystalball.pdf(x, beta, m) = N * | | A * (B - x)**(-m), for x <= -beta -- """ N = 1.0 / (m/beta / (m-1) * np.exp(-beta**2 / 2.0) + _norm_pdf_C * _norm_cdf(beta)) def rhs(x, beta, m): return np.exp(-x**2 / 2) def lhs(x, beta, m): return ((m/beta)**m * np.exp(-beta**2 / 2.0) * (m/beta - beta - x)**(-m)) return N * _lazywhere(x > -beta, (x, beta, m), f=rhs, f2=lhs) def _logpdf(self, x, beta, m): """ Return the log of the PDF of the crystalball function. """ N = 1.0 / (m/beta / (m-1) * np.exp(-beta**2 / 2.0) + _norm_pdf_C * _norm_cdf(beta)) def rhs(x, beta, m): return -x**2/2 def lhs(x, beta, m): return m*np.log(m/beta) - beta**2/2 - m*np.log(m/beta - beta - x) return np.log(N) + _lazywhere(x > -beta, (x, beta, m), f=rhs, f2=lhs) def _cdf(self, x, beta, m): """ Return CDF of the crystalball function """ N = 1.0 / (m/beta / (m-1) * np.exp(-beta**2 / 2.0) + _norm_pdf_C * _norm_cdf(beta)) def rhs(x, beta, m): return ((m/beta) * np.exp(-beta**2 / 2.0) / (m-1) + _norm_pdf_C * (_norm_cdf(x) - _norm_cdf(-beta))) def lhs(x, beta, m): return ((m/beta)**m * np.exp(-beta**2 / 2.0) * (m/beta - beta - x)**(-m+1) / (m-1)) return N * _lazywhere(x > -beta, (x, beta, m), f=rhs, f2=lhs) def _ppf(self, p, beta, m): N = 1.0 / (m/beta / (m-1) * np.exp(-beta**2 / 2.0) + _norm_pdf_C * _norm_cdf(beta)) pbeta = N * (m/beta) * np.exp(-beta**2/2) / (m - 1) def ppf_less(p, beta, m): eb2 = np.exp(-beta**2/2) C = (m/beta) * eb2 / (m-1) N = 1/(C + _norm_pdf_C * _norm_cdf(beta)) return (m/beta - beta - ((m - 1)*(m/beta)**(-m)/eb2*p/N)**(1/(1-m))) def ppf_greater(p, beta, m): eb2 = np.exp(-beta**2/2) C = (m/beta) * eb2 / (m-1) N = 1/(C + _norm_pdf_C * _norm_cdf(beta)) return _norm_ppf(_norm_cdf(-beta) + (1/_norm_pdf_C)*(p/N - C)) return _lazywhere(p < pbeta, (p, beta, m), f=ppf_less, f2=ppf_greater) def _munp(self, n, beta, m): """ Returns the n-th non-central moment of the crystalball function. """ N = 1.0 / (m/beta / (m-1) * np.exp(-beta**2 / 2.0) + _norm_pdf_C * _norm_cdf(beta)) def n_th_moment(n, beta, m): """ Returns n-th moment. Defined only if n+1 < m Function cannot broadcast due to the loop over n """ A = (m/beta)**m * np.exp(-beta**2 / 2.0) B = m/beta - beta rhs = (2**((n-1)/2.0) * sc.gamma((n+1)/2) * (1.0 + (-1)**n * sc.gammainc((n+1)/2, beta**2 / 2))) lhs = np.zeros(rhs.shape) for k in range(n + 1): lhs += (sc.binom(n, k) * B**(n-k) * (-1)**k / (m - k - 1) * (m/beta)**(-m + k + 1)) return A * lhs + rhs return N * _lazywhere(n + 1 < m, (n, beta, m), np.vectorize(n_th_moment, otypes=[np.float]), np.inf) def _argcheck(self, beta, m): """ Shape parameter bounds are m > 1 and beta > 0. """ return (m > 1) & (beta > 0) crystalball = crystalball_gen(name='crystalball', longname="A Crystalball Function") def _argus_phi(chi): """ Utility function for the argus distribution used in the CDF and norm of the Argus Funktion """ return _norm_cdf(chi) - chi * _norm_pdf(chi) - 0.5 class argus_gen(rv_continuous): r""" Argus distribution %(before_notes)s Notes ----- The probability density function for `argus` is: .. math:: f(x, \chi) = \frac{\chi^3}{\sqrt{2\pi} \Psi(\chi)} x \sqrt{1-x^2} \exp(-\chi^2 (1 - x^2)/2) for :math:`0 < x < 1`, where .. math:: \Psi(\chi) = \Phi(\chi) - \chi \phi(\chi) - 1/2 with :math:`\Phi` and :math:`\phi` being the CDF and PDF of a standard normal distribution, respectively. `argus` takes :math:`\chi` as shape a parameter. References ---------- .. [1] "ARGUS distribution", https://en.wikipedia.org/wiki/ARGUS_distribution %(after_notes)s .. versionadded:: 0.19.0 %(example)s """ def _pdf(self, x, chi): """ Return PDF of the argus function argus.pdf(x, chi) = chi**3 / (sqrt(2*pi) * Psi(chi)) * x * sqrt(1-x**2) * exp(- 0.5 * chi**2 * (1 - x**2)) """ y = 1.0 - x**2 return chi**3 / (_norm_pdf_C * _argus_phi(chi)) * x * np.sqrt(y) * np.exp(-chi**2 * y / 2) def _cdf(self, x, chi): """ Return CDF of the argus function """ return 1.0 - self._sf(x, chi) def _sf(self, x, chi): """ Return survival function of the argus function """ return _argus_phi(chi * np.sqrt(1 - x**2)) / _argus_phi(chi) argus = argus_gen(name='argus', longname="An Argus Function", a=0.0, b=1.0) class rv_histogram(rv_continuous): """ Generates a distribution given by a histogram. This is useful to generate a template distribution from a binned datasample. As a subclass of the `rv_continuous` class, `rv_histogram` inherits from it a collection of generic methods (see `rv_continuous` for the full list), and implements them based on the properties of the provided binned datasample. Parameters ---------- histogram : tuple of array_like Tuple containing two array_like objects The first containing the content of n bins The second containing the (n+1) bin boundaries In particular the return value np.histogram is accepted Notes ----- There are no additional shape parameters except for the loc and scale. The pdf is defined as a stepwise function from the provided histogram The cdf is a linear interpolation of the pdf. .. versionadded:: 0.19.0 Examples -------- Create a scipy.stats distribution from a numpy histogram >>> import scipy.stats >>> import numpy as np >>> data = scipy.stats.norm.rvs(size=100000, loc=0, scale=1.5, random_state=123) >>> hist = np.histogram(data, bins=100) >>> hist_dist = scipy.stats.rv_histogram(hist) Behaves like an ordinary scipy rv_continuous distribution >>> hist_dist.pdf(1.0) 0.20538577847618705 >>> hist_dist.cdf(2.0) 0.90818568543056499 PDF is zero above (below) the highest (lowest) bin of the histogram, defined by the max (min) of the original dataset >>> hist_dist.pdf(np.max(data)) 0.0 >>> hist_dist.cdf(np.max(data)) 1.0 >>> hist_dist.pdf(np.min(data)) 7.7591907244498314e-05 >>> hist_dist.cdf(np.min(data)) 0.0 PDF and CDF follow the histogram >>> import matplotlib.pyplot as plt >>> X = np.linspace(-5.0, 5.0, 100) >>> plt.title("PDF from Template") >>> plt.hist(data, density=True, bins=100) >>> plt.plot(X, hist_dist.pdf(X), label='PDF') >>> plt.plot(X, hist_dist.cdf(X), label='CDF') >>> plt.show() """ _support_mask = rv_continuous._support_mask def __init__(self, histogram, *args, **kwargs): """ Create a new distribution using the given histogram Parameters ---------- histogram : tuple of array_like Tuple containing two array_like objects The first containing the content of n bins The second containing the (n+1) bin boundaries In particular the return value np.histogram is accepted """ self._histogram = histogram if len(histogram) != 2: raise ValueError("Expected length 2 for parameter histogram") self._hpdf = np.asarray(histogram[0]) self._hbins = np.asarray(histogram[1]) if len(self._hpdf) + 1 != len(self._hbins): raise ValueError("Number of elements in histogram content " "and histogram boundaries do not match, " "expected n and n+1.") self._hbin_widths = self._hbins[1:] - self._hbins[:-1] self._hpdf = self._hpdf / float(np.sum(self._hpdf * self._hbin_widths)) self._hcdf = np.cumsum(self._hpdf * self._hbin_widths) self._hpdf = np.hstack([0.0, self._hpdf, 0.0]) self._hcdf = np.hstack([0.0, self._hcdf]) # Set support kwargs['a'] = self._hbins[0] kwargs['b'] = self._hbins[-1] super(rv_histogram, self).__init__(*args, **kwargs) def _pdf(self, x): """ PDF of the histogram """ return self._hpdf[np.searchsorted(self._hbins, x, side='right')] def _cdf(self, x): """ CDF calculated from the histogram """ return np.interp(x, self._hbins, self._hcdf) def _ppf(self, x): """ Percentile function calculated from the histogram """ return np.interp(x, self._hcdf, self._hbins) def _munp(self, n): """Compute the n-th non-central moment.""" integrals = (self._hbins[1:]**(n+1) - self._hbins[:-1]**(n+1)) / (n+1) return np.sum(self._hpdf[1:-1] * integrals) def _entropy(self): """Compute entropy of distribution""" res = _lazywhere(self._hpdf[1:-1] > 0.0, (self._hpdf[1:-1],), np.log, 0.0) return -np.sum(self._hpdf[1:-1] * res * self._hbin_widths) def _updated_ctor_param(self): """ Set the histogram as additional constructor argument """ dct = super(rv_histogram, self)._updated_ctor_param() dct['histogram'] = self._histogram return dct # Collect names of classes and objects in this module. pairs = list(globals().items()) _distn_names, _distn_gen_names = get_distribution_names(pairs, rv_continuous) __all__ = _distn_names + _distn_gen_names + ['rv_histogram']
bsd-3-clause
alimuldal/numpy
numpy/core/tests/test_multiarray.py
6
246246
from __future__ import division, absolute_import, print_function import collections import tempfile import sys import shutil import warnings import operator import io import itertools import ctypes import os import gc if sys.version_info[0] >= 3: import builtins else: import __builtin__ as builtins from decimal import Decimal import numpy as np from numpy.compat import asbytes, getexception, strchar, unicode, sixu from test_print import in_foreign_locale from numpy.core.multiarray_tests import ( test_neighborhood_iterator, test_neighborhood_iterator_oob, test_pydatamem_seteventhook_start, test_pydatamem_seteventhook_end, test_inplace_increment, get_buffer_info, test_as_c_array, ) from numpy.testing import ( TestCase, run_module_suite, assert_, assert_raises, assert_warns, assert_equal, assert_almost_equal, assert_array_equal, assert_array_almost_equal, assert_allclose, IS_PYPY, HAS_REFCOUNT, assert_array_less, runstring, dec, SkipTest, temppath, suppress_warnings ) # Need to test an object that does not fully implement math interface from datetime import timedelta if sys.version_info[:2] > (3, 2): # In Python 3.3 the representation of empty shape, strides and sub-offsets # is an empty tuple instead of None. # http://docs.python.org/dev/whatsnew/3.3.html#api-changes EMPTY = () else: EMPTY = None class TestFlags(TestCase): def setUp(self): self.a = np.arange(10) def test_writeable(self): mydict = locals() self.a.flags.writeable = False self.assertRaises(ValueError, runstring, 'self.a[0] = 3', mydict) self.assertRaises(ValueError, runstring, 'self.a[0:1].itemset(3)', mydict) self.a.flags.writeable = True self.a[0] = 5 self.a[0] = 0 def test_otherflags(self): assert_equal(self.a.flags.carray, True) assert_equal(self.a.flags.farray, False) assert_equal(self.a.flags.behaved, True) assert_equal(self.a.flags.fnc, False) assert_equal(self.a.flags.forc, True) assert_equal(self.a.flags.owndata, True) assert_equal(self.a.flags.writeable, True) assert_equal(self.a.flags.aligned, True) assert_equal(self.a.flags.updateifcopy, False) def test_string_align(self): a = np.zeros(4, dtype=np.dtype('|S4')) assert_(a.flags.aligned) # not power of two are accessed byte-wise and thus considered aligned a = np.zeros(5, dtype=np.dtype('|S4')) assert_(a.flags.aligned) def test_void_align(self): a = np.zeros(4, dtype=np.dtype([("a", "i4"), ("b", "i4")])) assert_(a.flags.aligned) class TestHash(TestCase): # see #3793 def test_int(self): for st, ut, s in [(np.int8, np.uint8, 8), (np.int16, np.uint16, 16), (np.int32, np.uint32, 32), (np.int64, np.uint64, 64)]: for i in range(1, s): assert_equal(hash(st(-2**i)), hash(-2**i), err_msg="%r: -2**%d" % (st, i)) assert_equal(hash(st(2**(i - 1))), hash(2**(i - 1)), err_msg="%r: 2**%d" % (st, i - 1)) assert_equal(hash(st(2**i - 1)), hash(2**i - 1), err_msg="%r: 2**%d - 1" % (st, i)) i = max(i - 1, 1) assert_equal(hash(ut(2**(i - 1))), hash(2**(i - 1)), err_msg="%r: 2**%d" % (ut, i - 1)) assert_equal(hash(ut(2**i - 1)), hash(2**i - 1), err_msg="%r: 2**%d - 1" % (ut, i)) class TestAttributes(TestCase): def setUp(self): self.one = np.arange(10) self.two = np.arange(20).reshape(4, 5) self.three = np.arange(60, dtype=np.float64).reshape(2, 5, 6) def test_attributes(self): assert_equal(self.one.shape, (10,)) assert_equal(self.two.shape, (4, 5)) assert_equal(self.three.shape, (2, 5, 6)) self.three.shape = (10, 3, 2) assert_equal(self.three.shape, (10, 3, 2)) self.three.shape = (2, 5, 6) assert_equal(self.one.strides, (self.one.itemsize,)) num = self.two.itemsize assert_equal(self.two.strides, (5*num, num)) num = self.three.itemsize assert_equal(self.three.strides, (30*num, 6*num, num)) assert_equal(self.one.ndim, 1) assert_equal(self.two.ndim, 2) assert_equal(self.three.ndim, 3) num = self.two.itemsize assert_equal(self.two.size, 20) assert_equal(self.two.nbytes, 20*num) assert_equal(self.two.itemsize, self.two.dtype.itemsize) assert_equal(self.two.base, np.arange(20)) def test_dtypeattr(self): assert_equal(self.one.dtype, np.dtype(np.int_)) assert_equal(self.three.dtype, np.dtype(np.float_)) assert_equal(self.one.dtype.char, 'l') assert_equal(self.three.dtype.char, 'd') self.assertTrue(self.three.dtype.str[0] in '<>') assert_equal(self.one.dtype.str[1], 'i') assert_equal(self.three.dtype.str[1], 'f') def test_int_subclassing(self): # Regression test for https://github.com/numpy/numpy/pull/3526 numpy_int = np.int_(0) if sys.version_info[0] >= 3: # On Py3k int_ should not inherit from int, because it's not # fixed-width anymore assert_equal(isinstance(numpy_int, int), False) else: # Otherwise, it should inherit from int... assert_equal(isinstance(numpy_int, int), True) # ... and fast-path checks on C-API level should also work from numpy.core.multiarray_tests import test_int_subclass assert_equal(test_int_subclass(numpy_int), True) def test_stridesattr(self): x = self.one def make_array(size, offset, strides): return np.ndarray(size, buffer=x, dtype=int, offset=offset*x.itemsize, strides=strides*x.itemsize) assert_equal(make_array(4, 4, -1), np.array([4, 3, 2, 1])) self.assertRaises(ValueError, make_array, 4, 4, -2) self.assertRaises(ValueError, make_array, 4, 2, -1) self.assertRaises(ValueError, make_array, 8, 3, 1) assert_equal(make_array(8, 3, 0), np.array([3]*8)) # Check behavior reported in gh-2503: self.assertRaises(ValueError, make_array, (2, 3), 5, np.array([-2, -3])) make_array(0, 0, 10) def test_set_stridesattr(self): x = self.one def make_array(size, offset, strides): try: r = np.ndarray([size], dtype=int, buffer=x, offset=offset*x.itemsize) except: raise RuntimeError(getexception()) r.strides = strides = strides*x.itemsize return r assert_equal(make_array(4, 4, -1), np.array([4, 3, 2, 1])) assert_equal(make_array(7, 3, 1), np.array([3, 4, 5, 6, 7, 8, 9])) self.assertRaises(ValueError, make_array, 4, 4, -2) self.assertRaises(ValueError, make_array, 4, 2, -1) self.assertRaises(RuntimeError, make_array, 8, 3, 1) # Check that the true extent of the array is used. # Test relies on as_strided base not exposing a buffer. x = np.lib.stride_tricks.as_strided(np.arange(1), (10, 10), (0, 0)) def set_strides(arr, strides): arr.strides = strides self.assertRaises(ValueError, set_strides, x, (10*x.itemsize, x.itemsize)) # Test for offset calculations: x = np.lib.stride_tricks.as_strided(np.arange(10, dtype=np.int8)[-1], shape=(10,), strides=(-1,)) self.assertRaises(ValueError, set_strides, x[::-1], -1) a = x[::-1] a.strides = 1 a[::2].strides = 2 def test_fill(self): for t in "?bhilqpBHILQPfdgFDGO": x = np.empty((3, 2, 1), t) y = np.empty((3, 2, 1), t) x.fill(1) y[...] = 1 assert_equal(x, y) def test_fill_max_uint64(self): x = np.empty((3, 2, 1), dtype=np.uint64) y = np.empty((3, 2, 1), dtype=np.uint64) value = 2**64 - 1 y[...] = value x.fill(value) assert_array_equal(x, y) def test_fill_struct_array(self): # Filling from a scalar x = np.array([(0, 0.0), (1, 1.0)], dtype='i4,f8') x.fill(x[0]) assert_equal(x['f1'][1], x['f1'][0]) # Filling from a tuple that can be converted # to a scalar x = np.zeros(2, dtype=[('a', 'f8'), ('b', 'i4')]) x.fill((3.5, -2)) assert_array_equal(x['a'], [3.5, 3.5]) assert_array_equal(x['b'], [-2, -2]) class TestArrayConstruction(TestCase): def test_array(self): d = np.ones(6) r = np.array([d, d]) assert_equal(r, np.ones((2, 6))) d = np.ones(6) tgt = np.ones((2, 6)) r = np.array([d, d]) assert_equal(r, tgt) tgt[1] = 2 r = np.array([d, d + 1]) assert_equal(r, tgt) d = np.ones(6) r = np.array([[d, d]]) assert_equal(r, np.ones((1, 2, 6))) d = np.ones(6) r = np.array([[d, d], [d, d]]) assert_equal(r, np.ones((2, 2, 6))) d = np.ones((6, 6)) r = np.array([d, d]) assert_equal(r, np.ones((2, 6, 6))) d = np.ones((6, )) r = np.array([[d, d + 1], d + 2]) assert_equal(len(r), 2) assert_equal(r[0], [d, d + 1]) assert_equal(r[1], d + 2) tgt = np.ones((2, 3), dtype=np.bool) tgt[0, 2] = False tgt[1, 0:2] = False r = np.array([[True, True, False], [False, False, True]]) assert_equal(r, tgt) r = np.array([[True, False], [True, False], [False, True]]) assert_equal(r, tgt.T) def test_array_empty(self): assert_raises(TypeError, np.array) def test_array_copy_false(self): d = np.array([1, 2, 3]) e = np.array(d, copy=False) d[1] = 3 assert_array_equal(e, [1, 3, 3]) e = np.array(d, copy=False, order='F') d[1] = 4 assert_array_equal(e, [1, 4, 3]) e[2] = 7 assert_array_equal(d, [1, 4, 7]) def test_array_copy_true(self): d = np.array([[1,2,3], [1, 2, 3]]) e = np.array(d, copy=True) d[0, 1] = 3 e[0, 2] = -7 assert_array_equal(e, [[1, 2, -7], [1, 2, 3]]) assert_array_equal(d, [[1, 3, 3], [1, 2, 3]]) e = np.array(d, copy=True, order='F') d[0, 1] = 5 e[0, 2] = 7 assert_array_equal(e, [[1, 3, 7], [1, 2, 3]]) assert_array_equal(d, [[1, 5, 3], [1,2,3]]) def test_array_cont(self): d = np.ones(10)[::2] assert_(np.ascontiguousarray(d).flags.c_contiguous) assert_(np.ascontiguousarray(d).flags.f_contiguous) assert_(np.asfortranarray(d).flags.c_contiguous) assert_(np.asfortranarray(d).flags.f_contiguous) d = np.ones((10, 10))[::2,::2] assert_(np.ascontiguousarray(d).flags.c_contiguous) assert_(np.asfortranarray(d).flags.f_contiguous) class TestAssignment(TestCase): def test_assignment_broadcasting(self): a = np.arange(6).reshape(2, 3) # Broadcasting the input to the output a[...] = np.arange(3) assert_equal(a, [[0, 1, 2], [0, 1, 2]]) a[...] = np.arange(2).reshape(2, 1) assert_equal(a, [[0, 0, 0], [1, 1, 1]]) # For compatibility with <= 1.5, a limited version of broadcasting # the output to the input. # # This behavior is inconsistent with NumPy broadcasting # in general, because it only uses one of the two broadcasting # rules (adding a new "1" dimension to the left of the shape), # applied to the output instead of an input. In NumPy 2.0, this kind # of broadcasting assignment will likely be disallowed. a[...] = np.arange(6)[::-1].reshape(1, 2, 3) assert_equal(a, [[5, 4, 3], [2, 1, 0]]) # The other type of broadcasting would require a reduction operation. def assign(a, b): a[...] = b assert_raises(ValueError, assign, a, np.arange(12).reshape(2, 2, 3)) def test_assignment_errors(self): # Address issue #2276 class C: pass a = np.zeros(1) def assign(v): a[0] = v assert_raises((AttributeError, TypeError), assign, C()) assert_raises(ValueError, assign, [1]) class TestDtypedescr(TestCase): def test_construction(self): d1 = np.dtype('i4') assert_equal(d1, np.dtype(np.int32)) d2 = np.dtype('f8') assert_equal(d2, np.dtype(np.float64)) def test_byteorders(self): self.assertNotEqual(np.dtype('<i4'), np.dtype('>i4')) self.assertNotEqual(np.dtype([('a', '<i4')]), np.dtype([('a', '>i4')])) class TestZeroRank(TestCase): def setUp(self): self.d = np.array(0), np.array('x', object) def test_ellipsis_subscript(self): a, b = self.d self.assertEqual(a[...], 0) self.assertEqual(b[...], 'x') self.assertTrue(a[...].base is a) # `a[...] is a` in numpy <1.9. self.assertTrue(b[...].base is b) # `b[...] is b` in numpy <1.9. def test_empty_subscript(self): a, b = self.d self.assertEqual(a[()], 0) self.assertEqual(b[()], 'x') self.assertTrue(type(a[()]) is a.dtype.type) self.assertTrue(type(b[()]) is str) def test_invalid_subscript(self): a, b = self.d self.assertRaises(IndexError, lambda x: x[0], a) self.assertRaises(IndexError, lambda x: x[0], b) self.assertRaises(IndexError, lambda x: x[np.array([], int)], a) self.assertRaises(IndexError, lambda x: x[np.array([], int)], b) def test_ellipsis_subscript_assignment(self): a, b = self.d a[...] = 42 self.assertEqual(a, 42) b[...] = '' self.assertEqual(b.item(), '') def test_empty_subscript_assignment(self): a, b = self.d a[()] = 42 self.assertEqual(a, 42) b[()] = '' self.assertEqual(b.item(), '') def test_invalid_subscript_assignment(self): a, b = self.d def assign(x, i, v): x[i] = v self.assertRaises(IndexError, assign, a, 0, 42) self.assertRaises(IndexError, assign, b, 0, '') self.assertRaises(ValueError, assign, a, (), '') def test_newaxis(self): a, b = self.d self.assertEqual(a[np.newaxis].shape, (1,)) self.assertEqual(a[..., np.newaxis].shape, (1,)) self.assertEqual(a[np.newaxis, ...].shape, (1,)) self.assertEqual(a[..., np.newaxis].shape, (1,)) self.assertEqual(a[np.newaxis, ..., np.newaxis].shape, (1, 1)) self.assertEqual(a[..., np.newaxis, np.newaxis].shape, (1, 1)) self.assertEqual(a[np.newaxis, np.newaxis, ...].shape, (1, 1)) self.assertEqual(a[(np.newaxis,)*10].shape, (1,)*10) def test_invalid_newaxis(self): a, b = self.d def subscript(x, i): x[i] self.assertRaises(IndexError, subscript, a, (np.newaxis, 0)) self.assertRaises(IndexError, subscript, a, (np.newaxis,)*50) def test_constructor(self): x = np.ndarray(()) x[()] = 5 self.assertEqual(x[()], 5) y = np.ndarray((), buffer=x) y[()] = 6 self.assertEqual(x[()], 6) def test_output(self): x = np.array(2) self.assertRaises(ValueError, np.add, x, [1], x) class TestScalarIndexing(TestCase): def setUp(self): self.d = np.array([0, 1])[0] def test_ellipsis_subscript(self): a = self.d self.assertEqual(a[...], 0) self.assertEqual(a[...].shape, ()) def test_empty_subscript(self): a = self.d self.assertEqual(a[()], 0) self.assertEqual(a[()].shape, ()) def test_invalid_subscript(self): a = self.d self.assertRaises(IndexError, lambda x: x[0], a) self.assertRaises(IndexError, lambda x: x[np.array([], int)], a) def test_invalid_subscript_assignment(self): a = self.d def assign(x, i, v): x[i] = v self.assertRaises(TypeError, assign, a, 0, 42) def test_newaxis(self): a = self.d self.assertEqual(a[np.newaxis].shape, (1,)) self.assertEqual(a[..., np.newaxis].shape, (1,)) self.assertEqual(a[np.newaxis, ...].shape, (1,)) self.assertEqual(a[..., np.newaxis].shape, (1,)) self.assertEqual(a[np.newaxis, ..., np.newaxis].shape, (1, 1)) self.assertEqual(a[..., np.newaxis, np.newaxis].shape, (1, 1)) self.assertEqual(a[np.newaxis, np.newaxis, ...].shape, (1, 1)) self.assertEqual(a[(np.newaxis,)*10].shape, (1,)*10) def test_invalid_newaxis(self): a = self.d def subscript(x, i): x[i] self.assertRaises(IndexError, subscript, a, (np.newaxis, 0)) self.assertRaises(IndexError, subscript, a, (np.newaxis,)*50) def test_overlapping_assignment(self): # With positive strides a = np.arange(4) a[:-1] = a[1:] assert_equal(a, [1, 2, 3, 3]) a = np.arange(4) a[1:] = a[:-1] assert_equal(a, [0, 0, 1, 2]) # With positive and negative strides a = np.arange(4) a[:] = a[::-1] assert_equal(a, [3, 2, 1, 0]) a = np.arange(6).reshape(2, 3) a[::-1,:] = a[:, ::-1] assert_equal(a, [[5, 4, 3], [2, 1, 0]]) a = np.arange(6).reshape(2, 3) a[::-1, ::-1] = a[:, ::-1] assert_equal(a, [[3, 4, 5], [0, 1, 2]]) # With just one element overlapping a = np.arange(5) a[:3] = a[2:] assert_equal(a, [2, 3, 4, 3, 4]) a = np.arange(5) a[2:] = a[:3] assert_equal(a, [0, 1, 0, 1, 2]) a = np.arange(5) a[2::-1] = a[2:] assert_equal(a, [4, 3, 2, 3, 4]) a = np.arange(5) a[2:] = a[2::-1] assert_equal(a, [0, 1, 2, 1, 0]) a = np.arange(5) a[2::-1] = a[:1:-1] assert_equal(a, [2, 3, 4, 3, 4]) a = np.arange(5) a[:1:-1] = a[2::-1] assert_equal(a, [0, 1, 0, 1, 2]) class TestCreation(TestCase): def test_from_attribute(self): class x(object): def __array__(self, dtype=None): pass self.assertRaises(ValueError, np.array, x()) def test_from_string(self): types = np.typecodes['AllInteger'] + np.typecodes['Float'] nstr = ['123', '123'] result = np.array([123, 123], dtype=int) for type in types: msg = 'String conversion for %s' % type assert_equal(np.array(nstr, dtype=type), result, err_msg=msg) def test_void(self): arr = np.array([], dtype='V') assert_equal(arr.dtype.kind, 'V') def test_too_big_error(self): # 45341 is the smallest integer greater than sqrt(2**31 - 1). # 3037000500 is the smallest integer greater than sqrt(2**63 - 1). # We want to make sure that the square byte array with those dimensions # is too big on 32 or 64 bit systems respectively. if np.iinfo('intp').max == 2**31 - 1: shape = (46341, 46341) elif np.iinfo('intp').max == 2**63 - 1: shape = (3037000500, 3037000500) else: return assert_raises(ValueError, np.empty, shape, dtype=np.int8) assert_raises(ValueError, np.zeros, shape, dtype=np.int8) assert_raises(ValueError, np.ones, shape, dtype=np.int8) def test_zeros(self): types = np.typecodes['AllInteger'] + np.typecodes['AllFloat'] for dt in types: d = np.zeros((13,), dtype=dt) assert_equal(np.count_nonzero(d), 0) # true for ieee floats assert_equal(d.sum(), 0) assert_(not d.any()) d = np.zeros(2, dtype='(2,4)i4') assert_equal(np.count_nonzero(d), 0) assert_equal(d.sum(), 0) assert_(not d.any()) d = np.zeros(2, dtype='4i4') assert_equal(np.count_nonzero(d), 0) assert_equal(d.sum(), 0) assert_(not d.any()) d = np.zeros(2, dtype='(2,4)i4, (2,4)i4') assert_equal(np.count_nonzero(d), 0) @dec.slow def test_zeros_big(self): # test big array as they might be allocated different by the system types = np.typecodes['AllInteger'] + np.typecodes['AllFloat'] for dt in types: d = np.zeros((30 * 1024**2,), dtype=dt) assert_(not d.any()) # This test can fail on 32-bit systems due to insufficient # contiguous memory. Deallocating the previous array increases the # chance of success. del(d) def test_zeros_obj(self): # test initialization from PyLong(0) d = np.zeros((13,), dtype=object) assert_array_equal(d, [0] * 13) assert_equal(np.count_nonzero(d), 0) def test_zeros_obj_obj(self): d = np.zeros(10, dtype=[('k', object, 2)]) assert_array_equal(d['k'], 0) def test_zeros_like_like_zeros(self): # test zeros_like returns the same as zeros for c in np.typecodes['All']: if c == 'V': continue d = np.zeros((3,3), dtype=c) assert_array_equal(np.zeros_like(d), d) assert_equal(np.zeros_like(d).dtype, d.dtype) # explicitly check some special cases d = np.zeros((3,3), dtype='S5') assert_array_equal(np.zeros_like(d), d) assert_equal(np.zeros_like(d).dtype, d.dtype) d = np.zeros((3,3), dtype='U5') assert_array_equal(np.zeros_like(d), d) assert_equal(np.zeros_like(d).dtype, d.dtype) d = np.zeros((3,3), dtype='<i4') assert_array_equal(np.zeros_like(d), d) assert_equal(np.zeros_like(d).dtype, d.dtype) d = np.zeros((3,3), dtype='>i4') assert_array_equal(np.zeros_like(d), d) assert_equal(np.zeros_like(d).dtype, d.dtype) d = np.zeros((3,3), dtype='<M8[s]') assert_array_equal(np.zeros_like(d), d) assert_equal(np.zeros_like(d).dtype, d.dtype) d = np.zeros((3,3), dtype='>M8[s]') assert_array_equal(np.zeros_like(d), d) assert_equal(np.zeros_like(d).dtype, d.dtype) d = np.zeros((3,3), dtype='f4,f4') assert_array_equal(np.zeros_like(d), d) assert_equal(np.zeros_like(d).dtype, d.dtype) def test_empty_unicode(self): # don't throw decode errors on garbage memory for i in range(5, 100, 5): d = np.empty(i, dtype='U') str(d) def test_sequence_non_homogenous(self): assert_equal(np.array([4, 2**80]).dtype, np.object) assert_equal(np.array([4, 2**80, 4]).dtype, np.object) assert_equal(np.array([2**80, 4]).dtype, np.object) assert_equal(np.array([2**80] * 3).dtype, np.object) assert_equal(np.array([[1, 1],[1j, 1j]]).dtype, np.complex) assert_equal(np.array([[1j, 1j],[1, 1]]).dtype, np.complex) assert_equal(np.array([[1, 1, 1],[1, 1j, 1.], [1, 1, 1]]).dtype, np.complex) @dec.skipif(sys.version_info[0] >= 3) def test_sequence_long(self): assert_equal(np.array([long(4), long(4)]).dtype, np.long) assert_equal(np.array([long(4), 2**80]).dtype, np.object) assert_equal(np.array([long(4), 2**80, long(4)]).dtype, np.object) assert_equal(np.array([2**80, long(4)]).dtype, np.object) def test_non_sequence_sequence(self): """Should not segfault. Class Fail breaks the sequence protocol for new style classes, i.e., those derived from object. Class Map is a mapping type indicated by raising a ValueError. At some point we may raise a warning instead of an error in the Fail case. """ class Fail(object): def __len__(self): return 1 def __getitem__(self, index): raise ValueError() class Map(object): def __len__(self): return 1 def __getitem__(self, index): raise KeyError() a = np.array([Map()]) assert_(a.shape == (1,)) assert_(a.dtype == np.dtype(object)) assert_raises(ValueError, np.array, [Fail()]) def test_no_len_object_type(self): # gh-5100, want object array from iterable object without len() class Point2: def __init__(self): pass def __getitem__(self, ind): if ind in [0, 1]: return ind else: raise IndexError() d = np.array([Point2(), Point2(), Point2()]) assert_equal(d.dtype, np.dtype(object)) def test_false_len_sequence(self): # gh-7264, segfault for this example class C: def __getitem__(self, i): raise IndexError def __len__(self): return 42 assert_raises(ValueError, np.array, C()) # segfault? def test_failed_len_sequence(self): # gh-7393 class A(object): def __init__(self, data): self._data = data def __getitem__(self, item): return type(self)(self._data[item]) def __len__(self): return len(self._data) # len(d) should give 3, but len(d[0]) will fail d = A([1,2,3]) assert_equal(len(np.array(d)), 3) def test_array_too_big(self): # Test that array creation succeeds for arrays addressable by intp # on the byte level and fails for too large arrays. buf = np.zeros(100) max_bytes = np.iinfo(np.intp).max for dtype in ["intp", "S20", "b"]: dtype = np.dtype(dtype) itemsize = dtype.itemsize np.ndarray(buffer=buf, strides=(0,), shape=(max_bytes//itemsize,), dtype=dtype) assert_raises(ValueError, np.ndarray, buffer=buf, strides=(0,), shape=(max_bytes//itemsize + 1,), dtype=dtype) class TestStructured(TestCase): def test_subarray_field_access(self): a = np.zeros((3, 5), dtype=[('a', ('i4', (2, 2)))]) a['a'] = np.arange(60).reshape(3, 5, 2, 2) # Since the subarray is always in C-order, a transpose # does not swap the subarray: assert_array_equal(a.T['a'], a['a'].transpose(1, 0, 2, 3)) # In Fortran order, the subarray gets appended # like in all other cases, not prepended as a special case b = a.copy(order='F') assert_equal(a['a'].shape, b['a'].shape) assert_equal(a.T['a'].shape, a.T.copy()['a'].shape) def test_subarray_comparison(self): # Check that comparisons between record arrays with # multi-dimensional field types work properly a = np.rec.fromrecords( [([1, 2, 3], 'a', [[1, 2], [3, 4]]), ([3, 3, 3], 'b', [[0, 0], [0, 0]])], dtype=[('a', ('f4', 3)), ('b', np.object), ('c', ('i4', (2, 2)))]) b = a.copy() assert_equal(a == b, [True, True]) assert_equal(a != b, [False, False]) b[1].b = 'c' assert_equal(a == b, [True, False]) assert_equal(a != b, [False, True]) for i in range(3): b[0].a = a[0].a b[0].a[i] = 5 assert_equal(a == b, [False, False]) assert_equal(a != b, [True, True]) for i in range(2): for j in range(2): b = a.copy() b[0].c[i, j] = 10 assert_equal(a == b, [False, True]) assert_equal(a != b, [True, False]) # Check that broadcasting with a subarray works a = np.array([[(0,)], [(1,)]], dtype=[('a', 'f8')]) b = np.array([(0,), (0,), (1,)], dtype=[('a', 'f8')]) assert_equal(a == b, [[True, True, False], [False, False, True]]) assert_equal(b == a, [[True, True, False], [False, False, True]]) a = np.array([[(0,)], [(1,)]], dtype=[('a', 'f8', (1,))]) b = np.array([(0,), (0,), (1,)], dtype=[('a', 'f8', (1,))]) assert_equal(a == b, [[True, True, False], [False, False, True]]) assert_equal(b == a, [[True, True, False], [False, False, True]]) a = np.array([[([0, 0],)], [([1, 1],)]], dtype=[('a', 'f8', (2,))]) b = np.array([([0, 0],), ([0, 1],), ([1, 1],)], dtype=[('a', 'f8', (2,))]) assert_equal(a == b, [[True, False, False], [False, False, True]]) assert_equal(b == a, [[True, False, False], [False, False, True]]) # Check that broadcasting Fortran-style arrays with a subarray work a = np.array([[([0, 0],)], [([1, 1],)]], dtype=[('a', 'f8', (2,))], order='F') b = np.array([([0, 0],), ([0, 1],), ([1, 1],)], dtype=[('a', 'f8', (2,))]) assert_equal(a == b, [[True, False, False], [False, False, True]]) assert_equal(b == a, [[True, False, False], [False, False, True]]) # Check that incompatible sub-array shapes don't result to broadcasting x = np.zeros((1,), dtype=[('a', ('f4', (1, 2))), ('b', 'i1')]) y = np.zeros((1,), dtype=[('a', ('f4', (2,))), ('b', 'i1')]) # This comparison invokes deprecated behaviour, and will probably # start raising an error eventually. What we really care about in this # test is just that it doesn't return True. with suppress_warnings() as sup: sup.filter(FutureWarning, "elementwise == comparison failed") assert_equal(x == y, False) x = np.zeros((1,), dtype=[('a', ('f4', (2, 1))), ('b', 'i1')]) y = np.zeros((1,), dtype=[('a', ('f4', (2,))), ('b', 'i1')]) # This comparison invokes deprecated behaviour, and will probably # start raising an error eventually. What we really care about in this # test is just that it doesn't return True. with suppress_warnings() as sup: sup.filter(FutureWarning, "elementwise == comparison failed") assert_equal(x == y, False) # Check that structured arrays that are different only in # byte-order work a = np.array([(5, 42), (10, 1)], dtype=[('a', '>i8'), ('b', '<f8')]) b = np.array([(5, 43), (10, 1)], dtype=[('a', '<i8'), ('b', '>f8')]) assert_equal(a == b, [False, True]) def test_casting(self): # Check that casting a structured array to change its byte order # works a = np.array([(1,)], dtype=[('a', '<i4')]) assert_(np.can_cast(a.dtype, [('a', '>i4')], casting='unsafe')) b = a.astype([('a', '>i4')]) assert_equal(b, a.byteswap().newbyteorder()) assert_equal(a['a'][0], b['a'][0]) # Check that equality comparison works on structured arrays if # they are 'equiv'-castable a = np.array([(5, 42), (10, 1)], dtype=[('a', '>i4'), ('b', '<f8')]) b = np.array([(42, 5), (1, 10)], dtype=[('b', '>f8'), ('a', '<i4')]) assert_(np.can_cast(a.dtype, b.dtype, casting='equiv')) assert_equal(a == b, [True, True]) # Check that 'equiv' casting can reorder fields and change byte # order # New in 1.12: This behavior changes in 1.13, test for dep warning assert_(np.can_cast(a.dtype, b.dtype, casting='equiv')) with assert_warns(FutureWarning): c = a.astype(b.dtype, casting='equiv') assert_equal(a == c, [True, True]) # Check that 'safe' casting can change byte order and up-cast # fields t = [('a', '<i8'), ('b', '>f8')] assert_(np.can_cast(a.dtype, t, casting='safe')) c = a.astype(t, casting='safe') assert_equal((c == np.array([(5, 42), (10, 1)], dtype=t)), [True, True]) # Check that 'same_kind' casting can change byte order and # change field widths within a "kind" t = [('a', '<i4'), ('b', '>f4')] assert_(np.can_cast(a.dtype, t, casting='same_kind')) c = a.astype(t, casting='same_kind') assert_equal((c == np.array([(5, 42), (10, 1)], dtype=t)), [True, True]) # Check that casting fails if the casting rule should fail on # any of the fields t = [('a', '>i8'), ('b', '<f4')] assert_(not np.can_cast(a.dtype, t, casting='safe')) assert_raises(TypeError, a.astype, t, casting='safe') t = [('a', '>i2'), ('b', '<f8')] assert_(not np.can_cast(a.dtype, t, casting='equiv')) assert_raises(TypeError, a.astype, t, casting='equiv') t = [('a', '>i8'), ('b', '<i2')] assert_(not np.can_cast(a.dtype, t, casting='same_kind')) assert_raises(TypeError, a.astype, t, casting='same_kind') assert_(not np.can_cast(a.dtype, b.dtype, casting='no')) assert_raises(TypeError, a.astype, b.dtype, casting='no') # Check that non-'unsafe' casting can't change the set of field names for casting in ['no', 'safe', 'equiv', 'same_kind']: t = [('a', '>i4')] assert_(not np.can_cast(a.dtype, t, casting=casting)) t = [('a', '>i4'), ('b', '<f8'), ('c', 'i4')] assert_(not np.can_cast(a.dtype, t, casting=casting)) def test_objview(self): # https://github.com/numpy/numpy/issues/3286 a = np.array([], dtype=[('a', 'f'), ('b', 'f'), ('c', 'O')]) a[['a', 'b']] # TypeError? # https://github.com/numpy/numpy/issues/3253 dat2 = np.zeros(3, [('A', 'i'), ('B', '|O')]) dat2[['B', 'A']] # TypeError? def test_setfield(self): # https://github.com/numpy/numpy/issues/3126 struct_dt = np.dtype([('elem', 'i4', 5),]) dt = np.dtype([('field', 'i4', 10),('struct', struct_dt)]) x = np.zeros(1, dt) x[0]['field'] = np.ones(10, dtype='i4') x[0]['struct'] = np.ones(1, dtype=struct_dt) assert_equal(x[0]['field'], np.ones(10, dtype='i4')) def test_setfield_object(self): # make sure object field assignment with ndarray value # on void scalar mimics setitem behavior b = np.zeros(1, dtype=[('x', 'O')]) # next line should work identically to b['x'][0] = np.arange(3) b[0]['x'] = np.arange(3) assert_equal(b[0]['x'], np.arange(3)) # check that broadcasting check still works c = np.zeros(1, dtype=[('x', 'O', 5)]) def testassign(): c[0]['x'] = np.arange(3) assert_raises(ValueError, testassign) def test_zero_width_string(self): # Test for PR #6430 / issues #473, #4955, #2585 dt = np.dtype([('I', int), ('S', 'S0')]) x = np.zeros(4, dtype=dt) assert_equal(x['S'], [b'', b'', b'', b'']) assert_equal(x['S'].itemsize, 0) x['S'] = ['a', 'b', 'c', 'd'] assert_equal(x['S'], [b'', b'', b'', b'']) assert_equal(x['I'], [0, 0, 0, 0]) # Variation on test case from #4955 x['S'][x['I'] == 0] = 'hello' assert_equal(x['S'], [b'', b'', b'', b'']) assert_equal(x['I'], [0, 0, 0, 0]) # Variation on test case from #2585 x['S'] = 'A' assert_equal(x['S'], [b'', b'', b'', b'']) assert_equal(x['I'], [0, 0, 0, 0]) # Allow zero-width dtypes in ndarray constructor y = np.ndarray(4, dtype=x['S'].dtype) assert_equal(y.itemsize, 0) assert_equal(x['S'], y) # More tests for indexing an array with zero-width fields assert_equal(np.zeros(4, dtype=[('a', 'S0,S0'), ('b', 'u1')])['a'].itemsize, 0) assert_equal(np.empty(3, dtype='S0,S0').itemsize, 0) assert_equal(np.zeros(4, dtype='S0,u1')['f0'].itemsize, 0) xx = x['S'].reshape((2, 2)) assert_equal(xx.itemsize, 0) assert_equal(xx, [[b'', b''], [b'', b'']]) b = io.BytesIO() np.save(b, xx) b.seek(0) yy = np.load(b) assert_equal(yy.itemsize, 0) assert_equal(xx, yy) with temppath(suffix='.npy') as tmp: np.save(tmp, xx) yy = np.load(tmp) assert_equal(yy.itemsize, 0) assert_equal(xx, yy) def test_base_attr(self): a = np.zeros(3, dtype='i4,f4') b = a[0] assert_(b.base is a) class TestBool(TestCase): def test_test_interning(self): a0 = np.bool_(0) b0 = np.bool_(False) self.assertTrue(a0 is b0) a1 = np.bool_(1) b1 = np.bool_(True) self.assertTrue(a1 is b1) self.assertTrue(np.array([True])[0] is a1) self.assertTrue(np.array(True)[()] is a1) def test_sum(self): d = np.ones(101, dtype=np.bool) assert_equal(d.sum(), d.size) assert_equal(d[::2].sum(), d[::2].size) assert_equal(d[::-2].sum(), d[::-2].size) d = np.frombuffer(b'\xff\xff' * 100, dtype=bool) assert_equal(d.sum(), d.size) assert_equal(d[::2].sum(), d[::2].size) assert_equal(d[::-2].sum(), d[::-2].size) def check_count_nonzero(self, power, length): powers = [2 ** i for i in range(length)] for i in range(2**power): l = [(i & x) != 0 for x in powers] a = np.array(l, dtype=np.bool) c = builtins.sum(l) self.assertEqual(np.count_nonzero(a), c) av = a.view(np.uint8) av *= 3 self.assertEqual(np.count_nonzero(a), c) av *= 4 self.assertEqual(np.count_nonzero(a), c) av[av != 0] = 0xFF self.assertEqual(np.count_nonzero(a), c) def test_count_nonzero(self): # check all 12 bit combinations in a length 17 array # covers most cases of the 16 byte unrolled code self.check_count_nonzero(12, 17) @dec.slow def test_count_nonzero_all(self): # check all combinations in a length 17 array # covers all cases of the 16 byte unrolled code self.check_count_nonzero(17, 17) def test_count_nonzero_unaligned(self): # prevent mistakes as e.g. gh-4060 for o in range(7): a = np.zeros((18,), dtype=np.bool)[o+1:] a[:o] = True self.assertEqual(np.count_nonzero(a), builtins.sum(a.tolist())) a = np.ones((18,), dtype=np.bool)[o+1:] a[:o] = False self.assertEqual(np.count_nonzero(a), builtins.sum(a.tolist())) class TestMethods(TestCase): def test_compress(self): tgt = [[5, 6, 7, 8, 9]] arr = np.arange(10).reshape(2, 5) out = arr.compress([0, 1], axis=0) assert_equal(out, tgt) tgt = [[1, 3], [6, 8]] out = arr.compress([0, 1, 0, 1, 0], axis=1) assert_equal(out, tgt) tgt = [[1], [6]] arr = np.arange(10).reshape(2, 5) out = arr.compress([0, 1], axis=1) assert_equal(out, tgt) arr = np.arange(10).reshape(2, 5) out = arr.compress([0, 1]) assert_equal(out, 1) def test_choose(self): x = 2*np.ones((3,), dtype=int) y = 3*np.ones((3,), dtype=int) x2 = 2*np.ones((2, 3), dtype=int) y2 = 3*np.ones((2, 3), dtype=int) ind = np.array([0, 0, 1]) A = ind.choose((x, y)) assert_equal(A, [2, 2, 3]) A = ind.choose((x2, y2)) assert_equal(A, [[2, 2, 3], [2, 2, 3]]) A = ind.choose((x, y2)) assert_equal(A, [[2, 2, 3], [2, 2, 3]]) def test_prod(self): ba = [1, 2, 10, 11, 6, 5, 4] ba2 = [[1, 2, 3, 4], [5, 6, 7, 9], [10, 3, 4, 5]] for ctype in [np.int16, np.uint16, np.int32, np.uint32, np.float32, np.float64, np.complex64, np.complex128]: a = np.array(ba, ctype) a2 = np.array(ba2, ctype) if ctype in ['1', 'b']: self.assertRaises(ArithmeticError, a.prod) self.assertRaises(ArithmeticError, a2.prod, axis=1) else: assert_equal(a.prod(axis=0), 26400) assert_array_equal(a2.prod(axis=0), np.array([50, 36, 84, 180], ctype)) assert_array_equal(a2.prod(axis=-1), np.array([24, 1890, 600], ctype)) def test_repeat(self): m = np.array([1, 2, 3, 4, 5, 6]) m_rect = m.reshape((2, 3)) A = m.repeat([1, 3, 2, 1, 1, 2]) assert_equal(A, [1, 2, 2, 2, 3, 3, 4, 5, 6, 6]) A = m.repeat(2) assert_equal(A, [1, 1, 2, 2, 3, 3, 4, 4, 5, 5, 6, 6]) A = m_rect.repeat([2, 1], axis=0) assert_equal(A, [[1, 2, 3], [1, 2, 3], [4, 5, 6]]) A = m_rect.repeat([1, 3, 2], axis=1) assert_equal(A, [[1, 2, 2, 2, 3, 3], [4, 5, 5, 5, 6, 6]]) A = m_rect.repeat(2, axis=0) assert_equal(A, [[1, 2, 3], [1, 2, 3], [4, 5, 6], [4, 5, 6]]) A = m_rect.repeat(2, axis=1) assert_equal(A, [[1, 1, 2, 2, 3, 3], [4, 4, 5, 5, 6, 6]]) def test_reshape(self): arr = np.array([[1, 2, 3], [4, 5, 6], [7, 8, 9], [10, 11, 12]]) tgt = [[1, 2, 3, 4, 5, 6], [7, 8, 9, 10, 11, 12]] assert_equal(arr.reshape(2, 6), tgt) tgt = [[1, 2, 3, 4], [5, 6, 7, 8], [9, 10, 11, 12]] assert_equal(arr.reshape(3, 4), tgt) tgt = [[1, 10, 8, 6], [4, 2, 11, 9], [7, 5, 3, 12]] assert_equal(arr.reshape((3, 4), order='F'), tgt) tgt = [[1, 4, 7, 10], [2, 5, 8, 11], [3, 6, 9, 12]] assert_equal(arr.T.reshape((3, 4), order='C'), tgt) def test_round(self): def check_round(arr, expected, *round_args): assert_equal(arr.round(*round_args), expected) # With output array out = np.zeros_like(arr) res = arr.round(*round_args, out=out) assert_equal(out, expected) assert_equal(out, res) check_round(np.array([1.2, 1.5]), [1, 2]) check_round(np.array(1.5), 2) check_round(np.array([12.2, 15.5]), [10, 20], -1) check_round(np.array([12.15, 15.51]), [12.2, 15.5], 1) # Complex rounding check_round(np.array([4.5 + 1.5j]), [4 + 2j]) check_round(np.array([12.5 + 15.5j]), [10 + 20j], -1) def test_squeeze(self): a = np.array([[[1], [2], [3]]]) assert_equal(a.squeeze(), [1, 2, 3]) assert_equal(a.squeeze(axis=(0,)), [[1], [2], [3]]) assert_raises(ValueError, a.squeeze, axis=(1,)) assert_equal(a.squeeze(axis=(2,)), [[1, 2, 3]]) def test_transpose(self): a = np.array([[1, 2], [3, 4]]) assert_equal(a.transpose(), [[1, 3], [2, 4]]) self.assertRaises(ValueError, lambda: a.transpose(0)) self.assertRaises(ValueError, lambda: a.transpose(0, 0)) self.assertRaises(ValueError, lambda: a.transpose(0, 1, 2)) def test_sort(self): # test ordering for floats and complex containing nans. It is only # necessary to check the less-than comparison, so sorts that # only follow the insertion sort path are sufficient. We only # test doubles and complex doubles as the logic is the same. # check doubles msg = "Test real sort order with nans" a = np.array([np.nan, 1, 0]) b = np.sort(a) assert_equal(b, a[::-1], msg) # check complex msg = "Test complex sort order with nans" a = np.zeros(9, dtype=np.complex128) a.real += [np.nan, np.nan, np.nan, 1, 0, 1, 1, 0, 0] a.imag += [np.nan, 1, 0, np.nan, np.nan, 1, 0, 1, 0] b = np.sort(a) assert_equal(b, a[::-1], msg) # all c scalar sorts use the same code with different types # so it suffices to run a quick check with one type. The number # of sorted items must be greater than ~50 to check the actual # algorithm because quick and merge sort fall over to insertion # sort for small arrays. a = np.arange(101) b = a[::-1].copy() for kind in ['q', 'm', 'h']: msg = "scalar sort, kind=%s" % kind c = a.copy() c.sort(kind=kind) assert_equal(c, a, msg) c = b.copy() c.sort(kind=kind) assert_equal(c, a, msg) # test complex sorts. These use the same code as the scalars # but the compare function differs. ai = a*1j + 1 bi = b*1j + 1 for kind in ['q', 'm', 'h']: msg = "complex sort, real part == 1, kind=%s" % kind c = ai.copy() c.sort(kind=kind) assert_equal(c, ai, msg) c = bi.copy() c.sort(kind=kind) assert_equal(c, ai, msg) ai = a + 1j bi = b + 1j for kind in ['q', 'm', 'h']: msg = "complex sort, imag part == 1, kind=%s" % kind c = ai.copy() c.sort(kind=kind) assert_equal(c, ai, msg) c = bi.copy() c.sort(kind=kind) assert_equal(c, ai, msg) # test sorting of complex arrays requiring byte-swapping, gh-5441 for endianess in '<>': for dt in np.typecodes['Complex']: arr = np.array([1+3.j, 2+2.j, 3+1.j], dtype=endianess + dt) c = arr.copy() c.sort() msg = 'byte-swapped complex sort, dtype={0}'.format(dt) assert_equal(c, arr, msg) # test string sorts. s = 'aaaaaaaa' a = np.array([s + chr(i) for i in range(101)]) b = a[::-1].copy() for kind in ['q', 'm', 'h']: msg = "string sort, kind=%s" % kind c = a.copy() c.sort(kind=kind) assert_equal(c, a, msg) c = b.copy() c.sort(kind=kind) assert_equal(c, a, msg) # test unicode sorts. s = 'aaaaaaaa' a = np.array([s + chr(i) for i in range(101)], dtype=np.unicode) b = a[::-1].copy() for kind in ['q', 'm', 'h']: msg = "unicode sort, kind=%s" % kind c = a.copy() c.sort(kind=kind) assert_equal(c, a, msg) c = b.copy() c.sort(kind=kind) assert_equal(c, a, msg) # test object array sorts. a = np.empty((101,), dtype=np.object) a[:] = list(range(101)) b = a[::-1] for kind in ['q', 'h', 'm']: msg = "object sort, kind=%s" % kind c = a.copy() c.sort(kind=kind) assert_equal(c, a, msg) c = b.copy() c.sort(kind=kind) assert_equal(c, a, msg) # test record array sorts. dt = np.dtype([('f', float), ('i', int)]) a = np.array([(i, i) for i in range(101)], dtype=dt) b = a[::-1] for kind in ['q', 'h', 'm']: msg = "object sort, kind=%s" % kind c = a.copy() c.sort(kind=kind) assert_equal(c, a, msg) c = b.copy() c.sort(kind=kind) assert_equal(c, a, msg) # test datetime64 sorts. a = np.arange(0, 101, dtype='datetime64[D]') b = a[::-1] for kind in ['q', 'h', 'm']: msg = "datetime64 sort, kind=%s" % kind c = a.copy() c.sort(kind=kind) assert_equal(c, a, msg) c = b.copy() c.sort(kind=kind) assert_equal(c, a, msg) # test timedelta64 sorts. a = np.arange(0, 101, dtype='timedelta64[D]') b = a[::-1] for kind in ['q', 'h', 'm']: msg = "timedelta64 sort, kind=%s" % kind c = a.copy() c.sort(kind=kind) assert_equal(c, a, msg) c = b.copy() c.sort(kind=kind) assert_equal(c, a, msg) # check axis handling. This should be the same for all type # specific sorts, so we only check it for one type and one kind a = np.array([[3, 2], [1, 0]]) b = np.array([[1, 0], [3, 2]]) c = np.array([[2, 3], [0, 1]]) d = a.copy() d.sort(axis=0) assert_equal(d, b, "test sort with axis=0") d = a.copy() d.sort(axis=1) assert_equal(d, c, "test sort with axis=1") d = a.copy() d.sort() assert_equal(d, c, "test sort with default axis") # check axis handling for multidimensional empty arrays a = np.array([]) a.shape = (3, 2, 1, 0) for axis in range(-a.ndim, a.ndim): msg = 'test empty array sort with axis={0}'.format(axis) assert_equal(np.sort(a, axis=axis), a, msg) msg = 'test empty array sort with axis=None' assert_equal(np.sort(a, axis=None), a.ravel(), msg) # test generic class with bogus ordering, # should not segfault. class Boom(object): def __lt__(self, other): return True a = np.array([Boom()]*100, dtype=object) for kind in ['q', 'm', 'h']: msg = "bogus comparison object sort, kind=%s" % kind c.sort(kind=kind) def test_sort_degraded(self): # test degraded dataset would take minutes to run with normal qsort d = np.arange(1000000) do = d.copy() x = d # create a median of 3 killer where each median is the sorted second # last element of the quicksort partition while x.size > 3: mid = x.size // 2 x[mid], x[-2] = x[-2], x[mid] x = x[:-2] assert_equal(np.sort(d), do) assert_equal(d[np.argsort(d)], do) def test_copy(self): def assert_fortran(arr): assert_(arr.flags.fortran) assert_(arr.flags.f_contiguous) assert_(not arr.flags.c_contiguous) def assert_c(arr): assert_(not arr.flags.fortran) assert_(not arr.flags.f_contiguous) assert_(arr.flags.c_contiguous) a = np.empty((2, 2), order='F') # Test copying a Fortran array assert_c(a.copy()) assert_c(a.copy('C')) assert_fortran(a.copy('F')) assert_fortran(a.copy('A')) # Now test starting with a C array. a = np.empty((2, 2), order='C') assert_c(a.copy()) assert_c(a.copy('C')) assert_fortran(a.copy('F')) assert_c(a.copy('A')) def test_sort_order(self): # Test sorting an array with fields x1 = np.array([21, 32, 14]) x2 = np.array(['my', 'first', 'name']) x3 = np.array([3.1, 4.5, 6.2]) r = np.rec.fromarrays([x1, x2, x3], names='id,word,number') r.sort(order=['id']) assert_equal(r.id, np.array([14, 21, 32])) assert_equal(r.word, np.array(['name', 'my', 'first'])) assert_equal(r.number, np.array([6.2, 3.1, 4.5])) r.sort(order=['word']) assert_equal(r.id, np.array([32, 21, 14])) assert_equal(r.word, np.array(['first', 'my', 'name'])) assert_equal(r.number, np.array([4.5, 3.1, 6.2])) r.sort(order=['number']) assert_equal(r.id, np.array([21, 32, 14])) assert_equal(r.word, np.array(['my', 'first', 'name'])) assert_equal(r.number, np.array([3.1, 4.5, 6.2])) if sys.byteorder == 'little': strtype = '>i2' else: strtype = '<i2' mydtype = [('name', strchar + '5'), ('col2', strtype)] r = np.array([('a', 1), ('b', 255), ('c', 3), ('d', 258)], dtype=mydtype) r.sort(order='col2') assert_equal(r['col2'], [1, 3, 255, 258]) assert_equal(r, np.array([('a', 1), ('c', 3), ('b', 255), ('d', 258)], dtype=mydtype)) def test_argsort(self): # all c scalar argsorts use the same code with different types # so it suffices to run a quick check with one type. The number # of sorted items must be greater than ~50 to check the actual # algorithm because quick and merge sort fall over to insertion # sort for small arrays. a = np.arange(101) b = a[::-1].copy() for kind in ['q', 'm', 'h']: msg = "scalar argsort, kind=%s" % kind assert_equal(a.copy().argsort(kind=kind), a, msg) assert_equal(b.copy().argsort(kind=kind), b, msg) # test complex argsorts. These use the same code as the scalars # but the compare function differs. ai = a*1j + 1 bi = b*1j + 1 for kind in ['q', 'm', 'h']: msg = "complex argsort, kind=%s" % kind assert_equal(ai.copy().argsort(kind=kind), a, msg) assert_equal(bi.copy().argsort(kind=kind), b, msg) ai = a + 1j bi = b + 1j for kind in ['q', 'm', 'h']: msg = "complex argsort, kind=%s" % kind assert_equal(ai.copy().argsort(kind=kind), a, msg) assert_equal(bi.copy().argsort(kind=kind), b, msg) # test argsort of complex arrays requiring byte-swapping, gh-5441 for endianess in '<>': for dt in np.typecodes['Complex']: arr = np.array([1+3.j, 2+2.j, 3+1.j], dtype=endianess + dt) msg = 'byte-swapped complex argsort, dtype={0}'.format(dt) assert_equal(arr.argsort(), np.arange(len(arr), dtype=np.intp), msg) # test string argsorts. s = 'aaaaaaaa' a = np.array([s + chr(i) for i in range(101)]) b = a[::-1].copy() r = np.arange(101) rr = r[::-1] for kind in ['q', 'm', 'h']: msg = "string argsort, kind=%s" % kind assert_equal(a.copy().argsort(kind=kind), r, msg) assert_equal(b.copy().argsort(kind=kind), rr, msg) # test unicode argsorts. s = 'aaaaaaaa' a = np.array([s + chr(i) for i in range(101)], dtype=np.unicode) b = a[::-1] r = np.arange(101) rr = r[::-1] for kind in ['q', 'm', 'h']: msg = "unicode argsort, kind=%s" % kind assert_equal(a.copy().argsort(kind=kind), r, msg) assert_equal(b.copy().argsort(kind=kind), rr, msg) # test object array argsorts. a = np.empty((101,), dtype=np.object) a[:] = list(range(101)) b = a[::-1] r = np.arange(101) rr = r[::-1] for kind in ['q', 'm', 'h']: msg = "object argsort, kind=%s" % kind assert_equal(a.copy().argsort(kind=kind), r, msg) assert_equal(b.copy().argsort(kind=kind), rr, msg) # test structured array argsorts. dt = np.dtype([('f', float), ('i', int)]) a = np.array([(i, i) for i in range(101)], dtype=dt) b = a[::-1] r = np.arange(101) rr = r[::-1] for kind in ['q', 'm', 'h']: msg = "structured array argsort, kind=%s" % kind assert_equal(a.copy().argsort(kind=kind), r, msg) assert_equal(b.copy().argsort(kind=kind), rr, msg) # test datetime64 argsorts. a = np.arange(0, 101, dtype='datetime64[D]') b = a[::-1] r = np.arange(101) rr = r[::-1] for kind in ['q', 'h', 'm']: msg = "datetime64 argsort, kind=%s" % kind assert_equal(a.copy().argsort(kind=kind), r, msg) assert_equal(b.copy().argsort(kind=kind), rr, msg) # test timedelta64 argsorts. a = np.arange(0, 101, dtype='timedelta64[D]') b = a[::-1] r = np.arange(101) rr = r[::-1] for kind in ['q', 'h', 'm']: msg = "timedelta64 argsort, kind=%s" % kind assert_equal(a.copy().argsort(kind=kind), r, msg) assert_equal(b.copy().argsort(kind=kind), rr, msg) # check axis handling. This should be the same for all type # specific argsorts, so we only check it for one type and one kind a = np.array([[3, 2], [1, 0]]) b = np.array([[1, 1], [0, 0]]) c = np.array([[1, 0], [1, 0]]) assert_equal(a.copy().argsort(axis=0), b) assert_equal(a.copy().argsort(axis=1), c) assert_equal(a.copy().argsort(), c) # check axis handling for multidimensional empty arrays a = np.array([]) a.shape = (3, 2, 1, 0) for axis in range(-a.ndim, a.ndim): msg = 'test empty array argsort with axis={0}'.format(axis) assert_equal(np.argsort(a, axis=axis), np.zeros_like(a, dtype=np.intp), msg) msg = 'test empty array argsort with axis=None' assert_equal(np.argsort(a, axis=None), np.zeros_like(a.ravel(), dtype=np.intp), msg) # check that stable argsorts are stable r = np.arange(100) # scalars a = np.zeros(100) assert_equal(a.argsort(kind='m'), r) # complex a = np.zeros(100, dtype=np.complex) assert_equal(a.argsort(kind='m'), r) # string a = np.array(['aaaaaaaaa' for i in range(100)]) assert_equal(a.argsort(kind='m'), r) # unicode a = np.array(['aaaaaaaaa' for i in range(100)], dtype=np.unicode) assert_equal(a.argsort(kind='m'), r) def test_sort_unicode_kind(self): d = np.arange(10) k = b'\xc3\xa4'.decode("UTF8") assert_raises(ValueError, d.sort, kind=k) assert_raises(ValueError, d.argsort, kind=k) def test_searchsorted(self): # test for floats and complex containing nans. The logic is the # same for all float types so only test double types for now. # The search sorted routines use the compare functions for the # array type, so this checks if that is consistent with the sort # order. # check double a = np.array([0, 1, np.nan]) msg = "Test real searchsorted with nans, side='l'" b = a.searchsorted(a, side='l') assert_equal(b, np.arange(3), msg) msg = "Test real searchsorted with nans, side='r'" b = a.searchsorted(a, side='r') assert_equal(b, np.arange(1, 4), msg) # check double complex a = np.zeros(9, dtype=np.complex128) a.real += [0, 0, 1, 1, 0, 1, np.nan, np.nan, np.nan] a.imag += [0, 1, 0, 1, np.nan, np.nan, 0, 1, np.nan] msg = "Test complex searchsorted with nans, side='l'" b = a.searchsorted(a, side='l') assert_equal(b, np.arange(9), msg) msg = "Test complex searchsorted with nans, side='r'" b = a.searchsorted(a, side='r') assert_equal(b, np.arange(1, 10), msg) msg = "Test searchsorted with little endian, side='l'" a = np.array([0, 128], dtype='<i4') b = a.searchsorted(np.array(128, dtype='<i4')) assert_equal(b, 1, msg) msg = "Test searchsorted with big endian, side='l'" a = np.array([0, 128], dtype='>i4') b = a.searchsorted(np.array(128, dtype='>i4')) assert_equal(b, 1, msg) # Check 0 elements a = np.ones(0) b = a.searchsorted([0, 1, 2], 'l') assert_equal(b, [0, 0, 0]) b = a.searchsorted([0, 1, 2], 'r') assert_equal(b, [0, 0, 0]) a = np.ones(1) # Check 1 element b = a.searchsorted([0, 1, 2], 'l') assert_equal(b, [0, 0, 1]) b = a.searchsorted([0, 1, 2], 'r') assert_equal(b, [0, 1, 1]) # Check all elements equal a = np.ones(2) b = a.searchsorted([0, 1, 2], 'l') assert_equal(b, [0, 0, 2]) b = a.searchsorted([0, 1, 2], 'r') assert_equal(b, [0, 2, 2]) # Test searching unaligned array a = np.arange(10) aligned = np.empty(a.itemsize * a.size + 1, 'uint8') unaligned = aligned[1:].view(a.dtype) unaligned[:] = a # Test searching unaligned array b = unaligned.searchsorted(a, 'l') assert_equal(b, a) b = unaligned.searchsorted(a, 'r') assert_equal(b, a + 1) # Test searching for unaligned keys b = a.searchsorted(unaligned, 'l') assert_equal(b, a) b = a.searchsorted(unaligned, 'r') assert_equal(b, a + 1) # Test smart resetting of binsearch indices a = np.arange(5) b = a.searchsorted([6, 5, 4], 'l') assert_equal(b, [5, 5, 4]) b = a.searchsorted([6, 5, 4], 'r') assert_equal(b, [5, 5, 5]) # Test all type specific binary search functions types = ''.join((np.typecodes['AllInteger'], np.typecodes['AllFloat'], np.typecodes['Datetime'], '?O')) for dt in types: if dt == 'M': dt = 'M8[D]' if dt == '?': a = np.arange(2, dtype=dt) out = np.arange(2) else: a = np.arange(0, 5, dtype=dt) out = np.arange(5) b = a.searchsorted(a, 'l') assert_equal(b, out) b = a.searchsorted(a, 'r') assert_equal(b, out + 1) def test_searchsorted_unicode(self): # Test searchsorted on unicode strings. # 1.6.1 contained a string length miscalculation in # arraytypes.c.src:UNICODE_compare() which manifested as # incorrect/inconsistent results from searchsorted. a = np.array(['P:\\20x_dapi_cy3\\20x_dapi_cy3_20100185_1', 'P:\\20x_dapi_cy3\\20x_dapi_cy3_20100186_1', 'P:\\20x_dapi_cy3\\20x_dapi_cy3_20100187_1', 'P:\\20x_dapi_cy3\\20x_dapi_cy3_20100189_1', 'P:\\20x_dapi_cy3\\20x_dapi_cy3_20100190_1', 'P:\\20x_dapi_cy3\\20x_dapi_cy3_20100191_1', 'P:\\20x_dapi_cy3\\20x_dapi_cy3_20100192_1', 'P:\\20x_dapi_cy3\\20x_dapi_cy3_20100193_1', 'P:\\20x_dapi_cy3\\20x_dapi_cy3_20100194_1', 'P:\\20x_dapi_cy3\\20x_dapi_cy3_20100195_1', 'P:\\20x_dapi_cy3\\20x_dapi_cy3_20100196_1', 'P:\\20x_dapi_cy3\\20x_dapi_cy3_20100197_1', 'P:\\20x_dapi_cy3\\20x_dapi_cy3_20100198_1', 'P:\\20x_dapi_cy3\\20x_dapi_cy3_20100199_1'], dtype=np.unicode) ind = np.arange(len(a)) assert_equal([a.searchsorted(v, 'left') for v in a], ind) assert_equal([a.searchsorted(v, 'right') for v in a], ind + 1) assert_equal([a.searchsorted(a[i], 'left') for i in ind], ind) assert_equal([a.searchsorted(a[i], 'right') for i in ind], ind + 1) def test_searchsorted_with_sorter(self): a = np.array([5, 2, 1, 3, 4]) s = np.argsort(a) assert_raises(TypeError, np.searchsorted, a, 0, sorter=(1, (2, 3))) assert_raises(TypeError, np.searchsorted, a, 0, sorter=[1.1]) assert_raises(ValueError, np.searchsorted, a, 0, sorter=[1, 2, 3, 4]) assert_raises(ValueError, np.searchsorted, a, 0, sorter=[1, 2, 3, 4, 5, 6]) # bounds check assert_raises(ValueError, np.searchsorted, a, 4, sorter=[0, 1, 2, 3, 5]) assert_raises(ValueError, np.searchsorted, a, 0, sorter=[-1, 0, 1, 2, 3]) assert_raises(ValueError, np.searchsorted, a, 0, sorter=[4, 0, -1, 2, 3]) a = np.random.rand(300) s = a.argsort() b = np.sort(a) k = np.linspace(0, 1, 20) assert_equal(b.searchsorted(k), a.searchsorted(k, sorter=s)) a = np.array([0, 1, 2, 3, 5]*20) s = a.argsort() k = [0, 1, 2, 3, 5] expected = [0, 20, 40, 60, 80] assert_equal(a.searchsorted(k, side='l', sorter=s), expected) expected = [20, 40, 60, 80, 100] assert_equal(a.searchsorted(k, side='r', sorter=s), expected) # Test searching unaligned array keys = np.arange(10) a = keys.copy() np.random.shuffle(s) s = a.argsort() aligned = np.empty(a.itemsize * a.size + 1, 'uint8') unaligned = aligned[1:].view(a.dtype) # Test searching unaligned array unaligned[:] = a b = unaligned.searchsorted(keys, 'l', s) assert_equal(b, keys) b = unaligned.searchsorted(keys, 'r', s) assert_equal(b, keys + 1) # Test searching for unaligned keys unaligned[:] = keys b = a.searchsorted(unaligned, 'l', s) assert_equal(b, keys) b = a.searchsorted(unaligned, 'r', s) assert_equal(b, keys + 1) # Test all type specific indirect binary search functions types = ''.join((np.typecodes['AllInteger'], np.typecodes['AllFloat'], np.typecodes['Datetime'], '?O')) for dt in types: if dt == 'M': dt = 'M8[D]' if dt == '?': a = np.array([1, 0], dtype=dt) # We want the sorter array to be of a type that is different # from np.intp in all platforms, to check for #4698 s = np.array([1, 0], dtype=np.int16) out = np.array([1, 0]) else: a = np.array([3, 4, 1, 2, 0], dtype=dt) # We want the sorter array to be of a type that is different # from np.intp in all platforms, to check for #4698 s = np.array([4, 2, 3, 0, 1], dtype=np.int16) out = np.array([3, 4, 1, 2, 0], dtype=np.intp) b = a.searchsorted(a, 'l', s) assert_equal(b, out) b = a.searchsorted(a, 'r', s) assert_equal(b, out + 1) # Test non-contiguous sorter array a = np.array([3, 4, 1, 2, 0]) srt = np.empty((10,), dtype=np.intp) srt[1::2] = -1 srt[::2] = [4, 2, 3, 0, 1] s = srt[::2] out = np.array([3, 4, 1, 2, 0], dtype=np.intp) b = a.searchsorted(a, 'l', s) assert_equal(b, out) b = a.searchsorted(a, 'r', s) assert_equal(b, out + 1) def test_searchsorted_return_type(self): # Functions returning indices should always return base ndarrays class A(np.ndarray): pass a = np.arange(5).view(A) b = np.arange(1, 3).view(A) s = np.arange(5).view(A) assert_(not isinstance(a.searchsorted(b, 'l'), A)) assert_(not isinstance(a.searchsorted(b, 'r'), A)) assert_(not isinstance(a.searchsorted(b, 'l', s), A)) assert_(not isinstance(a.searchsorted(b, 'r', s), A)) def test_argpartition_out_of_range(self): # Test out of range values in kth raise an error, gh-5469 d = np.arange(10) assert_raises(ValueError, d.argpartition, 10) assert_raises(ValueError, d.argpartition, -11) # Test also for generic type argpartition, which uses sorting # and used to not bound check kth d_obj = np.arange(10, dtype=object) assert_raises(ValueError, d_obj.argpartition, 10) assert_raises(ValueError, d_obj.argpartition, -11) def test_partition_out_of_range(self): # Test out of range values in kth raise an error, gh-5469 d = np.arange(10) assert_raises(ValueError, d.partition, 10) assert_raises(ValueError, d.partition, -11) # Test also for generic type partition, which uses sorting # and used to not bound check kth d_obj = np.arange(10, dtype=object) assert_raises(ValueError, d_obj.partition, 10) assert_raises(ValueError, d_obj.partition, -11) def test_partition_empty_array(self): # check axis handling for multidimensional empty arrays a = np.array([]) a.shape = (3, 2, 1, 0) for axis in range(-a.ndim, a.ndim): msg = 'test empty array partition with axis={0}'.format(axis) assert_equal(np.partition(a, 0, axis=axis), a, msg) msg = 'test empty array partition with axis=None' assert_equal(np.partition(a, 0, axis=None), a.ravel(), msg) def test_argpartition_empty_array(self): # check axis handling for multidimensional empty arrays a = np.array([]) a.shape = (3, 2, 1, 0) for axis in range(-a.ndim, a.ndim): msg = 'test empty array argpartition with axis={0}'.format(axis) assert_equal(np.partition(a, 0, axis=axis), np.zeros_like(a, dtype=np.intp), msg) msg = 'test empty array argpartition with axis=None' assert_equal(np.partition(a, 0, axis=None), np.zeros_like(a.ravel(), dtype=np.intp), msg) def test_partition(self): d = np.arange(10) assert_raises(TypeError, np.partition, d, 2, kind=1) assert_raises(ValueError, np.partition, d, 2, kind="nonsense") assert_raises(ValueError, np.argpartition, d, 2, kind="nonsense") assert_raises(ValueError, d.partition, 2, axis=0, kind="nonsense") assert_raises(ValueError, d.argpartition, 2, axis=0, kind="nonsense") for k in ("introselect",): d = np.array([]) assert_array_equal(np.partition(d, 0, kind=k), d) assert_array_equal(np.argpartition(d, 0, kind=k), d) d = np.ones(1) assert_array_equal(np.partition(d, 0, kind=k)[0], d) assert_array_equal(d[np.argpartition(d, 0, kind=k)], np.partition(d, 0, kind=k)) # kth not modified kth = np.array([30, 15, 5]) okth = kth.copy() np.partition(np.arange(40), kth) assert_array_equal(kth, okth) for r in ([2, 1], [1, 2], [1, 1]): d = np.array(r) tgt = np.sort(d) assert_array_equal(np.partition(d, 0, kind=k)[0], tgt[0]) assert_array_equal(np.partition(d, 1, kind=k)[1], tgt[1]) assert_array_equal(d[np.argpartition(d, 0, kind=k)], np.partition(d, 0, kind=k)) assert_array_equal(d[np.argpartition(d, 1, kind=k)], np.partition(d, 1, kind=k)) for i in range(d.size): d[i:].partition(0, kind=k) assert_array_equal(d, tgt) for r in ([3, 2, 1], [1, 2, 3], [2, 1, 3], [2, 3, 1], [1, 1, 1], [1, 2, 2], [2, 2, 1], [1, 2, 1]): d = np.array(r) tgt = np.sort(d) assert_array_equal(np.partition(d, 0, kind=k)[0], tgt[0]) assert_array_equal(np.partition(d, 1, kind=k)[1], tgt[1]) assert_array_equal(np.partition(d, 2, kind=k)[2], tgt[2]) assert_array_equal(d[np.argpartition(d, 0, kind=k)], np.partition(d, 0, kind=k)) assert_array_equal(d[np.argpartition(d, 1, kind=k)], np.partition(d, 1, kind=k)) assert_array_equal(d[np.argpartition(d, 2, kind=k)], np.partition(d, 2, kind=k)) for i in range(d.size): d[i:].partition(0, kind=k) assert_array_equal(d, tgt) d = np.ones(50) assert_array_equal(np.partition(d, 0, kind=k), d) assert_array_equal(d[np.argpartition(d, 0, kind=k)], np.partition(d, 0, kind=k)) # sorted d = np.arange(49) self.assertEqual(np.partition(d, 5, kind=k)[5], 5) self.assertEqual(np.partition(d, 15, kind=k)[15], 15) assert_array_equal(d[np.argpartition(d, 5, kind=k)], np.partition(d, 5, kind=k)) assert_array_equal(d[np.argpartition(d, 15, kind=k)], np.partition(d, 15, kind=k)) # rsorted d = np.arange(47)[::-1] self.assertEqual(np.partition(d, 6, kind=k)[6], 6) self.assertEqual(np.partition(d, 16, kind=k)[16], 16) assert_array_equal(d[np.argpartition(d, 6, kind=k)], np.partition(d, 6, kind=k)) assert_array_equal(d[np.argpartition(d, 16, kind=k)], np.partition(d, 16, kind=k)) assert_array_equal(np.partition(d, -6, kind=k), np.partition(d, 41, kind=k)) assert_array_equal(np.partition(d, -16, kind=k), np.partition(d, 31, kind=k)) assert_array_equal(d[np.argpartition(d, -6, kind=k)], np.partition(d, 41, kind=k)) # median of 3 killer, O(n^2) on pure median 3 pivot quickselect # exercises the median of median of 5 code used to keep O(n) d = np.arange(1000000) x = np.roll(d, d.size // 2) mid = x.size // 2 + 1 assert_equal(np.partition(x, mid)[mid], mid) d = np.arange(1000001) x = np.roll(d, d.size // 2 + 1) mid = x.size // 2 + 1 assert_equal(np.partition(x, mid)[mid], mid) # max d = np.ones(10) d[1] = 4 assert_equal(np.partition(d, (2, -1))[-1], 4) assert_equal(np.partition(d, (2, -1))[2], 1) assert_equal(d[np.argpartition(d, (2, -1))][-1], 4) assert_equal(d[np.argpartition(d, (2, -1))][2], 1) d[1] = np.nan assert_(np.isnan(d[np.argpartition(d, (2, -1))][-1])) assert_(np.isnan(np.partition(d, (2, -1))[-1])) # equal elements d = np.arange(47) % 7 tgt = np.sort(np.arange(47) % 7) np.random.shuffle(d) for i in range(d.size): self.assertEqual(np.partition(d, i, kind=k)[i], tgt[i]) assert_array_equal(d[np.argpartition(d, 6, kind=k)], np.partition(d, 6, kind=k)) assert_array_equal(d[np.argpartition(d, 16, kind=k)], np.partition(d, 16, kind=k)) for i in range(d.size): d[i:].partition(0, kind=k) assert_array_equal(d, tgt) d = np.array([0, 1, 2, 3, 4, 5, 7, 7, 7, 7, 7, 7, 7, 7, 7, 7, 7, 7, 7, 7, 7, 7, 9]) kth = [0, 3, 19, 20] assert_equal(np.partition(d, kth, kind=k)[kth], (0, 3, 7, 7)) assert_equal(d[np.argpartition(d, kth, kind=k)][kth], (0, 3, 7, 7)) d = np.array([2, 1]) d.partition(0, kind=k) assert_raises(ValueError, d.partition, 2) assert_raises(ValueError, d.partition, 3, axis=1) assert_raises(ValueError, np.partition, d, 2) assert_raises(ValueError, np.partition, d, 2, axis=1) assert_raises(ValueError, d.argpartition, 2) assert_raises(ValueError, d.argpartition, 3, axis=1) assert_raises(ValueError, np.argpartition, d, 2) assert_raises(ValueError, np.argpartition, d, 2, axis=1) d = np.arange(10).reshape((2, 5)) d.partition(1, axis=0, kind=k) d.partition(4, axis=1, kind=k) np.partition(d, 1, axis=0, kind=k) np.partition(d, 4, axis=1, kind=k) np.partition(d, 1, axis=None, kind=k) np.partition(d, 9, axis=None, kind=k) d.argpartition(1, axis=0, kind=k) d.argpartition(4, axis=1, kind=k) np.argpartition(d, 1, axis=0, kind=k) np.argpartition(d, 4, axis=1, kind=k) np.argpartition(d, 1, axis=None, kind=k) np.argpartition(d, 9, axis=None, kind=k) assert_raises(ValueError, d.partition, 2, axis=0) assert_raises(ValueError, d.partition, 11, axis=1) assert_raises(TypeError, d.partition, 2, axis=None) assert_raises(ValueError, np.partition, d, 9, axis=1) assert_raises(ValueError, np.partition, d, 11, axis=None) assert_raises(ValueError, d.argpartition, 2, axis=0) assert_raises(ValueError, d.argpartition, 11, axis=1) assert_raises(ValueError, np.argpartition, d, 9, axis=1) assert_raises(ValueError, np.argpartition, d, 11, axis=None) td = [(dt, s) for dt in [np.int32, np.float32, np.complex64] for s in (9, 16)] for dt, s in td: aae = assert_array_equal at = self.assertTrue d = np.arange(s, dtype=dt) np.random.shuffle(d) d1 = np.tile(np.arange(s, dtype=dt), (4, 1)) map(np.random.shuffle, d1) d0 = np.transpose(d1) for i in range(d.size): p = np.partition(d, i, kind=k) self.assertEqual(p[i], i) # all before are smaller assert_array_less(p[:i], p[i]) # all after are larger assert_array_less(p[i], p[i + 1:]) aae(p, d[np.argpartition(d, i, kind=k)]) p = np.partition(d1, i, axis=1, kind=k) aae(p[:, i], np.array([i] * d1.shape[0], dtype=dt)) # array_less does not seem to work right at((p[:, :i].T <= p[:, i]).all(), msg="%d: %r <= %r" % (i, p[:, i], p[:, :i].T)) at((p[:, i + 1:].T > p[:, i]).all(), msg="%d: %r < %r" % (i, p[:, i], p[:, i + 1:].T)) aae(p, d1[np.arange(d1.shape[0])[:, None], np.argpartition(d1, i, axis=1, kind=k)]) p = np.partition(d0, i, axis=0, kind=k) aae(p[i, :], np.array([i] * d1.shape[0], dtype=dt)) # array_less does not seem to work right at((p[:i, :] <= p[i, :]).all(), msg="%d: %r <= %r" % (i, p[i, :], p[:i, :])) at((p[i + 1:, :] > p[i, :]).all(), msg="%d: %r < %r" % (i, p[i, :], p[:, i + 1:])) aae(p, d0[np.argpartition(d0, i, axis=0, kind=k), np.arange(d0.shape[1])[None, :]]) # check inplace dc = d.copy() dc.partition(i, kind=k) assert_equal(dc, np.partition(d, i, kind=k)) dc = d0.copy() dc.partition(i, axis=0, kind=k) assert_equal(dc, np.partition(d0, i, axis=0, kind=k)) dc = d1.copy() dc.partition(i, axis=1, kind=k) assert_equal(dc, np.partition(d1, i, axis=1, kind=k)) def assert_partitioned(self, d, kth): prev = 0 for k in np.sort(kth): assert_array_less(d[prev:k], d[k], err_msg='kth %d' % k) assert_((d[k:] >= d[k]).all(), msg="kth %d, %r not greater equal %d" % (k, d[k:], d[k])) prev = k + 1 def test_partition_iterative(self): d = np.arange(17) kth = (0, 1, 2, 429, 231) assert_raises(ValueError, d.partition, kth) assert_raises(ValueError, d.argpartition, kth) d = np.arange(10).reshape((2, 5)) assert_raises(ValueError, d.partition, kth, axis=0) assert_raises(ValueError, d.partition, kth, axis=1) assert_raises(ValueError, np.partition, d, kth, axis=1) assert_raises(ValueError, np.partition, d, kth, axis=None) d = np.array([3, 4, 2, 1]) p = np.partition(d, (0, 3)) self.assert_partitioned(p, (0, 3)) self.assert_partitioned(d[np.argpartition(d, (0, 3))], (0, 3)) assert_array_equal(p, np.partition(d, (-3, -1))) assert_array_equal(p, d[np.argpartition(d, (-3, -1))]) d = np.arange(17) np.random.shuffle(d) d.partition(range(d.size)) assert_array_equal(np.arange(17), d) np.random.shuffle(d) assert_array_equal(np.arange(17), d[d.argpartition(range(d.size))]) # test unsorted kth d = np.arange(17) np.random.shuffle(d) keys = np.array([1, 3, 8, -2]) np.random.shuffle(d) p = np.partition(d, keys) self.assert_partitioned(p, keys) p = d[np.argpartition(d, keys)] self.assert_partitioned(p, keys) np.random.shuffle(keys) assert_array_equal(np.partition(d, keys), p) assert_array_equal(d[np.argpartition(d, keys)], p) # equal kth d = np.arange(20)[::-1] self.assert_partitioned(np.partition(d, [5]*4), [5]) self.assert_partitioned(np.partition(d, [5]*4 + [6, 13]), [5]*4 + [6, 13]) self.assert_partitioned(d[np.argpartition(d, [5]*4)], [5]) self.assert_partitioned(d[np.argpartition(d, [5]*4 + [6, 13])], [5]*4 + [6, 13]) d = np.arange(12) np.random.shuffle(d) d1 = np.tile(np.arange(12), (4, 1)) map(np.random.shuffle, d1) d0 = np.transpose(d1) kth = (1, 6, 7, -1) p = np.partition(d1, kth, axis=1) pa = d1[np.arange(d1.shape[0])[:, None], d1.argpartition(kth, axis=1)] assert_array_equal(p, pa) for i in range(d1.shape[0]): self.assert_partitioned(p[i,:], kth) p = np.partition(d0, kth, axis=0) pa = d0[np.argpartition(d0, kth, axis=0), np.arange(d0.shape[1])[None,:]] assert_array_equal(p, pa) for i in range(d0.shape[1]): self.assert_partitioned(p[:, i], kth) def test_partition_cdtype(self): d = np.array([('Galahad', 1.7, 38), ('Arthur', 1.8, 41), ('Lancelot', 1.9, 38)], dtype=[('name', '|S10'), ('height', '<f8'), ('age', '<i4')]) tgt = np.sort(d, order=['age', 'height']) assert_array_equal(np.partition(d, range(d.size), order=['age', 'height']), tgt) assert_array_equal(d[np.argpartition(d, range(d.size), order=['age', 'height'])], tgt) for k in range(d.size): assert_equal(np.partition(d, k, order=['age', 'height'])[k], tgt[k]) assert_equal(d[np.argpartition(d, k, order=['age', 'height'])][k], tgt[k]) d = np.array(['Galahad', 'Arthur', 'zebra', 'Lancelot']) tgt = np.sort(d) assert_array_equal(np.partition(d, range(d.size)), tgt) for k in range(d.size): assert_equal(np.partition(d, k)[k], tgt[k]) assert_equal(d[np.argpartition(d, k)][k], tgt[k]) def test_partition_unicode_kind(self): d = np.arange(10) k = b'\xc3\xa4'.decode("UTF8") assert_raises(ValueError, d.partition, 2, kind=k) assert_raises(ValueError, d.argpartition, 2, kind=k) def test_partition_fuzz(self): # a few rounds of random data testing for j in range(10, 30): for i in range(1, j - 2): d = np.arange(j) np.random.shuffle(d) d = d % np.random.randint(2, 30) idx = np.random.randint(d.size) kth = [0, idx, i, i + 1] tgt = np.sort(d)[kth] assert_array_equal(np.partition(d, kth)[kth], tgt, err_msg="data: %r\n kth: %r" % (d, kth)) def test_argpartition_gh5524(self): # A test for functionality of argpartition on lists. d = [6,7,3,2,9,0] p = np.argpartition(d,1) self.assert_partitioned(np.array(d)[p],[1]) def test_flatten(self): x0 = np.array([[1, 2, 3], [4, 5, 6]], np.int32) x1 = np.array([[[1, 2], [3, 4]], [[5, 6], [7, 8]]], np.int32) y0 = np.array([1, 2, 3, 4, 5, 6], np.int32) y0f = np.array([1, 4, 2, 5, 3, 6], np.int32) y1 = np.array([1, 2, 3, 4, 5, 6, 7, 8], np.int32) y1f = np.array([1, 5, 3, 7, 2, 6, 4, 8], np.int32) assert_equal(x0.flatten(), y0) assert_equal(x0.flatten('F'), y0f) assert_equal(x0.flatten('F'), x0.T.flatten()) assert_equal(x1.flatten(), y1) assert_equal(x1.flatten('F'), y1f) assert_equal(x1.flatten('F'), x1.T.flatten()) def test_dot(self): a = np.array([[1, 0], [0, 1]]) b = np.array([[0, 1], [1, 0]]) c = np.array([[9, 1], [1, -9]]) d = np.arange(24).reshape(4, 6) ddt = np.array( [[ 55, 145, 235, 325], [ 145, 451, 757, 1063], [ 235, 757, 1279, 1801], [ 325, 1063, 1801, 2539]] ) dtd = np.array( [[504, 540, 576, 612, 648, 684], [540, 580, 620, 660, 700, 740], [576, 620, 664, 708, 752, 796], [612, 660, 708, 756, 804, 852], [648, 700, 752, 804, 856, 908], [684, 740, 796, 852, 908, 964]] ) # gemm vs syrk optimizations for et in [np.float32, np.float64, np.complex64, np.complex128]: eaf = a.astype(et) assert_equal(np.dot(eaf, eaf), eaf) assert_equal(np.dot(eaf.T, eaf), eaf) assert_equal(np.dot(eaf, eaf.T), eaf) assert_equal(np.dot(eaf.T, eaf.T), eaf) assert_equal(np.dot(eaf.T.copy(), eaf), eaf) assert_equal(np.dot(eaf, eaf.T.copy()), eaf) assert_equal(np.dot(eaf.T.copy(), eaf.T.copy()), eaf) # syrk validations for et in [np.float32, np.float64, np.complex64, np.complex128]: eaf = a.astype(et) ebf = b.astype(et) assert_equal(np.dot(ebf, ebf), eaf) assert_equal(np.dot(ebf.T, ebf), eaf) assert_equal(np.dot(ebf, ebf.T), eaf) assert_equal(np.dot(ebf.T, ebf.T), eaf) # syrk - different shape, stride, and view validations for et in [np.float32, np.float64, np.complex64, np.complex128]: edf = d.astype(et) assert_equal( np.dot(edf[::-1, :], edf.T), np.dot(edf[::-1, :].copy(), edf.T.copy()) ) assert_equal( np.dot(edf[:, ::-1], edf.T), np.dot(edf[:, ::-1].copy(), edf.T.copy()) ) assert_equal( np.dot(edf, edf[::-1, :].T), np.dot(edf, edf[::-1, :].T.copy()) ) assert_equal( np.dot(edf, edf[:, ::-1].T), np.dot(edf, edf[:, ::-1].T.copy()) ) assert_equal( np.dot(edf[:edf.shape[0] // 2, :], edf[::2, :].T), np.dot(edf[:edf.shape[0] // 2, :].copy(), edf[::2, :].T.copy()) ) assert_equal( np.dot(edf[::2, :], edf[:edf.shape[0] // 2, :].T), np.dot(edf[::2, :].copy(), edf[:edf.shape[0] // 2, :].T.copy()) ) # syrk - different shape for et in [np.float32, np.float64, np.complex64, np.complex128]: edf = d.astype(et) eddtf = ddt.astype(et) edtdf = dtd.astype(et) assert_equal(np.dot(edf, edf.T), eddtf) assert_equal(np.dot(edf.T, edf), edtdf) # function versus methods assert_equal(np.dot(a, b), a.dot(b)) assert_equal(np.dot(np.dot(a, b), c), a.dot(b).dot(c)) # test passing in an output array c = np.zeros_like(a) a.dot(b, c) assert_equal(c, np.dot(a, b)) # test keyword args c = np.zeros_like(a) a.dot(b=b, out=c) assert_equal(c, np.dot(a, b)) def test_dot_override(self): # 2016-01-29: NUMPY_UFUNC_DISABLED return class A(object): def __numpy_ufunc__(self, ufunc, method, pos, inputs, **kwargs): return "A" class B(object): def __numpy_ufunc__(self, ufunc, method, pos, inputs, **kwargs): return NotImplemented a = A() b = B() c = np.array([[1]]) assert_equal(np.dot(a, b), "A") assert_equal(c.dot(a), "A") assert_raises(TypeError, np.dot, b, c) assert_raises(TypeError, c.dot, b) def test_dot_type_mismatch(self): c = 1. A = np.array((1,1), dtype='i,i') assert_raises(TypeError, np.dot, c, A) assert_raises(TypeError, np.dot, A, c) def test_diagonal(self): a = np.arange(12).reshape((3, 4)) assert_equal(a.diagonal(), [0, 5, 10]) assert_equal(a.diagonal(0), [0, 5, 10]) assert_equal(a.diagonal(1), [1, 6, 11]) assert_equal(a.diagonal(-1), [4, 9]) b = np.arange(8).reshape((2, 2, 2)) assert_equal(b.diagonal(), [[0, 6], [1, 7]]) assert_equal(b.diagonal(0), [[0, 6], [1, 7]]) assert_equal(b.diagonal(1), [[2], [3]]) assert_equal(b.diagonal(-1), [[4], [5]]) assert_raises(ValueError, b.diagonal, axis1=0, axis2=0) assert_equal(b.diagonal(0, 1, 2), [[0, 3], [4, 7]]) assert_equal(b.diagonal(0, 0, 1), [[0, 6], [1, 7]]) assert_equal(b.diagonal(offset=1, axis1=0, axis2=2), [[1], [3]]) # Order of axis argument doesn't matter: assert_equal(b.diagonal(0, 2, 1), [[0, 3], [4, 7]]) def test_diagonal_view_notwriteable(self): # this test is only for 1.9, the diagonal view will be # writeable in 1.10. a = np.eye(3).diagonal() assert_(not a.flags.writeable) assert_(not a.flags.owndata) a = np.diagonal(np.eye(3)) assert_(not a.flags.writeable) assert_(not a.flags.owndata) a = np.diag(np.eye(3)) assert_(not a.flags.writeable) assert_(not a.flags.owndata) def test_diagonal_memleak(self): # Regression test for a bug that crept in at one point a = np.zeros((100, 100)) if HAS_REFCOUNT: assert_(sys.getrefcount(a) < 50) for i in range(100): a.diagonal() if HAS_REFCOUNT: assert_(sys.getrefcount(a) < 50) def test_trace(self): a = np.arange(12).reshape((3, 4)) assert_equal(a.trace(), 15) assert_equal(a.trace(0), 15) assert_equal(a.trace(1), 18) assert_equal(a.trace(-1), 13) b = np.arange(8).reshape((2, 2, 2)) assert_equal(b.trace(), [6, 8]) assert_equal(b.trace(0), [6, 8]) assert_equal(b.trace(1), [2, 3]) assert_equal(b.trace(-1), [4, 5]) assert_equal(b.trace(0, 0, 1), [6, 8]) assert_equal(b.trace(0, 0, 2), [5, 9]) assert_equal(b.trace(0, 1, 2), [3, 11]) assert_equal(b.trace(offset=1, axis1=0, axis2=2), [1, 3]) def test_trace_subclass(self): # The class would need to overwrite trace to ensure single-element # output also has the right subclass. class MyArray(np.ndarray): pass b = np.arange(8).reshape((2, 2, 2)).view(MyArray) t = b.trace() assert isinstance(t, MyArray) def test_put(self): icodes = np.typecodes['AllInteger'] fcodes = np.typecodes['AllFloat'] for dt in icodes + fcodes + 'O': tgt = np.array([0, 1, 0, 3, 0, 5], dtype=dt) # test 1-d a = np.zeros(6, dtype=dt) a.put([1, 3, 5], [1, 3, 5]) assert_equal(a, tgt) # test 2-d a = np.zeros((2, 3), dtype=dt) a.put([1, 3, 5], [1, 3, 5]) assert_equal(a, tgt.reshape(2, 3)) for dt in '?': tgt = np.array([False, True, False, True, False, True], dtype=dt) # test 1-d a = np.zeros(6, dtype=dt) a.put([1, 3, 5], [True]*3) assert_equal(a, tgt) # test 2-d a = np.zeros((2, 3), dtype=dt) a.put([1, 3, 5], [True]*3) assert_equal(a, tgt.reshape(2, 3)) # check must be writeable a = np.zeros(6) a.flags.writeable = False assert_raises(ValueError, a.put, [1, 3, 5], [1, 3, 5]) # when calling np.put, make sure a # TypeError is raised if the object # isn't an ndarray bad_array = [1, 2, 3] assert_raises(TypeError, np.put, bad_array, [0, 2], 5) def test_ravel(self): a = np.array([[0, 1], [2, 3]]) assert_equal(a.ravel(), [0, 1, 2, 3]) assert_(not a.ravel().flags.owndata) assert_equal(a.ravel('F'), [0, 2, 1, 3]) assert_equal(a.ravel(order='C'), [0, 1, 2, 3]) assert_equal(a.ravel(order='F'), [0, 2, 1, 3]) assert_equal(a.ravel(order='A'), [0, 1, 2, 3]) assert_(not a.ravel(order='A').flags.owndata) assert_equal(a.ravel(order='K'), [0, 1, 2, 3]) assert_(not a.ravel(order='K').flags.owndata) assert_equal(a.ravel(), a.reshape(-1)) a = np.array([[0, 1], [2, 3]], order='F') assert_equal(a.ravel(), [0, 1, 2, 3]) assert_equal(a.ravel(order='A'), [0, 2, 1, 3]) assert_equal(a.ravel(order='K'), [0, 2, 1, 3]) assert_(not a.ravel(order='A').flags.owndata) assert_(not a.ravel(order='K').flags.owndata) assert_equal(a.ravel(), a.reshape(-1)) assert_equal(a.ravel(order='A'), a.reshape(-1, order='A')) a = np.array([[0, 1], [2, 3]])[::-1, :] assert_equal(a.ravel(), [2, 3, 0, 1]) assert_equal(a.ravel(order='C'), [2, 3, 0, 1]) assert_equal(a.ravel(order='F'), [2, 0, 3, 1]) assert_equal(a.ravel(order='A'), [2, 3, 0, 1]) # 'K' doesn't reverse the axes of negative strides assert_equal(a.ravel(order='K'), [2, 3, 0, 1]) assert_(a.ravel(order='K').flags.owndata) # Test simple 1-d copy behaviour: a = np.arange(10)[::2] assert_(a.ravel('K').flags.owndata) assert_(a.ravel('C').flags.owndata) assert_(a.ravel('F').flags.owndata) # Not contiguous and 1-sized axis with non matching stride a = np.arange(2**3 * 2)[::2] a = a.reshape(2, 1, 2, 2).swapaxes(-1, -2) strides = list(a.strides) strides[1] = 123 a.strides = strides assert_(a.ravel(order='K').flags.owndata) assert_equal(a.ravel('K'), np.arange(0, 15, 2)) # contiguous and 1-sized axis with non matching stride works: a = np.arange(2**3) a = a.reshape(2, 1, 2, 2).swapaxes(-1, -2) strides = list(a.strides) strides[1] = 123 a.strides = strides assert_(np.may_share_memory(a.ravel(order='K'), a)) assert_equal(a.ravel(order='K'), np.arange(2**3)) # Test negative strides (not very interesting since non-contiguous): a = np.arange(4)[::-1].reshape(2, 2) assert_(a.ravel(order='C').flags.owndata) assert_(a.ravel(order='K').flags.owndata) assert_equal(a.ravel('C'), [3, 2, 1, 0]) assert_equal(a.ravel('K'), [3, 2, 1, 0]) # 1-element tidy strides test (NPY_RELAXED_STRIDES_CHECKING): a = np.array([[1]]) a.strides = (123, 432) # If the stride is not 8, NPY_RELAXED_STRIDES_CHECKING is messing # them up on purpose: if np.ones(1).strides == (8,): assert_(np.may_share_memory(a.ravel('K'), a)) assert_equal(a.ravel('K').strides, (a.dtype.itemsize,)) for order in ('C', 'F', 'A', 'K'): # 0-d corner case: a = np.array(0) assert_equal(a.ravel(order), [0]) assert_(np.may_share_memory(a.ravel(order), a)) # Test that certain non-inplace ravels work right (mostly) for 'K': b = np.arange(2**4 * 2)[::2].reshape(2, 2, 2, 2) a = b[..., ::2] assert_equal(a.ravel('K'), [0, 4, 8, 12, 16, 20, 24, 28]) assert_equal(a.ravel('C'), [0, 4, 8, 12, 16, 20, 24, 28]) assert_equal(a.ravel('A'), [0, 4, 8, 12, 16, 20, 24, 28]) assert_equal(a.ravel('F'), [0, 16, 8, 24, 4, 20, 12, 28]) a = b[::2, ...] assert_equal(a.ravel('K'), [0, 2, 4, 6, 8, 10, 12, 14]) assert_equal(a.ravel('C'), [0, 2, 4, 6, 8, 10, 12, 14]) assert_equal(a.ravel('A'), [0, 2, 4, 6, 8, 10, 12, 14]) assert_equal(a.ravel('F'), [0, 8, 4, 12, 2, 10, 6, 14]) def test_ravel_subclass(self): class ArraySubclass(np.ndarray): pass a = np.arange(10).view(ArraySubclass) assert_(isinstance(a.ravel('C'), ArraySubclass)) assert_(isinstance(a.ravel('F'), ArraySubclass)) assert_(isinstance(a.ravel('A'), ArraySubclass)) assert_(isinstance(a.ravel('K'), ArraySubclass)) a = np.arange(10)[::2].view(ArraySubclass) assert_(isinstance(a.ravel('C'), ArraySubclass)) assert_(isinstance(a.ravel('F'), ArraySubclass)) assert_(isinstance(a.ravel('A'), ArraySubclass)) assert_(isinstance(a.ravel('K'), ArraySubclass)) def test_swapaxes(self): a = np.arange(1*2*3*4).reshape(1, 2, 3, 4).copy() idx = np.indices(a.shape) assert_(a.flags['OWNDATA']) b = a.copy() # check exceptions assert_raises(ValueError, a.swapaxes, -5, 0) assert_raises(ValueError, a.swapaxes, 4, 0) assert_raises(ValueError, a.swapaxes, 0, -5) assert_raises(ValueError, a.swapaxes, 0, 4) for i in range(-4, 4): for j in range(-4, 4): for k, src in enumerate((a, b)): c = src.swapaxes(i, j) # check shape shape = list(src.shape) shape[i] = src.shape[j] shape[j] = src.shape[i] assert_equal(c.shape, shape, str((i, j, k))) # check array contents i0, i1, i2, i3 = [dim-1 for dim in c.shape] j0, j1, j2, j3 = [dim-1 for dim in src.shape] assert_equal(src[idx[j0], idx[j1], idx[j2], idx[j3]], c[idx[i0], idx[i1], idx[i2], idx[i3]], str((i, j, k))) # check a view is always returned, gh-5260 assert_(not c.flags['OWNDATA'], str((i, j, k))) # check on non-contiguous input array if k == 1: b = c def test_conjugate(self): a = np.array([1-1j, 1+1j, 23+23.0j]) ac = a.conj() assert_equal(a.real, ac.real) assert_equal(a.imag, -ac.imag) assert_equal(ac, a.conjugate()) assert_equal(ac, np.conjugate(a)) a = np.array([1-1j, 1+1j, 23+23.0j], 'F') ac = a.conj() assert_equal(a.real, ac.real) assert_equal(a.imag, -ac.imag) assert_equal(ac, a.conjugate()) assert_equal(ac, np.conjugate(a)) a = np.array([1, 2, 3]) ac = a.conj() assert_equal(a, ac) assert_equal(ac, a.conjugate()) assert_equal(ac, np.conjugate(a)) a = np.array([1.0, 2.0, 3.0]) ac = a.conj() assert_equal(a, ac) assert_equal(ac, a.conjugate()) assert_equal(ac, np.conjugate(a)) a = np.array([1-1j, 1+1j, 1, 2.0], object) ac = a.conj() assert_equal(ac, [k.conjugate() for k in a]) assert_equal(ac, a.conjugate()) assert_equal(ac, np.conjugate(a)) a = np.array([1-1j, 1, 2.0, 'f'], object) assert_raises(AttributeError, lambda: a.conj()) assert_raises(AttributeError, lambda: a.conjugate()) def test__complex__(self): dtypes = ['i1', 'i2', 'i4', 'i8', 'u1', 'u2', 'u4', 'u8', 'f', 'd', 'g', 'F', 'D', 'G', '?', 'O'] for dt in dtypes: a = np.array(7, dtype=dt) b = np.array([7], dtype=dt) c = np.array([[[[[7]]]]], dtype=dt) msg = 'dtype: {0}'.format(dt) ap = complex(a) assert_equal(ap, a, msg) bp = complex(b) assert_equal(bp, b, msg) cp = complex(c) assert_equal(cp, c, msg) def test__complex__should_not_work(self): dtypes = ['i1', 'i2', 'i4', 'i8', 'u1', 'u2', 'u4', 'u8', 'f', 'd', 'g', 'F', 'D', 'G', '?', 'O'] for dt in dtypes: a = np.array([1, 2, 3], dtype=dt) assert_raises(TypeError, complex, a) dt = np.dtype([('a', 'f8'), ('b', 'i1')]) b = np.array((1.0, 3), dtype=dt) assert_raises(TypeError, complex, b) c = np.array([(1.0, 3), (2e-3, 7)], dtype=dt) assert_raises(TypeError, complex, c) d = np.array('1+1j') assert_raises(TypeError, complex, d) e = np.array(['1+1j'], 'U') assert_raises(TypeError, complex, e) class TestBinop(object): def test_inplace(self): # test refcount 1 inplace conversion assert_array_almost_equal(np.array([0.5]) * np.array([1.0, 2.0]), [0.5, 1.0]) d = np.array([0.5, 0.5])[::2] assert_array_almost_equal(d * (d * np.array([1.0, 2.0])), [0.25, 0.5]) a = np.array([0.5]) b = np.array([0.5]) c = a + b c = a - b c = a * b c = a / b assert_equal(a, b) assert_almost_equal(c, 1.) c = a + b * 2. / b * a - a / b assert_equal(a, b) assert_equal(c, 0.5) # true divide a = np.array([5]) b = np.array([3]) c = (a * a) / b assert_almost_equal(c, 25 / 3) assert_equal(a, 5) assert_equal(b, 3) def test_extension_incref_elide(self): # test extension (e.g. cython) calling PyNumber_* slots without # increasing the reference counts # # def incref_elide(a): # d = input.copy() # refcount 1 # return d, d + d # PyNumber_Add without increasing refcount from numpy.core.multiarray_tests import incref_elide d = np.ones(5) orig, res = incref_elide(d) # the return original should not be changed to an inplace operation assert_array_equal(orig, d) assert_array_equal(res, d + d) def test_extension_incref_elide_stack(self): # scanning if the refcount == 1 object is on the python stack to check # that we are called directly from python is flawed as object may still # be above the stack pointer and we have no access to the top of it # # def incref_elide_l(d): # return l[4] + l[4] # PyNumber_Add without increasing refcount from numpy.core.multiarray_tests import incref_elide_l # padding with 1 makes sure the object on the stack is not overwriten l = [1, 1, 1, 1, np.ones(5)] res = incref_elide_l(l) # the return original should not be changed to an inplace operation assert_array_equal(l[4], np.ones(5)) assert_array_equal(res, l[4] + l[4]) def test_ufunc_override_rop_precedence(self): # 2016-01-29: NUMPY_UFUNC_DISABLED return # Check that __rmul__ and other right-hand operations have # precedence over __numpy_ufunc__ ops = { '__add__': ('__radd__', np.add, True), '__sub__': ('__rsub__', np.subtract, True), '__mul__': ('__rmul__', np.multiply, True), '__truediv__': ('__rtruediv__', np.true_divide, True), '__floordiv__': ('__rfloordiv__', np.floor_divide, True), '__mod__': ('__rmod__', np.remainder, True), '__divmod__': ('__rdivmod__', None, False), '__pow__': ('__rpow__', np.power, True), '__lshift__': ('__rlshift__', np.left_shift, True), '__rshift__': ('__rrshift__', np.right_shift, True), '__and__': ('__rand__', np.bitwise_and, True), '__xor__': ('__rxor__', np.bitwise_xor, True), '__or__': ('__ror__', np.bitwise_or, True), '__ge__': ('__le__', np.less_equal, False), '__gt__': ('__lt__', np.less, False), '__le__': ('__ge__', np.greater_equal, False), '__lt__': ('__gt__', np.greater, False), '__eq__': ('__eq__', np.equal, False), '__ne__': ('__ne__', np.not_equal, False), } class OtherNdarraySubclass(np.ndarray): pass class OtherNdarraySubclassWithOverride(np.ndarray): def __numpy_ufunc__(self, *a, **kw): raise AssertionError(("__numpy_ufunc__ %r %r shouldn't have " "been called!") % (a, kw)) def check(op_name, ndsubclass): rop_name, np_op, has_iop = ops[op_name] if has_iop: iop_name = '__i' + op_name[2:] iop = getattr(operator, iop_name) if op_name == "__divmod__": op = divmod else: op = getattr(operator, op_name) # Dummy class def __init__(self, *a, **kw): pass def __numpy_ufunc__(self, *a, **kw): raise AssertionError(("__numpy_ufunc__ %r %r shouldn't have " "been called!") % (a, kw)) def __op__(self, *other): return "op" def __rop__(self, *other): return "rop" if ndsubclass: bases = (np.ndarray,) else: bases = (object,) dct = {'__init__': __init__, '__numpy_ufunc__': __numpy_ufunc__, op_name: __op__} if op_name != rop_name: dct[rop_name] = __rop__ cls = type("Rop" + rop_name, bases, dct) # Check behavior against both bare ndarray objects and a # ndarray subclasses with and without their own override obj = cls((1,), buffer=np.ones(1,)) arr_objs = [np.array([1]), np.array([2]).view(OtherNdarraySubclass), np.array([3]).view(OtherNdarraySubclassWithOverride), ] for arr in arr_objs: err_msg = "%r %r" % (op_name, arr,) # Check that ndarray op gives up if it sees a non-subclass if not isinstance(obj, arr.__class__): assert_equal(getattr(arr, op_name)(obj), NotImplemented, err_msg=err_msg) # Check that the Python binops have priority assert_equal(op(obj, arr), "op", err_msg=err_msg) if op_name == rop_name: assert_equal(op(arr, obj), "op", err_msg=err_msg) else: assert_equal(op(arr, obj), "rop", err_msg=err_msg) # Check that Python binops have priority also for in-place ops if has_iop: assert_equal(getattr(arr, iop_name)(obj), NotImplemented, err_msg=err_msg) if op_name != "__pow__": # inplace pow requires the other object to be # integer-like? assert_equal(iop(arr, obj), "rop", err_msg=err_msg) # Check that ufunc call __numpy_ufunc__ normally if np_op is not None: assert_raises(AssertionError, np_op, arr, obj, err_msg=err_msg) assert_raises(AssertionError, np_op, obj, arr, err_msg=err_msg) # Check all binary operations for op_name in sorted(ops.keys()): yield check, op_name, True yield check, op_name, False def test_ufunc_override_rop_simple(self): # 2016-01-29: NUMPY_UFUNC_DISABLED return # Check parts of the binary op overriding behavior in an # explicit test case that is easier to understand. class SomeClass(object): def __numpy_ufunc__(self, *a, **kw): return "ufunc" def __mul__(self, other): return 123 def __rmul__(self, other): return 321 def __rsub__(self, other): return "no subs for me" def __gt__(self, other): return "yep" def __lt__(self, other): return "nope" class SomeClass2(SomeClass, np.ndarray): def __numpy_ufunc__(self, ufunc, method, i, inputs, **kw): if ufunc is np.multiply or ufunc is np.bitwise_and: return "ufunc" else: inputs = list(inputs) if i < len(inputs): inputs[i] = np.asarray(self) func = getattr(ufunc, method) if ('out' in kw) and (kw['out'] is not None): kw['out'] = np.asarray(kw['out']) r = func(*inputs, **kw) x = self.__class__(r.shape, dtype=r.dtype) x[...] = r return x class SomeClass3(SomeClass2): def __rsub__(self, other): return "sub for me" arr = np.array([0]) obj = SomeClass() obj2 = SomeClass2((1,), dtype=np.int_) obj2[0] = 9 obj3 = SomeClass3((1,), dtype=np.int_) obj3[0] = 4 # obj is first, so should get to define outcome. assert_equal(obj * arr, 123) # obj is second, but has __numpy_ufunc__ and defines __rmul__. assert_equal(arr * obj, 321) # obj is second, but has __numpy_ufunc__ and defines __rsub__. assert_equal(arr - obj, "no subs for me") # obj is second, but has __numpy_ufunc__ and defines __lt__. assert_equal(arr > obj, "nope") # obj is second, but has __numpy_ufunc__ and defines __gt__. assert_equal(arr < obj, "yep") # Called as a ufunc, obj.__numpy_ufunc__ is used. assert_equal(np.multiply(arr, obj), "ufunc") # obj is second, but has __numpy_ufunc__ and defines __rmul__. arr *= obj assert_equal(arr, 321) # obj2 is an ndarray subclass, so CPython takes care of the same rules. assert_equal(obj2 * arr, 123) assert_equal(arr * obj2, 321) assert_equal(arr - obj2, "no subs for me") assert_equal(arr > obj2, "nope") assert_equal(arr < obj2, "yep") # Called as a ufunc, obj2.__numpy_ufunc__ is called. assert_equal(np.multiply(arr, obj2), "ufunc") # Also when the method is not overridden. assert_equal(arr & obj2, "ufunc") arr *= obj2 assert_equal(arr, 321) obj2 += 33 assert_equal(obj2[0], 42) assert_equal(obj2.sum(), 42) assert_(isinstance(obj2, SomeClass2)) # Obj3 is subclass that defines __rsub__. CPython calls it. assert_equal(arr - obj3, "sub for me") assert_equal(obj2 - obj3, "sub for me") # obj3 is a subclass that defines __rmul__. CPython calls it. assert_equal(arr * obj3, 321) # But not here, since obj3.__rmul__ is obj2.__rmul__. assert_equal(obj2 * obj3, 123) # And of course, here obj3.__mul__ should be called. assert_equal(obj3 * obj2, 123) # obj3 defines __numpy_ufunc__ but obj3.__radd__ is obj2.__radd__. # (and both are just ndarray.__radd__); see #4815. res = obj2 + obj3 assert_equal(res, 46) assert_(isinstance(res, SomeClass2)) # Since obj3 is a subclass, it should have precedence, like CPython # would give, even though obj2 has __numpy_ufunc__ and __radd__. # See gh-4815 and gh-5747. res = obj3 + obj2 assert_equal(res, 46) assert_(isinstance(res, SomeClass3)) def test_ufunc_override_normalize_signature(self): # 2016-01-29: NUMPY_UFUNC_DISABLED return # gh-5674 class SomeClass(object): def __numpy_ufunc__(self, ufunc, method, i, inputs, **kw): return kw a = SomeClass() kw = np.add(a, [1]) assert_('sig' not in kw and 'signature' not in kw) kw = np.add(a, [1], sig='ii->i') assert_('sig' not in kw and 'signature' in kw) assert_equal(kw['signature'], 'ii->i') kw = np.add(a, [1], signature='ii->i') assert_('sig' not in kw and 'signature' in kw) assert_equal(kw['signature'], 'ii->i') def test_numpy_ufunc_index(self): # 2016-01-29: NUMPY_UFUNC_DISABLED return # Check that index is set appropriately, also if only an output # is passed on (latter is another regression tests for github bug 4753) class CheckIndex(object): def __numpy_ufunc__(self, ufunc, method, i, inputs, **kw): return i a = CheckIndex() dummy = np.arange(2.) # 1 input, 1 output assert_equal(np.sin(a), 0) assert_equal(np.sin(dummy, a), 1) assert_equal(np.sin(dummy, out=a), 1) assert_equal(np.sin(dummy, out=(a,)), 1) assert_equal(np.sin(a, a), 0) assert_equal(np.sin(a, out=a), 0) assert_equal(np.sin(a, out=(a,)), 0) # 1 input, 2 outputs assert_equal(np.modf(dummy, a), 1) assert_equal(np.modf(dummy, None, a), 2) assert_equal(np.modf(dummy, dummy, a), 2) assert_equal(np.modf(dummy, out=a), 1) assert_equal(np.modf(dummy, out=(a,)), 1) assert_equal(np.modf(dummy, out=(a, None)), 1) assert_equal(np.modf(dummy, out=(a, dummy)), 1) assert_equal(np.modf(dummy, out=(None, a)), 2) assert_equal(np.modf(dummy, out=(dummy, a)), 2) assert_equal(np.modf(a, out=(dummy, a)), 0) # 2 inputs, 1 output assert_equal(np.add(a, dummy), 0) assert_equal(np.add(dummy, a), 1) assert_equal(np.add(dummy, dummy, a), 2) assert_equal(np.add(dummy, a, a), 1) assert_equal(np.add(dummy, dummy, out=a), 2) assert_equal(np.add(dummy, dummy, out=(a,)), 2) assert_equal(np.add(a, dummy, out=a), 0) def test_out_override(self): # 2016-01-29: NUMPY_UFUNC_DISABLED return # regression test for github bug 4753 class OutClass(np.ndarray): def __numpy_ufunc__(self, ufunc, method, i, inputs, **kw): if 'out' in kw: tmp_kw = kw.copy() tmp_kw.pop('out') func = getattr(ufunc, method) kw['out'][...] = func(*inputs, **tmp_kw) A = np.array([0]).view(OutClass) B = np.array([5]) C = np.array([6]) np.multiply(C, B, A) assert_equal(A[0], 30) assert_(isinstance(A, OutClass)) A[0] = 0 np.multiply(C, B, out=A) assert_equal(A[0], 30) assert_(isinstance(A, OutClass)) class TestCAPI(TestCase): def test_IsPythonScalar(self): from numpy.core.multiarray_tests import IsPythonScalar assert_(IsPythonScalar(b'foobar')) assert_(IsPythonScalar(1)) assert_(IsPythonScalar(2**80)) assert_(IsPythonScalar(2.)) assert_(IsPythonScalar("a")) class TestSubscripting(TestCase): def test_test_zero_rank(self): x = np.array([1, 2, 3]) self.assertTrue(isinstance(x[0], np.int_)) if sys.version_info[0] < 3: self.assertTrue(isinstance(x[0], int)) self.assertTrue(type(x[0, ...]) is np.ndarray) class TestPickling(TestCase): def test_roundtrip(self): import pickle carray = np.array([[2, 9], [7, 0], [3, 8]]) DATA = [ carray, np.transpose(carray), np.array([('xxx', 1, 2.0)], dtype=[('a', (str, 3)), ('b', int), ('c', float)]) ] for a in DATA: assert_equal(a, pickle.loads(a.dumps()), err_msg="%r" % a) def _loads(self, obj): if sys.version_info[0] >= 3: return np.loads(obj, encoding='latin1') else: return np.loads(obj) # version 0 pickles, using protocol=2 to pickle # version 0 doesn't have a version field def test_version0_int8(self): s = '\x80\x02cnumpy.core._internal\n_reconstruct\nq\x01cnumpy\nndarray\nq\x02K\x00\x85U\x01b\x87Rq\x03(K\x04\x85cnumpy\ndtype\nq\x04U\x02i1K\x00K\x01\x87Rq\x05(U\x01|NNJ\xff\xff\xff\xffJ\xff\xff\xff\xfftb\x89U\x04\x01\x02\x03\x04tb.' a = np.array([1, 2, 3, 4], dtype=np.int8) p = self._loads(asbytes(s)) assert_equal(a, p) def test_version0_float32(self): s = '\x80\x02cnumpy.core._internal\n_reconstruct\nq\x01cnumpy\nndarray\nq\x02K\x00\x85U\x01b\x87Rq\x03(K\x04\x85cnumpy\ndtype\nq\x04U\x02f4K\x00K\x01\x87Rq\x05(U\x01<NNJ\xff\xff\xff\xffJ\xff\xff\xff\xfftb\x89U\x10\x00\x00\x80?\x00\x00\x00@\x00\x00@@\x00\x00\x80@tb.' a = np.array([1.0, 2.0, 3.0, 4.0], dtype=np.float32) p = self._loads(asbytes(s)) assert_equal(a, p) def test_version0_object(self): s = '\x80\x02cnumpy.core._internal\n_reconstruct\nq\x01cnumpy\nndarray\nq\x02K\x00\x85U\x01b\x87Rq\x03(K\x02\x85cnumpy\ndtype\nq\x04U\x02O8K\x00K\x01\x87Rq\x05(U\x01|NNJ\xff\xff\xff\xffJ\xff\xff\xff\xfftb\x89]q\x06(}q\x07U\x01aK\x01s}q\x08U\x01bK\x02setb.' a = np.array([{'a': 1}, {'b': 2}]) p = self._loads(asbytes(s)) assert_equal(a, p) # version 1 pickles, using protocol=2 to pickle def test_version1_int8(self): s = '\x80\x02cnumpy.core._internal\n_reconstruct\nq\x01cnumpy\nndarray\nq\x02K\x00\x85U\x01b\x87Rq\x03(K\x01K\x04\x85cnumpy\ndtype\nq\x04U\x02i1K\x00K\x01\x87Rq\x05(K\x01U\x01|NNJ\xff\xff\xff\xffJ\xff\xff\xff\xfftb\x89U\x04\x01\x02\x03\x04tb.' a = np.array([1, 2, 3, 4], dtype=np.int8) p = self._loads(asbytes(s)) assert_equal(a, p) def test_version1_float32(self): s = '\x80\x02cnumpy.core._internal\n_reconstruct\nq\x01cnumpy\nndarray\nq\x02K\x00\x85U\x01b\x87Rq\x03(K\x01K\x04\x85cnumpy\ndtype\nq\x04U\x02f4K\x00K\x01\x87Rq\x05(K\x01U\x01<NNJ\xff\xff\xff\xffJ\xff\xff\xff\xfftb\x89U\x10\x00\x00\x80?\x00\x00\x00@\x00\x00@@\x00\x00\x80@tb.' a = np.array([1.0, 2.0, 3.0, 4.0], dtype=np.float32) p = self._loads(asbytes(s)) assert_equal(a, p) def test_version1_object(self): s = '\x80\x02cnumpy.core._internal\n_reconstruct\nq\x01cnumpy\nndarray\nq\x02K\x00\x85U\x01b\x87Rq\x03(K\x01K\x02\x85cnumpy\ndtype\nq\x04U\x02O8K\x00K\x01\x87Rq\x05(K\x01U\x01|NNJ\xff\xff\xff\xffJ\xff\xff\xff\xfftb\x89]q\x06(}q\x07U\x01aK\x01s}q\x08U\x01bK\x02setb.' a = np.array([{'a': 1}, {'b': 2}]) p = self._loads(asbytes(s)) assert_equal(a, p) def test_subarray_int_shape(self): s = "cnumpy.core.multiarray\n_reconstruct\np0\n(cnumpy\nndarray\np1\n(I0\ntp2\nS'b'\np3\ntp4\nRp5\n(I1\n(I1\ntp6\ncnumpy\ndtype\np7\n(S'V6'\np8\nI0\nI1\ntp9\nRp10\n(I3\nS'|'\np11\nN(S'a'\np12\ng3\ntp13\n(dp14\ng12\n(g7\n(S'V4'\np15\nI0\nI1\ntp16\nRp17\n(I3\nS'|'\np18\n(g7\n(S'i1'\np19\nI0\nI1\ntp20\nRp21\n(I3\nS'|'\np22\nNNNI-1\nI-1\nI0\ntp23\nb(I2\nI2\ntp24\ntp25\nNNI4\nI1\nI0\ntp26\nbI0\ntp27\nsg3\n(g7\n(S'V2'\np28\nI0\nI1\ntp29\nRp30\n(I3\nS'|'\np31\n(g21\nI2\ntp32\nNNI2\nI1\nI0\ntp33\nbI4\ntp34\nsI6\nI1\nI0\ntp35\nbI00\nS'\\x01\\x01\\x01\\x01\\x01\\x02'\np36\ntp37\nb." a = np.array([(1, (1, 2))], dtype=[('a', 'i1', (2, 2)), ('b', 'i1', 2)]) p = self._loads(asbytes(s)) assert_equal(a, p) class TestFancyIndexing(TestCase): def test_list(self): x = np.ones((1, 1)) x[:, [0]] = 2.0 assert_array_equal(x, np.array([[2.0]])) x = np.ones((1, 1, 1)) x[:, :, [0]] = 2.0 assert_array_equal(x, np.array([[[2.0]]])) def test_tuple(self): x = np.ones((1, 1)) x[:, (0,)] = 2.0 assert_array_equal(x, np.array([[2.0]])) x = np.ones((1, 1, 1)) x[:, :, (0,)] = 2.0 assert_array_equal(x, np.array([[[2.0]]])) def test_mask(self): x = np.array([1, 2, 3, 4]) m = np.array([0, 1, 0, 0], bool) assert_array_equal(x[m], np.array([2])) def test_mask2(self): x = np.array([[1, 2, 3, 4], [5, 6, 7, 8]]) m = np.array([0, 1], bool) m2 = np.array([[0, 1, 0, 0], [1, 0, 0, 0]], bool) m3 = np.array([[0, 1, 0, 0], [0, 0, 0, 0]], bool) assert_array_equal(x[m], np.array([[5, 6, 7, 8]])) assert_array_equal(x[m2], np.array([2, 5])) assert_array_equal(x[m3], np.array([2])) def test_assign_mask(self): x = np.array([1, 2, 3, 4]) m = np.array([0, 1, 0, 0], bool) x[m] = 5 assert_array_equal(x, np.array([1, 5, 3, 4])) def test_assign_mask2(self): xorig = np.array([[1, 2, 3, 4], [5, 6, 7, 8]]) m = np.array([0, 1], bool) m2 = np.array([[0, 1, 0, 0], [1, 0, 0, 0]], bool) m3 = np.array([[0, 1, 0, 0], [0, 0, 0, 0]], bool) x = xorig.copy() x[m] = 10 assert_array_equal(x, np.array([[1, 2, 3, 4], [10, 10, 10, 10]])) x = xorig.copy() x[m2] = 10 assert_array_equal(x, np.array([[1, 10, 3, 4], [10, 6, 7, 8]])) x = xorig.copy() x[m3] = 10 assert_array_equal(x, np.array([[1, 10, 3, 4], [5, 6, 7, 8]])) class TestStringCompare(TestCase): def test_string(self): g1 = np.array(["This", "is", "example"]) g2 = np.array(["This", "was", "example"]) assert_array_equal(g1 == g2, [g1[i] == g2[i] for i in [0, 1, 2]]) assert_array_equal(g1 != g2, [g1[i] != g2[i] for i in [0, 1, 2]]) assert_array_equal(g1 <= g2, [g1[i] <= g2[i] for i in [0, 1, 2]]) assert_array_equal(g1 >= g2, [g1[i] >= g2[i] for i in [0, 1, 2]]) assert_array_equal(g1 < g2, [g1[i] < g2[i] for i in [0, 1, 2]]) assert_array_equal(g1 > g2, [g1[i] > g2[i] for i in [0, 1, 2]]) def test_mixed(self): g1 = np.array(["spam", "spa", "spammer", "and eggs"]) g2 = "spam" assert_array_equal(g1 == g2, [x == g2 for x in g1]) assert_array_equal(g1 != g2, [x != g2 for x in g1]) assert_array_equal(g1 < g2, [x < g2 for x in g1]) assert_array_equal(g1 > g2, [x > g2 for x in g1]) assert_array_equal(g1 <= g2, [x <= g2 for x in g1]) assert_array_equal(g1 >= g2, [x >= g2 for x in g1]) def test_unicode(self): g1 = np.array([sixu("This"), sixu("is"), sixu("example")]) g2 = np.array([sixu("This"), sixu("was"), sixu("example")]) assert_array_equal(g1 == g2, [g1[i] == g2[i] for i in [0, 1, 2]]) assert_array_equal(g1 != g2, [g1[i] != g2[i] for i in [0, 1, 2]]) assert_array_equal(g1 <= g2, [g1[i] <= g2[i] for i in [0, 1, 2]]) assert_array_equal(g1 >= g2, [g1[i] >= g2[i] for i in [0, 1, 2]]) assert_array_equal(g1 < g2, [g1[i] < g2[i] for i in [0, 1, 2]]) assert_array_equal(g1 > g2, [g1[i] > g2[i] for i in [0, 1, 2]]) class TestArgmax(TestCase): nan_arr = [ ([0, 1, 2, 3, np.nan], 4), ([0, 1, 2, np.nan, 3], 3), ([np.nan, 0, 1, 2, 3], 0), ([np.nan, 0, np.nan, 2, 3], 0), ([0, 1, 2, 3, complex(0, np.nan)], 4), ([0, 1, 2, 3, complex(np.nan, 0)], 4), ([0, 1, 2, complex(np.nan, 0), 3], 3), ([0, 1, 2, complex(0, np.nan), 3], 3), ([complex(0, np.nan), 0, 1, 2, 3], 0), ([complex(np.nan, np.nan), 0, 1, 2, 3], 0), ([complex(np.nan, 0), complex(np.nan, 2), complex(np.nan, 1)], 0), ([complex(np.nan, np.nan), complex(np.nan, 2), complex(np.nan, 1)], 0), ([complex(np.nan, 0), complex(np.nan, 2), complex(np.nan, np.nan)], 0), ([complex(0, 0), complex(0, 2), complex(0, 1)], 1), ([complex(1, 0), complex(0, 2), complex(0, 1)], 0), ([complex(1, 0), complex(0, 2), complex(1, 1)], 2), ([np.datetime64('1923-04-14T12:43:12'), np.datetime64('1994-06-21T14:43:15'), np.datetime64('2001-10-15T04:10:32'), np.datetime64('1995-11-25T16:02:16'), np.datetime64('2005-01-04T03:14:12'), np.datetime64('2041-12-03T14:05:03')], 5), ([np.datetime64('1935-09-14T04:40:11'), np.datetime64('1949-10-12T12:32:11'), np.datetime64('2010-01-03T05:14:12'), np.datetime64('2015-11-20T12:20:59'), np.datetime64('1932-09-23T10:10:13'), np.datetime64('2014-10-10T03:50:30')], 3), # Assorted tests with NaTs ([np.datetime64('NaT'), np.datetime64('NaT'), np.datetime64('2010-01-03T05:14:12'), np.datetime64('NaT'), np.datetime64('2015-09-23T10:10:13'), np.datetime64('1932-10-10T03:50:30')], 4), ([np.datetime64('2059-03-14T12:43:12'), np.datetime64('1996-09-21T14:43:15'), np.datetime64('NaT'), np.datetime64('2022-12-25T16:02:16'), np.datetime64('1963-10-04T03:14:12'), np.datetime64('2013-05-08T18:15:23')], 0), ([np.timedelta64(2, 's'), np.timedelta64(1, 's'), np.timedelta64('NaT', 's'), np.timedelta64(3, 's')], 3), ([np.timedelta64('NaT', 's')] * 3, 0), ([timedelta(days=5, seconds=14), timedelta(days=2, seconds=35), timedelta(days=-1, seconds=23)], 0), ([timedelta(days=1, seconds=43), timedelta(days=10, seconds=5), timedelta(days=5, seconds=14)], 1), ([timedelta(days=10, seconds=24), timedelta(days=10, seconds=5), timedelta(days=10, seconds=43)], 2), ([False, False, False, False, True], 4), ([False, False, False, True, False], 3), ([True, False, False, False, False], 0), ([True, False, True, False, False], 0), ] def test_all(self): a = np.random.normal(0, 1, (4, 5, 6, 7, 8)) for i in range(a.ndim): amax = a.max(i) aargmax = a.argmax(i) axes = list(range(a.ndim)) axes.remove(i) assert_(np.all(amax == aargmax.choose(*a.transpose(i,*axes)))) def test_combinations(self): for arr, pos in self.nan_arr: assert_equal(np.argmax(arr), pos, err_msg="%r" % arr) assert_equal(arr[np.argmax(arr)], np.max(arr), err_msg="%r" % arr) def test_output_shape(self): # see also gh-616 a = np.ones((10, 5)) # Check some simple shape mismatches out = np.ones(11, dtype=np.int_) assert_raises(ValueError, a.argmax, -1, out) out = np.ones((2, 5), dtype=np.int_) assert_raises(ValueError, a.argmax, -1, out) # these could be relaxed possibly (used to allow even the previous) out = np.ones((1, 10), dtype=np.int_) assert_raises(ValueError, a.argmax, -1, out) out = np.ones(10, dtype=np.int_) a.argmax(-1, out=out) assert_equal(out, a.argmax(-1)) def test_argmax_unicode(self): d = np.zeros(6031, dtype='<U9') d[5942] = "as" assert_equal(d.argmax(), 5942) def test_np_vs_ndarray(self): # make sure both ndarray.argmax and numpy.argmax support out/axis args a = np.random.normal(size=(2,3)) # check positional args out1 = np.zeros(2, dtype=int) out2 = np.zeros(2, dtype=int) assert_equal(a.argmax(1, out1), np.argmax(a, 1, out2)) assert_equal(out1, out2) # check keyword args out1 = np.zeros(3, dtype=int) out2 = np.zeros(3, dtype=int) assert_equal(a.argmax(out=out1, axis=0), np.argmax(a, out=out2, axis=0)) assert_equal(out1, out2) def test_object_argmax_with_NULLs(self): # See gh-6032 a = np.empty(4, dtype='O') ctypes.memset(a.ctypes.data, 0, a.nbytes) assert_equal(a.argmax(), 0) a[3] = 10 assert_equal(a.argmax(), 3) a[1] = 30 assert_equal(a.argmax(), 1) class TestArgmin(TestCase): nan_arr = [ ([0, 1, 2, 3, np.nan], 4), ([0, 1, 2, np.nan, 3], 3), ([np.nan, 0, 1, 2, 3], 0), ([np.nan, 0, np.nan, 2, 3], 0), ([0, 1, 2, 3, complex(0, np.nan)], 4), ([0, 1, 2, 3, complex(np.nan, 0)], 4), ([0, 1, 2, complex(np.nan, 0), 3], 3), ([0, 1, 2, complex(0, np.nan), 3], 3), ([complex(0, np.nan), 0, 1, 2, 3], 0), ([complex(np.nan, np.nan), 0, 1, 2, 3], 0), ([complex(np.nan, 0), complex(np.nan, 2), complex(np.nan, 1)], 0), ([complex(np.nan, np.nan), complex(np.nan, 2), complex(np.nan, 1)], 0), ([complex(np.nan, 0), complex(np.nan, 2), complex(np.nan, np.nan)], 0), ([complex(0, 0), complex(0, 2), complex(0, 1)], 0), ([complex(1, 0), complex(0, 2), complex(0, 1)], 2), ([complex(1, 0), complex(0, 2), complex(1, 1)], 1), ([np.datetime64('1923-04-14T12:43:12'), np.datetime64('1994-06-21T14:43:15'), np.datetime64('2001-10-15T04:10:32'), np.datetime64('1995-11-25T16:02:16'), np.datetime64('2005-01-04T03:14:12'), np.datetime64('2041-12-03T14:05:03')], 0), ([np.datetime64('1935-09-14T04:40:11'), np.datetime64('1949-10-12T12:32:11'), np.datetime64('2010-01-03T05:14:12'), np.datetime64('2014-11-20T12:20:59'), np.datetime64('2015-09-23T10:10:13'), np.datetime64('1932-10-10T03:50:30')], 5), # Assorted tests with NaTs ([np.datetime64('NaT'), np.datetime64('NaT'), np.datetime64('2010-01-03T05:14:12'), np.datetime64('NaT'), np.datetime64('2015-09-23T10:10:13'), np.datetime64('1932-10-10T03:50:30')], 5), ([np.datetime64('2059-03-14T12:43:12'), np.datetime64('1996-09-21T14:43:15'), np.datetime64('NaT'), np.datetime64('2022-12-25T16:02:16'), np.datetime64('1963-10-04T03:14:12'), np.datetime64('2013-05-08T18:15:23')], 4), ([np.timedelta64(2, 's'), np.timedelta64(1, 's'), np.timedelta64('NaT', 's'), np.timedelta64(3, 's')], 1), ([np.timedelta64('NaT', 's')] * 3, 0), ([timedelta(days=5, seconds=14), timedelta(days=2, seconds=35), timedelta(days=-1, seconds=23)], 2), ([timedelta(days=1, seconds=43), timedelta(days=10, seconds=5), timedelta(days=5, seconds=14)], 0), ([timedelta(days=10, seconds=24), timedelta(days=10, seconds=5), timedelta(days=10, seconds=43)], 1), ([True, True, True, True, False], 4), ([True, True, True, False, True], 3), ([False, True, True, True, True], 0), ([False, True, False, True, True], 0), ] def test_all(self): a = np.random.normal(0, 1, (4, 5, 6, 7, 8)) for i in range(a.ndim): amin = a.min(i) aargmin = a.argmin(i) axes = list(range(a.ndim)) axes.remove(i) assert_(np.all(amin == aargmin.choose(*a.transpose(i,*axes)))) def test_combinations(self): for arr, pos in self.nan_arr: assert_equal(np.argmin(arr), pos, err_msg="%r" % arr) assert_equal(arr[np.argmin(arr)], np.min(arr), err_msg="%r" % arr) def test_minimum_signed_integers(self): a = np.array([1, -2**7, -2**7 + 1], dtype=np.int8) assert_equal(np.argmin(a), 1) a = np.array([1, -2**15, -2**15 + 1], dtype=np.int16) assert_equal(np.argmin(a), 1) a = np.array([1, -2**31, -2**31 + 1], dtype=np.int32) assert_equal(np.argmin(a), 1) a = np.array([1, -2**63, -2**63 + 1], dtype=np.int64) assert_equal(np.argmin(a), 1) def test_output_shape(self): # see also gh-616 a = np.ones((10, 5)) # Check some simple shape mismatches out = np.ones(11, dtype=np.int_) assert_raises(ValueError, a.argmin, -1, out) out = np.ones((2, 5), dtype=np.int_) assert_raises(ValueError, a.argmin, -1, out) # these could be relaxed possibly (used to allow even the previous) out = np.ones((1, 10), dtype=np.int_) assert_raises(ValueError, a.argmin, -1, out) out = np.ones(10, dtype=np.int_) a.argmin(-1, out=out) assert_equal(out, a.argmin(-1)) def test_argmin_unicode(self): d = np.ones(6031, dtype='<U9') d[6001] = "0" assert_equal(d.argmin(), 6001) def test_np_vs_ndarray(self): # make sure both ndarray.argmin and numpy.argmin support out/axis args a = np.random.normal(size=(2, 3)) # check positional args out1 = np.zeros(2, dtype=int) out2 = np.ones(2, dtype=int) assert_equal(a.argmin(1, out1), np.argmin(a, 1, out2)) assert_equal(out1, out2) # check keyword args out1 = np.zeros(3, dtype=int) out2 = np.ones(3, dtype=int) assert_equal(a.argmin(out=out1, axis=0), np.argmin(a, out=out2, axis=0)) assert_equal(out1, out2) def test_object_argmin_with_NULLs(self): # See gh-6032 a = np.empty(4, dtype='O') ctypes.memset(a.ctypes.data, 0, a.nbytes) assert_equal(a.argmin(), 0) a[3] = 30 assert_equal(a.argmin(), 3) a[1] = 10 assert_equal(a.argmin(), 1) class TestMinMax(TestCase): def test_scalar(self): assert_raises(ValueError, np.amax, 1, 1) assert_raises(ValueError, np.amin, 1, 1) assert_equal(np.amax(1, axis=0), 1) assert_equal(np.amin(1, axis=0), 1) assert_equal(np.amax(1, axis=None), 1) assert_equal(np.amin(1, axis=None), 1) def test_axis(self): assert_raises(ValueError, np.amax, [1, 2, 3], 1000) assert_equal(np.amax([[1, 2, 3]], axis=1), 3) def test_datetime(self): # NaTs are ignored for dtype in ('m8[s]', 'm8[Y]'): a = np.arange(10).astype(dtype) a[3] = 'NaT' assert_equal(np.amin(a), a[0]) assert_equal(np.amax(a), a[9]) a[0] = 'NaT' assert_equal(np.amin(a), a[1]) assert_equal(np.amax(a), a[9]) a.fill('NaT') assert_equal(np.amin(a), a[0]) assert_equal(np.amax(a), a[0]) class TestNewaxis(TestCase): def test_basic(self): sk = np.array([0, -0.1, 0.1]) res = 250*sk[:, np.newaxis] assert_almost_equal(res.ravel(), 250*sk) class TestClip(TestCase): def _check_range(self, x, cmin, cmax): assert_(np.all(x >= cmin)) assert_(np.all(x <= cmax)) def _clip_type(self, type_group, array_max, clip_min, clip_max, inplace=False, expected_min=None, expected_max=None): if expected_min is None: expected_min = clip_min if expected_max is None: expected_max = clip_max for T in np.sctypes[type_group]: if sys.byteorder == 'little': byte_orders = ['=', '>'] else: byte_orders = ['<', '='] for byteorder in byte_orders: dtype = np.dtype(T).newbyteorder(byteorder) x = (np.random.random(1000) * array_max).astype(dtype) if inplace: x.clip(clip_min, clip_max, x) else: x = x.clip(clip_min, clip_max) byteorder = '=' if x.dtype.byteorder == '|': byteorder = '|' assert_equal(x.dtype.byteorder, byteorder) self._check_range(x, expected_min, expected_max) return x def test_basic(self): for inplace in [False, True]: self._clip_type( 'float', 1024, -12.8, 100.2, inplace=inplace) self._clip_type( 'float', 1024, 0, 0, inplace=inplace) self._clip_type( 'int', 1024, -120, 100.5, inplace=inplace) self._clip_type( 'int', 1024, 0, 0, inplace=inplace) self._clip_type( 'uint', 1024, 0, 0, inplace=inplace) self._clip_type( 'uint', 1024, -120, 100, inplace=inplace, expected_min=0) def test_record_array(self): rec = np.array([(-5, 2.0, 3.0), (5.0, 4.0, 3.0)], dtype=[('x', '<f8'), ('y', '<f8'), ('z', '<f8')]) y = rec['x'].clip(-0.3, 0.5) self._check_range(y, -0.3, 0.5) def test_max_or_min(self): val = np.array([0, 1, 2, 3, 4, 5, 6, 7]) x = val.clip(3) assert_(np.all(x >= 3)) x = val.clip(min=3) assert_(np.all(x >= 3)) x = val.clip(max=4) assert_(np.all(x <= 4)) def test_nan(self): input_arr = np.array([-2., np.nan, 0.5, 3., 0.25, np.nan]) result = input_arr.clip(-1, 1) expected = np.array([-1., np.nan, 0.5, 1., 0.25, np.nan]) assert_array_equal(result, expected) class TestCompress(TestCase): def test_axis(self): tgt = [[5, 6, 7, 8, 9]] arr = np.arange(10).reshape(2, 5) out = np.compress([0, 1], arr, axis=0) assert_equal(out, tgt) tgt = [[1, 3], [6, 8]] out = np.compress([0, 1, 0, 1, 0], arr, axis=1) assert_equal(out, tgt) def test_truncate(self): tgt = [[1], [6]] arr = np.arange(10).reshape(2, 5) out = np.compress([0, 1], arr, axis=1) assert_equal(out, tgt) def test_flatten(self): arr = np.arange(10).reshape(2, 5) out = np.compress([0, 1], arr) assert_equal(out, 1) class TestPutmask(object): def tst_basic(self, x, T, mask, val): np.putmask(x, mask, val) assert_equal(x[mask], T(val)) assert_equal(x.dtype, T) def test_ip_types(self): unchecked_types = [bytes, unicode, np.void, object] x = np.random.random(1000)*100 mask = x < 40 for val in [-100, 0, 15]: for types in np.sctypes.values(): for T in types: if T not in unchecked_types: yield self.tst_basic, x.copy().astype(T), T, mask, val def test_mask_size(self): assert_raises(ValueError, np.putmask, np.array([1, 2, 3]), [True], 5) def tst_byteorder(self, dtype): x = np.array([1, 2, 3], dtype) np.putmask(x, [True, False, True], -1) assert_array_equal(x, [-1, 2, -1]) def test_ip_byteorder(self): for dtype in ('>i4', '<i4'): yield self.tst_byteorder, dtype def test_record_array(self): # Note mixed byteorder. rec = np.array([(-5, 2.0, 3.0), (5.0, 4.0, 3.0)], dtype=[('x', '<f8'), ('y', '>f8'), ('z', '<f8')]) np.putmask(rec['x'], [True, False], 10) assert_array_equal(rec['x'], [10, 5]) assert_array_equal(rec['y'], [2, 4]) assert_array_equal(rec['z'], [3, 3]) np.putmask(rec['y'], [True, False], 11) assert_array_equal(rec['x'], [10, 5]) assert_array_equal(rec['y'], [11, 4]) assert_array_equal(rec['z'], [3, 3]) class TestTake(object): def tst_basic(self, x): ind = list(range(x.shape[0])) assert_array_equal(x.take(ind, axis=0), x) def test_ip_types(self): unchecked_types = [bytes, unicode, np.void, object] x = np.random.random(24)*100 x.shape = 2, 3, 4 for types in np.sctypes.values(): for T in types: if T not in unchecked_types: yield self.tst_basic, x.copy().astype(T) def test_raise(self): x = np.random.random(24)*100 x.shape = 2, 3, 4 assert_raises(IndexError, x.take, [0, 1, 2], axis=0) assert_raises(IndexError, x.take, [-3], axis=0) assert_array_equal(x.take([-1], axis=0)[0], x[1]) def test_clip(self): x = np.random.random(24)*100 x.shape = 2, 3, 4 assert_array_equal(x.take([-1], axis=0, mode='clip')[0], x[0]) assert_array_equal(x.take([2], axis=0, mode='clip')[0], x[1]) def test_wrap(self): x = np.random.random(24)*100 x.shape = 2, 3, 4 assert_array_equal(x.take([-1], axis=0, mode='wrap')[0], x[1]) assert_array_equal(x.take([2], axis=0, mode='wrap')[0], x[0]) assert_array_equal(x.take([3], axis=0, mode='wrap')[0], x[1]) def tst_byteorder(self, dtype): x = np.array([1, 2, 3], dtype) assert_array_equal(x.take([0, 2, 1]), [1, 3, 2]) def test_ip_byteorder(self): for dtype in ('>i4', '<i4'): yield self.tst_byteorder, dtype def test_record_array(self): # Note mixed byteorder. rec = np.array([(-5, 2.0, 3.0), (5.0, 4.0, 3.0)], dtype=[('x', '<f8'), ('y', '>f8'), ('z', '<f8')]) rec1 = rec.take([1]) assert_(rec1['x'] == 5.0 and rec1['y'] == 4.0) class TestLexsort(TestCase): def test_basic(self): a = [1, 2, 1, 3, 1, 5] b = [0, 4, 5, 6, 2, 3] idx = np.lexsort((b, a)) expected_idx = np.array([0, 4, 2, 1, 3, 5]) assert_array_equal(idx, expected_idx) x = np.vstack((b, a)) idx = np.lexsort(x) assert_array_equal(idx, expected_idx) assert_array_equal(x[1][idx], np.sort(x[1])) def test_datetime(self): a = np.array([0,0,0], dtype='datetime64[D]') b = np.array([2,1,0], dtype='datetime64[D]') idx = np.lexsort((b, a)) expected_idx = np.array([2, 1, 0]) assert_array_equal(idx, expected_idx) a = np.array([0,0,0], dtype='timedelta64[D]') b = np.array([2,1,0], dtype='timedelta64[D]') idx = np.lexsort((b, a)) expected_idx = np.array([2, 1, 0]) assert_array_equal(idx, expected_idx) def test_object(self): # gh-6312 a = np.random.choice(10, 1000) b = np.random.choice(['abc', 'xy', 'wz', 'efghi', 'qwst', 'x'], 1000) for u in a, b: left = np.lexsort((u.astype('O'),)) right = np.argsort(u, kind='mergesort') assert_array_equal(left, right) for u, v in (a, b), (b, a): idx = np.lexsort((u, v)) assert_array_equal(idx, np.lexsort((u.astype('O'), v))) assert_array_equal(idx, np.lexsort((u, v.astype('O')))) u, v = np.array(u, dtype='object'), np.array(v, dtype='object') assert_array_equal(idx, np.lexsort((u, v))) def test_invalid_axis(self): # gh-7528 x = np.linspace(0., 1., 42*3).reshape(42, 3) assert_raises(ValueError, np.lexsort, x, axis=2) class TestIO(object): """Test tofile, fromfile, tobytes, and fromstring""" def setUp(self): shape = (2, 4, 3) rand = np.random.random self.x = rand(shape) + rand(shape).astype(np.complex)*1j self.x[0,:, 1] = [np.nan, np.inf, -np.inf, np.nan] self.dtype = self.x.dtype self.tempdir = tempfile.mkdtemp() self.filename = tempfile.mktemp(dir=self.tempdir) def tearDown(self): shutil.rmtree(self.tempdir) def test_nofile(self): # this should probably be supported as a file # but for now test for proper errors b = io.BytesIO() assert_raises(IOError, np.fromfile, b, np.uint8, 80) d = np.ones(7) assert_raises(IOError, lambda x: x.tofile(b), d) def test_bool_fromstring(self): v = np.array([True, False, True, False], dtype=np.bool_) y = np.fromstring('1 0 -2.3 0.0', sep=' ', dtype=np.bool_) assert_array_equal(v, y) def test_uint64_fromstring(self): d = np.fromstring("9923372036854775807 104783749223640", dtype=np.uint64, sep=' ') e = np.array([9923372036854775807, 104783749223640], dtype=np.uint64) assert_array_equal(d, e) def test_int64_fromstring(self): d = np.fromstring("-25041670086757 104783749223640", dtype=np.int64, sep=' ') e = np.array([-25041670086757, 104783749223640], dtype=np.int64) assert_array_equal(d, e) def test_empty_files_binary(self): f = open(self.filename, 'w') f.close() y = np.fromfile(self.filename) assert_(y.size == 0, "Array not empty") def test_empty_files_text(self): f = open(self.filename, 'w') f.close() y = np.fromfile(self.filename, sep=" ") assert_(y.size == 0, "Array not empty") def test_roundtrip_file(self): f = open(self.filename, 'wb') self.x.tofile(f) f.close() # NB. doesn't work with flush+seek, due to use of C stdio f = open(self.filename, 'rb') y = np.fromfile(f, dtype=self.dtype) f.close() assert_array_equal(y, self.x.flat) def test_roundtrip_filename(self): self.x.tofile(self.filename) y = np.fromfile(self.filename, dtype=self.dtype) assert_array_equal(y, self.x.flat) def test_roundtrip_binary_str(self): s = self.x.tobytes() y = np.fromstring(s, dtype=self.dtype) assert_array_equal(y, self.x.flat) s = self.x.tobytes('F') y = np.fromstring(s, dtype=self.dtype) assert_array_equal(y, self.x.flatten('F')) def test_roundtrip_str(self): x = self.x.real.ravel() s = "@".join(map(str, x)) y = np.fromstring(s, sep="@") # NB. str imbues less precision nan_mask = ~np.isfinite(x) assert_array_equal(x[nan_mask], y[nan_mask]) assert_array_almost_equal(x[~nan_mask], y[~nan_mask], decimal=5) def test_roundtrip_repr(self): x = self.x.real.ravel() s = "@".join(map(repr, x)) y = np.fromstring(s, sep="@") assert_array_equal(x, y) def test_unbuffered_fromfile(self): # gh-6246 self.x.tofile(self.filename) def fail(*args, **kwargs): raise io.IOError('Can not tell or seek') with io.open(self.filename, 'rb', buffering=0) as f: f.seek = fail f.tell = fail y = np.fromfile(self.filename, dtype=self.dtype) assert_array_equal(y, self.x.flat) def test_largish_file(self): # check the fallocate path on files > 16MB d = np.zeros(4 * 1024 ** 2) d.tofile(self.filename) assert_equal(os.path.getsize(self.filename), d.nbytes) assert_array_equal(d, np.fromfile(self.filename)) # check offset with open(self.filename, "r+b") as f: f.seek(d.nbytes) d.tofile(f) assert_equal(os.path.getsize(self.filename), d.nbytes * 2) def test_file_position_after_fromfile(self): # gh-4118 sizes = [io.DEFAULT_BUFFER_SIZE//8, io.DEFAULT_BUFFER_SIZE, io.DEFAULT_BUFFER_SIZE*8] for size in sizes: f = open(self.filename, 'wb') f.seek(size-1) f.write(b'\0') f.close() for mode in ['rb', 'r+b']: err_msg = "%d %s" % (size, mode) f = open(self.filename, mode) f.read(2) np.fromfile(f, dtype=np.float64, count=1) pos = f.tell() f.close() assert_equal(pos, 10, err_msg=err_msg) def test_file_position_after_tofile(self): # gh-4118 sizes = [io.DEFAULT_BUFFER_SIZE//8, io.DEFAULT_BUFFER_SIZE, io.DEFAULT_BUFFER_SIZE*8] for size in sizes: err_msg = "%d" % (size,) f = open(self.filename, 'wb') f.seek(size-1) f.write(b'\0') f.seek(10) f.write(b'12') np.array([0], dtype=np.float64).tofile(f) pos = f.tell() f.close() assert_equal(pos, 10 + 2 + 8, err_msg=err_msg) f = open(self.filename, 'r+b') f.read(2) f.seek(0, 1) # seek between read&write required by ANSI C np.array([0], dtype=np.float64).tofile(f) pos = f.tell() f.close() assert_equal(pos, 10, err_msg=err_msg) def _check_from(self, s, value, **kw): y = np.fromstring(asbytes(s), **kw) assert_array_equal(y, value) f = open(self.filename, 'wb') f.write(asbytes(s)) f.close() y = np.fromfile(self.filename, **kw) assert_array_equal(y, value) def test_nan(self): self._check_from( "nan +nan -nan NaN nan(foo) +NaN(BAR) -NAN(q_u_u_x_)", [np.nan, np.nan, np.nan, np.nan, np.nan, np.nan, np.nan], sep=' ') def test_inf(self): self._check_from( "inf +inf -inf infinity -Infinity iNfInItY -inF", [np.inf, np.inf, -np.inf, np.inf, -np.inf, np.inf, -np.inf], sep=' ') def test_numbers(self): self._check_from("1.234 -1.234 .3 .3e55 -123133.1231e+133", [1.234, -1.234, .3, .3e55, -123133.1231e+133], sep=' ') def test_binary(self): self._check_from('\x00\x00\x80?\x00\x00\x00@\x00\x00@@\x00\x00\x80@', np.array([1, 2, 3, 4]), dtype='<f4') @dec.slow # takes > 1 minute on mechanical hard drive def test_big_binary(self): """Test workarounds for 32-bit limited fwrite, fseek, and ftell calls in windows. These normally would hang doing something like this. See http://projects.scipy.org/numpy/ticket/1660""" if sys.platform != 'win32': return try: # before workarounds, only up to 2**32-1 worked fourgbplus = 2**32 + 2**16 testbytes = np.arange(8, dtype=np.int8) n = len(testbytes) flike = tempfile.NamedTemporaryFile() f = flike.file np.tile(testbytes, fourgbplus // testbytes.nbytes).tofile(f) flike.seek(0) a = np.fromfile(f, dtype=np.int8) flike.close() assert_(len(a) == fourgbplus) # check only start and end for speed: assert_((a[:n] == testbytes).all()) assert_((a[-n:] == testbytes).all()) except (MemoryError, ValueError): pass def test_string(self): self._check_from('1,2,3,4', [1., 2., 3., 4.], sep=',') def test_counted_string(self): self._check_from('1,2,3,4', [1., 2., 3., 4.], count=4, sep=',') self._check_from('1,2,3,4', [1., 2., 3.], count=3, sep=',') self._check_from('1,2,3,4', [1., 2., 3., 4.], count=-1, sep=',') def test_string_with_ws(self): self._check_from('1 2 3 4 ', [1, 2, 3, 4], dtype=int, sep=' ') def test_counted_string_with_ws(self): self._check_from('1 2 3 4 ', [1, 2, 3], count=3, dtype=int, sep=' ') def test_ascii(self): self._check_from('1 , 2 , 3 , 4', [1., 2., 3., 4.], sep=',') self._check_from('1,2,3,4', [1., 2., 3., 4.], dtype=float, sep=',') def test_malformed(self): self._check_from('1.234 1,234', [1.234, 1.], sep=' ') def test_long_sep(self): self._check_from('1_x_3_x_4_x_5', [1, 3, 4, 5], sep='_x_') def test_dtype(self): v = np.array([1, 2, 3, 4], dtype=np.int_) self._check_from('1,2,3,4', v, sep=',', dtype=np.int_) def test_dtype_bool(self): # can't use _check_from because fromstring can't handle True/False v = np.array([True, False, True, False], dtype=np.bool_) s = '1,0,-2.3,0' f = open(self.filename, 'wb') f.write(asbytes(s)) f.close() y = np.fromfile(self.filename, sep=',', dtype=np.bool_) assert_(y.dtype == '?') assert_array_equal(y, v) def test_tofile_sep(self): x = np.array([1.51, 2, 3.51, 4], dtype=float) f = open(self.filename, 'w') x.tofile(f, sep=',') f.close() f = open(self.filename, 'r') s = f.read() f.close() #assert_equal(s, '1.51,2.0,3.51,4.0') y = np.array([float(p) for p in s.split(',')]) assert_array_equal(x,y) def test_tofile_format(self): x = np.array([1.51, 2, 3.51, 4], dtype=float) f = open(self.filename, 'w') x.tofile(f, sep=',', format='%.2f') f.close() f = open(self.filename, 'r') s = f.read() f.close() assert_equal(s, '1.51,2.00,3.51,4.00') def test_locale(self): in_foreign_locale(self.test_numbers)() in_foreign_locale(self.test_nan)() in_foreign_locale(self.test_inf)() in_foreign_locale(self.test_counted_string)() in_foreign_locale(self.test_ascii)() in_foreign_locale(self.test_malformed)() in_foreign_locale(self.test_tofile_sep)() in_foreign_locale(self.test_tofile_format)() class TestFromBuffer(object): def tst_basic(self, buffer, expected, kwargs): assert_array_equal(np.frombuffer(buffer,**kwargs), expected) def test_ip_basic(self): for byteorder in ['<', '>']: for dtype in [float, int, np.complex]: dt = np.dtype(dtype).newbyteorder(byteorder) x = (np.random.random((4, 7))*5).astype(dt) buf = x.tobytes() yield self.tst_basic, buf, x.flat, {'dtype':dt} def test_empty(self): yield self.tst_basic, asbytes(''), np.array([]), {} class TestFlat(TestCase): def setUp(self): a0 = np.arange(20.0) a = a0.reshape(4, 5) a0.shape = (4, 5) a.flags.writeable = False self.a = a self.b = a[::2, ::2] self.a0 = a0 self.b0 = a0[::2, ::2] def test_contiguous(self): testpassed = False try: self.a.flat[12] = 100.0 except ValueError: testpassed = True assert_(testpassed) assert_(self.a.flat[12] == 12.0) def test_discontiguous(self): testpassed = False try: self.b.flat[4] = 100.0 except ValueError: testpassed = True assert_(testpassed) assert_(self.b.flat[4] == 12.0) def test___array__(self): c = self.a.flat.__array__() d = self.b.flat.__array__() e = self.a0.flat.__array__() f = self.b0.flat.__array__() assert_(c.flags.writeable is False) assert_(d.flags.writeable is False) assert_(e.flags.writeable is True) assert_(f.flags.writeable is True) assert_(c.flags.updateifcopy is False) assert_(d.flags.updateifcopy is False) assert_(e.flags.updateifcopy is False) assert_(f.flags.updateifcopy is True) assert_(f.base is self.b0) class TestResize(TestCase): def test_basic(self): x = np.array([[1, 0, 0], [0, 1, 0], [0, 0, 1]]) if IS_PYPY: x.resize((5, 5), refcheck=False) else: x.resize((5, 5)) assert_array_equal(x.flat[:9], np.array([[1, 0, 0], [0, 1, 0], [0, 0, 1]]).flat) assert_array_equal(x[9:].flat, 0) def test_check_reference(self): x = np.array([[1, 0, 0], [0, 1, 0], [0, 0, 1]]) y = x self.assertRaises(ValueError, x.resize, (5, 1)) del y # avoid pyflakes unused variable warning. def test_int_shape(self): x = np.eye(3) if IS_PYPY: x.resize(3, refcheck=False) else: x.resize(3) assert_array_equal(x, np.eye(3)[0,:]) def test_none_shape(self): x = np.eye(3) x.resize(None) assert_array_equal(x, np.eye(3)) x.resize() assert_array_equal(x, np.eye(3)) def test_invalid_arguements(self): self.assertRaises(TypeError, np.eye(3).resize, 'hi') self.assertRaises(ValueError, np.eye(3).resize, -1) self.assertRaises(TypeError, np.eye(3).resize, order=1) self.assertRaises(TypeError, np.eye(3).resize, refcheck='hi') def test_freeform_shape(self): x = np.eye(3) if IS_PYPY: x.resize(3, 2, 1, refcheck=False) else: x.resize(3, 2, 1) assert_(x.shape == (3, 2, 1)) def test_zeros_appended(self): x = np.eye(3) if IS_PYPY: x.resize(2, 3, 3, refcheck=False) else: x.resize(2, 3, 3) assert_array_equal(x[0], np.eye(3)) assert_array_equal(x[1], np.zeros((3, 3))) def test_obj_obj(self): # check memory is initialized on resize, gh-4857 a = np.ones(10, dtype=[('k', object, 2)]) if IS_PYPY: a.resize(15, refcheck=False) else: a.resize(15,) assert_equal(a.shape, (15,)) assert_array_equal(a['k'][-5:], 0) assert_array_equal(a['k'][:-5], 1) class TestRecord(TestCase): def test_field_rename(self): dt = np.dtype([('f', float), ('i', int)]) dt.names = ['p', 'q'] assert_equal(dt.names, ['p', 'q']) def test_multiple_field_name_occurrence(self): def test_assign(): dtype = np.dtype([("A", "f8"), ("B", "f8"), ("A", "f8")]) # Error raised when multiple fields have the same name assert_raises(ValueError, test_assign) if sys.version_info[0] >= 3: def test_bytes_fields(self): # Bytes are not allowed in field names and not recognized in titles # on Py3 assert_raises(TypeError, np.dtype, [(asbytes('a'), int)]) assert_raises(TypeError, np.dtype, [(('b', asbytes('a')), int)]) dt = np.dtype([((asbytes('a'), 'b'), int)]) assert_raises(ValueError, dt.__getitem__, asbytes('a')) x = np.array([(1,), (2,), (3,)], dtype=dt) assert_raises(IndexError, x.__getitem__, asbytes('a')) y = x[0] assert_raises(IndexError, y.__getitem__, asbytes('a')) def test_multiple_field_name_unicode(self): def test_assign_unicode(): dt = np.dtype([("\u20B9", "f8"), ("B", "f8"), ("\u20B9", "f8")]) # Error raised when multiple fields have the same name(unicode included) assert_raises(ValueError, test_assign_unicode) else: def test_unicode_field_titles(self): # Unicode field titles are added to field dict on Py2 title = unicode('b') dt = np.dtype([((title, 'a'), int)]) dt[title] dt['a'] x = np.array([(1,), (2,), (3,)], dtype=dt) x[title] x['a'] y = x[0] y[title] y['a'] def test_unicode_field_names(self): # Unicode field names are not allowed on Py2 title = unicode('b') assert_raises(TypeError, np.dtype, [(title, int)]) assert_raises(TypeError, np.dtype, [(('a', title), int)]) def test_field_names(self): # Test unicode and 8-bit / byte strings can be used a = np.zeros((1,), dtype=[('f1', 'i4'), ('f2', 'i4'), ('f3', [('sf1', 'i4')])]) is_py3 = sys.version_info[0] >= 3 if is_py3: funcs = (str,) # byte string indexing fails gracefully assert_raises(IndexError, a.__setitem__, asbytes('f1'), 1) assert_raises(IndexError, a.__getitem__, asbytes('f1')) assert_raises(IndexError, a['f1'].__setitem__, asbytes('sf1'), 1) assert_raises(IndexError, a['f1'].__getitem__, asbytes('sf1')) else: funcs = (str, unicode) for func in funcs: b = a.copy() fn1 = func('f1') b[fn1] = 1 assert_equal(b[fn1], 1) fnn = func('not at all') assert_raises(ValueError, b.__setitem__, fnn, 1) assert_raises(ValueError, b.__getitem__, fnn) b[0][fn1] = 2 assert_equal(b[fn1], 2) # Subfield assert_raises(ValueError, b[0].__setitem__, fnn, 1) assert_raises(ValueError, b[0].__getitem__, fnn) # Subfield fn3 = func('f3') sfn1 = func('sf1') b[fn3][sfn1] = 1 assert_equal(b[fn3][sfn1], 1) assert_raises(ValueError, b[fn3].__setitem__, fnn, 1) assert_raises(ValueError, b[fn3].__getitem__, fnn) # multiple subfields fn2 = func('f2') b[fn2] = 3 with suppress_warnings() as sup: sup.filter(FutureWarning, "Assignment between structured arrays.*") sup.filter(FutureWarning, "Numpy has detected that you .*") assert_equal(b[['f1', 'f2']][0].tolist(), (2, 3)) assert_equal(b[['f2', 'f1']][0].tolist(), (3, 2)) assert_equal(b[['f1', 'f3']][0].tolist(), (2, (1,))) # view of subfield view/copy assert_equal(b[['f1', 'f2']][0].view(('i4', 2)).tolist(), (2, 3)) assert_equal(b[['f2', 'f1']][0].view(('i4', 2)).tolist(), (3, 2)) view_dtype = [('f1', 'i4'), ('f3', [('', 'i4')])] assert_equal(b[['f1', 'f3']][0].view(view_dtype).tolist(), (2, (1,))) # non-ascii unicode field indexing is well behaved if not is_py3: raise SkipTest('non ascii unicode field indexing skipped; ' 'raises segfault on python 2.x') else: assert_raises(ValueError, a.__setitem__, sixu('\u03e0'), 1) assert_raises(ValueError, a.__getitem__, sixu('\u03e0')) def test_field_names_deprecation(self): def collect_warnings(f, *args, **kwargs): with warnings.catch_warnings(record=True) as log: warnings.simplefilter("always") f(*args, **kwargs) return [w.category for w in log] a = np.zeros((1,), dtype=[('f1', 'i4'), ('f2', 'i4'), ('f3', [('sf1', 'i4')])]) a['f1'][0] = 1 a['f2'][0] = 2 a['f3'][0] = (3,) b = np.zeros((1,), dtype=[('f1', 'i4'), ('f2', 'i4'), ('f3', [('sf1', 'i4')])]) b['f1'][0] = 1 b['f2'][0] = 2 b['f3'][0] = (3,) # All the different functions raise a warning, but not an error assert_equal(collect_warnings(a[['f1', 'f2']].__setitem__, 0, (10, 20)), [FutureWarning]) # For <=1.12 a is not modified, but it will be in 1.13 assert_equal(a, b) # Views also warn subset = a[['f1', 'f2']] subset_view = subset.view() assert_equal(collect_warnings(subset_view['f1'].__setitem__, 0, 10), [FutureWarning]) # But the write goes through: assert_equal(subset['f1'][0], 10) # Only one warning per multiple field indexing, though (even if there # are multiple views involved): assert_equal(collect_warnings(subset['f1'].__setitem__, 0, 10), []) # make sure views of a multi-field index warn too c = np.zeros(3, dtype='i8,i8,i8') assert_equal(collect_warnings(c[['f0', 'f2']].view, 'i8,i8'), [FutureWarning]) # make sure assignment using a different dtype warns a = np.zeros(2, dtype=[('a', 'i4'), ('b', 'i4')]) b = np.zeros(2, dtype=[('b', 'i4'), ('a', 'i4')]) assert_equal(collect_warnings(a.__setitem__, (), b), [FutureWarning]) def test_record_hash(self): a = np.array([(1, 2), (1, 2)], dtype='i1,i2') a.flags.writeable = False b = np.array([(1, 2), (3, 4)], dtype=[('num1', 'i1'), ('num2', 'i2')]) b.flags.writeable = False c = np.array([(1, 2), (3, 4)], dtype='i1,i2') c.flags.writeable = False self.assertTrue(hash(a[0]) == hash(a[1])) self.assertTrue(hash(a[0]) == hash(b[0])) self.assertTrue(hash(a[0]) != hash(b[1])) self.assertTrue(hash(c[0]) == hash(a[0]) and c[0] == a[0]) def test_record_no_hash(self): a = np.array([(1, 2), (1, 2)], dtype='i1,i2') self.assertRaises(TypeError, hash, a[0]) def test_empty_structure_creation(self): # make sure these do not raise errors (gh-5631) np.array([()], dtype={'names': [], 'formats': [], 'offsets': [], 'itemsize': 12}) np.array([(), (), (), (), ()], dtype={'names': [], 'formats': [], 'offsets': [], 'itemsize': 12}) class TestView(TestCase): def test_basic(self): x = np.array([(1, 2, 3, 4), (5, 6, 7, 8)], dtype=[('r', np.int8), ('g', np.int8), ('b', np.int8), ('a', np.int8)]) # We must be specific about the endianness here: y = x.view(dtype='<i4') # ... and again without the keyword. z = x.view('<i4') assert_array_equal(y, z) assert_array_equal(y, [67305985, 134678021]) def _mean(a, **args): return a.mean(**args) def _var(a, **args): return a.var(**args) def _std(a, **args): return a.std(**args) class TestStats(TestCase): funcs = [_mean, _var, _std] def setUp(self): np.random.seed(range(3)) self.rmat = np.random.random((4, 5)) self.cmat = self.rmat + 1j * self.rmat self.omat = np.array([Decimal(repr(r)) for r in self.rmat.flat]) self.omat = self.omat.reshape(4, 5) def test_keepdims(self): mat = np.eye(3) for f in self.funcs: for axis in [0, 1]: res = f(mat, axis=axis, keepdims=True) assert_(res.ndim == mat.ndim) assert_(res.shape[axis] == 1) for axis in [None]: res = f(mat, axis=axis, keepdims=True) assert_(res.shape == (1, 1)) def test_out(self): mat = np.eye(3) for f in self.funcs: out = np.zeros(3) tgt = f(mat, axis=1) res = f(mat, axis=1, out=out) assert_almost_equal(res, out) assert_almost_equal(res, tgt) out = np.empty(2) assert_raises(ValueError, f, mat, axis=1, out=out) out = np.empty((2, 2)) assert_raises(ValueError, f, mat, axis=1, out=out) def test_dtype_from_input(self): icodes = np.typecodes['AllInteger'] fcodes = np.typecodes['AllFloat'] # object type for f in self.funcs: mat = np.array([[Decimal(1)]*3]*3) tgt = mat.dtype.type res = f(mat, axis=1).dtype.type assert_(res is tgt) # scalar case res = type(f(mat, axis=None)) assert_(res is Decimal) # integer types for f in self.funcs: for c in icodes: mat = np.eye(3, dtype=c) tgt = np.float64 res = f(mat, axis=1).dtype.type assert_(res is tgt) # scalar case res = f(mat, axis=None).dtype.type assert_(res is tgt) # mean for float types for f in [_mean]: for c in fcodes: mat = np.eye(3, dtype=c) tgt = mat.dtype.type res = f(mat, axis=1).dtype.type assert_(res is tgt) # scalar case res = f(mat, axis=None).dtype.type assert_(res is tgt) # var, std for float types for f in [_var, _std]: for c in fcodes: mat = np.eye(3, dtype=c) # deal with complex types tgt = mat.real.dtype.type res = f(mat, axis=1).dtype.type assert_(res is tgt) # scalar case res = f(mat, axis=None).dtype.type assert_(res is tgt) def test_dtype_from_dtype(self): mat = np.eye(3) # stats for integer types # FIXME: # this needs definition as there are lots places along the line # where type casting may take place. # for f in self.funcs: # for c in np.typecodes['AllInteger']: # tgt = np.dtype(c).type # res = f(mat, axis=1, dtype=c).dtype.type # assert_(res is tgt) # # scalar case # res = f(mat, axis=None, dtype=c).dtype.type # assert_(res is tgt) # stats for float types for f in self.funcs: for c in np.typecodes['AllFloat']: tgt = np.dtype(c).type res = f(mat, axis=1, dtype=c).dtype.type assert_(res is tgt) # scalar case res = f(mat, axis=None, dtype=c).dtype.type assert_(res is tgt) def test_ddof(self): for f in [_var]: for ddof in range(3): dim = self.rmat.shape[1] tgt = f(self.rmat, axis=1) * dim res = f(self.rmat, axis=1, ddof=ddof) * (dim - ddof) for f in [_std]: for ddof in range(3): dim = self.rmat.shape[1] tgt = f(self.rmat, axis=1) * np.sqrt(dim) res = f(self.rmat, axis=1, ddof=ddof) * np.sqrt(dim - ddof) assert_almost_equal(res, tgt) assert_almost_equal(res, tgt) def test_ddof_too_big(self): dim = self.rmat.shape[1] for f in [_var, _std]: for ddof in range(dim, dim + 2): with warnings.catch_warnings(record=True) as w: warnings.simplefilter('always') res = f(self.rmat, axis=1, ddof=ddof) assert_(not (res < 0).any()) assert_(len(w) > 0) assert_(issubclass(w[0].category, RuntimeWarning)) def test_empty(self): A = np.zeros((0, 3)) for f in self.funcs: for axis in [0, None]: with warnings.catch_warnings(record=True) as w: warnings.simplefilter('always') assert_(np.isnan(f(A, axis=axis)).all()) assert_(len(w) > 0) assert_(issubclass(w[0].category, RuntimeWarning)) for axis in [1]: with warnings.catch_warnings(record=True) as w: warnings.simplefilter('always') assert_equal(f(A, axis=axis), np.zeros([])) def test_mean_values(self): for mat in [self.rmat, self.cmat, self.omat]: for axis in [0, 1]: tgt = mat.sum(axis=axis) res = _mean(mat, axis=axis) * mat.shape[axis] assert_almost_equal(res, tgt) for axis in [None]: tgt = mat.sum(axis=axis) res = _mean(mat, axis=axis) * np.prod(mat.shape) assert_almost_equal(res, tgt) def test_var_values(self): for mat in [self.rmat, self.cmat, self.omat]: for axis in [0, 1, None]: msqr = _mean(mat * mat.conj(), axis=axis) mean = _mean(mat, axis=axis) tgt = msqr - mean * mean.conjugate() res = _var(mat, axis=axis) assert_almost_equal(res, tgt) def test_std_values(self): for mat in [self.rmat, self.cmat, self.omat]: for axis in [0, 1, None]: tgt = np.sqrt(_var(mat, axis=axis)) res = _std(mat, axis=axis) assert_almost_equal(res, tgt) def test_subclass(self): class TestArray(np.ndarray): def __new__(cls, data, info): result = np.array(data) result = result.view(cls) result.info = info return result def __array_finalize__(self, obj): self.info = getattr(obj, "info", '') dat = TestArray([[1, 2, 3, 4], [5, 6, 7, 8]], 'jubba') res = dat.mean(1) assert_(res.info == dat.info) res = dat.std(1) assert_(res.info == dat.info) res = dat.var(1) assert_(res.info == dat.info) class TestVdot(TestCase): def test_basic(self): dt_numeric = np.typecodes['AllFloat'] + np.typecodes['AllInteger'] dt_complex = np.typecodes['Complex'] # test real a = np.eye(3) for dt in dt_numeric + 'O': b = a.astype(dt) res = np.vdot(b, b) assert_(np.isscalar(res)) assert_equal(np.vdot(b, b), 3) # test complex a = np.eye(3) * 1j for dt in dt_complex + 'O': b = a.astype(dt) res = np.vdot(b, b) assert_(np.isscalar(res)) assert_equal(np.vdot(b, b), 3) # test boolean b = np.eye(3, dtype=np.bool) res = np.vdot(b, b) assert_(np.isscalar(res)) assert_equal(np.vdot(b, b), True) def test_vdot_array_order(self): a = np.array([[1, 2], [3, 4]], order='C') b = np.array([[1, 2], [3, 4]], order='F') res = np.vdot(a, a) # integer arrays are exact assert_equal(np.vdot(a, b), res) assert_equal(np.vdot(b, a), res) assert_equal(np.vdot(b, b), res) def test_vdot_uncontiguous(self): for size in [2, 1000]: # Different sizes match different branches in vdot. a = np.zeros((size, 2, 2)) b = np.zeros((size, 2, 2)) a[:, 0, 0] = np.arange(size) b[:, 0, 0] = np.arange(size) + 1 # Make a and b uncontiguous: a = a[..., 0] b = b[..., 0] assert_equal(np.vdot(a, b), np.vdot(a.flatten(), b.flatten())) assert_equal(np.vdot(a, b.copy()), np.vdot(a.flatten(), b.flatten())) assert_equal(np.vdot(a.copy(), b), np.vdot(a.flatten(), b.flatten())) assert_equal(np.vdot(a.copy('F'), b), np.vdot(a.flatten(), b.flatten())) assert_equal(np.vdot(a, b.copy('F')), np.vdot(a.flatten(), b.flatten())) class TestDot(TestCase): def setUp(self): np.random.seed(128) self.A = np.random.rand(4, 2) self.b1 = np.random.rand(2, 1) self.b2 = np.random.rand(2) self.b3 = np.random.rand(1, 2) self.b4 = np.random.rand(4) self.N = 7 def test_dotmatmat(self): A = self.A res = np.dot(A.transpose(), A) tgt = np.array([[1.45046013, 0.86323640], [0.86323640, 0.84934569]]) assert_almost_equal(res, tgt, decimal=self.N) def test_dotmatvec(self): A, b1 = self.A, self.b1 res = np.dot(A, b1) tgt = np.array([[0.32114320], [0.04889721], [0.15696029], [0.33612621]]) assert_almost_equal(res, tgt, decimal=self.N) def test_dotmatvec2(self): A, b2 = self.A, self.b2 res = np.dot(A, b2) tgt = np.array([0.29677940, 0.04518649, 0.14468333, 0.31039293]) assert_almost_equal(res, tgt, decimal=self.N) def test_dotvecmat(self): A, b4 = self.A, self.b4 res = np.dot(b4, A) tgt = np.array([1.23495091, 1.12222648]) assert_almost_equal(res, tgt, decimal=self.N) def test_dotvecmat2(self): b3, A = self.b3, self.A res = np.dot(b3, A.transpose()) tgt = np.array([[0.58793804, 0.08957460, 0.30605758, 0.62716383]]) assert_almost_equal(res, tgt, decimal=self.N) def test_dotvecmat3(self): A, b4 = self.A, self.b4 res = np.dot(A.transpose(), b4) tgt = np.array([1.23495091, 1.12222648]) assert_almost_equal(res, tgt, decimal=self.N) def test_dotvecvecouter(self): b1, b3 = self.b1, self.b3 res = np.dot(b1, b3) tgt = np.array([[0.20128610, 0.08400440], [0.07190947, 0.03001058]]) assert_almost_equal(res, tgt, decimal=self.N) def test_dotvecvecinner(self): b1, b3 = self.b1, self.b3 res = np.dot(b3, b1) tgt = np.array([[ 0.23129668]]) assert_almost_equal(res, tgt, decimal=self.N) def test_dotcolumnvect1(self): b1 = np.ones((3, 1)) b2 = [5.3] res = np.dot(b1, b2) tgt = np.array([5.3, 5.3, 5.3]) assert_almost_equal(res, tgt, decimal=self.N) def test_dotcolumnvect2(self): b1 = np.ones((3, 1)).transpose() b2 = [6.2] res = np.dot(b2, b1) tgt = np.array([6.2, 6.2, 6.2]) assert_almost_equal(res, tgt, decimal=self.N) def test_dotvecscalar(self): np.random.seed(100) b1 = np.random.rand(1, 1) b2 = np.random.rand(1, 4) res = np.dot(b1, b2) tgt = np.array([[0.15126730, 0.23068496, 0.45905553, 0.00256425]]) assert_almost_equal(res, tgt, decimal=self.N) def test_dotvecscalar2(self): np.random.seed(100) b1 = np.random.rand(4, 1) b2 = np.random.rand(1, 1) res = np.dot(b1, b2) tgt = np.array([[0.00256425],[0.00131359],[0.00200324],[ 0.00398638]]) assert_almost_equal(res, tgt, decimal=self.N) def test_all(self): dims = [(), (1,), (1, 1)] dout = [(), (1,), (1, 1), (1,), (), (1,), (1, 1), (1,), (1, 1)] for dim, (dim1, dim2) in zip(dout, itertools.product(dims, dims)): b1 = np.zeros(dim1) b2 = np.zeros(dim2) res = np.dot(b1, b2) tgt = np.zeros(dim) assert_(res.shape == tgt.shape) assert_almost_equal(res, tgt, decimal=self.N) def test_vecobject(self): class Vec(object): def __init__(self, sequence=None): if sequence is None: sequence = [] self.array = np.array(sequence) def __add__(self, other): out = Vec() out.array = self.array + other.array return out def __sub__(self, other): out = Vec() out.array = self.array - other.array return out def __mul__(self, other): # with scalar out = Vec(self.array.copy()) out.array *= other return out def __rmul__(self, other): return self*other U_non_cont = np.transpose([[1., 1.], [1., 2.]]) U_cont = np.ascontiguousarray(U_non_cont) x = np.array([Vec([1., 0.]), Vec([0., 1.])]) zeros = np.array([Vec([0., 0.]), Vec([0., 0.])]) zeros_test = np.dot(U_cont, x) - np.dot(U_non_cont, x) assert_equal(zeros[0].array, zeros_test[0].array) assert_equal(zeros[1].array, zeros_test[1].array) def test_dot_2args(self): from numpy.core.multiarray import dot a = np.array([[1, 2], [3, 4]], dtype=float) b = np.array([[1, 0], [1, 1]], dtype=float) c = np.array([[3, 2], [7, 4]], dtype=float) d = dot(a, b) assert_allclose(c, d) def test_dot_3args(self): from numpy.core.multiarray import dot np.random.seed(22) f = np.random.random_sample((1024, 16)) v = np.random.random_sample((16, 32)) r = np.empty((1024, 32)) for i in range(12): dot(f, v, r) if HAS_REFCOUNT: assert_equal(sys.getrefcount(r), 2) r2 = dot(f, v, out=None) assert_array_equal(r2, r) assert_(r is dot(f, v, out=r)) v = v[:, 0].copy() # v.shape == (16,) r = r[:, 0].copy() # r.shape == (1024,) r2 = dot(f, v) assert_(r is dot(f, v, r)) assert_array_equal(r2, r) def test_dot_3args_errors(self): from numpy.core.multiarray import dot np.random.seed(22) f = np.random.random_sample((1024, 16)) v = np.random.random_sample((16, 32)) r = np.empty((1024, 31)) assert_raises(ValueError, dot, f, v, r) r = np.empty((1024,)) assert_raises(ValueError, dot, f, v, r) r = np.empty((32,)) assert_raises(ValueError, dot, f, v, r) r = np.empty((32, 1024)) assert_raises(ValueError, dot, f, v, r) assert_raises(ValueError, dot, f, v, r.T) r = np.empty((1024, 64)) assert_raises(ValueError, dot, f, v, r[:, ::2]) assert_raises(ValueError, dot, f, v, r[:, :32]) r = np.empty((1024, 32), dtype=np.float32) assert_raises(ValueError, dot, f, v, r) r = np.empty((1024, 32), dtype=int) assert_raises(ValueError, dot, f, v, r) def test_dot_array_order(self): a = np.array([[1, 2], [3, 4]], order='C') b = np.array([[1, 2], [3, 4]], order='F') res = np.dot(a, a) # integer arrays are exact assert_equal(np.dot(a, b), res) assert_equal(np.dot(b, a), res) assert_equal(np.dot(b, b), res) def test_dot_scalar_and_matrix_of_objects(self): # Ticket #2469 arr = np.matrix([1, 2], dtype=object) desired = np.matrix([[3, 6]], dtype=object) assert_equal(np.dot(arr, 3), desired) assert_equal(np.dot(3, arr), desired) def test_accelerate_framework_sgemv_fix(self): def aligned_array(shape, align, dtype, order='C'): d = dtype(0) N = np.prod(shape) tmp = np.zeros(N * d.nbytes + align, dtype=np.uint8) address = tmp.__array_interface__["data"][0] for offset in range(align): if (address + offset) % align == 0: break tmp = tmp[offset:offset+N*d.nbytes].view(dtype=dtype) return tmp.reshape(shape, order=order) def as_aligned(arr, align, dtype, order='C'): aligned = aligned_array(arr.shape, align, dtype, order) aligned[:] = arr[:] return aligned def assert_dot_close(A, X, desired): assert_allclose(np.dot(A, X), desired, rtol=1e-5, atol=1e-7) m = aligned_array(100, 15, np.float32) s = aligned_array((100, 100), 15, np.float32) np.dot(s, m) # this will always segfault if the bug is present testdata = itertools.product((15,32), (10000,), (200,89), ('C','F')) for align, m, n, a_order in testdata: # Calculation in double precision A_d = np.random.rand(m, n) X_d = np.random.rand(n) desired = np.dot(A_d, X_d) # Calculation with aligned single precision A_f = as_aligned(A_d, align, np.float32, order=a_order) X_f = as_aligned(X_d, align, np.float32) assert_dot_close(A_f, X_f, desired) # Strided A rows A_d_2 = A_d[::2] desired = np.dot(A_d_2, X_d) A_f_2 = A_f[::2] assert_dot_close(A_f_2, X_f, desired) # Strided A columns, strided X vector A_d_22 = A_d_2[:, ::2] X_d_2 = X_d[::2] desired = np.dot(A_d_22, X_d_2) A_f_22 = A_f_2[:, ::2] X_f_2 = X_f[::2] assert_dot_close(A_f_22, X_f_2, desired) # Check the strides are as expected if a_order == 'F': assert_equal(A_f_22.strides, (8, 8 * m)) else: assert_equal(A_f_22.strides, (8 * n, 8)) assert_equal(X_f_2.strides, (8,)) # Strides in A rows + cols only X_f_2c = as_aligned(X_f_2, align, np.float32) assert_dot_close(A_f_22, X_f_2c, desired) # Strides just in A cols A_d_12 = A_d[:, ::2] desired = np.dot(A_d_12, X_d_2) A_f_12 = A_f[:, ::2] assert_dot_close(A_f_12, X_f_2c, desired) # Strides in A cols and X assert_dot_close(A_f_12, X_f_2, desired) class MatmulCommon(): """Common tests for '@' operator and numpy.matmul. Do not derive from TestCase to avoid nose running it. """ # Should work with these types. Will want to add # "O" at some point types = "?bhilqBHILQefdgFDG" def test_exceptions(self): dims = [ ((1,), (2,)), # mismatched vector vector ((2, 1,), (2,)), # mismatched matrix vector ((2,), (1, 2)), # mismatched vector matrix ((1, 2), (3, 1)), # mismatched matrix matrix ((1,), ()), # vector scalar ((), (1)), # scalar vector ((1, 1), ()), # matrix scalar ((), (1, 1)), # scalar matrix ((2, 2, 1), (3, 1, 2)), # cannot broadcast ] for dt, (dm1, dm2) in itertools.product(self.types, dims): a = np.ones(dm1, dtype=dt) b = np.ones(dm2, dtype=dt) assert_raises(ValueError, self.matmul, a, b) def test_shapes(self): dims = [ ((1, 1), (2, 1, 1)), # broadcast first argument ((2, 1, 1), (1, 1)), # broadcast second argument ((2, 1, 1), (2, 1, 1)), # matrix stack sizes match ] for dt, (dm1, dm2) in itertools.product(self.types, dims): a = np.ones(dm1, dtype=dt) b = np.ones(dm2, dtype=dt) res = self.matmul(a, b) assert_(res.shape == (2, 1, 1)) # vector vector returns scalars. for dt in self.types: a = np.ones((2,), dtype=dt) b = np.ones((2,), dtype=dt) c = self.matmul(a, b) assert_(np.array(c).shape == ()) def test_result_types(self): mat = np.ones((1,1)) vec = np.ones((1,)) for dt in self.types: m = mat.astype(dt) v = vec.astype(dt) for arg in [(m, v), (v, m), (m, m)]: res = self.matmul(*arg) assert_(res.dtype == dt) # vector vector returns scalars res = self.matmul(v, v) assert_(type(res) is np.dtype(dt).type) def test_vector_vector_values(self): vec = np.array([1, 2]) tgt = 5 for dt in self.types[1:]: v1 = vec.astype(dt) res = self.matmul(v1, v1) assert_equal(res, tgt) # boolean type vec = np.array([True, True], dtype='?') res = self.matmul(vec, vec) assert_equal(res, True) def test_vector_matrix_values(self): vec = np.array([1, 2]) mat1 = np.array([[1, 2], [3, 4]]) mat2 = np.stack([mat1]*2, axis=0) tgt1 = np.array([7, 10]) tgt2 = np.stack([tgt1]*2, axis=0) for dt in self.types[1:]: v = vec.astype(dt) m1 = mat1.astype(dt) m2 = mat2.astype(dt) res = self.matmul(v, m1) assert_equal(res, tgt1) res = self.matmul(v, m2) assert_equal(res, tgt2) # boolean type vec = np.array([True, False]) mat1 = np.array([[True, False], [False, True]]) mat2 = np.stack([mat1]*2, axis=0) tgt1 = np.array([True, False]) tgt2 = np.stack([tgt1]*2, axis=0) res = self.matmul(vec, mat1) assert_equal(res, tgt1) res = self.matmul(vec, mat2) assert_equal(res, tgt2) def test_matrix_vector_values(self): vec = np.array([1, 2]) mat1 = np.array([[1, 2], [3, 4]]) mat2 = np.stack([mat1]*2, axis=0) tgt1 = np.array([5, 11]) tgt2 = np.stack([tgt1]*2, axis=0) for dt in self.types[1:]: v = vec.astype(dt) m1 = mat1.astype(dt) m2 = mat2.astype(dt) res = self.matmul(m1, v) assert_equal(res, tgt1) res = self.matmul(m2, v) assert_equal(res, tgt2) # boolean type vec = np.array([True, False]) mat1 = np.array([[True, False], [False, True]]) mat2 = np.stack([mat1]*2, axis=0) tgt1 = np.array([True, False]) tgt2 = np.stack([tgt1]*2, axis=0) res = self.matmul(vec, mat1) assert_equal(res, tgt1) res = self.matmul(vec, mat2) assert_equal(res, tgt2) def test_matrix_matrix_values(self): mat1 = np.array([[1, 2], [3, 4]]) mat2 = np.array([[1, 0], [1, 1]]) mat12 = np.stack([mat1, mat2], axis=0) mat21 = np.stack([mat2, mat1], axis=0) tgt11 = np.array([[7, 10], [15, 22]]) tgt12 = np.array([[3, 2], [7, 4]]) tgt21 = np.array([[1, 2], [4, 6]]) tgt12_21 = np.stack([tgt12, tgt21], axis=0) tgt11_12 = np.stack((tgt11, tgt12), axis=0) tgt11_21 = np.stack((tgt11, tgt21), axis=0) for dt in self.types[1:]: m1 = mat1.astype(dt) m2 = mat2.astype(dt) m12 = mat12.astype(dt) m21 = mat21.astype(dt) # matrix @ matrix res = self.matmul(m1, m2) assert_equal(res, tgt12) res = self.matmul(m2, m1) assert_equal(res, tgt21) # stacked @ matrix res = self.matmul(m12, m1) assert_equal(res, tgt11_21) # matrix @ stacked res = self.matmul(m1, m12) assert_equal(res, tgt11_12) # stacked @ stacked res = self.matmul(m12, m21) assert_equal(res, tgt12_21) # boolean type m1 = np.array([[1, 1], [0, 0]], dtype=np.bool_) m2 = np.array([[1, 0], [1, 1]], dtype=np.bool_) m12 = np.stack([m1, m2], axis=0) m21 = np.stack([m2, m1], axis=0) tgt11 = m1 tgt12 = m1 tgt21 = np.array([[1, 1], [1, 1]], dtype=np.bool_) tgt12_21 = np.stack([tgt12, tgt21], axis=0) tgt11_12 = np.stack((tgt11, tgt12), axis=0) tgt11_21 = np.stack((tgt11, tgt21), axis=0) # matrix @ matrix res = self.matmul(m1, m2) assert_equal(res, tgt12) res = self.matmul(m2, m1) assert_equal(res, tgt21) # stacked @ matrix res = self.matmul(m12, m1) assert_equal(res, tgt11_21) # matrix @ stacked res = self.matmul(m1, m12) assert_equal(res, tgt11_12) # stacked @ stacked res = self.matmul(m12, m21) assert_equal(res, tgt12_21) def test_numpy_ufunc_override(self): # 2016-01-29: NUMPY_UFUNC_DISABLED return class A(np.ndarray): def __new__(cls, *args, **kwargs): return np.array(*args, **kwargs).view(cls) def __numpy_ufunc__(self, ufunc, method, pos, inputs, **kwargs): return "A" class B(np.ndarray): def __new__(cls, *args, **kwargs): return np.array(*args, **kwargs).view(cls) def __numpy_ufunc__(self, ufunc, method, pos, inputs, **kwargs): return NotImplemented a = A([1, 2]) b = B([1, 2]) c = np.ones(2) assert_equal(self.matmul(a, b), "A") assert_equal(self.matmul(b, a), "A") assert_raises(TypeError, self.matmul, b, c) class TestMatmul(MatmulCommon, TestCase): matmul = np.matmul def test_out_arg(self): a = np.ones((2, 2), dtype=np.float) b = np.ones((2, 2), dtype=np.float) tgt = np.full((2,2), 2, dtype=np.float) # test as positional argument msg = "out positional argument" out = np.zeros((2, 2), dtype=np.float) self.matmul(a, b, out) assert_array_equal(out, tgt, err_msg=msg) # test as keyword argument msg = "out keyword argument" out = np.zeros((2, 2), dtype=np.float) self.matmul(a, b, out=out) assert_array_equal(out, tgt, err_msg=msg) # test out with not allowed type cast (safe casting) # einsum and cblas raise different error types, so # use Exception. msg = "out argument with illegal cast" out = np.zeros((2, 2), dtype=np.int32) assert_raises(Exception, self.matmul, a, b, out=out) # skip following tests for now, cblas does not allow non-contiguous # outputs and consistency with dot would require same type, # dimensions, subtype, and c_contiguous. # test out with allowed type cast # msg = "out argument with allowed cast" # out = np.zeros((2, 2), dtype=np.complex128) # self.matmul(a, b, out=out) # assert_array_equal(out, tgt, err_msg=msg) # test out non-contiguous # msg = "out argument with non-contiguous layout" # c = np.zeros((2, 2, 2), dtype=np.float) # self.matmul(a, b, out=c[..., 0]) # assert_array_equal(c, tgt, err_msg=msg) if sys.version_info[:2] >= (3, 5): class TestMatmulOperator(MatmulCommon, TestCase): import operator matmul = operator.matmul def test_array_priority_override(self): class A(object): __array_priority__ = 1000 def __matmul__(self, other): return "A" def __rmatmul__(self, other): return "A" a = A() b = np.ones(2) assert_equal(self.matmul(a, b), "A") assert_equal(self.matmul(b, a), "A") def test_matmul_inplace(): # It would be nice to support in-place matmul eventually, but for now # we don't have a working implementation, so better just to error out # and nudge people to writing "a = a @ b". a = np.eye(3) b = np.eye(3) assert_raises(TypeError, a.__imatmul__, b) import operator assert_raises(TypeError, operator.imatmul, a, b) # we avoid writing the token `exec` so as not to crash python 2's # parser exec_ = getattr(builtins, "exec") assert_raises(TypeError, exec_, "a @= b", globals(), locals()) class TestInner(TestCase): def test_inner_type_mismatch(self): c = 1. A = np.array((1,1), dtype='i,i') assert_raises(TypeError, np.inner, c, A) assert_raises(TypeError, np.inner, A, c) def test_inner_scalar_and_vector(self): for dt in np.typecodes['AllInteger'] + np.typecodes['AllFloat'] + '?': sca = np.array(3, dtype=dt)[()] vec = np.array([1, 2], dtype=dt) desired = np.array([3, 6], dtype=dt) assert_equal(np.inner(vec, sca), desired) assert_equal(np.inner(sca, vec), desired) def test_inner_scalar_and_matrix(self): for dt in np.typecodes['AllInteger'] + np.typecodes['AllFloat'] + '?': sca = np.array(3, dtype=dt)[()] arr = np.matrix([[1, 2], [3, 4]], dtype=dt) desired = np.matrix([[3, 6], [9, 12]], dtype=dt) assert_equal(np.inner(arr, sca), desired) assert_equal(np.inner(sca, arr), desired) def test_inner_scalar_and_matrix_of_objects(self): # Ticket #4482 arr = np.matrix([1, 2], dtype=object) desired = np.matrix([[3, 6]], dtype=object) assert_equal(np.inner(arr, 3), desired) assert_equal(np.inner(3, arr), desired) def test_vecself(self): # Ticket 844. # Inner product of a vector with itself segfaults or give # meaningless result a = np.zeros(shape=(1, 80), dtype=np.float64) p = np.inner(a, a) assert_almost_equal(p, 0, decimal=14) def test_inner_product_with_various_contiguities(self): # github issue 6532 for dt in np.typecodes['AllInteger'] + np.typecodes['AllFloat'] + '?': # check an inner product involving a matrix transpose A = np.array([[1, 2], [3, 4]], dtype=dt) B = np.array([[1, 3], [2, 4]], dtype=dt) C = np.array([1, 1], dtype=dt) desired = np.array([4, 6], dtype=dt) assert_equal(np.inner(A.T, C), desired) assert_equal(np.inner(C, A.T), desired) assert_equal(np.inner(B, C), desired) assert_equal(np.inner(C, B), desired) # check a matrix product desired = np.array([[7, 10], [15, 22]], dtype=dt) assert_equal(np.inner(A, B), desired) # check the syrk vs. gemm paths desired = np.array([[5, 11], [11, 25]], dtype=dt) assert_equal(np.inner(A, A), desired) assert_equal(np.inner(A, A.copy()), desired) # check an inner product involving an aliased and reversed view a = np.arange(5).astype(dt) b = a[::-1] desired = np.array(10, dtype=dt).item() assert_equal(np.inner(b, a), desired) def test_3d_tensor(self): for dt in np.typecodes['AllInteger'] + np.typecodes['AllFloat'] + '?': a = np.arange(24).reshape(2,3,4).astype(dt) b = np.arange(24, 48).reshape(2,3,4).astype(dt) desired = np.array( [[[[ 158, 182, 206], [ 230, 254, 278]], [[ 566, 654, 742], [ 830, 918, 1006]], [[ 974, 1126, 1278], [1430, 1582, 1734]]], [[[1382, 1598, 1814], [2030, 2246, 2462]], [[1790, 2070, 2350], [2630, 2910, 3190]], [[2198, 2542, 2886], [3230, 3574, 3918]]]], dtype=dt ) assert_equal(np.inner(a, b), desired) assert_equal(np.inner(b, a).transpose(2,3,0,1), desired) class TestSummarization(TestCase): def test_1d(self): A = np.arange(1001) strA = '[ 0 1 2 ..., 998 999 1000]' assert_(str(A) == strA) reprA = 'array([ 0, 1, 2, ..., 998, 999, 1000])' assert_(repr(A) == reprA) def test_2d(self): A = np.arange(1002).reshape(2, 501) strA = '[[ 0 1 2 ..., 498 499 500]\n' \ ' [ 501 502 503 ..., 999 1000 1001]]' assert_(str(A) == strA) reprA = 'array([[ 0, 1, 2, ..., 498, 499, 500],\n' \ ' [ 501, 502, 503, ..., 999, 1000, 1001]])' assert_(repr(A) == reprA) class TestAlen(TestCase): def test_basic(self): m = np.array([1, 2, 3]) self.assertEqual(np.alen(m), 3) m = np.array([[1, 2, 3], [4, 5, 7]]) self.assertEqual(np.alen(m), 2) m = [1, 2, 3] self.assertEqual(np.alen(m), 3) m = [[1, 2, 3], [4, 5, 7]] self.assertEqual(np.alen(m), 2) def test_singleton(self): self.assertEqual(np.alen(5), 1) class TestChoose(TestCase): def setUp(self): self.x = 2*np.ones((3,), dtype=int) self.y = 3*np.ones((3,), dtype=int) self.x2 = 2*np.ones((2, 3), dtype=int) self.y2 = 3*np.ones((2, 3), dtype=int) self.ind = [0, 0, 1] def test_basic(self): A = np.choose(self.ind, (self.x, self.y)) assert_equal(A, [2, 2, 3]) def test_broadcast1(self): A = np.choose(self.ind, (self.x2, self.y2)) assert_equal(A, [[2, 2, 3], [2, 2, 3]]) def test_broadcast2(self): A = np.choose(self.ind, (self.x, self.y2)) assert_equal(A, [[2, 2, 3], [2, 2, 3]]) class TestRepeat(TestCase): def setUp(self): self.m = np.array([1, 2, 3, 4, 5, 6]) self.m_rect = self.m.reshape((2, 3)) def test_basic(self): A = np.repeat(self.m, [1, 3, 2, 1, 1, 2]) assert_equal(A, [1, 2, 2, 2, 3, 3, 4, 5, 6, 6]) def test_broadcast1(self): A = np.repeat(self.m, 2) assert_equal(A, [1, 1, 2, 2, 3, 3, 4, 4, 5, 5, 6, 6]) def test_axis_spec(self): A = np.repeat(self.m_rect, [2, 1], axis=0) assert_equal(A, [[1, 2, 3], [1, 2, 3], [4, 5, 6]]) A = np.repeat(self.m_rect, [1, 3, 2], axis=1) assert_equal(A, [[1, 2, 2, 2, 3, 3], [4, 5, 5, 5, 6, 6]]) def test_broadcast2(self): A = np.repeat(self.m_rect, 2, axis=0) assert_equal(A, [[1, 2, 3], [1, 2, 3], [4, 5, 6], [4, 5, 6]]) A = np.repeat(self.m_rect, 2, axis=1) assert_equal(A, [[1, 1, 2, 2, 3, 3], [4, 4, 5, 5, 6, 6]]) # TODO: test for multidimensional NEIGH_MODE = {'zero': 0, 'one': 1, 'constant': 2, 'circular': 3, 'mirror': 4} class TestNeighborhoodIter(TestCase): # Simple, 2d tests def _test_simple2d(self, dt): # Test zero and one padding for simple data type x = np.array([[0, 1], [2, 3]], dtype=dt) r = [np.array([[0, 0, 0], [0, 0, 1]], dtype=dt), np.array([[0, 0, 0], [0, 1, 0]], dtype=dt), np.array([[0, 0, 1], [0, 2, 3]], dtype=dt), np.array([[0, 1, 0], [2, 3, 0]], dtype=dt)] l = test_neighborhood_iterator(x, [-1, 0, -1, 1], x[0], NEIGH_MODE['zero']) assert_array_equal(l, r) r = [np.array([[1, 1, 1], [1, 0, 1]], dtype=dt), np.array([[1, 1, 1], [0, 1, 1]], dtype=dt), np.array([[1, 0, 1], [1, 2, 3]], dtype=dt), np.array([[0, 1, 1], [2, 3, 1]], dtype=dt)] l = test_neighborhood_iterator(x, [-1, 0, -1, 1], x[0], NEIGH_MODE['one']) assert_array_equal(l, r) r = [np.array([[4, 4, 4], [4, 0, 1]], dtype=dt), np.array([[4, 4, 4], [0, 1, 4]], dtype=dt), np.array([[4, 0, 1], [4, 2, 3]], dtype=dt), np.array([[0, 1, 4], [2, 3, 4]], dtype=dt)] l = test_neighborhood_iterator(x, [-1, 0, -1, 1], 4, NEIGH_MODE['constant']) assert_array_equal(l, r) def test_simple2d(self): self._test_simple2d(np.float) def test_simple2d_object(self): self._test_simple2d(Decimal) def _test_mirror2d(self, dt): x = np.array([[0, 1], [2, 3]], dtype=dt) r = [np.array([[0, 0, 1], [0, 0, 1]], dtype=dt), np.array([[0, 1, 1], [0, 1, 1]], dtype=dt), np.array([[0, 0, 1], [2, 2, 3]], dtype=dt), np.array([[0, 1, 1], [2, 3, 3]], dtype=dt)] l = test_neighborhood_iterator(x, [-1, 0, -1, 1], x[0], NEIGH_MODE['mirror']) assert_array_equal(l, r) def test_mirror2d(self): self._test_mirror2d(np.float) def test_mirror2d_object(self): self._test_mirror2d(Decimal) # Simple, 1d tests def _test_simple(self, dt): # Test padding with constant values x = np.linspace(1, 5, 5).astype(dt) r = [[0, 1, 2], [1, 2, 3], [2, 3, 4], [3, 4, 5], [4, 5, 0]] l = test_neighborhood_iterator(x, [-1, 1], x[0], NEIGH_MODE['zero']) assert_array_equal(l, r) r = [[1, 1, 2], [1, 2, 3], [2, 3, 4], [3, 4, 5], [4, 5, 1]] l = test_neighborhood_iterator(x, [-1, 1], x[0], NEIGH_MODE['one']) assert_array_equal(l, r) r = [[x[4], 1, 2], [1, 2, 3], [2, 3, 4], [3, 4, 5], [4, 5, x[4]]] l = test_neighborhood_iterator(x, [-1, 1], x[4], NEIGH_MODE['constant']) assert_array_equal(l, r) def test_simple_float(self): self._test_simple(np.float) def test_simple_object(self): self._test_simple(Decimal) # Test mirror modes def _test_mirror(self, dt): x = np.linspace(1, 5, 5).astype(dt) r = np.array([[2, 1, 1, 2, 3], [1, 1, 2, 3, 4], [1, 2, 3, 4, 5], [2, 3, 4, 5, 5], [3, 4, 5, 5, 4]], dtype=dt) l = test_neighborhood_iterator(x, [-2, 2], x[1], NEIGH_MODE['mirror']) self.assertTrue([i.dtype == dt for i in l]) assert_array_equal(l, r) def test_mirror(self): self._test_mirror(np.float) def test_mirror_object(self): self._test_mirror(Decimal) # Circular mode def _test_circular(self, dt): x = np.linspace(1, 5, 5).astype(dt) r = np.array([[4, 5, 1, 2, 3], [5, 1, 2, 3, 4], [1, 2, 3, 4, 5], [2, 3, 4, 5, 1], [3, 4, 5, 1, 2]], dtype=dt) l = test_neighborhood_iterator(x, [-2, 2], x[0], NEIGH_MODE['circular']) assert_array_equal(l, r) def test_circular(self): self._test_circular(np.float) def test_circular_object(self): self._test_circular(Decimal) # Test stacking neighborhood iterators class TestStackedNeighborhoodIter(TestCase): # Simple, 1d test: stacking 2 constant-padded neigh iterators def test_simple_const(self): dt = np.float64 # Test zero and one padding for simple data type x = np.array([1, 2, 3], dtype=dt) r = [np.array([0], dtype=dt), np.array([0], dtype=dt), np.array([1], dtype=dt), np.array([2], dtype=dt), np.array([3], dtype=dt), np.array([0], dtype=dt), np.array([0], dtype=dt)] l = test_neighborhood_iterator_oob(x, [-2, 4], NEIGH_MODE['zero'], [0, 0], NEIGH_MODE['zero']) assert_array_equal(l, r) r = [np.array([1, 0, 1], dtype=dt), np.array([0, 1, 2], dtype=dt), np.array([1, 2, 3], dtype=dt), np.array([2, 3, 0], dtype=dt), np.array([3, 0, 1], dtype=dt)] l = test_neighborhood_iterator_oob(x, [-1, 3], NEIGH_MODE['zero'], [-1, 1], NEIGH_MODE['one']) assert_array_equal(l, r) # 2nd simple, 1d test: stacking 2 neigh iterators, mixing const padding and # mirror padding def test_simple_mirror(self): dt = np.float64 # Stacking zero on top of mirror x = np.array([1, 2, 3], dtype=dt) r = [np.array([0, 1, 1], dtype=dt), np.array([1, 1, 2], dtype=dt), np.array([1, 2, 3], dtype=dt), np.array([2, 3, 3], dtype=dt), np.array([3, 3, 0], dtype=dt)] l = test_neighborhood_iterator_oob(x, [-1, 3], NEIGH_MODE['mirror'], [-1, 1], NEIGH_MODE['zero']) assert_array_equal(l, r) # Stacking mirror on top of zero x = np.array([1, 2, 3], dtype=dt) r = [np.array([1, 0, 0], dtype=dt), np.array([0, 0, 1], dtype=dt), np.array([0, 1, 2], dtype=dt), np.array([1, 2, 3], dtype=dt), np.array([2, 3, 0], dtype=dt)] l = test_neighborhood_iterator_oob(x, [-1, 3], NEIGH_MODE['zero'], [-2, 0], NEIGH_MODE['mirror']) assert_array_equal(l, r) # Stacking mirror on top of zero: 2nd x = np.array([1, 2, 3], dtype=dt) r = [np.array([0, 1, 2], dtype=dt), np.array([1, 2, 3], dtype=dt), np.array([2, 3, 0], dtype=dt), np.array([3, 0, 0], dtype=dt), np.array([0, 0, 3], dtype=dt)] l = test_neighborhood_iterator_oob(x, [-1, 3], NEIGH_MODE['zero'], [0, 2], NEIGH_MODE['mirror']) assert_array_equal(l, r) # Stacking mirror on top of zero: 3rd x = np.array([1, 2, 3], dtype=dt) r = [np.array([1, 0, 0, 1, 2], dtype=dt), np.array([0, 0, 1, 2, 3], dtype=dt), np.array([0, 1, 2, 3, 0], dtype=dt), np.array([1, 2, 3, 0, 0], dtype=dt), np.array([2, 3, 0, 0, 3], dtype=dt)] l = test_neighborhood_iterator_oob(x, [-1, 3], NEIGH_MODE['zero'], [-2, 2], NEIGH_MODE['mirror']) assert_array_equal(l, r) # 3rd simple, 1d test: stacking 2 neigh iterators, mixing const padding and # circular padding def test_simple_circular(self): dt = np.float64 # Stacking zero on top of mirror x = np.array([1, 2, 3], dtype=dt) r = [np.array([0, 3, 1], dtype=dt), np.array([3, 1, 2], dtype=dt), np.array([1, 2, 3], dtype=dt), np.array([2, 3, 1], dtype=dt), np.array([3, 1, 0], dtype=dt)] l = test_neighborhood_iterator_oob(x, [-1, 3], NEIGH_MODE['circular'], [-1, 1], NEIGH_MODE['zero']) assert_array_equal(l, r) # Stacking mirror on top of zero x = np.array([1, 2, 3], dtype=dt) r = [np.array([3, 0, 0], dtype=dt), np.array([0, 0, 1], dtype=dt), np.array([0, 1, 2], dtype=dt), np.array([1, 2, 3], dtype=dt), np.array([2, 3, 0], dtype=dt)] l = test_neighborhood_iterator_oob(x, [-1, 3], NEIGH_MODE['zero'], [-2, 0], NEIGH_MODE['circular']) assert_array_equal(l, r) # Stacking mirror on top of zero: 2nd x = np.array([1, 2, 3], dtype=dt) r = [np.array([0, 1, 2], dtype=dt), np.array([1, 2, 3], dtype=dt), np.array([2, 3, 0], dtype=dt), np.array([3, 0, 0], dtype=dt), np.array([0, 0, 1], dtype=dt)] l = test_neighborhood_iterator_oob(x, [-1, 3], NEIGH_MODE['zero'], [0, 2], NEIGH_MODE['circular']) assert_array_equal(l, r) # Stacking mirror on top of zero: 3rd x = np.array([1, 2, 3], dtype=dt) r = [np.array([3, 0, 0, 1, 2], dtype=dt), np.array([0, 0, 1, 2, 3], dtype=dt), np.array([0, 1, 2, 3, 0], dtype=dt), np.array([1, 2, 3, 0, 0], dtype=dt), np.array([2, 3, 0, 0, 1], dtype=dt)] l = test_neighborhood_iterator_oob(x, [-1, 3], NEIGH_MODE['zero'], [-2, 2], NEIGH_MODE['circular']) assert_array_equal(l, r) # 4th simple, 1d test: stacking 2 neigh iterators, but with lower iterator # being strictly within the array def test_simple_strict_within(self): dt = np.float64 # Stacking zero on top of zero, first neighborhood strictly inside the # array x = np.array([1, 2, 3], dtype=dt) r = [np.array([1, 2, 3, 0], dtype=dt)] l = test_neighborhood_iterator_oob(x, [1, 1], NEIGH_MODE['zero'], [-1, 2], NEIGH_MODE['zero']) assert_array_equal(l, r) # Stacking mirror on top of zero, first neighborhood strictly inside the # array x = np.array([1, 2, 3], dtype=dt) r = [np.array([1, 2, 3, 3], dtype=dt)] l = test_neighborhood_iterator_oob(x, [1, 1], NEIGH_MODE['zero'], [-1, 2], NEIGH_MODE['mirror']) assert_array_equal(l, r) # Stacking mirror on top of zero, first neighborhood strictly inside the # array x = np.array([1, 2, 3], dtype=dt) r = [np.array([1, 2, 3, 1], dtype=dt)] l = test_neighborhood_iterator_oob(x, [1, 1], NEIGH_MODE['zero'], [-1, 2], NEIGH_MODE['circular']) assert_array_equal(l, r) class TestWarnings(object): def test_complex_warning(self): x = np.array([1, 2]) y = np.array([1-2j, 1+2j]) with warnings.catch_warnings(): warnings.simplefilter("error", np.ComplexWarning) assert_raises(np.ComplexWarning, x.__setitem__, slice(None), y) assert_equal(x, [1, 2]) class TestMinScalarType(object): def test_usigned_shortshort(self): dt = np.min_scalar_type(2**8-1) wanted = np.dtype('uint8') assert_equal(wanted, dt) def test_usigned_short(self): dt = np.min_scalar_type(2**16-1) wanted = np.dtype('uint16') assert_equal(wanted, dt) def test_usigned_int(self): dt = np.min_scalar_type(2**32-1) wanted = np.dtype('uint32') assert_equal(wanted, dt) def test_usigned_longlong(self): dt = np.min_scalar_type(2**63-1) wanted = np.dtype('uint64') assert_equal(wanted, dt) def test_object(self): dt = np.min_scalar_type(2**64) wanted = np.dtype('O') assert_equal(wanted, dt) if sys.version_info[:2] == (2, 6): from numpy.core.multiarray import memorysimpleview as memoryview from numpy.core._internal import _dtype_from_pep3118 class TestPEP3118Dtype(object): def _check(self, spec, wanted): dt = np.dtype(wanted) if isinstance(wanted, list) and isinstance(wanted[-1], tuple): if wanted[-1][0] == '': names = list(dt.names) names[-1] = '' dt.names = tuple(names) assert_equal(_dtype_from_pep3118(spec), dt, err_msg="spec %r != dtype %r" % (spec, wanted)) def test_native_padding(self): align = np.dtype('i').alignment for j in range(8): if j == 0: s = 'bi' else: s = 'b%dxi' % j self._check('@'+s, {'f0': ('i1', 0), 'f1': ('i', align*(1 + j//align))}) self._check('='+s, {'f0': ('i1', 0), 'f1': ('i', 1+j)}) def test_native_padding_2(self): # Native padding should work also for structs and sub-arrays self._check('x3T{xi}', {'f0': (({'f0': ('i', 4)}, (3,)), 4)}) self._check('^x3T{xi}', {'f0': (({'f0': ('i', 1)}, (3,)), 1)}) def test_trailing_padding(self): # Trailing padding should be included, *and*, the item size # should match the alignment if in aligned mode align = np.dtype('i').alignment def VV(n): return 'V%d' % (align*(1 + (n-1)//align)) self._check('ix', [('f0', 'i'), ('', VV(1))]) self._check('ixx', [('f0', 'i'), ('', VV(2))]) self._check('ixxx', [('f0', 'i'), ('', VV(3))]) self._check('ixxxx', [('f0', 'i'), ('', VV(4))]) self._check('i7x', [('f0', 'i'), ('', VV(7))]) self._check('^ix', [('f0', 'i'), ('', 'V1')]) self._check('^ixx', [('f0', 'i'), ('', 'V2')]) self._check('^ixxx', [('f0', 'i'), ('', 'V3')]) self._check('^ixxxx', [('f0', 'i'), ('', 'V4')]) self._check('^i7x', [('f0', 'i'), ('', 'V7')]) def test_native_padding_3(self): dt = np.dtype( [('a', 'b'), ('b', 'i'), ('sub', np.dtype('b,i')), ('c', 'i')], align=True) self._check("T{b:a:xxxi:b:T{b:f0:=i:f1:}:sub:xxxi:c:}", dt) dt = np.dtype( [('a', 'b'), ('b', 'i'), ('c', 'b'), ('d', 'b'), ('e', 'b'), ('sub', np.dtype('b,i', align=True))]) self._check("T{b:a:=i:b:b:c:b:d:b:e:T{b:f0:xxxi:f1:}:sub:}", dt) def test_padding_with_array_inside_struct(self): dt = np.dtype( [('a', 'b'), ('b', 'i'), ('c', 'b', (3,)), ('d', 'i')], align=True) self._check("T{b:a:xxxi:b:3b:c:xi:d:}", dt) def test_byteorder_inside_struct(self): # The byte order after @T{=i} should be '=', not '@'. # Check this by noting the absence of native alignment. self._check('@T{^i}xi', {'f0': ({'f0': ('i', 0)}, 0), 'f1': ('i', 5)}) def test_intra_padding(self): # Natively aligned sub-arrays may require some internal padding align = np.dtype('i').alignment def VV(n): return 'V%d' % (align*(1 + (n-1)//align)) self._check('(3)T{ix}', ({'f0': ('i', 0), '': (VV(1), 4)}, (3,))) def test_char_vs_string(self): dt = np.dtype('c') self._check('c', dt) dt = np.dtype([('f0', 'S1', (4,)), ('f1', 'S4')]) self._check('4c4s', dt) class TestNewBufferProtocol(object): def _check_roundtrip(self, obj): obj = np.asarray(obj) x = memoryview(obj) y = np.asarray(x) y2 = np.array(x) assert_(not y.flags.owndata) assert_(y2.flags.owndata) assert_equal(y.dtype, obj.dtype) assert_equal(y.shape, obj.shape) assert_array_equal(obj, y) assert_equal(y2.dtype, obj.dtype) assert_equal(y2.shape, obj.shape) assert_array_equal(obj, y2) def test_roundtrip(self): x = np.array([1, 2, 3, 4, 5], dtype='i4') self._check_roundtrip(x) x = np.array([[1, 2], [3, 4]], dtype=np.float64) self._check_roundtrip(x) x = np.zeros((3, 3, 3), dtype=np.float32)[:, 0,:] self._check_roundtrip(x) dt = [('a', 'b'), ('b', 'h'), ('c', 'i'), ('d', 'l'), ('dx', 'q'), ('e', 'B'), ('f', 'H'), ('g', 'I'), ('h', 'L'), ('hx', 'Q'), ('i', np.single), ('j', np.double), ('k', np.longdouble), ('ix', np.csingle), ('jx', np.cdouble), ('kx', np.clongdouble), ('l', 'S4'), ('m', 'U4'), ('n', 'V3'), ('o', '?'), ('p', np.half), ] x = np.array( [(1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, asbytes('aaaa'), 'bbbb', asbytes('xxx'), True, 1.0)], dtype=dt) self._check_roundtrip(x) x = np.array(([[1, 2], [3, 4]],), dtype=[('a', (int, (2, 2)))]) self._check_roundtrip(x) x = np.array([1, 2, 3], dtype='>i2') self._check_roundtrip(x) x = np.array([1, 2, 3], dtype='<i2') self._check_roundtrip(x) x = np.array([1, 2, 3], dtype='>i4') self._check_roundtrip(x) x = np.array([1, 2, 3], dtype='<i4') self._check_roundtrip(x) # check long long can be represented as non-native x = np.array([1, 2, 3], dtype='>q') self._check_roundtrip(x) # Native-only data types can be passed through the buffer interface # only in native byte order if sys.byteorder == 'little': x = np.array([1, 2, 3], dtype='>g') assert_raises(ValueError, self._check_roundtrip, x) x = np.array([1, 2, 3], dtype='<g') self._check_roundtrip(x) else: x = np.array([1, 2, 3], dtype='>g') self._check_roundtrip(x) x = np.array([1, 2, 3], dtype='<g') assert_raises(ValueError, self._check_roundtrip, x) def test_roundtrip_half(self): half_list = [ 1.0, -2.0, 6.5504 * 10**4, # (max half precision) 2**-14, # ~= 6.10352 * 10**-5 (minimum positive normal) 2**-24, # ~= 5.96046 * 10**-8 (minimum strictly positive subnormal) 0.0, -0.0, float('+inf'), float('-inf'), 0.333251953125, # ~= 1/3 ] x = np.array(half_list, dtype='>e') self._check_roundtrip(x) x = np.array(half_list, dtype='<e') self._check_roundtrip(x) def test_roundtrip_single_types(self): for typ in np.typeDict.values(): dtype = np.dtype(typ) if dtype.char in 'Mm': # datetimes cannot be used in buffers continue if dtype.char == 'V': # skip void continue x = np.zeros(4, dtype=dtype) self._check_roundtrip(x) if dtype.char not in 'qQgG': dt = dtype.newbyteorder('<') x = np.zeros(4, dtype=dt) self._check_roundtrip(x) dt = dtype.newbyteorder('>') x = np.zeros(4, dtype=dt) self._check_roundtrip(x) def test_roundtrip_scalar(self): # Issue #4015. self._check_roundtrip(0) def test_export_simple_1d(self): x = np.array([1, 2, 3, 4, 5], dtype='i') y = memoryview(x) assert_equal(y.format, 'i') assert_equal(y.shape, (5,)) assert_equal(y.ndim, 1) assert_equal(y.strides, (4,)) assert_equal(y.suboffsets, EMPTY) assert_equal(y.itemsize, 4) def test_export_simple_nd(self): x = np.array([[1, 2], [3, 4]], dtype=np.float64) y = memoryview(x) assert_equal(y.format, 'd') assert_equal(y.shape, (2, 2)) assert_equal(y.ndim, 2) assert_equal(y.strides, (16, 8)) assert_equal(y.suboffsets, EMPTY) assert_equal(y.itemsize, 8) def test_export_discontiguous(self): x = np.zeros((3, 3, 3), dtype=np.float32)[:, 0,:] y = memoryview(x) assert_equal(y.format, 'f') assert_equal(y.shape, (3, 3)) assert_equal(y.ndim, 2) assert_equal(y.strides, (36, 4)) assert_equal(y.suboffsets, EMPTY) assert_equal(y.itemsize, 4) def test_export_record(self): dt = [('a', 'b'), ('b', 'h'), ('c', 'i'), ('d', 'l'), ('dx', 'q'), ('e', 'B'), ('f', 'H'), ('g', 'I'), ('h', 'L'), ('hx', 'Q'), ('i', np.single), ('j', np.double), ('k', np.longdouble), ('ix', np.csingle), ('jx', np.cdouble), ('kx', np.clongdouble), ('l', 'S4'), ('m', 'U4'), ('n', 'V3'), ('o', '?'), ('p', np.half), ] x = np.array( [(1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, asbytes('aaaa'), 'bbbb', asbytes(' '), True, 1.0)], dtype=dt) y = memoryview(x) assert_equal(y.shape, (1,)) assert_equal(y.ndim, 1) assert_equal(y.suboffsets, EMPTY) sz = sum([np.dtype(b).itemsize for a, b in dt]) if np.dtype('l').itemsize == 4: assert_equal(y.format, 'T{b:a:=h:b:i:c:l:d:q:dx:B:e:@H:f:=I:g:L:h:Q:hx:f:i:d:j:^g:k:=Zf:ix:Zd:jx:^Zg:kx:4s:l:=4w:m:3x:n:?:o:@e:p:}') else: assert_equal(y.format, 'T{b:a:=h:b:i:c:q:d:q:dx:B:e:@H:f:=I:g:Q:h:Q:hx:f:i:d:j:^g:k:=Zf:ix:Zd:jx:^Zg:kx:4s:l:=4w:m:3x:n:?:o:@e:p:}') # Cannot test if NPY_RELAXED_STRIDES_CHECKING changes the strides if not (np.ones(1).strides[0] == np.iinfo(np.intp).max): assert_equal(y.strides, (sz,)) assert_equal(y.itemsize, sz) def test_export_subarray(self): x = np.array(([[1, 2], [3, 4]],), dtype=[('a', ('i', (2, 2)))]) y = memoryview(x) assert_equal(y.format, 'T{(2,2)i:a:}') assert_equal(y.shape, EMPTY) assert_equal(y.ndim, 0) assert_equal(y.strides, EMPTY) assert_equal(y.suboffsets, EMPTY) assert_equal(y.itemsize, 16) def test_export_endian(self): x = np.array([1, 2, 3], dtype='>i') y = memoryview(x) if sys.byteorder == 'little': assert_equal(y.format, '>i') else: assert_equal(y.format, 'i') x = np.array([1, 2, 3], dtype='<i') y = memoryview(x) if sys.byteorder == 'little': assert_equal(y.format, 'i') else: assert_equal(y.format, '<i') def test_export_flags(self): # Check SIMPLE flag, see also gh-3613 (exception should be BufferError) assert_raises(ValueError, get_buffer_info, np.arange(5)[::2], ('SIMPLE',)) def test_padding(self): for j in range(8): x = np.array([(1,), (2,)], dtype={'f0': (int, j)}) self._check_roundtrip(x) def test_reference_leak(self): if HAS_REFCOUNT: count_1 = sys.getrefcount(np.core._internal) a = np.zeros(4) b = memoryview(a) c = np.asarray(b) if HAS_REFCOUNT: count_2 = sys.getrefcount(np.core._internal) assert_equal(count_1, count_2) del c # avoid pyflakes unused variable warning. def test_padded_struct_array(self): dt1 = np.dtype( [('a', 'b'), ('b', 'i'), ('sub', np.dtype('b,i')), ('c', 'i')], align=True) x1 = np.arange(dt1.itemsize, dtype=np.int8).view(dt1) self._check_roundtrip(x1) dt2 = np.dtype( [('a', 'b'), ('b', 'i'), ('c', 'b', (3,)), ('d', 'i')], align=True) x2 = np.arange(dt2.itemsize, dtype=np.int8).view(dt2) self._check_roundtrip(x2) dt3 = np.dtype( [('a', 'b'), ('b', 'i'), ('c', 'b'), ('d', 'b'), ('e', 'b'), ('sub', np.dtype('b,i', align=True))]) x3 = np.arange(dt3.itemsize, dtype=np.int8).view(dt3) self._check_roundtrip(x3) def test_relaxed_strides(self): # Test that relaxed strides are converted to non-relaxed c = np.ones((1, 10, 10), dtype='i8') # Check for NPY_RELAXED_STRIDES_CHECKING: if np.ones((10, 1), order="C").flags.f_contiguous: c.strides = (-1, 80, 8) assert_(memoryview(c).strides == (800, 80, 8)) # Writing C-contiguous data to a BytesIO buffer should work fd = io.BytesIO() fd.write(c.data) fortran = c.T assert_(memoryview(fortran).strides == (8, 80, 800)) arr = np.ones((1, 10)) if arr.flags.f_contiguous: shape, strides = get_buffer_info(arr, ['F_CONTIGUOUS']) assert_(strides[0] == 8) arr = np.ones((10, 1), order='F') shape, strides = get_buffer_info(arr, ['C_CONTIGUOUS']) assert_(strides[-1] == 8) class TestArrayAttributeDeletion(object): def test_multiarray_writable_attributes_deletion(self): # ticket #2046, should not seqfault, raise AttributeError a = np.ones(2) attr = ['shape', 'strides', 'data', 'dtype', 'real', 'imag', 'flat'] with suppress_warnings() as sup: sup.filter(DeprecationWarning, "Assigning the 'data' attribute") for s in attr: assert_raises(AttributeError, delattr, a, s) def test_multiarray_not_writable_attributes_deletion(self): a = np.ones(2) attr = ["ndim", "flags", "itemsize", "size", "nbytes", "base", "ctypes", "T", "__array_interface__", "__array_struct__", "__array_priority__", "__array_finalize__"] for s in attr: assert_raises(AttributeError, delattr, a, s) def test_multiarray_flags_writable_attribute_deletion(self): a = np.ones(2).flags attr = ['updateifcopy', 'aligned', 'writeable'] for s in attr: assert_raises(AttributeError, delattr, a, s) def test_multiarray_flags_not_writable_attribute_deletion(self): a = np.ones(2).flags attr = ["contiguous", "c_contiguous", "f_contiguous", "fortran", "owndata", "fnc", "forc", "behaved", "carray", "farray", "num"] for s in attr: assert_raises(AttributeError, delattr, a, s) def test_array_interface(): # Test scalar coercion within the array interface class Foo(object): def __init__(self, value): self.value = value self.iface = {'typestr': '=f8'} def __float__(self): return float(self.value) @property def __array_interface__(self): return self.iface f = Foo(0.5) assert_equal(np.array(f), 0.5) assert_equal(np.array([f]), [0.5]) assert_equal(np.array([f, f]), [0.5, 0.5]) assert_equal(np.array(f).dtype, np.dtype('=f8')) # Test various shape definitions f.iface['shape'] = () assert_equal(np.array(f), 0.5) f.iface['shape'] = None assert_raises(TypeError, np.array, f) f.iface['shape'] = (1, 1) assert_equal(np.array(f), [[0.5]]) f.iface['shape'] = (2,) assert_raises(ValueError, np.array, f) # test scalar with no shape class ArrayLike(object): array = np.array(1) __array_interface__ = array.__array_interface__ assert_equal(np.array(ArrayLike()), 1) def test_array_interface_itemsize(): # See gh-6361 my_dtype = np.dtype({'names': ['A', 'B'], 'formats': ['f4', 'f4'], 'offsets': [0, 8], 'itemsize': 16}) a = np.ones(10, dtype=my_dtype) descr_t = np.dtype(a.__array_interface__['descr']) typestr_t = np.dtype(a.__array_interface__['typestr']) assert_equal(descr_t.itemsize, typestr_t.itemsize) def test_flat_element_deletion(): it = np.ones(3).flat try: del it[1] del it[1:2] except TypeError: pass except: raise AssertionError def test_scalar_element_deletion(): a = np.zeros(2, dtype=[('x', 'int'), ('y', 'int')]) assert_raises(ValueError, a[0].__delitem__, 'x') class TestMemEventHook(TestCase): def test_mem_seteventhook(self): # The actual tests are within the C code in # multiarray/multiarray_tests.c.src test_pydatamem_seteventhook_start() # force an allocation and free of a numpy array # needs to be larger then limit of small memory cacher in ctors.c a = np.zeros(1000) del a gc.collect() test_pydatamem_seteventhook_end() class TestMapIter(TestCase): def test_mapiter(self): # The actual tests are within the C code in # multiarray/multiarray_tests.c.src a = np.arange(12).reshape((3, 4)).astype(float) index = ([1, 1, 2, 0], [0, 0, 2, 3]) vals = [50, 50, 30, 16] test_inplace_increment(a, index, vals) assert_equal(a, [[0.00, 1., 2.0, 19.], [104., 5., 6.0, 7.0], [8.00, 9., 40., 11.]]) b = np.arange(6).astype(float) index = (np.array([1, 2, 0]),) vals = [50, 4, 100.1] test_inplace_increment(b, index, vals) assert_equal(b, [100.1, 51., 6., 3., 4., 5.]) class TestAsCArray(TestCase): def test_1darray(self): array = np.arange(24, dtype=np.double) from_c = test_as_c_array(array, 3) assert_equal(array[3], from_c) def test_2darray(self): array = np.arange(24, dtype=np.double).reshape(3, 8) from_c = test_as_c_array(array, 2, 4) assert_equal(array[2, 4], from_c) def test_3darray(self): array = np.arange(24, dtype=np.double).reshape(2, 3, 4) from_c = test_as_c_array(array, 1, 2, 3) assert_equal(array[1, 2, 3], from_c) class TestConversion(TestCase): def test_array_scalar_relational_operation(self): # All integer for dt1 in np.typecodes['AllInteger']: assert_(1 > np.array(0, dtype=dt1), "type %s failed" % (dt1,)) assert_(not 1 < np.array(0, dtype=dt1), "type %s failed" % (dt1,)) for dt2 in np.typecodes['AllInteger']: assert_(np.array(1, dtype=dt1) > np.array(0, dtype=dt2), "type %s and %s failed" % (dt1, dt2)) assert_(not np.array(1, dtype=dt1) < np.array(0, dtype=dt2), "type %s and %s failed" % (dt1, dt2)) # Unsigned integers for dt1 in 'BHILQP': assert_(-1 < np.array(1, dtype=dt1), "type %s failed" % (dt1,)) assert_(not -1 > np.array(1, dtype=dt1), "type %s failed" % (dt1,)) assert_(-1 != np.array(1, dtype=dt1), "type %s failed" % (dt1,)) # Unsigned vs signed for dt2 in 'bhilqp': assert_(np.array(1, dtype=dt1) > np.array(-1, dtype=dt2), "type %s and %s failed" % (dt1, dt2)) assert_(not np.array(1, dtype=dt1) < np.array(-1, dtype=dt2), "type %s and %s failed" % (dt1, dt2)) assert_(np.array(1, dtype=dt1) != np.array(-1, dtype=dt2), "type %s and %s failed" % (dt1, dt2)) # Signed integers and floats for dt1 in 'bhlqp' + np.typecodes['Float']: assert_(1 > np.array(-1, dtype=dt1), "type %s failed" % (dt1,)) assert_(not 1 < np.array(-1, dtype=dt1), "type %s failed" % (dt1,)) assert_(-1 == np.array(-1, dtype=dt1), "type %s failed" % (dt1,)) for dt2 in 'bhlqp' + np.typecodes['Float']: assert_(np.array(1, dtype=dt1) > np.array(-1, dtype=dt2), "type %s and %s failed" % (dt1, dt2)) assert_(not np.array(1, dtype=dt1) < np.array(-1, dtype=dt2), "type %s and %s failed" % (dt1, dt2)) assert_(np.array(-1, dtype=dt1) == np.array(-1, dtype=dt2), "type %s and %s failed" % (dt1, dt2)) class TestWhere(TestCase): def test_basic(self): dts = [np.bool, np.int16, np.int32, np.int64, np.double, np.complex128, np.longdouble, np.clongdouble] for dt in dts: c = np.ones(53, dtype=np.bool) assert_equal(np.where( c, dt(0), dt(1)), dt(0)) assert_equal(np.where(~c, dt(0), dt(1)), dt(1)) assert_equal(np.where(True, dt(0), dt(1)), dt(0)) assert_equal(np.where(False, dt(0), dt(1)), dt(1)) d = np.ones_like(c).astype(dt) e = np.zeros_like(d) r = d.astype(dt) c[7] = False r[7] = e[7] assert_equal(np.where(c, e, e), e) assert_equal(np.where(c, d, e), r) assert_equal(np.where(c, d, e[0]), r) assert_equal(np.where(c, d[0], e), r) assert_equal(np.where(c[::2], d[::2], e[::2]), r[::2]) assert_equal(np.where(c[1::2], d[1::2], e[1::2]), r[1::2]) assert_equal(np.where(c[::3], d[::3], e[::3]), r[::3]) assert_equal(np.where(c[1::3], d[1::3], e[1::3]), r[1::3]) assert_equal(np.where(c[::-2], d[::-2], e[::-2]), r[::-2]) assert_equal(np.where(c[::-3], d[::-3], e[::-3]), r[::-3]) assert_equal(np.where(c[1::-3], d[1::-3], e[1::-3]), r[1::-3]) def test_exotic(self): # object assert_array_equal(np.where(True, None, None), np.array(None)) # zero sized m = np.array([], dtype=bool).reshape(0, 3) b = np.array([], dtype=np.float64).reshape(0, 3) assert_array_equal(np.where(m, 0, b), np.array([]).reshape(0, 3)) # object cast d = np.array([-1.34, -0.16, -0.54, -0.31, -0.08, -0.95, 0.000, 0.313, 0.547, -0.18, 0.876, 0.236, 1.969, 0.310, 0.699, 1.013, 1.267, 0.229, -1.39, 0.487]) nan = float('NaN') e = np.array(['5z', '0l', nan, 'Wz', nan, nan, 'Xq', 'cs', nan, nan, 'QN', nan, nan, 'Fd', nan, nan, 'kp', nan, '36', 'i1'], dtype=object) m = np.array([0, 0, 1, 0, 1, 1, 0, 0, 1, 1, 0, 1, 1, 0, 1, 1, 0, 1, 0, 0], dtype=bool) r = e[:] r[np.where(m)] = d[np.where(m)] assert_array_equal(np.where(m, d, e), r) r = e[:] r[np.where(~m)] = d[np.where(~m)] assert_array_equal(np.where(m, e, d), r) assert_array_equal(np.where(m, e, e), e) # minimal dtype result with NaN scalar (e.g required by pandas) d = np.array([1., 2.], dtype=np.float32) e = float('NaN') assert_equal(np.where(True, d, e).dtype, np.float32) e = float('Infinity') assert_equal(np.where(True, d, e).dtype, np.float32) e = float('-Infinity') assert_equal(np.where(True, d, e).dtype, np.float32) # also check upcast e = float(1e150) assert_equal(np.where(True, d, e).dtype, np.float64) def test_ndim(self): c = [True, False] a = np.zeros((2, 25)) b = np.ones((2, 25)) r = np.where(np.array(c)[:,np.newaxis], a, b) assert_array_equal(r[0], a[0]) assert_array_equal(r[1], b[0]) a = a.T b = b.T r = np.where(c, a, b) assert_array_equal(r[:,0], a[:,0]) assert_array_equal(r[:,1], b[:,0]) def test_dtype_mix(self): c = np.array([False, True, False, False, False, False, True, False, False, False, True, False]) a = np.uint32(1) b = np.array([5., 0., 3., 2., -1., -4., 0., -10., 10., 1., 0., 3.], dtype=np.float64) r = np.array([5., 1., 3., 2., -1., -4., 1., -10., 10., 1., 1., 3.], dtype=np.float64) assert_equal(np.where(c, a, b), r) a = a.astype(np.float32) b = b.astype(np.int64) assert_equal(np.where(c, a, b), r) # non bool mask c = c.astype(np.int) c[c != 0] = 34242324 assert_equal(np.where(c, a, b), r) # invert tmpmask = c != 0 c[c == 0] = 41247212 c[tmpmask] = 0 assert_equal(np.where(c, b, a), r) def test_foreign(self): c = np.array([False, True, False, False, False, False, True, False, False, False, True, False]) r = np.array([5., 1., 3., 2., -1., -4., 1., -10., 10., 1., 1., 3.], dtype=np.float64) a = np.ones(1, dtype='>i4') b = np.array([5., 0., 3., 2., -1., -4., 0., -10., 10., 1., 0., 3.], dtype=np.float64) assert_equal(np.where(c, a, b), r) b = b.astype('>f8') assert_equal(np.where(c, a, b), r) a = a.astype('<i4') assert_equal(np.where(c, a, b), r) c = c.astype('>i4') assert_equal(np.where(c, a, b), r) def test_error(self): c = [True, True] a = np.ones((4, 5)) b = np.ones((5, 5)) assert_raises(ValueError, np.where, c, a, a) assert_raises(ValueError, np.where, c[0], a, b) def test_string(self): # gh-4778 check strings are properly filled with nulls a = np.array("abc") b = np.array("x" * 753) assert_equal(np.where(True, a, b), "abc") assert_equal(np.where(False, b, a), "abc") # check native datatype sized strings a = np.array("abcd") b = np.array("x" * 8) assert_equal(np.where(True, a, b), "abcd") assert_equal(np.where(False, b, a), "abcd") if not IS_PYPY: # sys.getsizeof() is not valid on PyPy class TestSizeOf(TestCase): def test_empty_array(self): x = np.array([]) assert_(sys.getsizeof(x) > 0) def check_array(self, dtype): elem_size = dtype(0).itemsize for length in [10, 50, 100, 500]: x = np.arange(length, dtype=dtype) assert_(sys.getsizeof(x) > length * elem_size) def test_array_int32(self): self.check_array(np.int32) def test_array_int64(self): self.check_array(np.int64) def test_array_float32(self): self.check_array(np.float32) def test_array_float64(self): self.check_array(np.float64) def test_view(self): d = np.ones(100) assert_(sys.getsizeof(d[...]) < sys.getsizeof(d)) def test_reshape(self): d = np.ones(100) assert_(sys.getsizeof(d) < sys.getsizeof(d.reshape(100, 1, 1).copy())) def test_resize(self): d = np.ones(100) old = sys.getsizeof(d) d.resize(50) assert_(old > sys.getsizeof(d)) d.resize(150) assert_(old < sys.getsizeof(d)) def test_error(self): d = np.ones(100) assert_raises(TypeError, d.__sizeof__, "a") class TestHashing(TestCase): def test_arrays_not_hashable(self): x = np.ones(3) assert_raises(TypeError, hash, x) def test_collections_hashable(self): x = np.array([]) self.assertFalse(isinstance(x, collections.Hashable)) class TestArrayPriority(TestCase): # This will go away when __array_priority__ is settled, meanwhile # it serves to check unintended changes. op = operator binary_ops = [ op.pow, op.add, op.sub, op.mul, op.floordiv, op.truediv, op.mod, op.and_, op.or_, op.xor, op.lshift, op.rshift, op.mod, op.gt, op.ge, op.lt, op.le, op.ne, op.eq ] if sys.version_info[0] < 3: binary_ops.append(op.div) class Foo(np.ndarray): __array_priority__ = 100. def __new__(cls, *args, **kwargs): return np.array(*args, **kwargs).view(cls) class Bar(np.ndarray): __array_priority__ = 101. def __new__(cls, *args, **kwargs): return np.array(*args, **kwargs).view(cls) class Other(object): __array_priority__ = 1000. def _all(self, other): return self.__class__() __add__ = __radd__ = _all __sub__ = __rsub__ = _all __mul__ = __rmul__ = _all __pow__ = __rpow__ = _all __div__ = __rdiv__ = _all __mod__ = __rmod__ = _all __truediv__ = __rtruediv__ = _all __floordiv__ = __rfloordiv__ = _all __and__ = __rand__ = _all __xor__ = __rxor__ = _all __or__ = __ror__ = _all __lshift__ = __rlshift__ = _all __rshift__ = __rrshift__ = _all __eq__ = _all __ne__ = _all __gt__ = _all __ge__ = _all __lt__ = _all __le__ = _all def test_ndarray_subclass(self): a = np.array([1, 2]) b = self.Bar([1, 2]) for f in self.binary_ops: msg = repr(f) assert_(isinstance(f(a, b), self.Bar), msg) assert_(isinstance(f(b, a), self.Bar), msg) def test_ndarray_other(self): a = np.array([1, 2]) b = self.Other() for f in self.binary_ops: msg = repr(f) assert_(isinstance(f(a, b), self.Other), msg) assert_(isinstance(f(b, a), self.Other), msg) def test_subclass_subclass(self): a = self.Foo([1, 2]) b = self.Bar([1, 2]) for f in self.binary_ops: msg = repr(f) assert_(isinstance(f(a, b), self.Bar), msg) assert_(isinstance(f(b, a), self.Bar), msg) def test_subclass_other(self): a = self.Foo([1, 2]) b = self.Other() for f in self.binary_ops: msg = repr(f) assert_(isinstance(f(a, b), self.Other), msg) assert_(isinstance(f(b, a), self.Other), msg) class TestBytestringArrayNonzero(TestCase): def test_empty_bstring_array_is_falsey(self): self.assertFalse(np.array([''], dtype=np.str)) def test_whitespace_bstring_array_is_falsey(self): a = np.array(['spam'], dtype=np.str) a[0] = ' \0\0' self.assertFalse(a) def test_all_null_bstring_array_is_falsey(self): a = np.array(['spam'], dtype=np.str) a[0] = '\0\0\0\0' self.assertFalse(a) def test_null_inside_bstring_array_is_truthy(self): a = np.array(['spam'], dtype=np.str) a[0] = ' \0 \0' self.assertTrue(a) class TestUnicodeArrayNonzero(TestCase): def test_empty_ustring_array_is_falsey(self): self.assertFalse(np.array([''], dtype=np.unicode)) def test_whitespace_ustring_array_is_falsey(self): a = np.array(['eggs'], dtype=np.unicode) a[0] = ' \0\0' self.assertFalse(a) def test_all_null_ustring_array_is_falsey(self): a = np.array(['eggs'], dtype=np.unicode) a[0] = '\0\0\0\0' self.assertFalse(a) def test_null_inside_ustring_array_is_truthy(self): a = np.array(['eggs'], dtype=np.unicode) a[0] = ' \0 \0' self.assertTrue(a) def test_orderconverter_with_nonASCII_unicode_ordering(): # gh-7475 a = np.arange(5) assert_raises(ValueError, a.flatten, order=u'\xe2') if __name__ == "__main__": run_module_suite()
bsd-3-clause
ishanic/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
gaamy/pyMuse
pymuse/viz.py
1
6228
__author__ = 'benjamindeleener' import matplotlib.pyplot as plt import matplotlib.ticker as mticker from datetime import datetime, timedelta from numpy import linspace def timeTicks(x, pos): d = timedelta(milliseconds=x) return str(d) class MuseViewer(object): def __init__(self, acquisition_freq, signal_boundaries=None): self.refresh_freq = 0.4 # default=0.15 self.acquisition_freq = acquisition_freq self.init_time = datetime.now() self.last_refresh = datetime.now() if signal_boundaries is not None: self.low, self.high = signal_boundaries[0], signal_boundaries[1] else: self.low, self.high = 0, 1 class MuseViewerSignal(MuseViewer): def __init__(self, signal, acquisition_freq, signal_boundaries=None): super(MuseViewerSignal, self).__init__(acquisition_freq, signal_boundaries) self.signal = signal self.figure, (self.ax1, self.ax2, self.ax3, self.ax4) = plt.subplots(4, 1, sharex=True, figsize=(15, 10)) self.ax1.set_title('Left ear') self.ax2.set_title('Left forehead') self.ax3.set_title('Right forehead') self.ax4.set_title('Right ear') if self.signal.do_fft: self.ax1_plot, = self.ax1.plot(self.x_data[0:len(self.x_data)/2], self.signal.l_ear_fft[0:len(self.x_data)/2]) self.ax2_plot, = self.ax2.plot(self.x_data[0:len(self.x_data)/2], self.signal.l_forehead_fft[0:len(self.x_data)/2]) self.ax3_plot, = self.ax3.plot(self.x_data[0:len(self.x_data)/2], self.signal.r_forehead_fft[0:len(self.x_data)/2]) self.ax4_plot, = self.ax4.plot(self.x_data[0:len(self.x_data)/2], self.signal.r_ear_fft[0:len(self.x_data)/2]) self.ax1.set_ylim([0, 10000]) self.ax2.set_ylim([0, 10000]) self.ax3.set_ylim([0, 10000]) self.ax4.set_ylim([0, 10000]) else: self.ax1_plot, = self.ax1.plot(self.signal.time, self.signal.l_ear) self.ax2_plot, = self.ax2.plot(self.signal.time, self.signal.l_forehead) self.ax3_plot, = self.ax3.plot(self.signal.time, self.signal.r_forehead) self.ax4_plot, = self.ax4.plot(self.signal.time, self.signal.r_ear) self.ax1.set_ylim([self.low, self.high]) self.ax2.set_ylim([self.low, self.high]) self.ax3.set_ylim([self.low, self.high]) self.ax4.set_ylim([self.low, self.high]) formatter = mticker.FuncFormatter(timeTicks) self.ax1.xaxis.set_major_formatter(formatter) self.ax2.xaxis.set_major_formatter(formatter) self.ax3.xaxis.set_major_formatter(formatter) self.ax4.xaxis.set_major_formatter(formatter) plt.ion() def show(self): plt.show(block=False) self.refresh() def refresh(self): time_now = datetime.now() if (time_now - self.last_refresh).total_seconds() > self.refresh_freq: self.last_refresh = time_now pass else: return if self.signal.do_fft: self.ax1_plot.set_ydata(self.signal.l_ear_fft[0:len(self.x_data)/2]) self.ax2_plot.set_ydata(self.signal.l_forehead_fft[0:len(self.x_data)/2]) self.ax3_plot.set_ydata(self.signal.r_forehead_fft[0:len(self.x_data)/2]) self.ax4_plot.set_ydata(self.signal.r_ear_fft[0:len(self.x_data)/2]) else: self.ax1_plot.set_ydata(self.signal.l_ear) self.ax2_plot.set_ydata(self.signal.l_forehead) self.ax3_plot.set_ydata(self.signal.r_forehead) self.ax4_plot.set_ydata(self.signal.r_ear) times = list(linspace(self.signal.time[0], self.signal.time[-1], self.signal.length)) self.ax1_plot.set_xdata(times) self.ax2_plot.set_xdata(times) self.ax3_plot.set_xdata(times) self.ax4_plot.set_xdata(times) self.ax1.set_xlim(self.signal.time[0], self.signal.time[-1]) self.figure.canvas.draw() self.figure.canvas.flush_events() class MuseViewerConcentrationMellow(object): def __init__(self, signal_concentration, signal_mellow, signal_boundaries=None): self.refresh_freq = 0.05 self.init_time = 0.0 self.last_refresh = datetime.now() self.signal_concentration = signal_concentration self.signal_mellow = signal_mellow if signal_boundaries is not None: self.low, self.high = signal_boundaries[0], signal_boundaries[1] else: self.low, self.high = 0, 1 self.x_data_concentration = range(0, self.signal_concentration.length, 1) self.x_data_mellow = range(0, self.signal_mellow.length, 1) self.figure, (self.ax1, self.ax2) = plt.subplots(2, 1, sharex=True, figsize=(15, 10)) self.ax1.set_title('Concentration') self.ax2.set_title('Mellow') self.ax1_plot, = self.ax1.plot(self.x_data_concentration, self.signal_concentration.concentration) self.ax2_plot, = self.ax2.plot(self.x_data_mellow, self.signal_mellow.mellow) self.ax1.set_ylim([self.low, self.high]) self.ax2.set_ylim([self.low, self.high]) formatter = mticker.FuncFormatter(timeTicks) self.ax1.xaxis.set_major_formatter(formatter) self.ax2.xaxis.set_major_formatter(formatter) plt.ion() def show(self): plt.show(block=False) self.refresh() def refresh(self): time_now = datetime.now() if (time_now - self.last_refresh).total_seconds() > self.refresh_freq: self.last_refresh = time_now pass else: return self.ax1_plot.set_ydata(self.signal_concentration.concentration) self.ax2_plot.set_ydata(self.signal_mellow.mellow) times = list(linspace(self.signal_concentration.time[0], self.signal_concentration.time[-1], self.signal_concentration.length)) self.ax1_plot.set_xdata(times) self.ax2_plot.set_xdata(times) plt.xlim(self.signal_concentration.time[0], self.signal_concentration.time[-1]) self.figure.canvas.draw() self.figure.canvas.flush_events()
mit
ischwabacher/seaborn
doc/sphinxext/ipython_directive.py
37
37557
# -*- coding: utf-8 -*- """ Sphinx directive to support embedded IPython code. This directive allows pasting of entire interactive IPython sessions, prompts and all, and their code will actually get re-executed at doc build time, with all prompts renumbered sequentially. It also allows you to input code as a pure python input by giving the argument python to the directive. The output looks like an interactive ipython section. To enable this directive, simply list it in your Sphinx ``conf.py`` file (making sure the directory where you placed it is visible to sphinx, as is needed for all Sphinx directives). For example, to enable syntax highlighting and the IPython directive:: extensions = ['IPython.sphinxext.ipython_console_highlighting', 'IPython.sphinxext.ipython_directive'] The IPython directive outputs code-blocks with the language 'ipython'. So if you do not have the syntax highlighting extension enabled as well, then all rendered code-blocks will be uncolored. By default this directive assumes that your prompts are unchanged IPython ones, but this can be customized. The configurable options that can be placed in conf.py are: ipython_savefig_dir: The directory in which to save the figures. This is relative to the Sphinx source directory. The default is `html_static_path`. ipython_rgxin: The compiled regular expression to denote the start of IPython input lines. The default is re.compile('In \[(\d+)\]:\s?(.*)\s*'). You shouldn't need to change this. ipython_rgxout: The compiled regular expression to denote the start of IPython output lines. The default is re.compile('Out\[(\d+)\]:\s?(.*)\s*'). You shouldn't need to change this. ipython_promptin: The string to represent the IPython input prompt in the generated ReST. The default is 'In [%d]:'. This expects that the line numbers are used in the prompt. ipython_promptout: The string to represent the IPython prompt in the generated ReST. The default is 'Out [%d]:'. This expects that the line numbers are used in the prompt. ipython_mplbackend: The string which specifies if the embedded Sphinx shell should import Matplotlib and set the backend. The value specifies a backend that is passed to `matplotlib.use()` before any lines in `ipython_execlines` are executed. If not specified in conf.py, then the default value of 'agg' is used. To use the IPython directive without matplotlib as a dependency, set the value to `None`. It may end up that matplotlib is still imported if the user specifies so in `ipython_execlines` or makes use of the @savefig pseudo decorator. ipython_execlines: A list of strings to be exec'd in the embedded Sphinx shell. Typical usage is to make certain packages always available. Set this to an empty list if you wish to have no imports always available. If specified in conf.py as `None`, then it has the effect of making no imports available. If omitted from conf.py altogether, then the default value of ['import numpy as np', 'import matplotlib.pyplot as plt'] is used. ipython_holdcount When the @suppress pseudo-decorator is used, the execution count can be incremented or not. The default behavior is to hold the execution count, corresponding to a value of `True`. Set this to `False` to increment the execution count after each suppressed command. As an example, to use the IPython directive when `matplotlib` is not available, one sets the backend to `None`:: ipython_mplbackend = None An example usage of the directive is: .. code-block:: rst .. ipython:: In [1]: x = 1 In [2]: y = x**2 In [3]: print(y) See http://matplotlib.org/sampledoc/ipython_directive.html for additional documentation. ToDo ---- - Turn the ad-hoc test() function into a real test suite. - Break up ipython-specific functionality from matplotlib stuff into better separated code. Authors ------- - John D Hunter: orignal author. - Fernando Perez: refactoring, documentation, cleanups, port to 0.11. - VáclavŠmilauer <eudoxos-AT-arcig.cz>: Prompt generalizations. - Skipper Seabold, refactoring, cleanups, pure python addition """ from __future__ import print_function from __future__ import unicode_literals #----------------------------------------------------------------------------- # Imports #----------------------------------------------------------------------------- # Stdlib import os import re import sys import tempfile import ast from pandas.compat import zip, range, map, lmap, u, cStringIO as StringIO import warnings # To keep compatibility with various python versions try: from hashlib import md5 except ImportError: from md5 import md5 # Third-party import sphinx from docutils.parsers.rst import directives from docutils import nodes from sphinx.util.compat import Directive # Our own from IPython import Config, InteractiveShell from IPython.core.profiledir import ProfileDir from IPython.utils import io from IPython.utils.py3compat import PY3 if PY3: from io import StringIO text_type = str else: from StringIO import StringIO text_type = unicode #----------------------------------------------------------------------------- # Globals #----------------------------------------------------------------------------- # for tokenizing blocks COMMENT, INPUT, OUTPUT = range(3) #----------------------------------------------------------------------------- # Functions and class declarations #----------------------------------------------------------------------------- def block_parser(part, rgxin, rgxout, fmtin, fmtout): """ part is a string of ipython text, comprised of at most one input, one ouput, comments, and blank lines. The block parser parses the text into a list of:: blocks = [ (TOKEN0, data0), (TOKEN1, data1), ...] where TOKEN is one of [COMMENT | INPUT | OUTPUT ] and data is, depending on the type of token:: COMMENT : the comment string INPUT: the (DECORATOR, INPUT_LINE, REST) where DECORATOR: the input decorator (or None) INPUT_LINE: the input as string (possibly multi-line) REST : any stdout generated by the input line (not OUTPUT) OUTPUT: the output string, possibly multi-line """ block = [] lines = part.split('\n') N = len(lines) i = 0 decorator = None while 1: if i==N: # nothing left to parse -- the last line break line = lines[i] i += 1 line_stripped = line.strip() if line_stripped.startswith('#'): block.append((COMMENT, line)) continue if line_stripped.startswith('@'): # we're assuming at most one decorator -- may need to # rethink decorator = line_stripped continue # does this look like an input line? matchin = rgxin.match(line) if matchin: lineno, inputline = int(matchin.group(1)), matchin.group(2) # the ....: continuation string continuation = ' %s:'%''.join(['.']*(len(str(lineno))+2)) Nc = len(continuation) # input lines can continue on for more than one line, if # we have a '\' line continuation char or a function call # echo line 'print'. The input line can only be # terminated by the end of the block or an output line, so # we parse out the rest of the input line if it is # multiline as well as any echo text rest = [] while i<N: # look ahead; if the next line is blank, or a comment, or # an output line, we're done nextline = lines[i] matchout = rgxout.match(nextline) #print "nextline=%s, continuation=%s, starts=%s"%(nextline, continuation, nextline.startswith(continuation)) if matchout or nextline.startswith('#'): break elif nextline.startswith(continuation): nextline = nextline[Nc:] if nextline and nextline[0] == ' ': nextline = nextline[1:] inputline += '\n' + nextline else: rest.append(nextline) i+= 1 block.append((INPUT, (decorator, inputline, '\n'.join(rest)))) continue # if it looks like an output line grab all the text to the end # of the block matchout = rgxout.match(line) if matchout: lineno, output = int(matchout.group(1)), matchout.group(2) if i<N-1: output = '\n'.join([output] + lines[i:]) block.append((OUTPUT, output)) break return block class DecodingStringIO(StringIO, object): def __init__(self,buf='',encodings=('utf8',), *args, **kwds): super(DecodingStringIO, self).__init__(buf, *args, **kwds) self.set_encodings(encodings) def set_encodings(self, encodings): self.encodings = encodings def write(self,data): if isinstance(data, text_type): return super(DecodingStringIO, self).write(data) else: for enc in self.encodings: try: data = data.decode(enc) return super(DecodingStringIO, self).write(data) except : pass # default to brute utf8 if no encoding succeded return super(DecodingStringIO, self).write(data.decode('utf8', 'replace')) class EmbeddedSphinxShell(object): """An embedded IPython instance to run inside Sphinx""" def __init__(self, exec_lines=None,state=None): self.cout = DecodingStringIO(u'') if exec_lines is None: exec_lines = [] self.state = state # Create config object for IPython config = Config() config.InteractiveShell.autocall = False config.InteractiveShell.autoindent = False config.InteractiveShell.colors = 'NoColor' # create a profile so instance history isn't saved tmp_profile_dir = tempfile.mkdtemp(prefix='profile_') profname = 'auto_profile_sphinx_build' pdir = os.path.join(tmp_profile_dir,profname) profile = ProfileDir.create_profile_dir(pdir) # Create and initialize global ipython, but don't start its mainloop. # This will persist across different EmbededSphinxShell instances. IP = InteractiveShell.instance(config=config, profile_dir=profile) # io.stdout redirect must be done after instantiating InteractiveShell io.stdout = self.cout io.stderr = self.cout # For debugging, so we can see normal output, use this: #from IPython.utils.io import Tee #io.stdout = Tee(self.cout, channel='stdout') # dbg #io.stderr = Tee(self.cout, channel='stderr') # dbg # Store a few parts of IPython we'll need. self.IP = IP self.user_ns = self.IP.user_ns self.user_global_ns = self.IP.user_global_ns self.input = '' self.output = '' self.is_verbatim = False self.is_doctest = False self.is_suppress = False # Optionally, provide more detailed information to shell. self.directive = None # on the first call to the savefig decorator, we'll import # pyplot as plt so we can make a call to the plt.gcf().savefig self._pyplot_imported = False # Prepopulate the namespace. for line in exec_lines: self.process_input_line(line, store_history=False) def clear_cout(self): self.cout.seek(0) self.cout.truncate(0) def process_input_line(self, line, store_history=True): """process the input, capturing stdout""" stdout = sys.stdout splitter = self.IP.input_splitter try: sys.stdout = self.cout splitter.push(line) more = splitter.push_accepts_more() if not more: try: source_raw = splitter.source_raw_reset()[1] except: # recent ipython #4504 source_raw = splitter.raw_reset() self.IP.run_cell(source_raw, store_history=store_history) finally: sys.stdout = stdout def process_image(self, decorator): """ # build out an image directive like # .. image:: somefile.png # :width 4in # # from an input like # savefig somefile.png width=4in """ savefig_dir = self.savefig_dir source_dir = self.source_dir saveargs = decorator.split(' ') filename = saveargs[1] # insert relative path to image file in source outfile = os.path.relpath(os.path.join(savefig_dir,filename), source_dir) imagerows = ['.. image:: %s'%outfile] for kwarg in saveargs[2:]: arg, val = kwarg.split('=') arg = arg.strip() val = val.strip() imagerows.append(' :%s: %s'%(arg, val)) image_file = os.path.basename(outfile) # only return file name image_directive = '\n'.join(imagerows) return image_file, image_directive # Callbacks for each type of token def process_input(self, data, input_prompt, lineno): """ Process data block for INPUT token. """ decorator, input, rest = data image_file = None image_directive = None is_verbatim = decorator=='@verbatim' or self.is_verbatim is_doctest = (decorator is not None and \ decorator.startswith('@doctest')) or self.is_doctest is_suppress = decorator=='@suppress' or self.is_suppress is_okexcept = decorator=='@okexcept' or self.is_okexcept is_okwarning = decorator=='@okwarning' or self.is_okwarning is_savefig = decorator is not None and \ decorator.startswith('@savefig') # set the encodings to be used by DecodingStringIO # to convert the execution output into unicode if # needed. this attrib is set by IpythonDirective.run() # based on the specified block options, defaulting to ['ut self.cout.set_encodings(self.output_encoding) input_lines = input.split('\n') if len(input_lines) > 1: if input_lines[-1] != "": input_lines.append('') # make sure there's a blank line # so splitter buffer gets reset continuation = ' %s:'%''.join(['.']*(len(str(lineno))+2)) if is_savefig: image_file, image_directive = self.process_image(decorator) ret = [] is_semicolon = False # Hold the execution count, if requested to do so. if is_suppress and self.hold_count: store_history = False else: store_history = True # Note: catch_warnings is not thread safe with warnings.catch_warnings(record=True) as ws: for i, line in enumerate(input_lines): if line.endswith(';'): is_semicolon = True if i == 0: # process the first input line if is_verbatim: self.process_input_line('') self.IP.execution_count += 1 # increment it anyway else: # only submit the line in non-verbatim mode self.process_input_line(line, store_history=store_history) formatted_line = '%s %s'%(input_prompt, line) else: # process a continuation line if not is_verbatim: self.process_input_line(line, store_history=store_history) formatted_line = '%s %s'%(continuation, line) if not is_suppress: ret.append(formatted_line) if not is_suppress and len(rest.strip()) and is_verbatim: # the "rest" is the standard output of the # input, which needs to be added in # verbatim mode ret.append(rest) self.cout.seek(0) output = self.cout.read() if not is_suppress and not is_semicolon: ret.append(output) elif is_semicolon: # get spacing right ret.append('') # context information filename = self.state.document.current_source lineno = self.state.document.current_line # output any exceptions raised during execution to stdout # unless :okexcept: has been specified. if not is_okexcept and "Traceback" in output: s = "\nException in %s at block ending on line %s\n" % (filename, lineno) s += "Specify :okexcept: as an option in the ipython:: block to suppress this message\n" sys.stdout.write('\n\n>>>' + ('-' * 73)) sys.stdout.write(s) sys.stdout.write(output) sys.stdout.write('<<<' + ('-' * 73) + '\n\n') # output any warning raised during execution to stdout # unless :okwarning: has been specified. if not is_okwarning: for w in ws: s = "\nWarning in %s at block ending on line %s\n" % (filename, lineno) s += "Specify :okwarning: as an option in the ipython:: block to suppress this message\n" sys.stdout.write('\n\n>>>' + ('-' * 73)) sys.stdout.write(s) sys.stdout.write('-' * 76 + '\n') s=warnings.formatwarning(w.message, w.category, w.filename, w.lineno, w.line) sys.stdout.write(s) sys.stdout.write('<<<' + ('-' * 73) + '\n') self.cout.truncate(0) return (ret, input_lines, output, is_doctest, decorator, image_file, image_directive) def process_output(self, data, output_prompt, input_lines, output, is_doctest, decorator, image_file): """ Process data block for OUTPUT token. """ TAB = ' ' * 4 if is_doctest and output is not None: found = output found = found.strip() submitted = data.strip() if self.directive is None: source = 'Unavailable' content = 'Unavailable' else: source = self.directive.state.document.current_source content = self.directive.content # Add tabs and join into a single string. content = '\n'.join([TAB + line for line in content]) # Make sure the output contains the output prompt. ind = found.find(output_prompt) if ind < 0: e = ('output does not contain output prompt\n\n' 'Document source: {0}\n\n' 'Raw content: \n{1}\n\n' 'Input line(s):\n{TAB}{2}\n\n' 'Output line(s):\n{TAB}{3}\n\n') e = e.format(source, content, '\n'.join(input_lines), repr(found), TAB=TAB) raise RuntimeError(e) found = found[len(output_prompt):].strip() # Handle the actual doctest comparison. if decorator.strip() == '@doctest': # Standard doctest if found != submitted: e = ('doctest failure\n\n' 'Document source: {0}\n\n' 'Raw content: \n{1}\n\n' 'On input line(s):\n{TAB}{2}\n\n' 'we found output:\n{TAB}{3}\n\n' 'instead of the expected:\n{TAB}{4}\n\n') e = e.format(source, content, '\n'.join(input_lines), repr(found), repr(submitted), TAB=TAB) raise RuntimeError(e) else: self.custom_doctest(decorator, input_lines, found, submitted) def process_comment(self, data): """Process data fPblock for COMMENT token.""" if not self.is_suppress: return [data] def save_image(self, image_file): """ Saves the image file to disk. """ self.ensure_pyplot() command = ('plt.gcf().savefig("%s", bbox_inches="tight", ' 'dpi=100)' % image_file) #print 'SAVEFIG', command # dbg self.process_input_line('bookmark ipy_thisdir', store_history=False) self.process_input_line('cd -b ipy_savedir', store_history=False) self.process_input_line(command, store_history=False) self.process_input_line('cd -b ipy_thisdir', store_history=False) self.process_input_line('bookmark -d ipy_thisdir', store_history=False) self.clear_cout() def process_block(self, block): """ process block from the block_parser and return a list of processed lines """ ret = [] output = None input_lines = None lineno = self.IP.execution_count input_prompt = self.promptin % lineno output_prompt = self.promptout % lineno image_file = None image_directive = None for token, data in block: if token == COMMENT: out_data = self.process_comment(data) elif token == INPUT: (out_data, input_lines, output, is_doctest, decorator, image_file, image_directive) = \ self.process_input(data, input_prompt, lineno) elif token == OUTPUT: out_data = \ self.process_output(data, output_prompt, input_lines, output, is_doctest, decorator, image_file) if out_data: ret.extend(out_data) # save the image files if image_file is not None: self.save_image(image_file) return ret, image_directive def ensure_pyplot(self): """ Ensures that pyplot has been imported into the embedded IPython shell. Also, makes sure to set the backend appropriately if not set already. """ # We are here if the @figure pseudo decorator was used. Thus, it's # possible that we could be here even if python_mplbackend were set to # `None`. That's also strange and perhaps worthy of raising an # exception, but for now, we just set the backend to 'agg'. if not self._pyplot_imported: if 'matplotlib.backends' not in sys.modules: # Then ipython_matplotlib was set to None but there was a # call to the @figure decorator (and ipython_execlines did # not set a backend). #raise Exception("No backend was set, but @figure was used!") import matplotlib matplotlib.use('agg') # Always import pyplot into embedded shell. self.process_input_line('import matplotlib.pyplot as plt', store_history=False) self._pyplot_imported = True def process_pure_python(self, content): """ content is a list of strings. it is unedited directive content This runs it line by line in the InteractiveShell, prepends prompts as needed capturing stderr and stdout, then returns the content as a list as if it were ipython code """ output = [] savefig = False # keep up with this to clear figure multiline = False # to handle line continuation multiline_start = None fmtin = self.promptin ct = 0 for lineno, line in enumerate(content): line_stripped = line.strip() if not len(line): output.append(line) continue # handle decorators if line_stripped.startswith('@'): output.extend([line]) if 'savefig' in line: savefig = True # and need to clear figure continue # handle comments if line_stripped.startswith('#'): output.extend([line]) continue # deal with lines checking for multiline continuation = u' %s:'% ''.join(['.']*(len(str(ct))+2)) if not multiline: modified = u"%s %s" % (fmtin % ct, line_stripped) output.append(modified) ct += 1 try: ast.parse(line_stripped) output.append(u'') except Exception: # on a multiline multiline = True multiline_start = lineno else: # still on a multiline modified = u'%s %s' % (continuation, line) output.append(modified) # if the next line is indented, it should be part of multiline if len(content) > lineno + 1: nextline = content[lineno + 1] if len(nextline) - len(nextline.lstrip()) > 3: continue try: mod = ast.parse( '\n'.join(content[multiline_start:lineno+1])) if isinstance(mod.body[0], ast.FunctionDef): # check to see if we have the whole function for element in mod.body[0].body: if isinstance(element, ast.Return): multiline = False else: output.append(u'') multiline = False except Exception: pass if savefig: # clear figure if plotted self.ensure_pyplot() self.process_input_line('plt.clf()', store_history=False) self.clear_cout() savefig = False return output def custom_doctest(self, decorator, input_lines, found, submitted): """ Perform a specialized doctest. """ from .custom_doctests import doctests args = decorator.split() doctest_type = args[1] if doctest_type in doctests: doctests[doctest_type](self, args, input_lines, found, submitted) else: e = "Invalid option to @doctest: {0}".format(doctest_type) raise Exception(e) class IPythonDirective(Directive): has_content = True required_arguments = 0 optional_arguments = 4 # python, suppress, verbatim, doctest final_argumuent_whitespace = True option_spec = { 'python': directives.unchanged, 'suppress' : directives.flag, 'verbatim' : directives.flag, 'doctest' : directives.flag, 'okexcept': directives.flag, 'okwarning': directives.flag, 'output_encoding': directives.unchanged_required } shell = None seen_docs = set() def get_config_options(self): # contains sphinx configuration variables config = self.state.document.settings.env.config # get config variables to set figure output directory confdir = self.state.document.settings.env.app.confdir savefig_dir = config.ipython_savefig_dir source_dir = os.path.dirname(self.state.document.current_source) if savefig_dir is None: savefig_dir = config.html_static_path if isinstance(savefig_dir, list): savefig_dir = savefig_dir[0] # safe to assume only one path? savefig_dir = os.path.join(confdir, savefig_dir) # get regex and prompt stuff rgxin = config.ipython_rgxin rgxout = config.ipython_rgxout promptin = config.ipython_promptin promptout = config.ipython_promptout mplbackend = config.ipython_mplbackend exec_lines = config.ipython_execlines hold_count = config.ipython_holdcount return (savefig_dir, source_dir, rgxin, rgxout, promptin, promptout, mplbackend, exec_lines, hold_count) def setup(self): # Get configuration values. (savefig_dir, source_dir, rgxin, rgxout, promptin, promptout, mplbackend, exec_lines, hold_count) = self.get_config_options() if self.shell is None: # We will be here many times. However, when the # EmbeddedSphinxShell is created, its interactive shell member # is the same for each instance. if mplbackend: import matplotlib # Repeated calls to use() will not hurt us since `mplbackend` # is the same each time. matplotlib.use(mplbackend) # Must be called after (potentially) importing matplotlib and # setting its backend since exec_lines might import pylab. self.shell = EmbeddedSphinxShell(exec_lines, self.state) # Store IPython directive to enable better error messages self.shell.directive = self # reset the execution count if we haven't processed this doc #NOTE: this may be borked if there are multiple seen_doc tmp files #check time stamp? if not self.state.document.current_source in self.seen_docs: self.shell.IP.history_manager.reset() self.shell.IP.execution_count = 1 self.shell.IP.prompt_manager.width = 0 self.seen_docs.add(self.state.document.current_source) # and attach to shell so we don't have to pass them around self.shell.rgxin = rgxin self.shell.rgxout = rgxout self.shell.promptin = promptin self.shell.promptout = promptout self.shell.savefig_dir = savefig_dir self.shell.source_dir = source_dir self.shell.hold_count = hold_count # setup bookmark for saving figures directory self.shell.process_input_line('bookmark ipy_savedir %s'%savefig_dir, store_history=False) self.shell.clear_cout() return rgxin, rgxout, promptin, promptout def teardown(self): # delete last bookmark self.shell.process_input_line('bookmark -d ipy_savedir', store_history=False) self.shell.clear_cout() def run(self): debug = False #TODO, any reason block_parser can't be a method of embeddable shell # then we wouldn't have to carry these around rgxin, rgxout, promptin, promptout = self.setup() options = self.options self.shell.is_suppress = 'suppress' in options self.shell.is_doctest = 'doctest' in options self.shell.is_verbatim = 'verbatim' in options self.shell.is_okexcept = 'okexcept' in options self.shell.is_okwarning = 'okwarning' in options self.shell.output_encoding = [options.get('output_encoding', 'utf8')] # handle pure python code if 'python' in self.arguments: content = self.content self.content = self.shell.process_pure_python(content) parts = '\n'.join(self.content).split('\n\n') lines = ['.. code-block:: ipython', ''] figures = [] for part in parts: block = block_parser(part, rgxin, rgxout, promptin, promptout) if len(block): rows, figure = self.shell.process_block(block) for row in rows: lines.extend([' %s'%line for line in row.split('\n')]) if figure is not None: figures.append(figure) for figure in figures: lines.append('') lines.extend(figure.split('\n')) lines.append('') if len(lines)>2: if debug: print('\n'.join(lines)) else: # This has to do with input, not output. But if we comment # these lines out, then no IPython code will appear in the # final output. self.state_machine.insert_input( lines, self.state_machine.input_lines.source(0)) # cleanup self.teardown() return [] # Enable as a proper Sphinx directive def setup(app): setup.app = app app.add_directive('ipython', IPythonDirective) app.add_config_value('ipython_savefig_dir', None, 'env') app.add_config_value('ipython_rgxin', re.compile('In \[(\d+)\]:\s?(.*)\s*'), 'env') app.add_config_value('ipython_rgxout', re.compile('Out\[(\d+)\]:\s?(.*)\s*'), 'env') app.add_config_value('ipython_promptin', 'In [%d]:', 'env') app.add_config_value('ipython_promptout', 'Out[%d]:', 'env') # We could just let matplotlib pick whatever is specified as the default # backend in the matplotlibrc file, but this would cause issues if the # backend didn't work in headless environments. For this reason, 'agg' # is a good default backend choice. app.add_config_value('ipython_mplbackend', 'agg', 'env') # If the user sets this config value to `None`, then EmbeddedSphinxShell's # __init__ method will treat it as []. execlines = ['import numpy as np', 'import matplotlib.pyplot as plt'] app.add_config_value('ipython_execlines', execlines, 'env') app.add_config_value('ipython_holdcount', True, 'env') # Simple smoke test, needs to be converted to a proper automatic test. def test(): examples = [ r""" In [9]: pwd Out[9]: '/home/jdhunter/py4science/book' In [10]: cd bookdata/ /home/jdhunter/py4science/book/bookdata In [2]: from pylab import * In [2]: ion() In [3]: im = imread('stinkbug.png') @savefig mystinkbug.png width=4in In [4]: imshow(im) Out[4]: <matplotlib.image.AxesImage object at 0x39ea850> """, r""" In [1]: x = 'hello world' # string methods can be # used to alter the string @doctest In [2]: x.upper() Out[2]: 'HELLO WORLD' @verbatim In [3]: x.st<TAB> x.startswith x.strip """, r""" In [130]: url = 'http://ichart.finance.yahoo.com/table.csv?s=CROX\ .....: &d=9&e=22&f=2009&g=d&a=1&br=8&c=2006&ignore=.csv' In [131]: print url.split('&') ['http://ichart.finance.yahoo.com/table.csv?s=CROX', 'd=9', 'e=22', 'f=2009', 'g=d', 'a=1', 'b=8', 'c=2006', 'ignore=.csv'] In [60]: import urllib """, r"""\ In [133]: import numpy.random @suppress In [134]: numpy.random.seed(2358) @doctest In [135]: numpy.random.rand(10,2) Out[135]: array([[ 0.64524308, 0.59943846], [ 0.47102322, 0.8715456 ], [ 0.29370834, 0.74776844], [ 0.99539577, 0.1313423 ], [ 0.16250302, 0.21103583], [ 0.81626524, 0.1312433 ], [ 0.67338089, 0.72302393], [ 0.7566368 , 0.07033696], [ 0.22591016, 0.77731835], [ 0.0072729 , 0.34273127]]) """, r""" In [106]: print x jdh In [109]: for i in range(10): .....: print i .....: .....: 0 1 2 3 4 5 6 7 8 9 """, r""" In [144]: from pylab import * In [145]: ion() # use a semicolon to suppress the output @savefig test_hist.png width=4in In [151]: hist(np.random.randn(10000), 100); @savefig test_plot.png width=4in In [151]: plot(np.random.randn(10000), 'o'); """, r""" # use a semicolon to suppress the output In [151]: plt.clf() @savefig plot_simple.png width=4in In [151]: plot([1,2,3]) @savefig hist_simple.png width=4in In [151]: hist(np.random.randn(10000), 100); """, r""" # update the current fig In [151]: ylabel('number') In [152]: title('normal distribution') @savefig hist_with_text.png In [153]: grid(True) @doctest float In [154]: 0.1 + 0.2 Out[154]: 0.3 @doctest float In [155]: np.arange(16).reshape(4,4) Out[155]: array([[ 0, 1, 2, 3], [ 4, 5, 6, 7], [ 8, 9, 10, 11], [12, 13, 14, 15]]) In [1]: x = np.arange(16, dtype=float).reshape(4,4) In [2]: x[0,0] = np.inf In [3]: x[0,1] = np.nan @doctest float In [4]: x Out[4]: array([[ inf, nan, 2., 3.], [ 4., 5., 6., 7.], [ 8., 9., 10., 11.], [ 12., 13., 14., 15.]]) """, ] # skip local-file depending first example: examples = examples[1:] #ipython_directive.DEBUG = True # dbg #options = dict(suppress=True) # dbg options = dict() for example in examples: content = example.split('\n') IPythonDirective('debug', arguments=None, options=options, content=content, lineno=0, content_offset=None, block_text=None, state=None, state_machine=None, ) # Run test suite as a script if __name__=='__main__': if not os.path.isdir('_static'): os.mkdir('_static') test() print('All OK? Check figures in _static/')
bsd-3-clause
bhargav/scikit-learn
examples/text/hashing_vs_dict_vectorizer.py
93
3243
""" =========================================== FeatureHasher and DictVectorizer Comparison =========================================== Compares FeatureHasher and DictVectorizer by using both to vectorize text documents. The example demonstrates syntax and speed only; it doesn't actually do anything useful with the extracted vectors. See the example scripts {document_classification_20newsgroups,clustering}.py for actual learning on text documents. A discrepancy between the number of terms reported for DictVectorizer and for FeatureHasher is to be expected due to hash collisions. """ # Author: Lars Buitinck # License: BSD 3 clause from __future__ import print_function from collections import defaultdict import re import sys from time import time import numpy as np from sklearn.datasets import fetch_20newsgroups from sklearn.feature_extraction import DictVectorizer, FeatureHasher def n_nonzero_columns(X): """Returns the number of non-zero columns in a CSR matrix X.""" return len(np.unique(X.nonzero()[1])) def tokens(doc): """Extract tokens from doc. This uses a simple regex to break strings into tokens. For a more principled approach, see CountVectorizer or TfidfVectorizer. """ return (tok.lower() for tok in re.findall(r"\w+", doc)) def token_freqs(doc): """Extract a dict mapping tokens from doc to their frequencies.""" freq = defaultdict(int) for tok in tokens(doc): freq[tok] += 1 return freq categories = [ 'alt.atheism', 'comp.graphics', 'comp.sys.ibm.pc.hardware', 'misc.forsale', 'rec.autos', 'sci.space', 'talk.religion.misc', ] # Uncomment the following line to use a larger set (11k+ documents) #categories = None print(__doc__) print("Usage: %s [n_features_for_hashing]" % sys.argv[0]) print(" The default number of features is 2**18.") print() try: n_features = int(sys.argv[1]) except IndexError: n_features = 2 ** 18 except ValueError: print("not a valid number of features: %r" % sys.argv[1]) sys.exit(1) print("Loading 20 newsgroups training data") raw_data = fetch_20newsgroups(subset='train', categories=categories).data data_size_mb = sum(len(s.encode('utf-8')) for s in raw_data) / 1e6 print("%d documents - %0.3fMB" % (len(raw_data), data_size_mb)) print() print("DictVectorizer") t0 = time() vectorizer = DictVectorizer() vectorizer.fit_transform(token_freqs(d) for d in raw_data) duration = time() - t0 print("done in %fs at %0.3fMB/s" % (duration, data_size_mb / duration)) print("Found %d unique terms" % len(vectorizer.get_feature_names())) print() print("FeatureHasher on frequency dicts") t0 = time() hasher = FeatureHasher(n_features=n_features) X = hasher.transform(token_freqs(d) for d in raw_data) duration = time() - t0 print("done in %fs at %0.3fMB/s" % (duration, data_size_mb / duration)) print("Found %d unique terms" % n_nonzero_columns(X)) print() print("FeatureHasher on raw tokens") t0 = time() hasher = FeatureHasher(n_features=n_features, input_type="string") X = hasher.transform(tokens(d) for d in raw_data) duration = time() - t0 print("done in %fs at %0.3fMB/s" % (duration, data_size_mb / duration)) print("Found %d unique terms" % n_nonzero_columns(X))
bsd-3-clause
larsmans/numpy
numpy/lib/twodim_base.py
37
26758
""" Basic functions for manipulating 2d arrays """ from __future__ import division, absolute_import, print_function from numpy.core.numeric import ( asanyarray, arange, zeros, greater_equal, multiply, ones, asarray, where, int8, int16, int32, int64, empty, promote_types ) from numpy.core import iinfo __all__ = [ 'diag', 'diagflat', 'eye', 'fliplr', 'flipud', 'rot90', 'tri', 'triu', 'tril', 'vander', 'histogram2d', 'mask_indices', 'tril_indices', 'tril_indices_from', 'triu_indices', 'triu_indices_from', ] i1 = iinfo(int8) i2 = iinfo(int16) i4 = iinfo(int32) def _min_int(low, high): """ get small int that fits the range """ if high <= i1.max and low >= i1.min: return int8 if high <= i2.max and low >= i2.min: return int16 if high <= i4.max and low >= i4.min: return int32 return int64 def fliplr(m): """ Flip array in the left/right direction. Flip the entries in each row in the left/right direction. Columns are preserved, but appear in a different order than before. Parameters ---------- m : array_like Input array, must be at least 2-D. Returns ------- f : ndarray A view of `m` with the columns reversed. Since a view is returned, this operation is :math:`\\mathcal O(1)`. See Also -------- flipud : Flip array in the up/down direction. rot90 : Rotate array counterclockwise. Notes ----- Equivalent to A[:,::-1]. Requires the array to be at least 2-D. Examples -------- >>> A = np.diag([1.,2.,3.]) >>> A array([[ 1., 0., 0.], [ 0., 2., 0.], [ 0., 0., 3.]]) >>> np.fliplr(A) array([[ 0., 0., 1.], [ 0., 2., 0.], [ 3., 0., 0.]]) >>> A = np.random.randn(2,3,5) >>> np.all(np.fliplr(A)==A[:,::-1,...]) True """ m = asanyarray(m) if m.ndim < 2: raise ValueError("Input must be >= 2-d.") return m[:, ::-1] def flipud(m): """ Flip array in the up/down direction. Flip the entries in each column in the up/down direction. Rows are preserved, but appear in a different order than before. Parameters ---------- m : array_like Input array. Returns ------- out : array_like A view of `m` with the rows reversed. Since a view is returned, this operation is :math:`\\mathcal O(1)`. See Also -------- fliplr : Flip array in the left/right direction. rot90 : Rotate array counterclockwise. Notes ----- Equivalent to ``A[::-1,...]``. Does not require the array to be two-dimensional. Examples -------- >>> A = np.diag([1.0, 2, 3]) >>> A array([[ 1., 0., 0.], [ 0., 2., 0.], [ 0., 0., 3.]]) >>> np.flipud(A) array([[ 0., 0., 3.], [ 0., 2., 0.], [ 1., 0., 0.]]) >>> A = np.random.randn(2,3,5) >>> np.all(np.flipud(A)==A[::-1,...]) True >>> np.flipud([1,2]) array([2, 1]) """ m = asanyarray(m) if m.ndim < 1: raise ValueError("Input must be >= 1-d.") return m[::-1, ...] def rot90(m, k=1): """ Rotate an array by 90 degrees in the counter-clockwise direction. The first two dimensions are rotated; therefore, the array must be at least 2-D. Parameters ---------- m : array_like Array of two or more dimensions. k : integer Number of times the array is rotated by 90 degrees. Returns ------- y : ndarray Rotated array. See Also -------- fliplr : Flip an array horizontally. flipud : Flip an array vertically. Examples -------- >>> m = np.array([[1,2],[3,4]], int) >>> m array([[1, 2], [3, 4]]) >>> np.rot90(m) array([[2, 4], [1, 3]]) >>> np.rot90(m, 2) array([[4, 3], [2, 1]]) """ m = asanyarray(m) if m.ndim < 2: raise ValueError("Input must >= 2-d.") k = k % 4 if k == 0: return m elif k == 1: return fliplr(m).swapaxes(0, 1) elif k == 2: return fliplr(flipud(m)) else: # k == 3 return fliplr(m.swapaxes(0, 1)) def eye(N, M=None, k=0, dtype=float): """ Return a 2-D array with ones on the diagonal and zeros elsewhere. Parameters ---------- N : int Number of rows in the output. M : int, optional Number of columns in the output. If None, defaults to `N`. k : int, optional Index of the diagonal: 0 (the default) refers to the main diagonal, a positive value refers to an upper diagonal, and a negative value to a lower diagonal. dtype : data-type, optional Data-type of the returned array. Returns ------- I : ndarray of shape (N,M) An array where all elements are equal to zero, except for the `k`-th diagonal, whose values are equal to one. See Also -------- identity : (almost) equivalent function diag : diagonal 2-D array from a 1-D array specified by the user. Examples -------- >>> np.eye(2, dtype=int) array([[1, 0], [0, 1]]) >>> np.eye(3, k=1) array([[ 0., 1., 0.], [ 0., 0., 1.], [ 0., 0., 0.]]) """ if M is None: M = N m = zeros((N, M), dtype=dtype) if k >= M: return m if k >= 0: i = k else: i = (-k) * M m[:M-k].flat[i::M+1] = 1 return m def diag(v, k=0): """ Extract a diagonal or construct a diagonal array. See the more detailed documentation for ``numpy.diagonal`` if you use this function to extract a diagonal and wish to write to the resulting array; whether it returns a copy or a view depends on what version of numpy you are using. Parameters ---------- v : array_like If `v` is a 2-D array, return a copy of its `k`-th diagonal. If `v` is a 1-D array, return a 2-D array with `v` on the `k`-th diagonal. k : int, optional Diagonal in question. The default is 0. Use `k>0` for diagonals above the main diagonal, and `k<0` for diagonals below the main diagonal. Returns ------- out : ndarray The extracted diagonal or constructed diagonal array. See Also -------- diagonal : Return specified diagonals. diagflat : Create a 2-D array with the flattened input as a diagonal. trace : Sum along diagonals. triu : Upper triangle of an array. tril : Lower triangle of an array. Examples -------- >>> x = np.arange(9).reshape((3,3)) >>> x array([[0, 1, 2], [3, 4, 5], [6, 7, 8]]) >>> np.diag(x) array([0, 4, 8]) >>> np.diag(x, k=1) array([1, 5]) >>> np.diag(x, k=-1) array([3, 7]) >>> np.diag(np.diag(x)) array([[0, 0, 0], [0, 4, 0], [0, 0, 8]]) """ v = asarray(v) s = v.shape if len(s) == 1: n = s[0]+abs(k) res = zeros((n, n), v.dtype) if k >= 0: i = k else: i = (-k) * n res[:n-k].flat[i::n+1] = v return res elif len(s) == 2: return v.diagonal(k) else: raise ValueError("Input must be 1- or 2-d.") def diagflat(v, k=0): """ Create a two-dimensional array with the flattened input as a diagonal. Parameters ---------- v : array_like Input data, which is flattened and set as the `k`-th diagonal of the output. k : int, optional Diagonal to set; 0, the default, corresponds to the "main" diagonal, a positive (negative) `k` giving the number of the diagonal above (below) the main. Returns ------- out : ndarray The 2-D output array. See Also -------- diag : MATLAB work-alike for 1-D and 2-D arrays. diagonal : Return specified diagonals. trace : Sum along diagonals. Examples -------- >>> np.diagflat([[1,2], [3,4]]) array([[1, 0, 0, 0], [0, 2, 0, 0], [0, 0, 3, 0], [0, 0, 0, 4]]) >>> np.diagflat([1,2], 1) array([[0, 1, 0], [0, 0, 2], [0, 0, 0]]) """ try: wrap = v.__array_wrap__ except AttributeError: wrap = None v = asarray(v).ravel() s = len(v) n = s + abs(k) res = zeros((n, n), v.dtype) if (k >= 0): i = arange(0, n-k) fi = i+k+i*n else: i = arange(0, n+k) fi = i+(i-k)*n res.flat[fi] = v if not wrap: return res return wrap(res) def tri(N, M=None, k=0, dtype=float): """ An array with ones at and below the given diagonal and zeros elsewhere. Parameters ---------- N : int Number of rows in the array. M : int, optional Number of columns in the array. By default, `M` is taken equal to `N`. k : int, optional The sub-diagonal at and below which the array is filled. `k` = 0 is the main diagonal, while `k` < 0 is below it, and `k` > 0 is above. The default is 0. dtype : dtype, optional Data type of the returned array. The default is float. Returns ------- tri : ndarray of shape (N, M) Array with its lower triangle filled with ones and zero elsewhere; in other words ``T[i,j] == 1`` for ``i <= j + k``, 0 otherwise. Examples -------- >>> np.tri(3, 5, 2, dtype=int) array([[1, 1, 1, 0, 0], [1, 1, 1, 1, 0], [1, 1, 1, 1, 1]]) >>> np.tri(3, 5, -1) array([[ 0., 0., 0., 0., 0.], [ 1., 0., 0., 0., 0.], [ 1., 1., 0., 0., 0.]]) """ if M is None: M = N m = greater_equal.outer(arange(N, dtype=_min_int(0, N)), arange(-k, M-k, dtype=_min_int(-k, M - k))) # Avoid making a copy if the requested type is already bool m = m.astype(dtype, copy=False) return m def tril(m, k=0): """ Lower triangle of an array. Return a copy of an array with elements above the `k`-th diagonal zeroed. Parameters ---------- m : array_like, shape (M, N) Input array. k : int, optional Diagonal above which to zero elements. `k = 0` (the default) is the main diagonal, `k < 0` is below it and `k > 0` is above. Returns ------- tril : ndarray, shape (M, N) Lower triangle of `m`, of same shape and data-type as `m`. See Also -------- triu : same thing, only for the upper triangle Examples -------- >>> np.tril([[1,2,3],[4,5,6],[7,8,9],[10,11,12]], -1) array([[ 0, 0, 0], [ 4, 0, 0], [ 7, 8, 0], [10, 11, 12]]) """ m = asanyarray(m) mask = tri(*m.shape[-2:], k=k, dtype=bool) return where(mask, m, zeros(1, m.dtype)) def triu(m, k=0): """ Upper triangle of an array. Return a copy of a matrix with the elements below the `k`-th diagonal zeroed. Please refer to the documentation for `tril` for further details. See Also -------- tril : lower triangle of an array Examples -------- >>> np.triu([[1,2,3],[4,5,6],[7,8,9],[10,11,12]], -1) array([[ 1, 2, 3], [ 4, 5, 6], [ 0, 8, 9], [ 0, 0, 12]]) """ m = asanyarray(m) mask = tri(*m.shape[-2:], k=k-1, dtype=bool) return where(mask, zeros(1, m.dtype), m) # Originally borrowed from John Hunter and matplotlib def vander(x, N=None, increasing=False): """ Generate a Vandermonde matrix. The columns of the output matrix are powers of the input vector. The order of the powers is determined by the `increasing` boolean argument. Specifically, when `increasing` is False, the `i`-th output column is the input vector raised element-wise to the power of ``N - i - 1``. Such a matrix with a geometric progression in each row is named for Alexandre- Theophile Vandermonde. Parameters ---------- x : array_like 1-D input array. N : int, optional Number of columns in the output. If `N` is not specified, a square array is returned (``N = len(x)``). increasing : bool, optional Order of the powers of the columns. If True, the powers increase from left to right, if False (the default) they are reversed. .. versionadded:: 1.9.0 Returns ------- out : ndarray Vandermonde matrix. If `increasing` is False, the first column is ``x^(N-1)``, the second ``x^(N-2)`` and so forth. If `increasing` is True, the columns are ``x^0, x^1, ..., x^(N-1)``. See Also -------- polynomial.polynomial.polyvander Examples -------- >>> x = np.array([1, 2, 3, 5]) >>> N = 3 >>> np.vander(x, N) array([[ 1, 1, 1], [ 4, 2, 1], [ 9, 3, 1], [25, 5, 1]]) >>> np.column_stack([x**(N-1-i) for i in range(N)]) array([[ 1, 1, 1], [ 4, 2, 1], [ 9, 3, 1], [25, 5, 1]]) >>> x = np.array([1, 2, 3, 5]) >>> np.vander(x) array([[ 1, 1, 1, 1], [ 8, 4, 2, 1], [ 27, 9, 3, 1], [125, 25, 5, 1]]) >>> np.vander(x, increasing=True) array([[ 1, 1, 1, 1], [ 1, 2, 4, 8], [ 1, 3, 9, 27], [ 1, 5, 25, 125]]) The determinant of a square Vandermonde matrix is the product of the differences between the values of the input vector: >>> np.linalg.det(np.vander(x)) 48.000000000000043 >>> (5-3)*(5-2)*(5-1)*(3-2)*(3-1)*(2-1) 48 """ x = asarray(x) if x.ndim != 1: raise ValueError("x must be a one-dimensional array or sequence.") if N is None: N = len(x) v = empty((len(x), N), dtype=promote_types(x.dtype, int)) tmp = v[:, ::-1] if not increasing else v if N > 0: tmp[:, 0] = 1 if N > 1: tmp[:, 1:] = x[:, None] multiply.accumulate(tmp[:, 1:], out=tmp[:, 1:], axis=1) return v def histogram2d(x, y, bins=10, range=None, normed=False, weights=None): """ Compute the bi-dimensional histogram of two data samples. Parameters ---------- x : array_like, shape (N,) An array containing the x coordinates of the points to be histogrammed. y : array_like, shape (N,) An array containing the y coordinates of the points to be histogrammed. bins : int or [int, int] or array_like or [array, array], optional The bin specification: * If int, the number of bins for the two dimensions (nx=ny=bins). * If [int, int], the number of bins in each dimension (nx, ny = bins). * If array_like, the bin edges for the two dimensions (x_edges=y_edges=bins). * If [array, array], the bin edges in each dimension (x_edges, y_edges = bins). range : array_like, shape(2,2), optional The leftmost and rightmost edges of the bins along each dimension (if not specified explicitly in the `bins` parameters): ``[[xmin, xmax], [ymin, ymax]]``. All values outside of this range will be considered outliers and not tallied in the histogram. normed : bool, optional If False, returns the number of samples in each bin. If True, returns the bin density ``bin_count / sample_count / bin_area``. weights : array_like, shape(N,), optional An array of values ``w_i`` weighing each sample ``(x_i, y_i)``. Weights are normalized to 1 if `normed` is True. If `normed` is False, the values of the returned histogram are equal to the sum of the weights belonging to the samples falling into each bin. Returns ------- H : ndarray, shape(nx, ny) The bi-dimensional histogram of samples `x` and `y`. Values in `x` are histogrammed along the first dimension and values in `y` are histogrammed along the second dimension. xedges : ndarray, shape(nx,) The bin edges along the first dimension. yedges : ndarray, shape(ny,) The bin edges along the second dimension. See Also -------- histogram : 1D histogram histogramdd : Multidimensional histogram Notes ----- When `normed` is True, then the returned histogram is the sample density, defined such that the sum over bins of the product ``bin_value * bin_area`` is 1. Please note that the histogram does not follow the Cartesian convention where `x` values are on the abscissa and `y` values on the ordinate axis. Rather, `x` is histogrammed along the first dimension of the array (vertical), and `y` along the second dimension of the array (horizontal). This ensures compatibility with `histogramdd`. Examples -------- >>> import matplotlib as mpl >>> import matplotlib.pyplot as plt Construct a 2D-histogram with variable bin width. First define the bin edges: >>> xedges = [0, 1, 1.5, 3, 5] >>> yedges = [0, 2, 3, 4, 6] Next we create a histogram H with random bin content: >>> x = np.random.normal(3, 1, 100) >>> y = np.random.normal(1, 1, 100) >>> H, xedges, yedges = np.histogram2d(y, x, bins=(xedges, yedges)) Or we fill the histogram H with a determined bin content: >>> H = np.ones((4, 4)).cumsum().reshape(4, 4) >>> print H[::-1] # This shows the bin content in the order as plotted [[ 13. 14. 15. 16.] [ 9. 10. 11. 12.] [ 5. 6. 7. 8.] [ 1. 2. 3. 4.]] Imshow can only do an equidistant representation of bins: >>> fig = plt.figure(figsize=(7, 3)) >>> ax = fig.add_subplot(131) >>> ax.set_title('imshow: equidistant') >>> im = plt.imshow(H, interpolation='nearest', origin='low', extent=[xedges[0], xedges[-1], yedges[0], yedges[-1]]) pcolormesh can display exact bin edges: >>> ax = fig.add_subplot(132) >>> ax.set_title('pcolormesh: exact bin edges') >>> X, Y = np.meshgrid(xedges, yedges) >>> ax.pcolormesh(X, Y, H) >>> ax.set_aspect('equal') NonUniformImage displays exact bin edges with interpolation: >>> ax = fig.add_subplot(133) >>> ax.set_title('NonUniformImage: interpolated') >>> im = mpl.image.NonUniformImage(ax, interpolation='bilinear') >>> xcenters = xedges[:-1] + 0.5 * (xedges[1:] - xedges[:-1]) >>> ycenters = yedges[:-1] + 0.5 * (yedges[1:] - yedges[:-1]) >>> im.set_data(xcenters, ycenters, H) >>> ax.images.append(im) >>> ax.set_xlim(xedges[0], xedges[-1]) >>> ax.set_ylim(yedges[0], yedges[-1]) >>> ax.set_aspect('equal') >>> plt.show() """ from numpy import histogramdd try: N = len(bins) except TypeError: N = 1 if N != 1 and N != 2: xedges = yedges = asarray(bins, float) bins = [xedges, yedges] hist, edges = histogramdd([x, y], bins, range, normed, weights) return hist, edges[0], edges[1] def mask_indices(n, mask_func, k=0): """ Return the indices to access (n, n) arrays, given a masking function. Assume `mask_func` is a function that, for a square array a of size ``(n, n)`` with a possible offset argument `k`, when called as ``mask_func(a, k)`` returns a new array with zeros in certain locations (functions like `triu` or `tril` do precisely this). Then this function returns the indices where the non-zero values would be located. Parameters ---------- n : int The returned indices will be valid to access arrays of shape (n, n). mask_func : callable A function whose call signature is similar to that of `triu`, `tril`. That is, ``mask_func(x, k)`` returns a boolean array, shaped like `x`. `k` is an optional argument to the function. k : scalar An optional argument which is passed through to `mask_func`. Functions like `triu`, `tril` take a second argument that is interpreted as an offset. Returns ------- indices : tuple of arrays. The `n` arrays of indices corresponding to the locations where ``mask_func(np.ones((n, n)), k)`` is True. See Also -------- triu, tril, triu_indices, tril_indices Notes ----- .. versionadded:: 1.4.0 Examples -------- These are the indices that would allow you to access the upper triangular part of any 3x3 array: >>> iu = np.mask_indices(3, np.triu) For example, if `a` is a 3x3 array: >>> a = np.arange(9).reshape(3, 3) >>> a array([[0, 1, 2], [3, 4, 5], [6, 7, 8]]) >>> a[iu] array([0, 1, 2, 4, 5, 8]) An offset can be passed also to the masking function. This gets us the indices starting on the first diagonal right of the main one: >>> iu1 = np.mask_indices(3, np.triu, 1) with which we now extract only three elements: >>> a[iu1] array([1, 2, 5]) """ m = ones((n, n), int) a = mask_func(m, k) return where(a != 0) def tril_indices(n, k=0, m=None): """ Return the indices for the lower-triangle of an (n, m) array. Parameters ---------- n : int The row dimension of the arrays for which the returned indices will be valid. k : int, optional Diagonal offset (see `tril` for details). m : int, optional .. versionadded:: 1.9.0 The column dimension of the arrays for which the returned arrays will be valid. By default `m` is taken equal to `n`. Returns ------- inds : tuple of arrays The indices for the triangle. The returned tuple contains two arrays, each with the indices along one dimension of the array. See also -------- triu_indices : similar function, for upper-triangular. mask_indices : generic function accepting an arbitrary mask function. tril, triu Notes ----- .. versionadded:: 1.4.0 Examples -------- Compute two different sets of indices to access 4x4 arrays, one for the lower triangular part starting at the main diagonal, and one starting two diagonals further right: >>> il1 = np.tril_indices(4) >>> il2 = np.tril_indices(4, 2) Here is how they can be used with a sample array: >>> a = np.arange(16).reshape(4, 4) >>> a array([[ 0, 1, 2, 3], [ 4, 5, 6, 7], [ 8, 9, 10, 11], [12, 13, 14, 15]]) Both for indexing: >>> a[il1] array([ 0, 4, 5, 8, 9, 10, 12, 13, 14, 15]) And for assigning values: >>> a[il1] = -1 >>> a array([[-1, 1, 2, 3], [-1, -1, 6, 7], [-1, -1, -1, 11], [-1, -1, -1, -1]]) These cover almost the whole array (two diagonals right of the main one): >>> a[il2] = -10 >>> a array([[-10, -10, -10, 3], [-10, -10, -10, -10], [-10, -10, -10, -10], [-10, -10, -10, -10]]) """ return where(tri(n, m, k=k, dtype=bool)) def tril_indices_from(arr, k=0): """ Return the indices for the lower-triangle of arr. See `tril_indices` for full details. Parameters ---------- arr : array_like The indices will be valid for square arrays whose dimensions are the same as arr. k : int, optional Diagonal offset (see `tril` for details). See Also -------- tril_indices, tril Notes ----- .. versionadded:: 1.4.0 """ if arr.ndim != 2: raise ValueError("input array must be 2-d") return tril_indices(arr.shape[-2], k=k, m=arr.shape[-1]) def triu_indices(n, k=0, m=None): """ Return the indices for the upper-triangle of an (n, m) array. Parameters ---------- n : int The size of the arrays for which the returned indices will be valid. k : int, optional Diagonal offset (see `triu` for details). m : int, optional .. versionadded:: 1.9.0 The column dimension of the arrays for which the returned arrays will be valid. By default `m` is taken equal to `n`. Returns ------- inds : tuple, shape(2) of ndarrays, shape(`n`) The indices for the triangle. The returned tuple contains two arrays, each with the indices along one dimension of the array. Can be used to slice a ndarray of shape(`n`, `n`). See also -------- tril_indices : similar function, for lower-triangular. mask_indices : generic function accepting an arbitrary mask function. triu, tril Notes ----- .. versionadded:: 1.4.0 Examples -------- Compute two different sets of indices to access 4x4 arrays, one for the upper triangular part starting at the main diagonal, and one starting two diagonals further right: >>> iu1 = np.triu_indices(4) >>> iu2 = np.triu_indices(4, 2) Here is how they can be used with a sample array: >>> a = np.arange(16).reshape(4, 4) >>> a array([[ 0, 1, 2, 3], [ 4, 5, 6, 7], [ 8, 9, 10, 11], [12, 13, 14, 15]]) Both for indexing: >>> a[iu1] array([ 0, 1, 2, 3, 5, 6, 7, 10, 11, 15]) And for assigning values: >>> a[iu1] = -1 >>> a array([[-1, -1, -1, -1], [ 4, -1, -1, -1], [ 8, 9, -1, -1], [12, 13, 14, -1]]) These cover only a small part of the whole array (two diagonals right of the main one): >>> a[iu2] = -10 >>> a array([[ -1, -1, -10, -10], [ 4, -1, -1, -10], [ 8, 9, -1, -1], [ 12, 13, 14, -1]]) """ return where(~tri(n, m, k=k-1, dtype=bool)) def triu_indices_from(arr, k=0): """ Return the indices for the upper-triangle of arr. See `triu_indices` for full details. Parameters ---------- arr : ndarray, shape(N, N) The indices will be valid for square arrays. k : int, optional Diagonal offset (see `triu` for details). Returns ------- triu_indices_from : tuple, shape(2) of ndarray, shape(N) Indices for the upper-triangle of `arr`. See Also -------- triu_indices, triu Notes ----- .. versionadded:: 1.4.0 """ if arr.ndim != 2: raise ValueError("input array must be 2-d") return triu_indices(arr.shape[-2], k=k, m=arr.shape[-1])
bsd-3-clause
jeffkinnison/awe-wq
awe/voronoi.py
2
3930
#!/usr/bin/env python # ----------------------------------------------------------------------------- # Voronoi diagram from a list of points # Copyright (C) 2011 Nicolas P. Rougier # # Distributed under the terms of the BSD License. # ----------------------------------------------------------------------------- import numpy as np import matplotlib import matplotlib.pyplot as plt from matplotlib.patches import Polygon from matplotlib.collections import PatchCollection def circumcircle(P1, P2, P3): ''' Return center of the circle containing P1, P2 and P3 If P1, P2 and P3 are colinear, return None Adapted from: http://local.wasp.uwa.edu.au/~pbourke/geometry/circlefrom3/Circle.cpp ''' delta_a = P2 - P1 delta_b = P3 - P2 if np.abs(delta_a[0]) <= 0.000000001 and np.abs(delta_b[1]) <= 0.000000001: center_x = 0.5*(P2[0] + P3[0]) center_y = 0.5*(P1[1] + P2[1]) else: aSlope = delta_a[1]/delta_a[0] bSlope = delta_b[1]/delta_b[0] if np.abs(aSlope-bSlope) <= 0.000000001: return None center_x= (aSlope*bSlope*(P1[1] - P3[1]) + bSlope*(P1[0] + P2 [0]) \ - aSlope*(P2[0]+P3[0]))/(2.*(bSlope-aSlope)) center_y = -(center_x - (P1[0]+P2[0])/2.)/aSlope + (P1[1]+P2[1])/2. return center_x, center_y def voronoi(X,Y): ''' Return line segments describing the voronoi diagram of X and Y ''' P = np.zeros((X.size+4,2)) P[:X.size,0], P[:Y.size,1] = X, Y # We add four points at (pseudo) "infinity" m = max(np.abs(X).max(), np.abs(Y).max())*1e5 P[X.size:,0] = -m, -m, +m, +m P[Y.size:,1] = -m, +m, -m, +m D = matplotlib.tri.Triangulation(P[:,0],P[:,1]) T = D.triangles #axes = plt.subplot(1,1,1) #plt.scatter(X,Y, s=5) #patches = [] #for i,triang in enumerate(T): # polygon = Polygon(np.array([P[triang[0]],P[triang[1]],P[triang[2]]])) # patches.append(polygon) #colors = 100*np.random.rand(len(patches)) #p = PatchCollection(patches, cmap=matplotlib.cm.jet, alpha=0.4) #p.set_array(np.array(colors)) #axes.add_collection(p) #plt.colorbar(p) ##lines = matplotlib.collections.LineCollection(segments, color='0.75') ##axes.add_collection(lines) #plt.axis([0,1,0,1]) #plt.show() #plt.savefig('test0.png') n = T.shape[0] C = np.zeros((n,2)) for i in range(n): C[i] = circumcircle(P[T[i,0]],P[T[i,1]],P[T[i,2]]) X,Y = C[:,0], C[:,1] #segments = [] #for i in range(n): # for k in D.neighbors[i]: # if k != -1: # segments.append([(X[i],Y[i]), (X[k],Y[k])]) cells = [[] for i in range(np.max(T)+1)] for i,triang in enumerate(T): cells[triang[0]].append([X[i],Y[i]]) cells[triang[1]].append([X[i],Y[i]]) cells[triang[2]].append([X[i],Y[i]]) for i,cell in enumerate(cells): angle = [] for coord in cell: angle.append(np.arctan2((coord[1]-P[i,1]),(coord[0]-P[i,0]))) id = np.argsort(-np.array(angle)) cells[i] = np.array([cell[j] for j in id]) return cells # ----------------------------------------------------------------------------- if __name__ == '__main__': P = np.random.random((2,256)) X,Y = P[0],P[1] fig = plt.figure(figsize=(10,10)) axes = plt.subplot(1,1,1) plt.scatter(X,Y, s=5) #segments = voronoi(X,Y) cells = voronoi(X,Y) patches = [] for cell in cells: polygon = Polygon(cell,True) patches.append(polygon) #plt.scatter(cell[:,0],cell[:,1]) colors = 100*np.random.rand(len(patches)) print colors p = PatchCollection(patches, cmap=matplotlib.cm.jet, alpha=0.4) p.set_array(np.array(colors)) axes.add_collection(p) plt.colorbar(p) #lines = matplotlib.collections.LineCollection(segments, color='0.75') #axes.add_collection(lines) plt.axis([0,1,0,1]) plt.show() plt.savefig('test.png')
gpl-2.0
yufengg/tensorflow
tensorflow/contrib/learn/python/learn/learn_io/pandas_io.py
92
4535
# 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. # ============================================================================== """Methods to allow pandas.DataFrame.""" from __future__ import absolute_import from __future__ import division from __future__ import print_function from tensorflow.python.estimator.inputs.pandas_io import pandas_input_fn as core_pandas_input_fn try: # pylint: disable=g-import-not-at-top import pandas as pd HAS_PANDAS = True except IOError: # Pandas writes a temporary file during import. If it fails, don't use pandas. HAS_PANDAS = False except ImportError: HAS_PANDAS = False PANDAS_DTYPES = { 'int8': 'int', 'int16': 'int', 'int32': 'int', 'int64': 'int', 'uint8': 'int', 'uint16': 'int', 'uint32': 'int', 'uint64': 'int', 'float16': 'float', 'float32': 'float', 'float64': 'float', 'bool': 'i' } def pandas_input_fn(x, y=None, batch_size=128, num_epochs=1, shuffle=True, queue_capacity=1000, num_threads=1, target_column='target'): """This input_fn diffs from the core version with default `shuffle`.""" return core_pandas_input_fn(x=x, y=y, batch_size=batch_size, shuffle=shuffle, num_epochs=num_epochs, queue_capacity=queue_capacity, num_threads=num_threads, target_column=target_column) def extract_pandas_data(data): """Extract data from pandas.DataFrame for predictors. Given a DataFrame, will extract the values and cast them to float. The DataFrame is expected to contain values of type int, float or bool. Args: data: `pandas.DataFrame` containing the data to be extracted. Returns: A numpy `ndarray` of the DataFrame's values as floats. Raises: ValueError: if data contains types other than int, float or bool. """ if not isinstance(data, pd.DataFrame): return data bad_data = [column for column in data if data[column].dtype.name not in PANDAS_DTYPES] if not bad_data: return data.values.astype('float') else: error_report = [("'" + str(column) + "' type='" + data[column].dtype.name + "'") for column in bad_data] raise ValueError('Data types for extracting pandas data must be int, ' 'float, or bool. Found: ' + ', '.join(error_report)) def extract_pandas_matrix(data): """Extracts numpy matrix from pandas DataFrame. Args: data: `pandas.DataFrame` containing the data to be extracted. Returns: A numpy `ndarray` of the DataFrame's values. """ if not isinstance(data, pd.DataFrame): return data return data.as_matrix() def extract_pandas_labels(labels): """Extract data from pandas.DataFrame for labels. Args: labels: `pandas.DataFrame` or `pandas.Series` containing one column of labels to be extracted. Returns: A numpy `ndarray` of labels from the DataFrame. Raises: ValueError: if more than one column is found or type is not int, float or bool. """ if isinstance(labels, pd.DataFrame): # pandas.Series also belongs to DataFrame if len(labels.columns) > 1: raise ValueError('Only one column for labels is allowed.') bad_data = [column for column in labels if labels[column].dtype.name not in PANDAS_DTYPES] if not bad_data: return labels.values else: error_report = ["'" + str(column) + "' type=" + str(labels[column].dtype.name) for column in bad_data] raise ValueError('Data types for extracting labels must be int, ' 'float, or bool. Found: ' + ', '.join(error_report)) else: return labels
apache-2.0
BeiLuoShiMen/nupic
external/linux32/lib/python2.6/site-packages/matplotlib/backends/backend_cairo.py
69
16706
""" A Cairo backend for matplotlib Author: Steve Chaplin Cairo is a vector graphics library with cross-device output support. Features of Cairo: * anti-aliasing * alpha channel * saves image files as PNG, PostScript, PDF http://cairographics.org Requires (in order, all available from Cairo website): cairo, pycairo Naming Conventions * classes MixedUpperCase * varables lowerUpper * functions underscore_separated """ from __future__ import division import os, sys, warnings, gzip import numpy as npy def _fn_name(): return sys._getframe(1).f_code.co_name try: import cairo except ImportError: raise ImportError("Cairo backend requires that pycairo is installed.") _version_required = (1,2,0) if cairo.version_info < _version_required: raise ImportError ("Pycairo %d.%d.%d is installed\n" "Pycairo %d.%d.%d or later is required" % (cairo.version_info + _version_required)) backend_version = cairo.version del _version_required from matplotlib.backend_bases import RendererBase, GraphicsContextBase,\ FigureManagerBase, FigureCanvasBase from matplotlib.cbook import is_string_like from matplotlib.figure import Figure from matplotlib.mathtext import MathTextParser from matplotlib.path import Path from matplotlib.transforms import Bbox, Affine2D from matplotlib.font_manager import ttfFontProperty from matplotlib import rcParams _debug = False #_debug = True # Image::color_conv(format) for draw_image() if sys.byteorder == 'little': BYTE_FORMAT = 0 # BGRA else: BYTE_FORMAT = 1 # ARGB class RendererCairo(RendererBase): fontweights = { 100 : cairo.FONT_WEIGHT_NORMAL, 200 : cairo.FONT_WEIGHT_NORMAL, 300 : cairo.FONT_WEIGHT_NORMAL, 400 : cairo.FONT_WEIGHT_NORMAL, 500 : cairo.FONT_WEIGHT_NORMAL, 600 : cairo.FONT_WEIGHT_BOLD, 700 : cairo.FONT_WEIGHT_BOLD, 800 : cairo.FONT_WEIGHT_BOLD, 900 : cairo.FONT_WEIGHT_BOLD, 'ultralight' : cairo.FONT_WEIGHT_NORMAL, 'light' : cairo.FONT_WEIGHT_NORMAL, 'normal' : cairo.FONT_WEIGHT_NORMAL, 'medium' : cairo.FONT_WEIGHT_NORMAL, 'semibold' : cairo.FONT_WEIGHT_BOLD, 'bold' : cairo.FONT_WEIGHT_BOLD, 'heavy' : cairo.FONT_WEIGHT_BOLD, 'ultrabold' : cairo.FONT_WEIGHT_BOLD, 'black' : cairo.FONT_WEIGHT_BOLD, } fontangles = { 'italic' : cairo.FONT_SLANT_ITALIC, 'normal' : cairo.FONT_SLANT_NORMAL, 'oblique' : cairo.FONT_SLANT_OBLIQUE, } def __init__(self, dpi): """ """ if _debug: print '%s.%s()' % (self.__class__.__name__, _fn_name()) self.dpi = dpi self.text_ctx = cairo.Context ( cairo.ImageSurface (cairo.FORMAT_ARGB32,1,1)) self.mathtext_parser = MathTextParser('Cairo') def set_ctx_from_surface (self, surface): self.ctx = cairo.Context (surface) self.ctx.save() # restore, save - when call new_gc() def set_width_height(self, width, height): self.width = width self.height = height self.matrix_flipy = cairo.Matrix (yy=-1, y0=self.height) # use matrix_flipy for ALL rendering? # - problem with text? - will need to switch matrix_flipy off, or do a # font transform? def _fill_and_stroke (self, ctx, fill_c, alpha): if fill_c is not None: ctx.save() if len(fill_c) == 3: ctx.set_source_rgba (fill_c[0], fill_c[1], fill_c[2], alpha) else: ctx.set_source_rgba (fill_c[0], fill_c[1], fill_c[2], alpha*fill_c[3]) ctx.fill_preserve() ctx.restore() ctx.stroke() #@staticmethod def convert_path(ctx, tpath): for points, code in tpath.iter_segments(): if code == Path.MOVETO: ctx.move_to(*points) elif code == Path.LINETO: ctx.line_to(*points) elif code == Path.CURVE3: ctx.curve_to(points[0], points[1], points[0], points[1], points[2], points[3]) elif code == Path.CURVE4: ctx.curve_to(*points) elif code == Path.CLOSEPOLY: ctx.close_path() convert_path = staticmethod(convert_path) def draw_path(self, gc, path, transform, rgbFace=None): if len(path.vertices) > 18980: raise ValueError("The Cairo backend can not draw paths longer than 18980 points.") ctx = gc.ctx transform = transform + \ Affine2D().scale(1.0, -1.0).translate(0, self.height) tpath = transform.transform_path(path) ctx.new_path() self.convert_path(ctx, tpath) self._fill_and_stroke(ctx, rgbFace, gc.get_alpha()) def draw_image(self, x, y, im, bbox, clippath=None, clippath_trans=None): # bbox - not currently used if _debug: print '%s.%s()' % (self.__class__.__name__, _fn_name()) im.flipud_out() rows, cols, buf = im.color_conv (BYTE_FORMAT) surface = cairo.ImageSurface.create_for_data ( buf, cairo.FORMAT_ARGB32, cols, rows, cols*4) # function does not pass a 'gc' so use renderer.ctx ctx = self.ctx y = self.height - y - rows ctx.set_source_surface (surface, x, y) ctx.paint() im.flipud_out() def draw_text(self, gc, x, y, s, prop, angle, ismath=False): # Note: x,y are device/display coords, not user-coords, unlike other # draw_* methods if _debug: print '%s.%s()' % (self.__class__.__name__, _fn_name()) if ismath: self._draw_mathtext(gc, x, y, s, prop, angle) else: ctx = gc.ctx ctx.new_path() ctx.move_to (x, y) ctx.select_font_face (prop.get_name(), self.fontangles [prop.get_style()], self.fontweights[prop.get_weight()]) size = prop.get_size_in_points() * self.dpi / 72.0 ctx.save() if angle: ctx.rotate (-angle * npy.pi / 180) ctx.set_font_size (size) ctx.show_text (s.encode("utf-8")) ctx.restore() def _draw_mathtext(self, gc, x, y, s, prop, angle): if _debug: print '%s.%s()' % (self.__class__.__name__, _fn_name()) ctx = gc.ctx width, height, descent, glyphs, rects = self.mathtext_parser.parse( s, self.dpi, prop) ctx.save() ctx.translate(x, y) if angle: ctx.rotate (-angle * npy.pi / 180) for font, fontsize, s, ox, oy in glyphs: ctx.new_path() ctx.move_to(ox, oy) fontProp = ttfFontProperty(font) ctx.save() ctx.select_font_face (fontProp.name, self.fontangles [fontProp.style], self.fontweights[fontProp.weight]) size = fontsize * self.dpi / 72.0 ctx.set_font_size(size) ctx.show_text(s.encode("utf-8")) ctx.restore() for ox, oy, w, h in rects: ctx.new_path() ctx.rectangle (ox, oy, w, h) ctx.set_source_rgb (0, 0, 0) ctx.fill_preserve() ctx.restore() def flipy(self): if _debug: print '%s.%s()' % (self.__class__.__name__, _fn_name()) return True #return False # tried - all draw objects ok except text (and images?) # which comes out mirrored! def get_canvas_width_height(self): if _debug: print '%s.%s()' % (self.__class__.__name__, _fn_name()) return self.width, self.height def get_text_width_height_descent(self, s, prop, ismath): if _debug: print '%s.%s()' % (self.__class__.__name__, _fn_name()) if ismath: width, height, descent, fonts, used_characters = self.mathtext_parser.parse( s, self.dpi, prop) return width, height, descent ctx = self.text_ctx ctx.save() ctx.select_font_face (prop.get_name(), self.fontangles [prop.get_style()], self.fontweights[prop.get_weight()]) # Cairo (says it) uses 1/96 inch user space units, ref: cairo_gstate.c # but if /96.0 is used the font is too small size = prop.get_size_in_points() * self.dpi / 72.0 # problem - scale remembers last setting and font can become # enormous causing program to crash # save/restore prevents the problem ctx.set_font_size (size) y_bearing, w, h = ctx.text_extents (s)[1:4] ctx.restore() return w, h, h + y_bearing def new_gc(self): if _debug: print '%s.%s()' % (self.__class__.__name__, _fn_name()) self.ctx.restore() # matches save() in set_ctx_from_surface() self.ctx.save() return GraphicsContextCairo (renderer=self) def points_to_pixels(self, points): if _debug: print '%s.%s()' % (self.__class__.__name__, _fn_name()) return points/72.0 * self.dpi class GraphicsContextCairo(GraphicsContextBase): _joind = { 'bevel' : cairo.LINE_JOIN_BEVEL, 'miter' : cairo.LINE_JOIN_MITER, 'round' : cairo.LINE_JOIN_ROUND, } _capd = { 'butt' : cairo.LINE_CAP_BUTT, 'projecting' : cairo.LINE_CAP_SQUARE, 'round' : cairo.LINE_CAP_ROUND, } def __init__(self, renderer): GraphicsContextBase.__init__(self) self.renderer = renderer self.ctx = renderer.ctx def set_alpha(self, alpha): self._alpha = alpha rgb = self._rgb self.ctx.set_source_rgba (rgb[0], rgb[1], rgb[2], alpha) #def set_antialiased(self, b): # enable/disable anti-aliasing is not (yet) supported by Cairo def set_capstyle(self, cs): if cs in ('butt', 'round', 'projecting'): self._capstyle = cs self.ctx.set_line_cap (self._capd[cs]) else: raise ValueError('Unrecognized cap style. Found %s' % cs) def set_clip_rectangle(self, rectangle): self._cliprect = rectangle if rectangle is None: return x,y,w,h = rectangle.bounds # pixel-aligned clip-regions are faster x,y,w,h = round(x), round(y), round(w), round(h) ctx = self.ctx ctx.new_path() ctx.rectangle (x, self.renderer.height - h - y, w, h) ctx.clip () # Alternative: just set _cliprect here and actually set cairo clip rect # in fill_and_stroke() inside ctx.save() ... ctx.restore() def set_clip_path(self, path): if path is not None: tpath, affine = path.get_transformed_path_and_affine() ctx = self.ctx ctx.new_path() affine = affine + Affine2D().scale(1.0, -1.0).translate(0.0, self.renderer.height) tpath = affine.transform_path(tpath) RendererCairo.convert_path(ctx, tpath) ctx.clip() def set_dashes(self, offset, dashes): self._dashes = offset, dashes if dashes == None: self.ctx.set_dash([], 0) # switch dashes off else: self.ctx.set_dash ( self.renderer.points_to_pixels (npy.asarray(dashes)), offset) def set_foreground(self, fg, isRGB=None): GraphicsContextBase.set_foreground(self, fg, isRGB) if len(self._rgb) == 3: self.ctx.set_source_rgb(*self._rgb) else: self.ctx.set_source_rgba(*self._rgb) def set_graylevel(self, frac): GraphicsContextBase.set_graylevel(self, frac) if len(self._rgb) == 3: self.ctx.set_source_rgb(*self._rgb) else: self.ctx.set_source_rgba(*self._rgb) def set_joinstyle(self, js): if js in ('miter', 'round', 'bevel'): self._joinstyle = js self.ctx.set_line_join(self._joind[js]) else: raise ValueError('Unrecognized join style. Found %s' % js) def set_linewidth(self, w): self._linewidth = w self.ctx.set_line_width (self.renderer.points_to_pixels(w)) def new_figure_manager(num, *args, **kwargs): # called by backends/__init__.py """ Create a new figure manager instance """ if _debug: print '%s.%s()' % (self.__class__.__name__, _fn_name()) FigureClass = kwargs.pop('FigureClass', Figure) thisFig = FigureClass(*args, **kwargs) canvas = FigureCanvasCairo(thisFig) manager = FigureManagerBase(canvas, num) return manager class FigureCanvasCairo (FigureCanvasBase): def print_png(self, fobj, *args, **kwargs): width, height = self.get_width_height() renderer = RendererCairo (self.figure.dpi) renderer.set_width_height (width, height) surface = cairo.ImageSurface (cairo.FORMAT_ARGB32, width, height) renderer.set_ctx_from_surface (surface) self.figure.draw (renderer) surface.write_to_png (fobj) def print_pdf(self, fobj, *args, **kwargs): return self._save(fobj, 'pdf', *args, **kwargs) def print_ps(self, fobj, *args, **kwargs): return self._save(fobj, 'ps', *args, **kwargs) def print_svg(self, fobj, *args, **kwargs): return self._save(fobj, 'svg', *args, **kwargs) def print_svgz(self, fobj, *args, **kwargs): return self._save(fobj, 'svgz', *args, **kwargs) def get_default_filetype(self): return rcParams['cairo.format'] def _save (self, fo, format, **kwargs): # save PDF/PS/SVG orientation = kwargs.get('orientation', 'portrait') dpi = 72 self.figure.dpi = dpi w_in, h_in = self.figure.get_size_inches() width_in_points, height_in_points = w_in * dpi, h_in * dpi if orientation == 'landscape': width_in_points, height_in_points = (height_in_points, width_in_points) if format == 'ps': if not cairo.HAS_PS_SURFACE: raise RuntimeError ('cairo has not been compiled with PS ' 'support enabled') surface = cairo.PSSurface (fo, width_in_points, height_in_points) elif format == 'pdf': if not cairo.HAS_PDF_SURFACE: raise RuntimeError ('cairo has not been compiled with PDF ' 'support enabled') surface = cairo.PDFSurface (fo, width_in_points, height_in_points) elif format in ('svg', 'svgz'): if not cairo.HAS_SVG_SURFACE: raise RuntimeError ('cairo has not been compiled with SVG ' 'support enabled') if format == 'svgz': filename = fo if is_string_like(fo): fo = open(fo, 'wb') fo = gzip.GzipFile(None, 'wb', fileobj=fo) surface = cairo.SVGSurface (fo, width_in_points, height_in_points) else: warnings.warn ("unknown format: %s" % format) return # surface.set_dpi() can be used renderer = RendererCairo (self.figure.dpi) renderer.set_width_height (width_in_points, height_in_points) renderer.set_ctx_from_surface (surface) ctx = renderer.ctx if orientation == 'landscape': ctx.rotate (npy.pi/2) ctx.translate (0, -height_in_points) # cairo/src/cairo_ps_surface.c # '%%Orientation: Portrait' is always written to the file header # '%%Orientation: Landscape' would possibly cause problems # since some printers would rotate again ? # TODO: # add portrait/landscape checkbox to FileChooser self.figure.draw (renderer) show_fig_border = False # for testing figure orientation and scaling if show_fig_border: ctx.new_path() ctx.rectangle(0, 0, width_in_points, height_in_points) ctx.set_line_width(4.0) ctx.set_source_rgb(1,0,0) ctx.stroke() ctx.move_to(30,30) ctx.select_font_face ('sans-serif') ctx.set_font_size(20) ctx.show_text('Origin corner') ctx.show_page() surface.finish()
agpl-3.0
blue-yonder/azure-cost-mon
azure_costs_exporter/allocated_vm_collector.py
1
3570
from prometheus_client.core import GaugeMetricFamily from pandas import DataFrame from azure.common.credentials import ServicePrincipalCredentials from azure.mgmt.compute import ComputeManagementClient _BASE_COLUMNS = ['subscription', 'location', 'resource_group', 'vm_size'] _COUNT_COLUMN = ['total'] _ALL_COLUMNS = _BASE_COLUMNS + _COUNT_COLUMN def _extract_resource_group(vm_id): return vm_id.split('/')[4] class AzureAllocatedVMCollector(object): """ Class to export information about allocated Azure virtual machines in Prometheus compatible format. """ def __init__(self, application_id, application_secret, tenant_id, subscription_ids, metric_name): """ Constructor. Access is granted to what Microsoft calls a service principal / Azure Active Directory Application / app registration. Read more about this topic at https://docs.microsoft.com/en-us/azure/azure-resource-manager/resource-group-create-service-principal-portal. This page will guide you how to obtain an application_id, and application_secret, and the tenant_id of your Azure Active Directory. Please do not forget to grant "Reader" permissions to the app for all subscriptions that you want to monitor. :param application_id: The application ID that is created during the Azure app registration. :param application_secret: The application secret that is created during the Azure app registration. :param tenant_id: The ID of your Azure Active Directory instance :param subscription_ids: A _sequence_ of subscription IDs that shall be monitored. The application_id required "Reader" permissions on each subscription. :param metric_name: Name of the timeseries """ self._metric_name = metric_name self._subscription_ids = subscription_ids self._credentials = ServicePrincipalCredentials( client_id=application_id, secret=application_secret, tenant=tenant_id) def _create_gauge(self): description = "Number of virtual machines per Azure subscription, location, resource group, and vm size" allocated_vms = GaugeMetricFamily(self._metric_name, description, labels=_BASE_COLUMNS) return allocated_vms def _collect_allocated_vms(self, allocated_vms): rows = [] for subscription_id in self._subscription_ids: compute_client = ComputeManagementClient(self._credentials, str(subscription_id)) for vm in compute_client.virtual_machines.list_all(): rows.append([ subscription_id, vm.location, _extract_resource_group(vm.id), vm.hardware_profile.vm_size, 1]) df = DataFrame(data=rows, columns=_ALL_COLUMNS) groups = df.groupby(_BASE_COLUMNS).sum() for labels, value in groups.iterrows(): allocated_vms.add_metric(labels, int(value.total)) def describe(self): """ Default registry calls "collect" if "describe" is not existent to determine timeseries names. We do not want that to avoid pointless Azure API calls. :return: The metrics we are collecting. """ return [self._create_gauge()] def collect(self): """ Yield the metrics. """ allocated_vms = self._create_gauge() self._collect_allocated_vms(allocated_vms) yield allocated_vms
mit
linjinjin123/Digital-Image-Processing-Homework
hw3/src/UI.py
1
25466
#!/usr/bin/env python # -*- coding: utf-8 -*- # python verson: 2.7 # @Author: JinJin Lin # @Email: jinjin.lin@outlook.com # @License: MIT # @Date: 2015-10-21 18:38:17 # @Last Modified time: 2015-12-04 20:19:24 # All copyright reserved # import Image import wx import os import numpy as np import matplotlib.pyplot as plt class MainWindow(wx.Frame): def __init__(self, *args, **kwargs): super(MainWindow, self).__init__(*args, **kwargs) self.RESIZE_BASE_ID = 0 self.QUANTIZE_BASE_ID = 20 self.HISTOGRAM_BASE_ID = 30 self.FILTER_BASE_ID = 40 self.FILTER_HIGH_BOOST = 9998 self.DFT_BASE_ID = 50 self.IDFT_BASE_ID = 51 self.FFT_BASE_ID = 52 self.IFFT_BASE_ID = 53 self.FILTER_FREQ_AVER_7X7_ID = 60 self.FILTER_FREQ_LAPLA_ID = 61 self.is_FT = False #if Fourier self.HELP_BASE_ID = 9999 self.currentImage = None self.filter3x3 = [[1] * 3] * 3 self.filter7x7 = [[1] * 7] * 7 self.filter7x7_49 = np.array([float(1) / 49] * 49).reshape(7, 7) self.filter11x11 = [[1] * 11] * 11 self.laplacian = [[-1, -1, -1], [-1, 8, -1], [-1, -1, -1]] self.laplacian_freq = np.array([-1, -1, -1, -1, 8, -1, -1, -1, -1]).reshape(3, 3) self.InitUI() def InitUI(self): menubar = wx.MenuBar() fileMenu = self.createFileMenu() resizeMenu = self.createResizeMenu() quantizeMenu = self.createQuantizeMenu() histogramMenu = self.createHistogramMenu() filterMenu = self.createFilterMenu() DFTMenu = self.createDFTMenu() filterInFreqMenu = self.createFilterInFreqMenu() helpMenu = self.createHelpMenu() menubar.Append(fileMenu, '&File') menubar.Append(resizeMenu, '&Resize') menubar.Append(quantizeMenu, '&Quantize') menubar.Append(histogramMenu, '&Histogram') menubar.Append(filterMenu, '&Filter') menubar.Append(DFTMenu, '&DFT') menubar.Append(filterInFreqMenu, '&Filter in freq') menubar.Append(helpMenu, '&Help') self.SetMenuBar(menubar) self.SetSize((600, 600)) self.SetTitle('13331149_linjinjin') self.Centre() self.Show(True) def createFileMenu(self): #file menu fileMenu = wx.Menu() oitem = fileMenu.Append(wx.ID_OPEN, '&Open') sitem = fileMenu.Append(wx.ID_SAVE, '&Save') fileMenu.AppendSeparator() qitem = fileMenu.Append(wx.ID_EXIT, '&Quit', 'Quit application') #bind file menu event self.Bind(wx.EVT_MENU, self.OpenImg, oitem) self.Bind(wx.EVT_MENU, self.SaveImg, sitem) self.Bind(wx.EVT_MENU, self.OnQuit, qitem) return fileMenu def createResizeMenu(self): #resize menu resizeMenu = wx.Menu() self.size = [[192, 128], [96, 64], [48, 32], [24, 16], [12, 8], [300, 200], [450, 300], [500, 200]] length = len(self.size) for i in range(length): theSize = repr(self.size[i][0]) + 'x' + repr(self.size[i][1]) resizeMenu.Append(self.RESIZE_BASE_ID+i, 'Resize the image as ' + theSize) self.Bind(wx.EVT_MENU, self.resize, id=self.RESIZE_BASE_ID+i) return resizeMenu def createQuantizeMenu(self): #quantize menu quantizeMenu = wx.Menu() self.level = [128, 32, 8, 4, 2] length = len(self.level) for i in range(length): quantizeMenu.Append(self.QUANTIZE_BASE_ID+i, repr(self.level[i])+' level', 'set grey level') self.Bind(wx.EVT_MENU, self.setLevel, id=self.QUANTIZE_BASE_ID+i) return quantizeMenu def createHistogramMenu(self): histogramMenu = wx.Menu() histogramMenu.Append(self.HISTOGRAM_BASE_ID+0, 'Show histogram') histogramMenu.Append(self.HISTOGRAM_BASE_ID+1, 'Equalize histogram') self.Bind(wx.EVT_MENU, self.showHistogram, id=self.HISTOGRAM_BASE_ID+0) self.Bind(wx.EVT_MENU, self.equalizeHistogram, id=self.HISTOGRAM_BASE_ID+1) return histogramMenu def createFilterMenu(self): filterMenu = wx.Menu() self.FILTER_TYPE = [self.filter3x3, self.filter7x7, self.filter11x11, self.laplacian] filterName = ['3x3 averaging', '7x7 averaging', '11x11 averaging', 'Laplacian filter'] length = len(self.FILTER_TYPE) for i in range(length): filterMenu.Append(self.FILTER_BASE_ID+i, filterName[i]) self.Bind(wx.EVT_MENU, self.filter, id=self.FILTER_BASE_ID+i) #Add high boost funtion filterMenu.Append(self.FILTER_HIGH_BOOST, "High boost") self.Bind(wx.EVT_MENU, self.filterWithHighBoost, id=self.FILTER_HIGH_BOOST) return filterMenu def createDFTMenu(self): DFTMenu = wx.Menu() DFTMenu.Append(self.DFT_BASE_ID, 'DFT') self.Bind(wx.EVT_MENU, self.DFT, id=self.DFT_BASE_ID) DFTMenu.Append(self.IDFT_BASE_ID, 'DFT then IDFT') self.Bind(wx.EVT_MENU, self.DFT, id=self.IDFT_BASE_ID) DFTMenu.Append(self.FFT_BASE_ID, 'FFT') self.Bind(wx.EVT_MENU, self.DFT, id=self.FFT_BASE_ID) DFTMenu.Append(self.IFFT_BASE_ID, 'FFT then IFFT') self.Bind(wx.EVT_MENU, self.DFT, id=self.IFFT_BASE_ID) return DFTMenu def createFilterInFreqMenu(self): filterInFreqMenu = wx.Menu() filterInFreqMenu.Append(self.FILTER_FREQ_AVER_7X7_ID, '7x7 averaging filter') self.Bind(wx.EVT_MENU, self.filterInFreq, id=self.FILTER_FREQ_AVER_7X7_ID) filterInFreqMenu.Append(self.FILTER_FREQ_LAPLA_ID, '3X3 Laplacian filter ') self.Bind(wx.EVT_MENU, self.filterInFreq, id=self.FILTER_FREQ_LAPLA_ID) return filterInFreqMenu def createHelpMenu(self): helpMenu = wx.Menu() helpMenu.Append(self.HELP_BASE_ID+0, "About") self.Bind(wx.EVT_MENU, self.about, id=self.HELP_BASE_ID+0) return helpMenu def OnQuit(self, e): self.Close() def OpenImg(self, e): dirname = '' # filedialog for user to choose image dlg = wx.FileDialog(self, "Choose a file", dirname, "", "*.png", wx.OPEN) if dlg.ShowModal() == wx.ID_OK: filename = dlg.GetFilename() dirname = dlg.GetDirectory() path = os.path.join(dirname, filename) self.pilImage = Image.open(path) self.modifiedPIL = self.pilImage self.setImageWithPIL(self.pilImage) dlg.Destroy() def SaveImg(self, e): if not self.isOpenFile(): return dirname = '' # filedialog for user to save the image dlg = wx.FileDialog(self, "Save this file as", dirname, "", "*.png", wx.SAVE) if dlg.ShowModal() == wx.ID_OK: filename = dlg.GetFilename() dirname = dlg.GetDirectory() path = os.path.join(dirname, filename) self.modifiedPIL.save(path) dlg.Destroy() def resize(self, e): if not self.isOpenFile(): return eventId = e.GetId() targetWidth = self.size[eventId-self.RESIZE_BASE_ID][0] targetHeight = self.size[eventId-self.RESIZE_BASE_ID][1] self.modifiedPIL = self.scale(self.pilImage, (targetWidth, targetHeight)) self.setImageWithPIL(self.modifiedPIL) def showHistogram(self, e): if not self.isOpenFile(): return self.plot_hist(self.pilImage) def equalizeHistogram(self, e): if not self.isOpenFile(): return self.modifiedPIL = self.equalize_hist(self.pilImage) self.setImageWithPIL(self.modifiedPIL) self.plot_hist(self.modifiedPIL) def filter(self, e): if not self.isOpenFile(): return eventId = e.GetId() filterMatrix = self.FILTER_TYPE[eventId-self.FILTER_BASE_ID] self.modifiedPIL = self.filter2d(self.pilImage, filterMatrix) self.setImageWithPIL(self.modifiedPIL) def filterWithHighBoost(self, e): if not self.isOpenFile(): return eventId = e.GetId() filterMatrix = [[1] * 3] * 3 self.modifiedPIL = self.filter2dWithHighBoost(self.pilImage, filterMatrix, weight_k=1.5) self.setImageWithPIL(self.modifiedPIL) def about(self, e): pass def setLevel(self, e): if not self.isOpenFile(): return eventId = e.GetId() level = self.level[eventId-self.QUANTIZE_BASE_ID] self.modifiedPIL = self.quantize(self.pilImage, level) self.setImageWithPIL(self.modifiedPIL) def setImageWithPIL(self, myPilImage): self.myWxImage = self.PilImageToWxImage(myPilImage) if self.isOpenFile(): self.currentImage.Destroy() self.currentImage = wx.StaticBitmap(parent = self, bitmap = self.myWxImage.ConvertToBitmap()) def isOpenFile(self): return self.currentImage is not None def PilImageToWxImage(self, myPilImage): #reference from http://wiki.wxpython.org/WorkingWithImages myWxImage = wx.EmptyImage(myPilImage.size[0], myPilImage.size[1]) myWxImage.SetData( myPilImage.convert('RGB').tostring() ) return myWxImage def quantize(self, inputImg, level): """ A function that takes a gray image and a target number of gray levels as input, and generates the quantized image as output. Args: inputImg: A PIL image, mode 'L' (8-bit pixels, black and white) level: is an integer in [0, 255] defining the number of gray levels of output. Returns: A scaled images """ outputImg = Image.new("L", inputImg.size) width, height = inputImg.size for i in range(width): for j in range(height): newValue = int((level * inputImg.getpixel((i, j))/256) * (float(255)/(level-1))) outputImg.putpixel((i, j), newValue) return outputImg def scale(self, inputImg, size): """ A function that takes a gray image and a target size as input, and generates the scaled image as output. Args: inputImg: A PIL image, mode 'L' (8-bit pixels, black and white) size: a tuple of (width, height) defining the spatial resolution of output. Returns: A scaled images """ originWidth, originHeight = inputImg.size targetWidth = size[0] targetHeight = size[1] outputImg = Image.new("L", size) for i in range(targetWidth): for j in range(targetHeight): x = i * (float(originWidth)/targetWidth) y = j * (float(originHeight)/targetHeight) srcx = int(x) #origin matrix index x srcy = int(y) #origin matrix index y u = x - srcx v = y - srcy if srcx == originWidth-1 or srcy == originHeight-1: newValue = inputImg.getpixel((srcx, srcy)) else: newValue = (1-u)*(1-v)*inputImg.getpixel((srcx, srcy)) + (1-u)*v*inputImg.getpixel((srcx, srcy+1))\ + u*(1-v)*inputImg.getpixel((srcx+1, srcy)) + u*v*inputImg.getpixel((srcx+1, srcy+1)) outputImg.putpixel((i, j), newValue) return outputImg def plot_hist(self, inputImg): pixelGrayProbability = self.calPixelGrayProbaility(inputImg) for i in range(256): plt.plot([i, i], [0, pixelGrayProbability[i]], linewidth=3, color='k') plt.axis([0,255, 0,0.1]) plt.show() def calPixelGrayProbaility(self, inputImg): pixelGrayCount = [0] * 256; pixelGrayProbability = [0] * 256 width, height = inputImg.size for i in range(width): for j in range(height): pixelGrayCount[(int)(inputImg.getpixel((i, j)))] += 1 pixelNum = width * height for i in range(256): pixelGrayProbability[i] = (float)(pixelGrayCount[i])/pixelNum return pixelGrayProbability def equalize_hist(self, inputImg): """ A function that applies histogram equalization on a gray scale image Args: inputImg: A PIL image, mode 'L' (8-bit pixels, black and white) Returns: Returning A PIL image, a gray scale image whose histogram is approximately flat. """ pixelGrayProbability = self.calPixelGrayProbaility(inputImg) transform = [0] * 256 transform[0] = pixelGrayProbability[0] for i in range(1, 256): transform[i] = transform[i-1] + pixelGrayProbability[i] outputImg = Image.new("L", inputImg.size) width, height = inputImg.size for i in range(width): for j in range(height): #原来的像素灰度值在累计概率分布函数中的值 * 255 等于新的灰度值 newValue = (int)(255 * transform[inputImg.getpixel((i, j))]) outputImg.putpixel((i, j), newValue) return outputImg def filter2d(self, inputImg, filterMatrix): filterSize = len(filterMatrix) fliterValueSum = self.calFilterValueSum(filterMatrix) # filterType : 0 when it's a averaging filter # 1 when it's a laplacian filter filterType = (0 if fliterValueSum != 0 else 1) padSize = (filterSize-1)/2 extendImg = self.addPadToImage(inputImg, padSize) outputImg = Image.new("L", inputImg.size) originWidth, originHeigh = inputImg.size width, height = outputImg.size for i in xrange(width): for j in xrange(height): patchMatrix = self.getPatchMatrix(i+padSize, j+padSize, extendImg, filterSize) innerProduct = self.calInnerProduct(patchMatrix, filterMatrix) if filterType == 0: newValue = innerProduct/fliterValueSum elif filterType == 1: newValue = inputImg.getpixel((i, j)) + innerProduct if newValue > 255: newValue = 255 elif newValue < 0: newValue = 0 outputImg.putpixel((i, j), newValue) return outputImg def filter2dWithHighBoost(self, inputImg, filterMatrix, weight_k): """ When weight_k = 1, we have unsharp masking When weight_k > 1, the process is referred to as highboost filtering When weight_k < 1 de-emphasizes the contribution of the unsharp mask """ blurImg = self.filter2d(inputImg, filterMatrix) maskImg = self.subtractImg(inputImg, blurImg); highBoostImg = Image.new("L", inputImg.size) width, height = highBoostImg.size for i in range(width): for j in range(height): value = inputImg.getpixel((i, j)) + weight_k * maskImg.getpixel((i, j)) highBoostImg.putpixel((i, j), value) return highBoostImg def subtractImg(self, minuendImg, subtrahendImg): width, height = minuendImg.size maskImg = Image.new("L", (width, height)) for i in range(width): for j in range(height): value = minuendImg.getpixel((i, j)) - subtrahendImg.getpixel((i, j)) maskImg.putpixel((i, j), value) return maskImg def calInnerProduct(self, matrix_A, matrix_B): if (len(matrix_A) != len(matrix_B)): print "The size of matrix is not equal !" return size = len(matrix_A) innerProduct = 0 for i in range(size): for j in range(size): innerProduct += matrix_A[i][j] * matrix_B[i][j] return innerProduct def calFilterValueSum(self, filterMatrix): fliterValueSum = 0 filterSize = len(filterMatrix) for i in range(filterSize): for j in range(filterSize): fliterValueSum += filterMatrix[i][j] return fliterValueSum def getPatchMatrix(self, patchPos_x, patchPos_y, extendImg, filterSize): padSize = (filterSize-1)/2 patchMatrix = [] patchLeftTop_x = patchPos_x - padSize patchLeftTop_y = patchPos_y - padSize for i in range(filterSize): column = [] for j in range(filterSize): column.append(extendImg.getpixel((patchLeftTop_x+i, patchLeftTop_y+j))) patchMatrix.append(column) return patchMatrix def addPadToImage(self, inputImg, padSize): """ A function to add pad to the image Args: input_img: A PIL image, mode 'L' (8-bit pixels, black and white) padSize: the size of pad Returns: A extend PIL image """ inputImgWidth, inputImgHeight = inputImg.size extendImgWidth = inputImgWidth + padSize*2 extendImgHeight = inputImgHeight + padSize*2 extendImg = Image.new("L", (extendImgWidth, extendImgHeight)) extendImg.paste(inputImg, (padSize, padSize)) return extendImg """ HW3: Filtering in the Frequency Domain """ def DFT(self, e): if not self.isOpenFile(): return eventId = e.GetId() imgArr = np.array(self.pilImage) if eventId == self.DFT_BASE_ID: centralImgArr = self.centralization(imgArr) dftArr = self.dft2d(centralImgArr, 1) resultArr = self.convertArrValueTo0_255(np.log(abs(dftArr) + 1)) elif eventId == self.IDFT_BASE_ID: dftArr = self.dft2d(imgArr, 1) resultArr = self.dft2d(dftArr, -1).real elif eventId == self.FFT_BASE_ID: centralImgArr = self.centralization(imgArr) fftArr = self.fft2d(centralImgArr, 1) resultArr = self.convertArrValueTo0_255(np.log(abs(dftArr) + 1)) elif eventId == self.IFFT_BASE_ID: fftArr = self.fft2d(imgArr, 1) resultArr = self.fft2d(fftArr, -1).real resultArr = resultArr[:imgArr.shape[0], :imgArr.shape[1]] #下面这一句会出现奇怪的错误.. # self.modifiedPIL = Image.fromarray(np.trunc(resultArr), mode='L') self.modifiedPIL = self.getPILImgFromArray(resultArr) self.setImageWithPIL(self.modifiedPIL) def dft2d(self, imgArr, flags): """ A function to perform 2-D Discrete Fourier Transform (DFT) or Inverse Discrete Fourier Transform (IDFT) Args: imgArr: A PIL image, mode 'L' (8-bit pixels, black and white) flags: Integer, 1 for DFT, -1 for IDFT Returns: returning the DFT / IDFT result of the given input, a PIL image """ row, col = imgArr.shape maxSize = max(col, row) xColVec = np.array(range(maxSize)).reshape(maxSize, 1) yRowVec = np.array(range(maxSize)).reshape(1, maxSize) uxvyArr = np.dot(xColVec, yRowVec) * 2 * np.pi e_vy = (uxvyArr[:col, :col].copy())/col e_vy = np.cos(e_vy) - flags * np.sin(e_vy) * 1j e_ux = (uxvyArr[:row, :row].copy())/row e_ux = np.cos(e_ux) - flags * np.sin(e_ux) * 1j F_xv = np.dot(imgArr, e_vy) F_uv = np.dot(e_ux, F_xv) if flags == -1: F_uv *= 1.0/(row * col) return F_uv def fft2d(self, imgArr, flags): """ A function to perform 2-D Fast Fourier Transform (FFT) or Inverse Fast Fourier Transform (IFFT) Args: imgArr: A PIL image, mode 'L' (8-bit pixels, black and white) flags: Integer, 1 for FFT, -1 for IFFT Returns: returning the FFT / IFFT result of the given input, a PIL image """ padImgArr = self.getPadImgArr(imgArr) row, col = padImgArr.shape resultArr = np.array([0j] * row * col).reshape(row, col) for i in range(row): resultArr[i] = self.fft1d(padImgArr[i], flags) for j in range(col): resultArr[0:row, j] = self.fft1d(resultArr[0:row, j], flags) if flags == -1: resultArr /= (row * col) return resultArr def fft1d(self, oneDimArr, flags): #非递归版本, 失败 # N = oneDimArr.shape[0] # n = np.arange(N) # k = n[:, None] # M = np.exp(flags * 2j * np.pi * n * k / N) # X = np.dot(M, oneDimArr.reshape((N, -1))) # while X.shape[0] < N: # X_even = X[:, :X.shape[1]/2] # X_odd = X[:, X.shape[1]/2:] # factor = np.exp(flags * 1j * np.pi * np.arange(X.shape[0]) # / X.shape[0])[:, None] # X = np.vstack([X_even] + factor * X_odd, # [X_even] - factor * X_odd) # return X #递归版本 N = oneDimArr.shape[0] if N == 1: return oneDimArr X_even = self.fft1d(oneDimArr[::2], flags) X_odd = self.fft1d(oneDimArr[1::2], flags) factor = np.exp(flags* 2j * np.pi * np.arange(N) / N) return np.concatenate([X_even + factor[:N / 2] * X_odd, X_even + factor[N / 2:] * X_odd]) def getPadImgArr(self, imgArr): row, col = imgArr.shape temp = imgArr[:row][:col].copy() M = 0 N = 0 while 2**M < row: M += 1 while 2**N < col: N += 1 padDownLen = 2**M - row padRightLen = 2**N - col return np.lib.pad(temp, ((0, padDownLen), (0, padRightLen)), 'constant', constant_values=0) def centralization(self, imgArr): #imgArr 里面的每一个像素点的值都是0~255,超出的话会溢出 row, col = imgArr.shape newArr = imgArr.copy() for x in range(row): for y in range(col): newArr[x][y] = imgArr[x][y] * (-1) ** (x + y) return newArr def convertArrValueTo0_255(self, imgArr): maxNum = imgArr.max() minNum = imgArr.min() delta = maxNum - minNum return ((imgArr - minNum) * 255 / delta).astype(int) def filterInFreq(self, e): if not self.isOpenFile(): return eventId = e.GetId() imgArr = np.array(self.pilImage) if eventId == self.FILTER_FREQ_AVER_7X7_ID: filterMatrix = self.filter7x7_49 resultArr = self.filter2d_in_freq(imgArr, filterMatrix, 1) elif eventId == self.FILTER_FREQ_LAPLA_ID: filterMatrix = self.laplacian_freq resultArr = self.filter2d_in_freq(imgArr, filterMatrix, -1) self.modifiedPIL = self.getPILImgFromArray(resultArr) self.setImageWithPIL(self.modifiedPIL) def filter2d_in_freq(self, imgArr, filterMatrix, flag): """ A function that performs filtering in the frequency domain Args: imgArr: A PIL image, mode 'L' (8-bit pixels, black and white) filterMatrix: A filter, array flags: Integer, 1 for D averaging filter, -1 for Laplacian filter Returns: returning the filtered result of the given input, a PIL image """ imgRows, imgCols = imgArr.shape filterRows, filterCols = filterMatrix.shape # padImg = imgArr padImg = self.padImgWithZero(imgArr, imgRows+filterRows-1, imgCols+filterCols-1) # padImg = self.padFilterWithZero(imgArr, # imgRows+filterRows-1, imgCols+filterCols-1) padFilter = self.padFilterWithZero(filterMatrix, imgRows+filterRows-1, imgCols+filterCols-1) # padFilter = self.padImgWithZero(filterMatrix, # imgRows, imgCols) dftImgArr = self.dft2d(padImg, 1) dftFilterArr = self.dft2d(padFilter, 1) G = dftFilterArr * dftImgArr G = self.centralization(G) resultArr = (self.dft2d(G, -1).real)[:imgRows, :imgCols] if (flag == -1): resultArr += imgArr return resultArr def padImgWithZero(self, imgArr, targetRowsLen, targetColsLen): row, col = imgArr.shape padDownLen = targetRowsLen - row padRightLen = targetColsLen - col return np.lib.pad(imgArr, ((0, padDownLen), (0, padRightLen)), 'constant', constant_values=0) def padFilterWithZero(self, filterArr, targetRowsLen, targetColsLen): row, col = filterArr.shape padUpLen = (targetRowsLen - row +1)/2 padDownLen = (targetRowsLen - row)/2 padLeftLen = (targetColsLen - col + 1)/2 padRightLen = (targetColsLen - col)/2 return np.lib.pad(filterArr, ((padUpLen, padDownLen), (padLeftLen, padRightLen)), 'constant', constant_values=0) def getPILImgFromArray(self, imgArr): height, width = imgArr.shape newImg = Image.new('L', (width, height)) for i in range(width): for j in range(height): newImg.putpixel((i,j), imgArr[j][i]) return newImg
mit
tmills/neural-assertion
scripts/keras/singletask/assertion_split_cnn_train.py
1
7771
#!#!/usr/bin/env python from keras.callbacks import EarlyStopping from keras.models import Sequential, Model from keras.layers import Input, Dense, Dropout, Activation, Embedding, Merge, Convolution1D, Lambda from keras.optimizers import SGD from keras.utils import np_utils #from sklearn.datasets import load_svmlight_file import sklearn as sk import sklearn.cross_validation import numpy as np import ctakesneural.io.cleartk_io as ctk_io import sys import os.path import pickle from zipfile import ZipFile from ctakesneural.models.nn_models import max_1d, get_mlp_optimizer ## From no early stoping: ## Best config: {'layers': (2048,), 'embed_dim': 50, 'filters': (2, 3), 'batch_size': 64, 'num_filters': (256, 64, 32)} #nb_epoch = 80 #batch_size=64 #num_filters=(256,64,32) #layers=(2048,) #embed_dim=50 #width=(2,3) ## These values from the results with early stopping enabled: nb_epoch = 80 batch_size = 32 num_filters = (32,32,64) layers = (512,) embed_dim = 50 width = (3,) def main(args): if len(args) < 1: sys.stderr.write("Error - one required argument: <data directory>\n") sys.exit(-1) working_dir = args[0] print("Reading data...") ## Read data such that each instance is a list of three sections: entity terms, left context, right context Y, label_alphabet, X_array, feature_alphabet = ctk_io.read_token_sequence_data(working_dir) X_segments, dimensions = split_entity_data(X_array, feature_alphabet) Y_array = np.array(Y) Y_adj, indices = ctk_io.flatten_outputs(Y_array) model = get_split_cnn(dimensions, len(feature_alphabet), embed_dim, num_filters, layers, num_outputs = 1 if len(label_alphabet) <=2 else len(label_alphabet) ) model.fit(X_segments, Y_adj, nb_epoch=nb_epoch, batch_size=batch_size, verbose=1, validation_split=0.2, callbacks=[get_early_stopper()]) model.summary() model.save(os.path.join(working_dir, 'model.h5'), overwrite=True) fn = open(os.path.join(working_dir, 'alphabets.pkl'), 'w') pickle.dump( (feature_alphabet, label_alphabet), fn) fn.close() with ZipFile(os.path.join(working_dir, 'script.model'), 'w') as myzip: myzip.write(os.path.join(working_dir, 'model.h5'), 'model.h5') myzip.write(os.path.join(working_dir, 'alphabets.pkl'), 'alphabets.pkl') def get_early_stopper(): return EarlyStopping(monitor='val_loss', patience=2, verbose=0, mode='auto') def get_split_cnn(dimensions, vocab_size, embed_dim, conv_layers, fc_layers, num_outputs=1, filter_widths=(2,3,4)): ## Build model: input_0 = Input(shape=(dimensions[0][1],), dtype='int32', name='Entity_Input') input_1 = Input(shape=(dimensions[1][1],), dtype='int32', name='Left context input') input_2 = Input(shape=(dimensions[2][1],), dtype='int32', name='Right context input') embed = Embedding(input_dim=vocab_size, output_dim=embed_dim) #, input_length=dimensions[0][1]) ## First input: x0 = embed(input_0) convs = [] for width in filter_widths: conv = Convolution1D(conv_layers[0], width, activation='relu', init='uniform')(x0) pooled = Lambda(max_1d, output_shape=(conv_layers[0],))(conv) convs.append(pooled) if len(convs) > 1: x0 = Merge(mode='concat') (convs) else: x0 = convs[0] ## Second input: x1 = embed(input_1) convs = [] for width in filter_widths: conv = Convolution1D(conv_layers[1], width, activation='relu', init='uniform')(x1) pooled = Lambda(max_1d, output_shape=(conv_layers[1],))(conv) convs.append(pooled) if len(convs) > 1: x1 = Merge(mode='concat') (convs) else: x1 = convs[0] ## Third input: x2 = embed(input_2) convs = [] for width in filter_widths: conv = Convolution1D(conv_layers[2], width, activation='relu', init='uniform')(x2) pooled = Lambda(max_1d, output_shape=(conv_layers[2],))(conv) convs.append(pooled) if len(convs) > 1: x2 = Merge(mode='concat') (convs) else: x2 = convs[0] ## Merge three streams after convolution layers: x = Merge(mode='concat')([x0, x1, x2]) ## Fully connected layer after convolutions: for num_nodes in fc_layers: x = Dense(num_nodes, init='uniform')(x) x = Activation('relu')(x) x = Dropout(0.5)(x) ## Output layer out_name = "Output" if num_outputs == 1: output = Dense(1, init='uniform', activation='sigmoid', name=out_name)(x) loss = 'binary_crossentropy' else: output = Dense(num_outputs, init='uniform', activation='softmax', name=out_name)(x) loss='categorical_crossentropy' sgd = get_mlp_optimizer() model = Model(input=[input_0, input_1, input_2], output=output) model.compile(optimizer = sgd, loss = loss) return model def split_entity_data(input_array, alphabet, input_shape=None): ''' Takes input in the form BEFORE_CONTEXT_0 ... BEFORE_CONTEXT_N-1 <e> entity_term_0 ... entity_term_M-1 </e> AFTER_CONTEXT_0 ... AFTER_CONTEXT_Q-1 represented as a list of lists of int-mapped tokens, and turns it into three matrices of int-mapped tokens, first entity tokens, then left contexts, then right contexts. X0, X1, X2 = split_entity_data(input_array, feature_alphabet) this function needs the feature_alphabet so it can look up the special tokens <e> and </e> that delimit the entity ''' num_insts, num_toks = input_array.shape dimensions = [] X0 = [] X1 = [] X2 = [] for inst_ind in range(num_insts): left_context = [] entity = [] right_context = [] tok_ind = 0 while input_array[inst_ind][tok_ind] != alphabet["<e>"]: left_context.append(input_array[inst_ind][tok_ind]) tok_ind += 1 tok_ind += 1 ### Skip past <e> while input_array[inst_ind][tok_ind] != alphabet["</e>"]: entity.append(input_array[inst_ind][tok_ind]) tok_ind += 1 tok_ind += 1 ### Skip past </e> while tok_ind < num_toks: ### Special case for right-context, because input is padded to the right ## with zeros, we can delete those. Right context should always have a ## constant number of features. if input_array[inst_ind][tok_ind] == 0: break right_context.append(input_array[inst_ind][tok_ind]) tok_ind += 1 X0.append(entity) X1.append(left_context) X2.append(right_context) if not input_shape is None: ## add pseudo instance with padding along dimensions entity_shape, left_shape, right_shape = input_shape X0.append( [0 for x in range(entity_shape[1])]) X1.append( [0 for x in range(left_shape[1])]) X2.append( [0 for x in range(right_shape[1])]) ## Only need to pad X0 for this application -- maybe generalize in case of other use cases. ctk_io.pad_instances(X0) ctk_io.pad_instances(X2) dimensions.append( (num_insts, max([len(x) for x in X0]))) dimensions.append( (num_insts, max([len(x) for x in X1]))) dimensions.append( (num_insts, max([len(x) for x in X2]))) if not input_shape is None: ## after padding delete pseudo instance X0 = [X0[0]] X1 = [X1[0]] X2 = [X2[0]] return [np.array(X0), np.array(X1), np.array(X2)], dimensions if __name__ == "__main__": main(sys.argv[1:])
apache-2.0
rexshihaoren/scikit-learn
sklearn/tests/test_random_projection.py
142
14033
from __future__ import division import numpy as np import scipy.sparse as sp from sklearn.metrics import euclidean_distances from sklearn.random_projection import johnson_lindenstrauss_min_dim from sklearn.random_projection import gaussian_random_matrix from sklearn.random_projection import sparse_random_matrix from sklearn.random_projection import SparseRandomProjection from sklearn.random_projection import GaussianRandomProjection from sklearn.utils.testing import assert_less from sklearn.utils.testing import assert_raises from sklearn.utils.testing import assert_raise_message 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_in from sklearn.utils.testing import assert_array_almost_equal from sklearn.utils.testing import assert_warns from sklearn.utils import DataDimensionalityWarning all_sparse_random_matrix = [sparse_random_matrix] all_dense_random_matrix = [gaussian_random_matrix] all_random_matrix = set(all_sparse_random_matrix + all_dense_random_matrix) all_SparseRandomProjection = [SparseRandomProjection] all_DenseRandomProjection = [GaussianRandomProjection] all_RandomProjection = set(all_SparseRandomProjection + all_DenseRandomProjection) # Make some random data with uniformly located non zero entries with # Gaussian distributed values def make_sparse_random_data(n_samples, n_features, n_nonzeros): rng = np.random.RandomState(0) data_coo = sp.coo_matrix( (rng.randn(n_nonzeros), (rng.randint(n_samples, size=n_nonzeros), rng.randint(n_features, size=n_nonzeros))), shape=(n_samples, n_features)) return data_coo.toarray(), data_coo.tocsr() def densify(matrix): if not sp.issparse(matrix): return matrix else: return matrix.toarray() n_samples, n_features = (10, 1000) n_nonzeros = int(n_samples * n_features / 100.) data, data_csr = make_sparse_random_data(n_samples, n_features, n_nonzeros) ############################################################################### # test on JL lemma ############################################################################### def test_invalid_jl_domain(): assert_raises(ValueError, johnson_lindenstrauss_min_dim, 100, 1.1) assert_raises(ValueError, johnson_lindenstrauss_min_dim, 100, 0.0) assert_raises(ValueError, johnson_lindenstrauss_min_dim, 100, -0.1) assert_raises(ValueError, johnson_lindenstrauss_min_dim, 0, 0.5) def test_input_size_jl_min_dim(): assert_raises(ValueError, johnson_lindenstrauss_min_dim, 3 * [100], 2 * [0.9]) assert_raises(ValueError, johnson_lindenstrauss_min_dim, 3 * [100], 2 * [0.9]) johnson_lindenstrauss_min_dim(np.random.randint(1, 10, size=(10, 10)), 0.5 * np.ones((10, 10))) ############################################################################### # tests random matrix generation ############################################################################### def check_input_size_random_matrix(random_matrix): assert_raises(ValueError, random_matrix, 0, 0) assert_raises(ValueError, random_matrix, -1, 1) assert_raises(ValueError, random_matrix, 1, -1) assert_raises(ValueError, random_matrix, 1, 0) assert_raises(ValueError, random_matrix, -1, 0) def check_size_generated(random_matrix): assert_equal(random_matrix(1, 5).shape, (1, 5)) assert_equal(random_matrix(5, 1).shape, (5, 1)) assert_equal(random_matrix(5, 5).shape, (5, 5)) assert_equal(random_matrix(1, 1).shape, (1, 1)) def check_zero_mean_and_unit_norm(random_matrix): # All random matrix should produce a transformation matrix # with zero mean and unit norm for each columns A = densify(random_matrix(10000, 1, random_state=0)) assert_array_almost_equal(0, np.mean(A), 3) assert_array_almost_equal(1.0, np.linalg.norm(A), 1) def check_input_with_sparse_random_matrix(random_matrix): n_components, n_features = 5, 10 for density in [-1., 0.0, 1.1]: assert_raises(ValueError, random_matrix, n_components, n_features, density=density) def test_basic_property_of_random_matrix(): # Check basic properties of random matrix generation for random_matrix in all_random_matrix: yield check_input_size_random_matrix, random_matrix yield check_size_generated, random_matrix yield check_zero_mean_and_unit_norm, random_matrix for random_matrix in all_sparse_random_matrix: yield check_input_with_sparse_random_matrix, random_matrix random_matrix_dense = \ lambda n_components, n_features, random_state: random_matrix( n_components, n_features, random_state=random_state, density=1.0) yield check_zero_mean_and_unit_norm, random_matrix_dense def test_gaussian_random_matrix(): # Check some statical properties of Gaussian random matrix # Check that the random matrix follow the proper distribution. # Let's say that each element of a_{ij} of A is taken from # a_ij ~ N(0.0, 1 / n_components). # n_components = 100 n_features = 1000 A = gaussian_random_matrix(n_components, n_features, random_state=0) assert_array_almost_equal(0.0, np.mean(A), 2) assert_array_almost_equal(np.var(A, ddof=1), 1 / n_components, 1) def test_sparse_random_matrix(): # Check some statical properties of sparse random matrix n_components = 100 n_features = 500 for density in [0.3, 1.]: s = 1 / density A = sparse_random_matrix(n_components, n_features, density=density, random_state=0) A = densify(A) # Check possible values values = np.unique(A) assert_in(np.sqrt(s) / np.sqrt(n_components), values) assert_in(- np.sqrt(s) / np.sqrt(n_components), values) if density == 1.0: assert_equal(np.size(values), 2) else: assert_in(0., values) assert_equal(np.size(values), 3) # Check that the random matrix follow the proper distribution. # Let's say that each element of a_{ij} of A is taken from # # - -sqrt(s) / sqrt(n_components) with probability 1 / 2s # - 0 with probability 1 - 1 / s # - +sqrt(s) / sqrt(n_components) with probability 1 / 2s # assert_almost_equal(np.mean(A == 0.0), 1 - 1 / s, decimal=2) assert_almost_equal(np.mean(A == np.sqrt(s) / np.sqrt(n_components)), 1 / (2 * s), decimal=2) assert_almost_equal(np.mean(A == - np.sqrt(s) / np.sqrt(n_components)), 1 / (2 * s), decimal=2) assert_almost_equal(np.var(A == 0.0, ddof=1), (1 - 1 / s) * 1 / s, decimal=2) assert_almost_equal(np.var(A == np.sqrt(s) / np.sqrt(n_components), ddof=1), (1 - 1 / (2 * s)) * 1 / (2 * s), decimal=2) assert_almost_equal(np.var(A == - np.sqrt(s) / np.sqrt(n_components), ddof=1), (1 - 1 / (2 * s)) * 1 / (2 * s), decimal=2) ############################################################################### # tests on random projection transformer ############################################################################### def test_sparse_random_projection_transformer_invalid_density(): for RandomProjection in all_SparseRandomProjection: assert_raises(ValueError, RandomProjection(density=1.1).fit, data) assert_raises(ValueError, RandomProjection(density=0).fit, data) assert_raises(ValueError, RandomProjection(density=-0.1).fit, data) def test_random_projection_transformer_invalid_input(): for RandomProjection in all_RandomProjection: assert_raises(ValueError, RandomProjection(n_components='auto').fit, [0, 1, 2]) assert_raises(ValueError, RandomProjection(n_components=-10).fit, data) def test_try_to_transform_before_fit(): for RandomProjection in all_RandomProjection: assert_raises(ValueError, RandomProjection(n_components='auto').transform, data) def test_too_many_samples_to_find_a_safe_embedding(): data, _ = make_sparse_random_data(1000, 100, 1000) for RandomProjection in all_RandomProjection: rp = RandomProjection(n_components='auto', eps=0.1) expected_msg = ( 'eps=0.100000 and n_samples=1000 lead to a target dimension' ' of 5920 which is larger than the original space with' ' n_features=100') assert_raise_message(ValueError, expected_msg, rp.fit, data) def test_random_projection_embedding_quality(): data, _ = make_sparse_random_data(8, 5000, 15000) eps = 0.2 original_distances = euclidean_distances(data, squared=True) original_distances = original_distances.ravel() non_identical = original_distances != 0.0 # remove 0 distances to avoid division by 0 original_distances = original_distances[non_identical] for RandomProjection in all_RandomProjection: rp = RandomProjection(n_components='auto', eps=eps, random_state=0) projected = rp.fit_transform(data) projected_distances = euclidean_distances(projected, squared=True) projected_distances = projected_distances.ravel() # remove 0 distances to avoid division by 0 projected_distances = projected_distances[non_identical] distances_ratio = projected_distances / original_distances # check that the automatically tuned values for the density respect the # contract for eps: pairwise distances are preserved according to the # Johnson-Lindenstrauss lemma assert_less(distances_ratio.max(), 1 + eps) assert_less(1 - eps, distances_ratio.min()) def test_SparseRandomProjection_output_representation(): for SparseRandomProjection in all_SparseRandomProjection: # when using sparse input, the projected data can be forced to be a # dense numpy array rp = SparseRandomProjection(n_components=10, dense_output=True, random_state=0) rp.fit(data) assert isinstance(rp.transform(data), np.ndarray) sparse_data = sp.csr_matrix(data) assert isinstance(rp.transform(sparse_data), np.ndarray) # the output can be left to a sparse matrix instead rp = SparseRandomProjection(n_components=10, dense_output=False, random_state=0) rp = rp.fit(data) # output for dense input will stay dense: assert isinstance(rp.transform(data), np.ndarray) # output for sparse output will be sparse: assert sp.issparse(rp.transform(sparse_data)) def test_correct_RandomProjection_dimensions_embedding(): for RandomProjection in all_RandomProjection: rp = RandomProjection(n_components='auto', random_state=0, eps=0.5).fit(data) # the number of components is adjusted from the shape of the training # set assert_equal(rp.n_components, 'auto') assert_equal(rp.n_components_, 110) if RandomProjection in all_SparseRandomProjection: assert_equal(rp.density, 'auto') assert_almost_equal(rp.density_, 0.03, 2) assert_equal(rp.components_.shape, (110, n_features)) projected_1 = rp.transform(data) assert_equal(projected_1.shape, (n_samples, 110)) # once the RP is 'fitted' the projection is always the same projected_2 = rp.transform(data) assert_array_equal(projected_1, projected_2) # fit transform with same random seed will lead to the same results rp2 = RandomProjection(random_state=0, eps=0.5) projected_3 = rp2.fit_transform(data) assert_array_equal(projected_1, projected_3) # Try to transform with an input X of size different from fitted. assert_raises(ValueError, rp.transform, data[:, 1:5]) # it is also possible to fix the number of components and the density # level if RandomProjection in all_SparseRandomProjection: rp = RandomProjection(n_components=100, density=0.001, random_state=0) projected = rp.fit_transform(data) assert_equal(projected.shape, (n_samples, 100)) assert_equal(rp.components_.shape, (100, n_features)) assert_less(rp.components_.nnz, 115) # close to 1% density assert_less(85, rp.components_.nnz) # close to 1% density def test_warning_n_components_greater_than_n_features(): n_features = 20 data, _ = make_sparse_random_data(5, n_features, int(n_features / 4)) for RandomProjection in all_RandomProjection: assert_warns(DataDimensionalityWarning, RandomProjection(n_components=n_features + 1).fit, data) def test_works_with_sparse_data(): n_features = 20 data, _ = make_sparse_random_data(5, n_features, int(n_features / 4)) for RandomProjection in all_RandomProjection: rp_dense = RandomProjection(n_components=3, random_state=1).fit(data) rp_sparse = RandomProjection(n_components=3, random_state=1).fit(sp.csr_matrix(data)) assert_array_almost_equal(densify(rp_dense.components_), densify(rp_sparse.components_))
bsd-3-clause
calatre/epidemics_network
plt/SIR 1 plot_maxs.py
1
1093
# 2016/2017 Project - Andre Calatre, 73207 # "Simulation of an epidemic" - 16/5/2017 # Plotting Multiple Simulations of a SIR Epidemic Model import numpy as np import pandas as pd import matplotlib.pyplot as plt from mpl_toolkits.mplot3d import Axes3D from matplotlib import cm #Choosing the values for c and r to study cvalues = [0.01, 0.025, 0.05, 0.075, 0.1, 0.25, 0.5, 0.75, 1]# rvalues = [0.01, 0.025, 0.05, 0.075, 0.1, 0.25, 0.5, 0.75, 1]# maxs = pd.read_csv('infection maxima.csv', index_col = 0) x = maxs.columns y = maxs.index X,Y = np.meshgrid(x,y) Z = maxs fig = plt.figure() ax = fig.add_subplot(111, projection='3d') ax.plot_surface(X, Y, Z) #fig = plt.figure() #ax = fig.gca(projection='3d') #surf = ax.plot_surface(X, Y, maxs) #surf = ax.plot_surface(X, Y, Z, rstride=1, cstride=1, cmap=cm.coolwarm, # linewidth=0, antialiased=False) #ax.set_zlim(-1.01, 1.01) #ax.zaxis.set_major_locator(LinearLocator(10)) #ax.zaxis.set_major_formatter(FormatStrFormatter('%.02f')) #fig.colorbar(surf, shrink=0.5, aspect=5) #plt.title('Original Code') plt.show() print(maxs)
apache-2.0
jplusplus/statscraper
tests/scrapertests/test_smhi_scraper.py
1
3428
# encoding: utf-8 from unittest import TestCase import pandas as pd from statscraper.scrapers.SMHIScraper import SMHI, Collection, API, SMHIDataset, Station class TestSMHI(TestCase): def setUp(self): """Setting up scraper.""" def test_fetch_api(self): scraper = SMHI() apis = scraper.items self.assertTrue(len(apis) > 0) api = apis[0] self.assertTrue(api, API) self.assertFalse(api.label is None) self.assertFalse(api.url is None) self.assertTrue(isinstance(api.json, dict)) def test_fetch_dataset(self): u"""Moving to an “API”.""" scraper = SMHI() api = scraper.get("Meteorological Observations") for dataset in api: self.assertFalse(dataset.label is None) self.assertFalse(dataset.url is None) # Make sure its a dataset self.assertTrue(isinstance(dataset, SMHIDataset)) # Get dimensions self.assertGreater(len(dataset.dimensions), 0) def test_fetch_allowed_values(self): scraper = SMHI() api = scraper.get("Meteorological Observations") dataset = api.items[0] stations = dataset.dimensions["station"].allowed_values active_stations = [x for x in dataset.dimensions["station"].active_stations()] self.assertTrue(len(stations)>0) self.assertTrue(len(active_stations)>0) station = dataset.dimensions["station"].allowed_values.get_by_label(u"Växjö A") self.assertTrue(isinstance(station, Station)) self.assertFalse(station.label is None) periods = dataset.dimensions["period"].allowed_values self.assertEqual(len(periods), 4) def test_query(self): scraper = SMHI() api = scraper.get("Meteorological Observations") dataset = api.items[0] data = dataset.fetch({"station": u"Växjö A", "period": "latest-months"}) self.assertTrue(len(data) > 0) def test_get_stations_list(self): scraper = SMHI() api = scraper.get("Meteorological Observations") dataset = api.items[0] stations = dataset.get_stations_list() self.assertTrue(len(stations) > 0) for station in stations: self.assertTrue("longitude" in station) active_stations = dataset.get_active_stations_list() self.assertTrue(len(active_stations) > 0) self.assertTrue(len(stations) > len(active_stations)) def test_iterate_queries(self): # Make same query to multiple datasets scraper = SMHI() api = scraper.get("Meteorological Observations") datasets = [ u"Nederbördsmängd, summa, 1 gång per månad", u"Lufttemperatur, medel, 1 gång per månad", ] dfs = [] for dataset_name in datasets: query = { "period": ["corrected-archive"], "station": "Abisko" } res = api.get(dataset_name).fetch(query) dfs.append(res.pandas) # Merge the two resultsets to one dataframe df = pd.concat(dfs) # Make sure that both parameters (datasets) are in # the final dataframe parameters = df["parameter"].unique() self.assertTrue(len(parameters) == 2) for parameter in parameters: self.assertTrue(parameter in datasets)
mit
TuSimple/mxnet
example/multivariate_time_series/src/lstnet.py
17
11583
# !/usr/bin/env python # Licensed to the Apache Software Foundation (ASF) under one # or more contributor license agreements. See the NOTICE file # distributed with this work for additional information # regarding copyright ownership. The ASF licenses this file # to you under the Apache License, Version 2.0 (the # "License"); you may not use this file except in compliance # with the License. You may obtain a copy of the License at # # http://www.apache.org/licenses/LICENSE-2.0 # # Unless required by applicable law or agreed to in writing, # software distributed under the License is distributed on an # "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY # KIND, either express or implied. See the License for the # specific language governing permissions and limitations # under the License. # -*- coding: utf-8 -*- #Todo: Ensure skip connection implementation is correct import os import math import numpy as np import pandas as pd import mxnet as mx import argparse import logging import metrics logging.basicConfig(level=logging.DEBUG) parser = argparse.ArgumentParser(description="Deep neural network for multivariate time series forecasting", formatter_class=argparse.ArgumentDefaultsHelpFormatter) parser.add_argument('--data-dir', type=str, default='../data', help='relative path to input data') parser.add_argument('--max-records', type=int, default=None, help='total records before data split') parser.add_argument('--q', type=int, default=24*7, help='number of historical measurements included in each training example') parser.add_argument('--horizon', type=int, default=3, help='number of measurements ahead to predict') parser.add_argument('--splits', type=str, default="0.6,0.2", help='fraction of data to use for train & validation. remainder used for test.') parser.add_argument('--batch-size', type=int, default=128, help='the batch size.') parser.add_argument('--filter-list', type=str, default="6,12,18", help='unique filter sizes') parser.add_argument('--num-filters', type=int, default=100, help='number of each filter size') parser.add_argument('--recurrent-state-size', type=int, default=100, help='number of hidden units in each unrolled recurrent cell') parser.add_argument('--seasonal-period', type=int, default=24, help='time between seasonal measurements') parser.add_argument('--time-interval', type=int, default=1, help='time between each measurement') parser.add_argument('--gpus', type=str, default='', help='list of gpus to run, e.g. 0 or 0,2,5. empty means using cpu. ') parser.add_argument('--optimizer', type=str, default='adam', help='the optimizer type') parser.add_argument('--lr', type=float, default=0.001, help='initial learning rate') parser.add_argument('--dropout', type=float, default=0.2, help='dropout rate for network') parser.add_argument('--num-epochs', type=int, default=100, help='max num of epochs') parser.add_argument('--save-period', type=int, default=20, help='save checkpoint for every n epochs') parser.add_argument('--model_prefix', type=str, default='electricity_model', help='prefix for saving model params') def build_iters(data_dir, max_records, q, horizon, splits, batch_size): """ Load & generate training examples from multivariate time series data :return: data iters & variables required to define network architecture """ # Read in data as numpy array df = pd.read_csv(os.path.join(data_dir, "electricity.txt"), sep=",", header=None) feature_df = df.iloc[:, :].astype(float) x = feature_df.as_matrix() x = x[:max_records] if max_records else x # Construct training examples based on horizon and window x_ts = np.zeros((x.shape[0] - q, q, x.shape[1])) y_ts = np.zeros((x.shape[0] - q, x.shape[1])) for n in range(x.shape[0]): if n + 1 < q: continue elif n + 1 + horizon > x.shape[0]: continue else: y_n = x[n + horizon, :] x_n = x[n + 1 - q:n + 1, :] x_ts[n-q] = x_n y_ts[n-q] = y_n # Split into training and testing data training_examples = int(x_ts.shape[0] * splits[0]) valid_examples = int(x_ts.shape[0] * splits[1]) x_train, y_train = x_ts[:training_examples], \ y_ts[:training_examples] x_valid, y_valid = x_ts[training_examples:training_examples + valid_examples], \ y_ts[training_examples:training_examples + valid_examples] x_test, y_test = x_ts[training_examples + valid_examples:], \ y_ts[training_examples + valid_examples:] #build iterators to feed batches to network train_iter = mx.io.NDArrayIter(data=x_train, label=y_train, batch_size=batch_size) val_iter = mx.io.NDArrayIter(data=x_valid, label=y_valid, batch_size=batch_size) test_iter = mx.io.NDArrayIter(data=x_test, label=y_test, batch_size=batch_size) return train_iter, val_iter, test_iter def sym_gen(train_iter, q, filter_list, num_filter, dropout, rcells, skiprcells, seasonal_period, time_interval): input_feature_shape = train_iter.provide_data[0][1] X = mx.symbol.Variable(train_iter.provide_data[0].name) Y = mx.sym.Variable(train_iter.provide_label[0].name) # reshape data before applying convolutional layer (takes 4D shape incase you ever work with images) conv_input = mx.sym.reshape(data=X, shape=(0, 1, q, -1)) ############### # CNN Component ############### outputs = [] for i, filter_size in enumerate(filter_list): # pad input array to ensure number output rows = number input rows after applying kernel padi = mx.sym.pad(data=conv_input, mode="constant", constant_value=0, pad_width=(0, 0, 0, 0, filter_size - 1, 0, 0, 0)) convi = mx.sym.Convolution(data=padi, kernel=(filter_size, input_feature_shape[2]), num_filter=num_filter) acti = mx.sym.Activation(data=convi, act_type='relu') trans = mx.sym.reshape(mx.sym.transpose(data=acti, axes=(0, 2, 1, 3)), shape=(0, 0, 0)) outputs.append(trans) cnn_features = mx.sym.Concat(*outputs, dim=2) cnn_reg_features = mx.sym.Dropout(cnn_features, p=dropout) ############### # RNN Component ############### stacked_rnn_cells = mx.rnn.SequentialRNNCell() for i, recurrent_cell in enumerate(rcells): stacked_rnn_cells.add(recurrent_cell) stacked_rnn_cells.add(mx.rnn.DropoutCell(dropout)) outputs, states = stacked_rnn_cells.unroll(length=q, inputs=cnn_reg_features, merge_outputs=False) rnn_features = outputs[-1] #only take value from final unrolled cell for use later #################### # Skip-RNN Component #################### stacked_rnn_cells = mx.rnn.SequentialRNNCell() for i, recurrent_cell in enumerate(skiprcells): stacked_rnn_cells.add(recurrent_cell) stacked_rnn_cells.add(mx.rnn.DropoutCell(dropout)) outputs, states = stacked_rnn_cells.unroll(length=q, inputs=cnn_reg_features, merge_outputs=False) # Take output from cells p steps apart p = int(seasonal_period / time_interval) output_indices = list(range(0, q, p)) outputs.reverse() skip_outputs = [outputs[i] for i in output_indices] skip_rnn_features = mx.sym.concat(*skip_outputs, dim=1) ########################## # Autoregressive Component ########################## auto_list = [] for i in list(range(input_feature_shape[2])): time_series = mx.sym.slice_axis(data=X, axis=2, begin=i, end=i+1) fc_ts = mx.sym.FullyConnected(data=time_series, num_hidden=1) auto_list.append(fc_ts) ar_output = mx.sym.concat(*auto_list, dim=1) ###################### # Prediction Component ###################### neural_components = mx.sym.concat(*[rnn_features, skip_rnn_features], dim=1) neural_output = mx.sym.FullyConnected(data=neural_components, num_hidden=input_feature_shape[2]) model_output = neural_output + ar_output loss_grad = mx.sym.LinearRegressionOutput(data=model_output, label=Y) return loss_grad, [v.name for v in train_iter.provide_data], [v.name for v in train_iter.provide_label] def train(symbol, train_iter, valid_iter, data_names, label_names): devs = mx.cpu() if args.gpus is None or args.gpus is '' else [mx.gpu(int(i)) for i in args.gpus.split(',')] module = mx.mod.Module(symbol, data_names=data_names, label_names=label_names, context=devs) module.bind(data_shapes=train_iter.provide_data, label_shapes=train_iter.provide_label) module.init_params(mx.initializer.Uniform(0.1)) module.init_optimizer(optimizer=args.optimizer, optimizer_params={'learning_rate': args.lr}) for epoch in range(1, args.num_epochs+1): train_iter.reset() val_iter.reset() for batch in train_iter: module.forward(batch, is_train=True) # compute predictions module.backward() # compute gradients module.update() # update parameters train_pred = module.predict(train_iter).asnumpy() train_label = train_iter.label[0][1].asnumpy() print('\nMetrics: Epoch %d, Training %s' % (epoch, metrics.evaluate(train_pred, train_label))) val_pred = module.predict(val_iter).asnumpy() val_label = val_iter.label[0][1].asnumpy() print('Metrics: Epoch %d, Validation %s' % (epoch, metrics.evaluate(val_pred, val_label))) if epoch % args.save_period == 0 and epoch > 1: module.save_checkpoint(prefix=os.path.join("../models/", args.model_prefix), epoch=epoch, save_optimizer_states=False) if epoch == args.num_epochs: module.save_checkpoint(prefix=os.path.join("../models/", args.model_prefix), epoch=epoch, save_optimizer_states=False) if __name__ == '__main__': # parse args args = parser.parse_args() args.splits = list(map(float, args.splits.split(','))) args.filter_list = list(map(int, args.filter_list.split(','))) # Check valid args if not max(args.filter_list) <= args.q: raise AssertionError("no filter can be larger than q") if not args.q >= math.ceil(args.seasonal_period / args.time_interval): raise AssertionError("size of skip connections cannot exceed q") # Build data iterators train_iter, val_iter, test_iter = build_iters(args.data_dir, args.max_records, args.q, args.horizon, args.splits, args.batch_size) # Choose cells for recurrent layers: each cell will take the output of the previous cell in the list rcells = [mx.rnn.GRUCell(num_hidden=args.recurrent_state_size)] skiprcells = [mx.rnn.LSTMCell(num_hidden=args.recurrent_state_size)] # Define network symbol symbol, data_names, label_names = sym_gen(train_iter, args.q, args.filter_list, args.num_filters, args.dropout, rcells, skiprcells, args.seasonal_period, args.time_interval) # train cnn model train(symbol, train_iter, val_iter, data_names, label_names)
apache-2.0
kmather73/zipline
tests/test_versioning.py
30
3539
# # Copyright 2015 Quantopian, Inc. # # Licensed under the Apache License, Version 2.0 (the "License"); # you may not use this file except in compliance with the License. # You may obtain a copy of the License at # # http://www.apache.org/licenses/LICENSE-2.0 # # Unless required by applicable law or agreed to in writing, software # distributed under the License is distributed on an "AS IS" BASIS, # WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. # See the License for the specific language governing permissions and # limitations under the License. import os import pandas import pickle from nose_parameterized import parameterized from unittest import TestCase from zipline.finance.blotter import Order from .serialization_cases import ( object_serialization_cases, assert_dict_equal ) base_state_dir = 'tests/resources/saved_state_archive' BASE_STATE_DIR = os.path.join( os.path.dirname(__file__), 'resources', 'saved_state_archive') class VersioningTestCase(TestCase): def load_state_from_disk(self, cls): state_dir = cls.__module__ + '.' + cls.__name__ full_dir = BASE_STATE_DIR + '/' + state_dir state_files = \ [f for f in os.listdir(full_dir) if 'State_Version_' in f] for f_name in state_files: f = open(full_dir + '/' + f_name, 'r') yield pickle.load(f) # Only test versioning in minutely mode right now @parameterized.expand(object_serialization_cases(skip_daily=True)) def test_object_serialization(self, _, cls, initargs, di_vars, comparison_method='dict'): # The state generated under one version of pandas may not be # compatible with another. To ensure that tests pass under the travis # pandas version matrix, we only run versioning tests under the # current version of pandas. This will need to be updated once we # change the pandas version on prod. if pandas.__version__ != '0.12.0': return # Make reference object obj = cls(*initargs) for k, v in di_vars.items(): setattr(obj, k, v) # Fetch state state_versions = self.load_state_from_disk(cls) for version in state_versions: # For each version inflate a new object and ensure that it # matches the original. newargs = version['newargs'] initargs = version['initargs'] state = version['obj_state'] if newargs is not None: obj2 = cls.__new__(cls, *newargs) else: obj2 = cls.__new__(cls) if initargs is not None: obj2.__init__(*initargs) obj2.__setstate__(state) for k, v in di_vars.items(): setattr(obj2, k, v) # The ObjectId generated on instantiation of Order will # not be the same as the one loaded from saved state. if cls == Order: obj.__dict__['id'] = obj2.__dict__['id'] if comparison_method == 'repr': self.assertEqual(obj.__repr__(), obj2.__repr__()) elif comparison_method == 'to_dict': assert_dict_equal(obj.to_dict(), obj2.to_dict()) else: assert_dict_equal(obj.__dict__, obj2.__dict__)
apache-2.0
krischer/pyadjoint
src/pyadjoint/utils.py
1
9017
#!/usr/bin/env python # -*- encoding: utf8 -*- """ Utility functions for Pyadjoint. :copyright: Lion Krischer (krischer@geophysik.uni-muenchen.de), 2015 :license: BSD 3-Clause ("BSD New" or "BSD Simplified") """ from __future__ import absolute_import, division, print_function import inspect import os import matplotlib.pyplot as plt import matplotlib.patches as patches import numpy as np import obspy EXAMPLE_DATA_PDIFF = (800, 900) EXAMPLE_DATA_SDIFF = (1500, 1600) def taper_window(trace, left_border_in_seconds, right_border_in_seconds, taper_percentage, taper_type, **kwargs): """ Helper function to taper a window within a data trace. This function modifies the passed trace object in-place. :param trace: The trace to be tapered. :type trace: :class:`obspy.core.trace.Trace` :param left_border_in_seconds: The left window border in seconds since the first sample. :type left_border_in_seconds: float :param right_border_in_seconds: The right window border in seconds since the first sample. :type right_border_in_seconds: float :param taper_percentage: Decimal percentage of taper at one end (ranging from ``0.0`` (0%) to ``0.5`` (50%)). :type taper_percentage: float :param taper_type: The taper type, supports anything :meth:`obspy.core.trace.Trace.taper` can use. :type taper_type: str Any additional keyword arguments are passed to the :meth:`obspy.core.trace.Trace.taper` method. .. rubric:: Example >>> import obspy >>> tr = obspy.read()[0] >>> tr.plot() .. plot:: import obspy tr = obspy.read()[0] tr.plot() >>> from pyadjoint.utils import taper_window >>> taper_window(tr, 4, 11, taper_percentage=0.10, taper_type="hann") >>> tr.plot() .. plot:: import obspy from pyadjoint.utils import taper_window tr = obspy.read()[0] taper_window(tr, 4, 11, taper_percentage=0.10, taper_type="hann") tr.plot() """ s, e = trace.stats.starttime, trace.stats.endtime trace.trim(s + left_border_in_seconds, s + right_border_in_seconds) trace.taper(max_percentage=taper_percentage, type=taper_type, **kwargs) trace.trim(s, e, pad=True, fill_value=0.0) # Enable method chaining. return trace def window_taper(signal, taper_percentage, taper_type): """ window taper function. :param signal: time series :type signal: ndarray(float) :param taper_percentage: total percentage of taper in decimal :type taper_percentage: float return : tapered input ndarray taper_type: 1, cos 2, cos_p10 3, hann 4, hamming To do: with options of more tapers """ taper_collection = ('cos', 'cos_p10', 'hann', "hamming") if taper_type not in taper_collection: raise ValueError("Window taper not supported") if taper_percentage < 0 or taper_percentage > 1: raise ValueError("Wrong taper percentage") npts = len(signal) if taper_percentage == 0.0 or taper_percentage == 1.0: frac = int(npts*taper_percentage / 2.0) else: frac = int(npts*taper_percentage / 2.0 + 0.5) idx1 = frac idx2 = npts - frac if taper_type == 'hann': signal[:idx1] *=\ (0.5 - 0.5 * np.cos(2.0 * np.pi * np.arange(0, frac) / (2 * frac - 1))) signal[idx2:] *=\ (0.5 - 0.5 * np.cos(2.0 * np.pi * np.arange(frac, 2 * frac) / (2 * frac - 1))) if taper_type == 'hamming': signal[:idx1] *=\ (0.54 - 0.46 * np.cos(2.0 * np.pi * np.arange(0, frac) / (2 * frac - 1))) signal[idx2:] *=\ (0.54 - 0.46 * np.cos(2.0 * np.pi * np.arange(frac, 2 * frac) / (2 * frac - 1))) if taper_type == 'cos': power = 1. signal[:idx1] *= np.cos(np.pi * np.arange(0, frac) / (2 * frac - 1) - np.pi / 2.0) ** power signal[idx2:] *= np.cos(np.pi * np.arange(frac, 2 * frac) / (2 * frac - 1) - np.pi / 2.0) ** power if taper_type == 'cos_p10': power = 10. signal[:idx1] *= 1. - np.cos(np.pi * np.arange(0, frac) / (2 * frac - 1)) ** power signal[idx2:] *= 1. - np.cos(np.pi * np.arange(frac, 2 * frac) / (2 * frac - 1)) ** power return signal def get_example_data(): """ Helper function returning example data for Pyadjoint. The returned data is fully preprocessed and ready to be used with Pyflex. :returns: Tuple of observed and synthetic streams :rtype: tuple of :class:`obspy.core.stream.Stream` objects .. rubric:: Example >>> from pyadjoint.utils import get_example_data >>> observed, synthetic = get_example_data() >>> print(observed) # doctest: +ELLIPSIS +NORMALIZE_WHITESPACE 3 Trace(s) in Stream: SY.DBO.S3.MXR | 2014-11-15T02:31:50.259999Z - ... | 1.0 Hz, 3600 samples SY.DBO.S3.MXT | 2014-11-15T02:31:50.259999Z - ... | 1.0 Hz, 3600 samples SY.DBO.S3.MXZ | 2014-11-15T02:31:50.259999Z - ... | 1.0 Hz, 3600 samples >>> print(synthetic) # doctest: +ELLIPSIS +NORMALIZE_WHITESPACE 3 Trace(s) in Stream: SY.DBO..LXR | 2014-11-15T02:31:50.259999Z - ... | 1.0 Hz, 3600 samples SY.DBO..LXT | 2014-11-15T02:31:50.259999Z - ... | 1.0 Hz, 3600 samples SY.DBO..LXZ | 2014-11-15T02:31:50.259999Z - ... | 1.0 Hz, 3600 samples """ path = os.path.join( os.path.dirname(inspect.getfile(inspect.currentframe())), "example_data") observed = obspy.read(os.path.join(path, "observed_processed.mseed")) observed.sort() synthetic = obspy.read(os.path.join(path, "synthetic_processed.mseed")) synthetic.sort() return observed, synthetic def generic_adjoint_source_plot(observed, synthetic, adjoint_source, misfit, window, adjoint_source_name): """ Generic plotting function for adjoint sources and data. Many types of adjoint sources can be represented in the same manner. This is a convenience function that can be called by different the implementations for different adjoint sources. :param observed: The observed data. :type observed: :class:`obspy.core.trace.Trace` :param synthetic: The synthetic data. :type synthetic: :class:`obspy.core.trace.Trace` :param adjoint_source: The adjoint source. :type adjoint_source: `numpy.ndarray` :param misfit: The associated misfit value. :float misfit: misfit value :param left_window_border: Left border of the window to be tapered in seconds since the first sample in the data arrays. :type left_window_border: float :param right_window_border: Right border of the window to be tapered in seconds since the first sample in the data arrays. :type right_window_border: float :param adjoint_source_name: The name of the adjoint source. :type adjoint_source_name: str """ x_range = observed.stats.endtime - observed.stats.starttime left_window_border = 60000. right_window_border = 0. for wins in window: left_window_border = min(left_window_border, wins[0]) right_window_border = max(right_window_border, wins[1]) buf = (right_window_border - left_window_border) * 0.3 left_window_border -= buf right_window_border += buf left_window_border = max(0, left_window_border) right_window_border = min(x_range, right_window_border) plt.subplot(211) plt.plot(observed.times(), observed.data, color="0.2", label="Observed", lw=2) plt.plot(synthetic.times(), synthetic.data, color="#bb474f", label="Synthetic", lw=2) for wins in window: re = patches.Rectangle((wins[0], plt.ylim()[0]), wins[1] - wins[0], plt.ylim()[1] - plt.ylim()[0], color="blue", alpha=0.1) plt.gca().add_patch(re) plt.grid() plt.legend(fancybox=True, framealpha=0.5) plt.xlim(left_window_border, right_window_border) ylim = max(map(abs, plt.ylim())) plt.ylim(-ylim, ylim) plt.subplot(212) plt.plot(observed.times(), adjoint_source[::-1], color="#2f8d5b", lw=2, label="Adjoint Source") plt.grid() plt.legend(fancybox=True, framealpha=0.5) # No time reversal for comparison with data # plt.xlim(x_range - right_window_border, x_range - left_window_border) # plt.xlabel("Time in seconds since first sample") plt.xlim(left_window_border, right_window_border) plt.xlabel("Time (seconds)") ylim = max(map(abs, plt.ylim())) plt.ylim(-ylim, ylim) plt.suptitle("%s Adjoint Source with a Misfit of %.3g" % ( adjoint_source_name, misfit))
bsd-3-clause
stefco/geco_data
geco_diagnostic_plot_pages.py
1
18782
#!/usr/bin/env python # (c) Stefan Countryman 2017 DESC="""Plot a list of timing diagnostic channels, which will be read from stdin as a newline-delimited channel list, for a time window around a given GPS time. This script can also generate a summary webpage for easy viewing of plot results. Use this script when there is a timing error to make plots on a bunch of timing channels to quickly find the source of the problem.""" DT = 30 MAX_SIMULTANEOUS_CHANS = 5 # channels to use if there are none specified via CLI DEFAULT_CHANNELS=[ "L1:SYS-TIMING_C_GPS_A_ERROR_FLAG", "L1:SYS-TIMING_C_GPS_A_ERROR_FLAG", "L1:SYS-TIMING_C_GPS_A_LATITUDE", "L1:SYS-TIMING_C_GPS_A_LONGITUDE", "L1:SYS-TIMING_C_GPS_A_ALTITUDE", "L1:SYS-TIMING_C_GPS_A_SURVEYPROGRESS", "L1:SYS-TIMING_C_GPS_A_HOLDOVERDURATION", "L1:SYS-TIMING_C_GPS_A_DACVOLTAGE", "L1:SYS-TIMING_C_GPS_A_TEMPERATURE", "L1:SYS-TIMING_C_GPS_A_RECEIVERMODE", "L1:SYS-TIMING_C_GPS_A_DECODINGSTATUS", "L1:SYS-TIMING_C_GPS_A_TIMEVALID", "L1:SYS-TIMING_C_GPS_A_UTCOFFSET", "L1:SYS-TIMING_C_GPS_A_TIMESOURCE", "L1:SYS-TIMING_C_GPS_A_PPSSOURCE", "L1:SYS-TIMING_C_GPS_A_ALMANACINCOMPLETE", "L1:SYS-TIMING_C_GPS_A_NOTTRACKINGSATTELITES", "L1:SYS-TIMING_C_GPS_A_SURVEYINPROGRESS", "L1:SYS-TIMING_C_GPS_A_GPS", "L1:SYS-TIMING_C_GPS_A_YEAR", "L1:SYS-TIMING_C_GPS_A_MONTH", "L1:SYS-TIMING_C_GPS_A_DAY", "L1:SYS-TIMING_C_GPS_A_HOUR", "L1:SYS-TIMING_C_GPS_A_MINUTE", "L1:SYS-TIMING_C_GPS_A_SECOND", "L1:SYS-TIMING_C_GPS_A_LEAP", "L1:SYS-TIMING_C_GPS_A_LEAPSECONDPENDING", "L1:SYS-TIMING_C_GPS_A_WEEK", "L1:SYS-TIMING_C_GPS_A_TOW", "L1:SYS-TIMING_C_GPS_A_PPSOFFSET", "L1:SYS-TIMING_C_GPS_A_DISCIPLININGMODE", "L1:SYS-TIMING_C_GPS_A_DISCIPLININGACTIVITY", "L1:SYS-TIMING_C_GPS_A_DACATRAIL", "L1:SYS-TIMING_C_GPS_A_DACNEARRAIL", "L1:SYS-TIMING_C_GPS_A_NOSTOREDPOSITION", "L1:SYS-TIMING_C_GPS_A_POSITIONQUESTIONABLE", "L1:SYS-TIMING_C_GPS_A_NOPPS", "L1:SYS-TIMING_C_GPS_A_ANTENNAOPEN", "L1:SYS-TIMING_C_GPS_A_ANTENNASHORTED", "L1:SYS-TIMING_C_GPS_A_ERROR_FLAG", "L1:SYS-TIMING_C_GPS_A_ERROR_CODE", "L1:SYS-TIMING_X_GPS_A_ERROR_FLAG", "L1:SYS-TIMING_X_GPS_A_LATITUDE", "L1:SYS-TIMING_X_GPS_A_LONGITUDE", "L1:SYS-TIMING_X_GPS_A_ALTITUDE", "L1:SYS-TIMING_X_GPS_A_SPEED3D", "L1:SYS-TIMING_X_GPS_A_SPEED2D", "L1:SYS-TIMING_X_GPS_A_HEADING", "L1:SYS-TIMING_X_GPS_A_DOP", "L1:SYS-TIMING_X_GPS_A_VISSATELLITES", "L1:SYS-TIMING_X_GPS_A_TRACKSATELLITES", "L1:SYS-TIMING_X_GPS_A_TIMEVALID", "L1:SYS-TIMING_X_GPS_A_RECEIVERMODE", "L1:SYS-TIMING_X_GPS_A_UTCOFFSET", "L1:SYS-TIMING_X_GPS_A_TIMESOURCE", "L1:SYS-TIMING_X_GPS_A_ALMANACINCOMPLETE", "L1:SYS-TIMING_X_GPS_A_GPS", "L1:SYS-TIMING_X_GPS_A_YEAR", "L1:SYS-TIMING_X_GPS_A_MONTH", "L1:SYS-TIMING_X_GPS_A_DAY", "L1:SYS-TIMING_X_GPS_A_HOUR", "L1:SYS-TIMING_X_GPS_A_MINUTE", "L1:SYS-TIMING_X_GPS_A_SECOND", "L1:SYS-TIMING_X_GPS_A_LEAP", "L1:SYS-TIMING_X_GPS_A_WEEK", "L1:SYS-TIMING_X_GPS_A_TOW", "L1:SYS-TIMING_X_GPS_A_NOTTRACKINGSATTELITES", "L1:SYS-TIMING_X_GPS_A_SURVEYINPROGRESS", "L1:SYS-TIMING_X_GPS_A_ANTENNAOPEN", "L1:SYS-TIMING_X_GPS_A_ANTENNASHORTED", "L1:SYS-TIMING_X_GPS_A_NARROWBAND", "L1:SYS-TIMING_X_GPS_A_FASTACQUISITION", "L1:SYS-TIMING_X_GPS_A_FILTERRESET", "L1:SYS-TIMING_X_GPS_A_POSITIONLOCK", "L1:SYS-TIMING_X_GPS_A_DIFFERENTIALFIX", "L1:SYS-TIMING_Y_GPS_A_ERROR_FLAG", "L1:SYS-TIMING_Y_GPS_A_LATITUDE", "L1:SYS-TIMING_Y_GPS_A_LONGITUDE", "L1:SYS-TIMING_Y_GPS_A_ALTITUDE", "L1:SYS-TIMING_Y_GPS_A_SPEED3D", "L1:SYS-TIMING_Y_GPS_A_SPEED2D", "L1:SYS-TIMING_Y_GPS_A_HEADING", "L1:SYS-TIMING_Y_GPS_A_DOP", "L1:SYS-TIMING_Y_GPS_A_VISSATELLITES", "L1:SYS-TIMING_Y_GPS_A_TRACKSATELLITES", "L1:SYS-TIMING_Y_GPS_A_TIMEVALID", "L1:SYS-TIMING_Y_GPS_A_RECEIVERMODE", "L1:SYS-TIMING_Y_GPS_A_UTCOFFSET", "L1:SYS-TIMING_Y_GPS_A_TIMESOURCE", "L1:SYS-TIMING_Y_GPS_A_ALMANACINCOMPLETE", "L1:SYS-TIMING_Y_GPS_A_GPS", "L1:SYS-TIMING_Y_GPS_A_YEAR", "L1:SYS-TIMING_Y_GPS_A_MONTH", "L1:SYS-TIMING_Y_GPS_A_DAY", "L1:SYS-TIMING_Y_GPS_A_HOUR", "L1:SYS-TIMING_Y_GPS_A_MINUTE", "L1:SYS-TIMING_Y_GPS_A_SECOND", "L1:SYS-TIMING_Y_GPS_A_LEAP", "L1:SYS-TIMING_Y_GPS_A_WEEK", "L1:SYS-TIMING_Y_GPS_A_TOW", "L1:SYS-TIMING_Y_GPS_A_NOTTRACKINGSATTELITES", "L1:SYS-TIMING_Y_GPS_A_SURVEYINPROGRESS", "L1:SYS-TIMING_Y_GPS_A_ANTENNAOPEN", "L1:SYS-TIMING_Y_GPS_A_ANTENNASHORTED", "L1:SYS-TIMING_Y_GPS_A_NARROWBAND", "L1:SYS-TIMING_Y_GPS_A_FASTACQUISITION", "L1:SYS-TIMING_Y_GPS_A_FILTERRESET", "L1:SYS-TIMING_Y_GPS_A_POSITIONLOCK", "L1:SYS-TIMING_Y_GPS_A_DIFFERENTIALFIX", "L1:SYS-TIMING_C_PPS_B_SIGNAL_0_DIFF", "L1:SYS-TIMING_C_PPS_B_SIGNAL_1_DIFF", "L1:SYS-TIMING_C_PPS_B_SIGNAL_2_DIFF", "L1:SYS-TIMING_C_PPS_B_SIGNAL_3_DIFF", "L1:SYS-TIMING_C_PPS_B_SIGNAL_4_DIFF", "L1:SYS-TIMING_C_PPS_B_SIGNAL_5_DIFF", "L1:SYS-TIMING_C_PPS_B_SIGNAL_6_DIFF", "L1:SYS-TIMING_C_PPS_B_SIGNAL_7_DIFF", "L1:SYS-TIMING_X_PPS_A_SIGNAL_0_DIFF", "L1:SYS-TIMING_X_PPS_A_SIGNAL_1_DIFF", "L1:SYS-TIMING_X_PPS_A_SIGNAL_2_DIFF", "L1:SYS-TIMING_X_PPS_A_SIGNAL_3_DIFF", "L1:SYS-TIMING_X_PPS_A_SIGNAL_4_DIFF", "L1:SYS-TIMING_X_PPS_A_SIGNAL_5_DIFF", "L1:SYS-TIMING_X_PPS_A_SIGNAL_6_DIFF", "L1:SYS-TIMING_X_PPS_A_SIGNAL_7_DIFF", "L1:SYS-TIMING_Y_PPS_A_SIGNAL_0_DIFF", "L1:SYS-TIMING_Y_PPS_A_SIGNAL_1_DIFF", "L1:SYS-TIMING_Y_PPS_A_SIGNAL_2_DIFF", "L1:SYS-TIMING_Y_PPS_A_SIGNAL_3_DIFF", "L1:SYS-TIMING_Y_PPS_A_SIGNAL_4_DIFF", "L1:SYS-TIMING_Y_PPS_A_SIGNAL_5_DIFF", "L1:SYS-TIMING_Y_PPS_A_SIGNAL_6_DIFF", "L1:SYS-TIMING_Y_PPS_A_SIGNAL_7_DIFF", "H1:SYS-TIMING_C_GPS_A_ERROR_FLAG", "H1:SYS-TIMING_C_GPS_A_ERROR_FLAG", "H1:SYS-TIMING_C_GPS_A_LATITUDE", "H1:SYS-TIMING_C_GPS_A_LONGITUDE", "H1:SYS-TIMING_C_GPS_A_ALTITUDE", "H1:SYS-TIMING_C_GPS_A_SURVEYPROGRESS", "H1:SYS-TIMING_C_GPS_A_HOLDOVERDURATION", "H1:SYS-TIMING_C_GPS_A_DACVOLTAGE", "H1:SYS-TIMING_C_GPS_A_TEMPERATURE", "H1:SYS-TIMING_C_GPS_A_RECEIVERMODE", "H1:SYS-TIMING_C_GPS_A_DECODINGSTATUS", "H1:SYS-TIMING_C_GPS_A_TIMEVALID", "H1:SYS-TIMING_C_GPS_A_UTCOFFSET", "H1:SYS-TIMING_C_GPS_A_TIMESOURCE", "H1:SYS-TIMING_C_GPS_A_PPSSOURCE", "H1:SYS-TIMING_C_GPS_A_ALMANACINCOMPLETE", "H1:SYS-TIMING_C_GPS_A_NOTTRACKINGSATTELITES", "H1:SYS-TIMING_C_GPS_A_SURVEYINPROGRESS", "H1:SYS-TIMING_C_GPS_A_GPS", "H1:SYS-TIMING_C_GPS_A_YEAR", "H1:SYS-TIMING_C_GPS_A_MONTH", "H1:SYS-TIMING_C_GPS_A_DAY", "H1:SYS-TIMING_C_GPS_A_HOUR", "H1:SYS-TIMING_C_GPS_A_MINUTE", "H1:SYS-TIMING_C_GPS_A_SECOND", "H1:SYS-TIMING_C_GPS_A_LEAP", "H1:SYS-TIMING_C_GPS_A_LEAPSECONDPENDING", "H1:SYS-TIMING_C_GPS_A_WEEK", "H1:SYS-TIMING_C_GPS_A_TOW", "H1:SYS-TIMING_C_GPS_A_PPSOFFSET", "H1:SYS-TIMING_C_GPS_A_DISCIPLININGMODE", "H1:SYS-TIMING_C_GPS_A_DISCIPLININGACTIVITY", "H1:SYS-TIMING_C_GPS_A_DACATRAIL", "H1:SYS-TIMING_C_GPS_A_DACNEARRAIL", "H1:SYS-TIMING_C_GPS_A_NOSTOREDPOSITION", "H1:SYS-TIMING_C_GPS_A_POSITIONQUESTIONABLE", "H1:SYS-TIMING_C_GPS_A_NOPPS", "H1:SYS-TIMING_C_GPS_A_ANTENNAOPEN", "H1:SYS-TIMING_C_GPS_A_ANTENNASHORTED", "H1:SYS-TIMING_C_GPS_A_ERROR_FLAG", "H1:SYS-TIMING_C_GPS_A_ERROR_CODE", "H1:SYS-TIMING_X_GPS_A_ERROR_FLAG", "H1:SYS-TIMING_X_GPS_A_LATITUDE", "H1:SYS-TIMING_X_GPS_A_LONGITUDE", "H1:SYS-TIMING_X_GPS_A_ALTITUDE", "H1:SYS-TIMING_X_GPS_A_SPEED3D", "H1:SYS-TIMING_X_GPS_A_SPEED2D", "H1:SYS-TIMING_X_GPS_A_HEADING", "H1:SYS-TIMING_X_GPS_A_DOP", "H1:SYS-TIMING_X_GPS_A_VISSATELLITES", "H1:SYS-TIMING_X_GPS_A_TRACKSATELLITES", "H1:SYS-TIMING_X_GPS_A_TIMEVALID", "H1:SYS-TIMING_X_GPS_A_RECEIVERMODE", "H1:SYS-TIMING_X_GPS_A_UTCOFFSET", "H1:SYS-TIMING_X_GPS_A_TIMESOURCE", "H1:SYS-TIMING_X_GPS_A_ALMANACINCOMPLETE", "H1:SYS-TIMING_X_GPS_A_GPS", "H1:SYS-TIMING_X_GPS_A_YEAR", "H1:SYS-TIMING_X_GPS_A_MONTH", "H1:SYS-TIMING_X_GPS_A_DAY", "H1:SYS-TIMING_X_GPS_A_HOUR", "H1:SYS-TIMING_X_GPS_A_MINUTE", "H1:SYS-TIMING_X_GPS_A_SECOND", "H1:SYS-TIMING_X_GPS_A_LEAP", "H1:SYS-TIMING_X_GPS_A_WEEK", "H1:SYS-TIMING_X_GPS_A_TOW", "H1:SYS-TIMING_X_GPS_A_NOTTRACKINGSATTELITES", "H1:SYS-TIMING_X_GPS_A_SURVEYINPROGRESS", "H1:SYS-TIMING_X_GPS_A_ANTENNAOPEN", "H1:SYS-TIMING_X_GPS_A_ANTENNASHORTED", "H1:SYS-TIMING_X_GPS_A_NARROWBAND", "H1:SYS-TIMING_X_GPS_A_FASTACQUISITION", "H1:SYS-TIMING_X_GPS_A_FILTERRESET", "H1:SYS-TIMING_X_GPS_A_POSITIONLOCK", "H1:SYS-TIMING_X_GPS_A_DIFFERENTIALFIX", "H1:SYS-TIMING_Y_GPS_A_ERROR_FLAG", "H1:SYS-TIMING_Y_GPS_A_LATITUDE", "H1:SYS-TIMING_Y_GPS_A_LONGITUDE", "H1:SYS-TIMING_Y_GPS_A_ALTITUDE", "H1:SYS-TIMING_Y_GPS_A_SPEED3D", "H1:SYS-TIMING_Y_GPS_A_SPEED2D", "H1:SYS-TIMING_Y_GPS_A_HEADING", "H1:SYS-TIMING_Y_GPS_A_DOP", "H1:SYS-TIMING_Y_GPS_A_VISSATELLITES", "H1:SYS-TIMING_Y_GPS_A_TRACKSATELLITES", "H1:SYS-TIMING_Y_GPS_A_TIMEVALID", "H1:SYS-TIMING_Y_GPS_A_RECEIVERMODE", "H1:SYS-TIMING_Y_GPS_A_UTCOFFSET", "H1:SYS-TIMING_Y_GPS_A_TIMESOURCE", "H1:SYS-TIMING_Y_GPS_A_ALMANACINCOMPLETE", "H1:SYS-TIMING_Y_GPS_A_GPS", "H1:SYS-TIMING_Y_GPS_A_YEAR", "H1:SYS-TIMING_Y_GPS_A_MONTH", "H1:SYS-TIMING_Y_GPS_A_DAY", "H1:SYS-TIMING_Y_GPS_A_HOUR", "H1:SYS-TIMING_Y_GPS_A_MINUTE", "H1:SYS-TIMING_Y_GPS_A_SECOND", "H1:SYS-TIMING_Y_GPS_A_LEAP", "H1:SYS-TIMING_Y_GPS_A_WEEK", "H1:SYS-TIMING_Y_GPS_A_TOW", "H1:SYS-TIMING_Y_GPS_A_NOTTRACKINGSATTELITES", "H1:SYS-TIMING_Y_GPS_A_SURVEYINPROGRESS", "H1:SYS-TIMING_Y_GPS_A_ANTENNAOPEN", "H1:SYS-TIMING_Y_GPS_A_ANTENNASHORTED", "H1:SYS-TIMING_Y_GPS_A_NARROWBAND", "H1:SYS-TIMING_Y_GPS_A_FASTACQUISITION", "H1:SYS-TIMING_Y_GPS_A_FILTERRESET", "H1:SYS-TIMING_Y_GPS_A_POSITIONLOCK", "H1:SYS-TIMING_Y_GPS_A_DIFFERENTIALFIX", "H1:SYS-TIMING_C_PPS_B_SIGNAL_0_DIFF", "H1:SYS-TIMING_C_PPS_B_SIGNAL_1_DIFF", "H1:SYS-TIMING_C_PPS_B_SIGNAL_2_DIFF", "H1:SYS-TIMING_C_PPS_B_SIGNAL_3_DIFF", "H1:SYS-TIMING_C_PPS_B_SIGNAL_4_DIFF", "H1:SYS-TIMING_C_PPS_B_SIGNAL_5_DIFF", "H1:SYS-TIMING_C_PPS_B_SIGNAL_6_DIFF", "H1:SYS-TIMING_C_PPS_B_SIGNAL_7_DIFF", "H1:SYS-TIMING_X_PPS_A_SIGNAL_0_DIFF", "H1:SYS-TIMING_X_PPS_A_SIGNAL_1_DIFF", "H1:SYS-TIMING_X_PPS_A_SIGNAL_2_DIFF", "H1:SYS-TIMING_X_PPS_A_SIGNAL_3_DIFF", "H1:SYS-TIMING_X_PPS_A_SIGNAL_4_DIFF", "H1:SYS-TIMING_X_PPS_A_SIGNAL_5_DIFF", "H1:SYS-TIMING_X_PPS_A_SIGNAL_6_DIFF", "H1:SYS-TIMING_X_PPS_A_SIGNAL_7_DIFF", "H1:SYS-TIMING_Y_PPS_A_SIGNAL_0_DIFF", "H1:SYS-TIMING_Y_PPS_A_SIGNAL_1_DIFF", "H1:SYS-TIMING_Y_PPS_A_SIGNAL_2_DIFF", "H1:SYS-TIMING_Y_PPS_A_SIGNAL_3_DIFF", "H1:SYS-TIMING_Y_PPS_A_SIGNAL_4_DIFF", "H1:SYS-TIMING_Y_PPS_A_SIGNAL_5_DIFF", "H1:SYS-TIMING_Y_PPS_A_SIGNAL_6_DIFF", "H1:SYS-TIMING_Y_PPS_A_SIGNAL_7_DIFF" ] CSS=""" img, p {{ max-width: 600px; }} div {{ display: inline }} """ # THE REST OF THE IMPORTS ARE AFTER THIS IF STATEMENT. # Quits immediately on --help or -h flags to skip slow imports when you just # want to read the help documentation. if __name__ == "__main__": import argparse parser = argparse.ArgumentParser(description=DESC) parser.add_argument( "-t", "--gpstimes", type=int, nargs='*', help=""" The GPS times about which the plots should be centered. """ ) parser.add_argument( "-o", "--outdir", default=".", help=""" Where should the files be saved? Defaults to current directory """ ) parser.add_argument( "-l", "--channellist", help=""" Path to a text file containing the list of channels to plot. If not provided, this script will try to read the channel list in from STDIN. If nothing is available from stdin, a default, comprehensive channel list will be used. The channel list should be a newline delimited list of valid EPICS channel names, though badly-formed or invalid channel names will be skipped. """ ) parser.add_argument( "-d", "--deltat", type=int, default=DT, help=""" The size of the time window to be plotted. The generated plots will show +/- deltat seconds of data around the central GPS time. Defaults to: {} """.format(DT) ) parser.add_argument( "-w", "--skipwebpage", action='store_true', help=""" If this flag is provided, no preview webpage will be generated. By default, the webpage is generated. """ ) parser.add_argument( "-p", "--skipplots", action='store_true', help=""" If this flag is provided, no plots will be generated (useful if you already made plots and just want to regenerate the webpage). By default, the plots are generated. """ ) parser.add_argument( "-s", "--maxsimultaneous", type=int, default=MAX_SIMULTANEOUS_CHANS, help=""" The maximum number of simultaneous channels for which to fetch data at a given time. It is generally faster to fetch a batch of channels at a time, but getting too many channels at once might slow things down. Defaults to: {} """.format(MAX_SIMULTANEOUS_CHANS) ) parser.add_argument( "-v", "--verbose", action='store_true', help=""" Print verbose output for status monitoring while plotting. Defaults to False. """ ) parser.add_argument( "--print-default-channels", action='store_true', help=""" Print the default list of channels as a newline-delimited list and exit. """ ) args = parser.parse_args() if args.print_default_channels: print('\n'.join(DEFAULT_CHANNELS)) exit(0) import matplotlib matplotlib.use('Agg') import gwpy.timeseries import sys import os def channel_fname(gps, chan): return '{}_{}.png'.format(gps, chan.replace(':', '..')) def image_link_html(gpstimes, chan): """return an HTML string for an image element for this plot""" headerfmt = "<th>{}</th>" imgfmt = """ <td> <img src="./{}"> </td> """ header = '\n'.join([headerfmt.format(gps) for gps in gpstimes]) images = '\n'.join( [imgfmt.format(channel_fname(gps, chan)) for gps in gpstimes] ) channel_entry_fmt = """ <div> <p>{}</p> <br> <table> <tr>{}</tr> <tr>{}</tr> </table> </div> """ return channel_entry_fmt.format(chan, header, images) def read_channels(filedescriptor): return list(set(filedescriptor.read().split('\n')) - {''}) def get_channel_list(): """Get the channel list from the file descriptor specified via the CLI. If no channel list is provided, try to read from sys.stdin. Otherwise, use the default comprehensive channel list.""" if args.channellist is None: # if stdin is a tty, then nothing is being piped in if sys.stdin.isatty(): return DEFAULT_CHANNELS else: return read_channels(sys.stdin) else: with open(args.channellist, 'r') as f: return read_channels(f) def make_preview_webpage(outdir, chans, gpstimes): """Make a webpage called index.html displaying all generated plots and save it to the specified output directory.""" gpstimes_str = ', '.join(str(gpstimes)) HTML_TOP = (""" <!DOCTYPE html> <html> <head> <meta charset="UTF-8"> <title>Plots around {}</title> <style type="text/css"> """ + CSS.replace('\n', '\n' + 16*' ') + """ </style> </head> <body> """).replace('\n ', '\n').format(gpstimes_str) # replace will remove 1st indent HTML_BOTTOM = """ </body> </html> """.replace('\n ', '\n') # replace will remove 1st indent filepath = os.path.join(outdir, 'index.html') with open(filepath, 'w') as f: f.write(HTML_TOP) f.write('\n') for chan in chans: f.write(image_link_html(gpstimes, chan)) f.write(HTML_BOTTOM) def make_channel_plots(outdir, chans, gps, dt=DT, verbose=False, max_simultaneous_chans=MAX_SIMULTANEOUS_CHANS): for i in range(0, len(chans), max_simultaneous_chans): if verbose: print('plotting {} thru {} of {}'.format(i, i+max_simultaneous_chans, len(chans))) chans_sublist = chans[i:i+max_simultaneous_chans] try: bufs = gwpy.timeseries.TimeSeriesDict.fetch(chans_sublist, gps-dt, gps+dt, verbose=verbose) except RuntimeError: if verbose: print('Could not fetch all at once:\n{}'.format(chans_sublist)) bufs = {} for chan in chans_sublist: try: buf = gwpy.timeseries.TimeSeries.fetch(chan, gps-dt, gps+dt, verbose=verbose) bufs[chan] = buf except RuntimeError: if verbose: print('Bad channel: {}'.format(chan)) for chan in bufs: buf = bufs[chan] filepath = os.path.join(outdir, channel_fname(gps, chan)) plot = buf.plot() plot.set_title(buf.channel.name.replace('_', '\_')) plot.savefig(filepath) if __name__ == '__main__': chans = get_channel_list() if args.verbose: print('channels to plot: {}'.format(chans)) if not args.skipwebpage: make_preview_webpage(args.outdir, chans, args.gpstimes) if not args.skipplots: for gps in args.gpstimes: make_channel_plots(args.outdir, chans, gps, args.deltat, args.verbose, args.maxsimultaneous)
mit
DonBeo/scikit-learn
sklearn/preprocessing/label.py
2
28579
# Authors: Alexandre Gramfort <alexandre.gramfort@inria.fr> # Mathieu Blondel <mathieu@mblondel.org> # Olivier Grisel <olivier.grisel@ensta.org> # Andreas Mueller <amueller@ais.uni-bonn.de> # Joel Nothman <joel.nothman@gmail.com> # Hamzeh Alsalhi <ha258@cornell.edu> # License: BSD 3 clause from collections import defaultdict import itertools import array import warnings import numpy as np import scipy.sparse as sp from ..base import BaseEstimator, TransformerMixin from ..utils.fixes import np_version from ..utils.fixes import sparse_min_max from ..utils.fixes import astype from ..utils.fixes import in1d from ..utils import deprecated, column_or_1d from ..utils.validation import check_array from ..utils.validation import _num_samples from ..utils.multiclass import unique_labels from ..utils.multiclass import type_of_target from ..externals import six zip = six.moves.zip map = six.moves.map __all__ = [ 'label_binarize', 'LabelBinarizer', 'LabelEncoder', 'MultiLabelBinarizer', ] def _check_numpy_unicode_bug(labels): """Check that user is not subject to an old numpy bug Fixed in master before 1.7.0: https://github.com/numpy/numpy/pull/243 """ if np_version[:3] < (1, 7, 0) and labels.dtype.kind == 'U': raise RuntimeError("NumPy < 1.7.0 does not implement searchsorted" " on unicode data correctly. Please upgrade" " NumPy to use LabelEncoder with unicode inputs.") class LabelEncoder(BaseEstimator, TransformerMixin): """Encode labels with value between 0 and n_classes-1. Attributes ---------- classes_ : array of shape (n_class,) Holds the label for each class. Examples -------- `LabelEncoder` can be used to normalize labels. >>> from sklearn import preprocessing >>> le = preprocessing.LabelEncoder() >>> le.fit([1, 2, 2, 6]) LabelEncoder() >>> le.classes_ array([1, 2, 6]) >>> le.transform([1, 1, 2, 6]) #doctest: +ELLIPSIS array([0, 0, 1, 2]...) >>> le.inverse_transform([0, 0, 1, 2]) array([1, 1, 2, 6]) It can also be used to transform non-numerical labels (as long as they are hashable and comparable) to numerical labels. >>> le = preprocessing.LabelEncoder() >>> le.fit(["paris", "paris", "tokyo", "amsterdam"]) LabelEncoder() >>> list(le.classes_) ['amsterdam', 'paris', 'tokyo'] >>> le.transform(["tokyo", "tokyo", "paris"]) #doctest: +ELLIPSIS array([2, 2, 1]...) >>> list(le.inverse_transform([2, 2, 1])) ['tokyo', 'tokyo', 'paris'] """ def _check_fitted(self): if not hasattr(self, "classes_"): raise ValueError("LabelEncoder was not fitted yet.") def fit(self, y): """Fit label encoder Parameters ---------- y : array-like of shape (n_samples,) Target values. Returns ------- self : returns an instance of self. """ y = column_or_1d(y, warn=True) _check_numpy_unicode_bug(y) self.classes_ = np.unique(y) return self def fit_transform(self, y): """Fit label encoder and return encoded labels Parameters ---------- y : array-like of shape [n_samples] Target values. Returns ------- y : array-like of shape [n_samples] """ y = column_or_1d(y, warn=True) _check_numpy_unicode_bug(y) self.classes_, y = np.unique(y, return_inverse=True) return y def transform(self, y): """Transform labels to normalized encoding. Parameters ---------- y : array-like of shape [n_samples] Target values. Returns ------- y : array-like of shape [n_samples] """ self._check_fitted() classes = np.unique(y) _check_numpy_unicode_bug(classes) if len(np.intersect1d(classes, self.classes_)) < len(classes): diff = np.setdiff1d(classes, self.classes_) raise ValueError("y contains new labels: %s" % str(diff)) return np.searchsorted(self.classes_, y) def inverse_transform(self, y): """Transform labels back to original encoding. Parameters ---------- y : numpy array of shape [n_samples] Target values. Returns ------- y : numpy array of shape [n_samples] """ self._check_fitted() y = np.asarray(y) return self.classes_[y] class LabelBinarizer(BaseEstimator, TransformerMixin): """Binarize labels in a one-vs-all fashion Several regression and binary classification algorithms are available in the scikit. A simple way to extend these algorithms to the multi-class classification case is to use the so-called one-vs-all scheme. At learning time, this simply consists in learning one regressor or binary classifier per class. In doing so, one needs to convert multi-class labels to binary labels (belong or does not belong to the class). LabelBinarizer makes this process easy with the transform method. At prediction time, one assigns the class for which the corresponding model gave the greatest confidence. LabelBinarizer makes this easy with the inverse_transform method. Parameters ---------- neg_label : int (default: 0) Value with which negative labels must be encoded. pos_label : int (default: 1) Value with which positive labels must be encoded. sparse_output : boolean (default: False) True if the returned array from transform is desired to be in sparse CSR format. Attributes ---------- classes_ : array of shape [n_class] Holds the label for each class. y_type_ : str, Represents the type of the target data as evaluated by utils.multiclass.type_of_target. Possible type are 'continuous', 'continuous-multioutput', 'binary', 'multiclass', 'mutliclass-multioutput', 'multilabel-sequences', 'multilabel-indicator', and 'unknown'. multilabel_ : boolean True if the transformer was fitted on a multilabel rather than a multiclass set of labels. The ``multilabel_`` attribute is deprecated and will be removed in 0.18 sparse_input_ : boolean, True if the input data to transform is given as a sparse matrix, False otherwise. indicator_matrix_ : str 'sparse' when the input data to tansform is a multilable-indicator and is sparse, None otherwise. The ``indicator_matrix_`` attribute is deprecated as of version 0.16 and will be removed in 0.18 Examples -------- >>> from sklearn import preprocessing >>> lb = preprocessing.LabelBinarizer() >>> lb.fit([1, 2, 6, 4, 2]) LabelBinarizer(neg_label=0, pos_label=1, sparse_output=False) >>> lb.classes_ array([1, 2, 4, 6]) >>> lb.transform([1, 6]) array([[1, 0, 0, 0], [0, 0, 0, 1]]) Binary targets transform to a column vector >>> lb = preprocessing.LabelBinarizer() >>> lb.fit_transform(['yes', 'no', 'no', 'yes']) array([[1], [0], [0], [1]]) Passing a 2D matrix for multilabel classification >>> import numpy as np >>> lb.fit(np.array([[0, 1, 1], [1, 0, 0]])) LabelBinarizer(neg_label=0, pos_label=1, sparse_output=False) >>> lb.classes_ array([0, 1, 2]) >>> lb.transform([0, 1, 2, 1]) array([[1, 0, 0], [0, 1, 0], [0, 0, 1], [0, 1, 0]]) See also -------- label_binarize : function to perform the transform operation of LabelBinarizer with fixed classes. """ def __init__(self, neg_label=0, pos_label=1, sparse_output=False): if neg_label >= pos_label: raise ValueError("neg_label={0} must be strictly less than " "pos_label={1}.".format(neg_label, pos_label)) if sparse_output and (pos_label == 0 or neg_label != 0): raise ValueError("Sparse binarization is only supported with non " "zero pos_label and zero neg_label, got " "pos_label={0} and neg_label={1}" "".format(pos_label, neg_label)) self.neg_label = neg_label self.pos_label = pos_label self.sparse_output = sparse_output @property @deprecated("Attribute ``indicator_matrix_`` is deprecated and will be " "removed in 0.17. Use ``y_type_ == 'multilabel-indicator'`` " "instead") def indicator_matrix_(self): return self.y_type_ == 'multilabel-indicator' @property @deprecated("Attribute ``multilabel_`` is deprecated and will be removed " "in 0.17. Use ``y_type_.startswith('multilabel')`` " "instead") def multilabel_(self): return self.y_type_.startswith('multilabel') def _check_fitted(self): if not hasattr(self, "classes_"): raise ValueError("LabelBinarizer was not fitted yet.") def fit(self, y): """Fit label binarizer Parameters ---------- y : numpy array of shape (n_samples,) or (n_samples, n_classes) Target values. The 2-d matrix should only contain 0 and 1, represents multilabel classification. Returns ------- self : returns an instance of self. """ self.y_type_ = type_of_target(y) if 'multioutput' in self.y_type_: raise ValueError("Multioutput target data is not supported with " "label binarization") if _num_samples(y) == 0: raise ValueError('y has 0 samples: %r' % y) self.sparse_input_ = sp.issparse(y) self.classes_ = unique_labels(y) return self def transform(self, y): """Transform multi-class labels to binary labels The output of transform is sometimes referred to by some authors as the 1-of-K coding scheme. Parameters ---------- y : numpy array or sparse matrix of shape (n_samples,) or (n_samples, n_classes) Target values. The 2-d matrix should only contain 0 and 1, represents multilabel classification. Sparse matrix can be CSR, CSC, COO, DOK, or LIL. Returns ------- Y : numpy array or CSR matrix of shape [n_samples, n_classes] Shape will be [n_samples, 1] for binary problems. """ self._check_fitted() y_is_multilabel = type_of_target(y).startswith('multilabel') if y_is_multilabel and not self.y_type_.startswith('multilabel'): raise ValueError("The object was not fitted with multilabel" " input.") return label_binarize(y, self.classes_, pos_label=self.pos_label, neg_label=self.neg_label, sparse_output=self.sparse_output) def inverse_transform(self, Y, threshold=None): """Transform binary labels back to multi-class labels Parameters ---------- Y : numpy array or sparse matrix with shape [n_samples, n_classes] Target values. All sparse matrices are converted to CSR before inverse transformation. threshold : float or None Threshold used in the binary and multi-label cases. Use 0 when: - Y contains the output of decision_function (classifier) Use 0.5 when: - Y contains the output of predict_proba If None, the threshold is assumed to be half way between neg_label and pos_label. Returns ------- y : numpy array or CSR matrix of shape [n_samples] Target values. Notes ----- In the case when the binary labels are fractional (probabilistic), inverse_transform chooses the class with the greatest value. Typically, this allows to use the output of a linear model's decision_function method directly as the input of inverse_transform. """ self._check_fitted() if threshold is None: threshold = (self.pos_label + self.neg_label) / 2. if self.y_type_ == "multiclass": y_inv = _inverse_binarize_multiclass(Y, self.classes_) else: y_inv = _inverse_binarize_thresholding(Y, self.y_type_, self.classes_, threshold) if self.sparse_input_: y_inv = sp.csr_matrix(y_inv) elif sp.issparse(y_inv): y_inv = y_inv.toarray() return y_inv def label_binarize(y, classes, neg_label=0, pos_label=1, sparse_output=False, multilabel=None): """Binarize labels in a one-vs-all fashion Several regression and binary classification algorithms are available in the scikit. A simple way to extend these algorithms to the multi-class classification case is to use the so-called one-vs-all scheme. This function makes it possible to compute this transformation for a fixed set of class labels known ahead of time. Parameters ---------- y : array-like Sequence of integer labels or multilabel data to encode. classes : array-like of shape [n_classes] Uniquely holds the label for each class. neg_label : int (default: 0) Value with which negative labels must be encoded. pos_label : int (default: 1) Value with which positive labels must be encoded. sparse_output : boolean (default: False), Set to true if output binary array is desired in CSR sparse format Returns ------- Y : numpy array or CSR matrix of shape [n_samples, n_classes] Shape will be [n_samples, 1] for binary problems. Examples -------- >>> from sklearn.preprocessing import label_binarize >>> label_binarize([1, 6], classes=[1, 2, 4, 6]) array([[1, 0, 0, 0], [0, 0, 0, 1]]) The class ordering is preserved: >>> label_binarize([1, 6], classes=[1, 6, 4, 2]) array([[1, 0, 0, 0], [0, 1, 0, 0]]) Binary targets transform to a column vector >>> label_binarize(['yes', 'no', 'no', 'yes'], classes=['no', 'yes']) array([[1], [0], [0], [1]]) See also -------- LabelBinarizer : class used to wrap the functionality of label_binarize and allow for fitting to classes independently of the transform operation """ if not isinstance(y, list): # XXX Workaround that will be removed when list of list format is # dropped y = check_array(y, accept_sparse='csr', ensure_2d=False, dtype=None) else: if _num_samples(y) == 0: raise ValueError('y has 0 samples: %r' % y) if neg_label >= pos_label: raise ValueError("neg_label={0} must be strictly less than " "pos_label={1}.".format(neg_label, pos_label)) if (sparse_output and (pos_label == 0 or neg_label != 0)): raise ValueError("Sparse binarization is only supported with non " "zero pos_label and zero neg_label, got " "pos_label={0} and neg_label={1}" "".format(pos_label, neg_label)) if multilabel is not None: warnings.warn("The multilabel parameter is deprecated as of version " "0.15 and will be removed in 0.17. The parameter is no " "longer necessary because the value is automatically " "inferred.", DeprecationWarning) # To account for pos_label == 0 in the dense case pos_switch = pos_label == 0 if pos_switch: pos_label = -neg_label y_type = type_of_target(y) if 'multioutput' in y_type: raise ValueError("Multioutput target data is not supported with label " "binarization") n_samples = y.shape[0] if sp.issparse(y) else len(y) n_classes = len(classes) classes = np.asarray(classes) if y_type == "binary": if len(classes) == 1: Y = np.zeros((len(y), 1), dtype=np.int) Y += neg_label return Y elif len(classes) >= 3: y_type = "multiclass" sorted_class = np.sort(classes) if (y_type == "multilabel-indicator" and classes.size != y.shape[1]): raise ValueError("classes {0} missmatch with the labels {1}" "found in the data".format(classes, unique_labels(y))) if y_type in ("binary", "multiclass"): y = column_or_1d(y) # pick out the known labels from y y_in_classes = in1d(y, classes) y_seen = y[y_in_classes] indices = np.searchsorted(sorted_class, y_seen) indptr = np.hstack((0, np.cumsum(y_in_classes))) data = np.empty_like(indices) data.fill(pos_label) Y = sp.csr_matrix((data, indices, indptr), shape=(n_samples, n_classes)) elif y_type == "multilabel-indicator": Y = sp.csr_matrix(y) if pos_label != 1: data = np.empty_like(Y.data) data.fill(pos_label) Y.data = data elif y_type == "multilabel-sequences": Y = MultiLabelBinarizer(classes=classes, sparse_output=sparse_output).fit_transform(y) if sp.issparse(Y): Y.data[:] = pos_label else: Y[Y == 1] = pos_label return Y if not sparse_output: Y = Y.toarray() Y = astype(Y, int, copy=False) if neg_label != 0: Y[Y == 0] = neg_label if pos_switch: Y[Y == pos_label] = 0 else: Y.data = astype(Y.data, int, copy=False) # preserve label ordering if np.any(classes != sorted_class): indices = np.argsort(classes) Y = Y[:, indices] if y_type == "binary": if sparse_output: Y = Y.getcol(-1) else: Y = Y[:, -1].reshape((-1, 1)) return Y def _inverse_binarize_multiclass(y, classes): """Inverse label binarization transformation for multiclass. Multiclass uses the maximal score instead of a threshold. """ classes = np.asarray(classes) if sp.issparse(y): # Find the argmax for each row in y where y is a CSR matrix y = y.tocsr() n_samples, n_outputs = y.shape outputs = np.arange(n_outputs) row_max = sparse_min_max(y, 1)[1] row_nnz = np.diff(y.indptr) y_data_repeated_max = np.repeat(row_max, row_nnz) # picks out all indices obtaining the maximum per row y_i_all_argmax = np.flatnonzero(y_data_repeated_max == y.data) # For corner case where last row has a max of 0 if row_max[-1] == 0: y_i_all_argmax = np.append(y_i_all_argmax, [len(y.data)]) # Gets the index of the first argmax in each row from y_i_all_argmax index_first_argmax = np.searchsorted(y_i_all_argmax, y.indptr[:-1]) # first argmax of each row y_ind_ext = np.append(y.indices, [0]) y_i_argmax = y_ind_ext[y_i_all_argmax[index_first_argmax]] # Handle rows of all 0 y_i_argmax[np.where(row_nnz == 0)[0]] = 0 # Handles rows with max of 0 that contain negative numbers samples = np.arange(n_samples)[(row_nnz > 0) & (row_max.ravel() == 0)] for i in samples: ind = y.indices[y.indptr[i]:y.indptr[i + 1]] y_i_argmax[i] = classes[np.setdiff1d(outputs, ind)][0] return classes[y_i_argmax] else: return classes.take(y.argmax(axis=1), mode="clip") def _inverse_binarize_thresholding(y, output_type, classes, threshold): """Inverse label binarization transformation using thresholding.""" if output_type == "binary" and y.ndim == 2 and y.shape[1] > 2: raise ValueError("output_type='binary', but y.shape = {0}". format(y.shape)) if output_type != "binary" and y.shape[1] != len(classes): raise ValueError("The number of class is not equal to the number of " "dimension of y.") classes = np.asarray(classes) # Perform thresholding if sp.issparse(y): if threshold > 0: if y.format not in ('csr', 'csc'): y = y.tocsr() y.data = np.array(y.data > threshold, dtype=np.int) y.eliminate_zeros() else: y = np.array(y.toarray() > threshold, dtype=np.int) else: y = np.array(y > threshold, dtype=np.int) # Inverse transform data if output_type == "binary": if sp.issparse(y): y = y.toarray() if y.ndim == 2 and y.shape[1] == 2: return classes[y[:, 1]] else: if len(classes) == 1: y = np.empty(len(y), dtype=classes.dtype) y.fill(classes[0]) return y else: return classes[y.ravel()] elif output_type == "multilabel-indicator": return y elif output_type == "multilabel-sequences": warnings.warn('Direct support for sequence of sequences multilabel ' 'representation will be unavailable from version 0.17. ' 'Use sklearn.preprocessing.MultiLabelBinarizer to ' 'convert to a label indicator representation.', DeprecationWarning) mlb = MultiLabelBinarizer(classes=classes).fit([]) return mlb.inverse_transform(y) else: raise ValueError("{0} format is not supported".format(output_type)) class MultiLabelBinarizer(BaseEstimator, TransformerMixin): """Transform between iterable of iterables and a multilabel format Although a list of sets or tuples is a very intuitive format for multilabel data, it is unwieldy to process. This transformer converts between this intuitive format and the supported multilabel format: a (samples x classes) binary matrix indicating the presence of a class label. Parameters ---------- classes : array-like of shape [n_classes] (optional) Indicates an ordering for the class labels sparse_output : boolean (default: False), Set to true if output binary array is desired in CSR sparse format Attributes ---------- classes_ : array of labels A copy of the `classes` parameter where provided, or otherwise, the sorted set of classes found when fitting. Examples -------- >>> mlb = MultiLabelBinarizer() >>> mlb.fit_transform([(1, 2), (3,)]) array([[1, 1, 0], [0, 0, 1]]) >>> mlb.classes_ array([1, 2, 3]) >>> mlb.fit_transform([set(['sci-fi', 'thriller']), set(['comedy'])]) array([[0, 1, 1], [1, 0, 0]]) >>> list(mlb.classes_) ['comedy', 'sci-fi', 'thriller'] """ def __init__(self, classes=None, sparse_output=False): self.classes = classes self.sparse_output = sparse_output def fit(self, y): """Fit the label sets binarizer, storing `classes_` Parameters ---------- y : iterable of iterables A set of labels (any orderable and hashable object) for each sample. If the `classes` parameter is set, `y` will not be iterated. Returns ------- self : returns this MultiLabelBinarizer instance """ if self.classes is None: classes = sorted(set(itertools.chain.from_iterable(y))) else: classes = self.classes dtype = np.int if all(isinstance(c, int) for c in classes) else object self.classes_ = np.empty(len(classes), dtype=dtype) self.classes_[:] = classes return self def fit_transform(self, y): """Fit the label sets binarizer and transform the given label sets Parameters ---------- y : iterable of iterables A set of labels (any orderable and hashable object) for each sample. If the `classes` parameter is set, `y` will not be iterated. Returns ------- y_indicator : array or CSR matrix, shape (n_samples, n_classes) A matrix such that `y_indicator[i, j] = 1` iff `classes_[j]` is in `y[i]`, and 0 otherwise. """ if self.classes is not None: return self.fit(y).transform(y) # Automatically increment on new class class_mapping = defaultdict(int) class_mapping.default_factory = class_mapping.__len__ yt = self._transform(y, class_mapping) # sort classes and reorder columns tmp = sorted(class_mapping, key=class_mapping.get) # (make safe for tuples) dtype = np.int if all(isinstance(c, int) for c in tmp) else object class_mapping = np.empty(len(tmp), dtype=dtype) class_mapping[:] = tmp self.classes_, inverse = np.unique(class_mapping, return_inverse=True) yt.indices = np.take(inverse, yt.indices) if not self.sparse_output: yt = yt.toarray() return yt def transform(self, y): """Transform the given label sets Parameters ---------- y : iterable of iterables A set of labels (any orderable and hashable object) for each sample. If the `classes` parameter is set, `y` will not be iterated. Returns ------- y_indicator : array or CSR matrix, shape (n_samples, n_classes) A matrix such that `y_indicator[i, j] = 1` iff `classes_[j]` is in `y[i]`, and 0 otherwise. """ class_to_index = dict(zip(self.classes_, range(len(self.classes_)))) yt = self._transform(y, class_to_index) if not self.sparse_output: yt = yt.toarray() return yt def _transform(self, y, class_mapping): """Transforms the label sets with a given mapping Parameters ---------- y : iterable of iterables class_mapping : Mapping Maps from label to column index in label indicator matrix Returns ------- y_indicator : sparse CSR matrix, shape (n_samples, n_classes) Label indicator matrix """ indices = array.array('i') indptr = array.array('i', [0]) for labels in y: indices.extend(set(class_mapping[label] for label in labels)) indptr.append(len(indices)) data = np.ones(len(indices), dtype=int) return sp.csr_matrix((data, indices, indptr), shape=(len(indptr) - 1, len(class_mapping))) def inverse_transform(self, yt): """Transform the given indicator matrix into label sets Parameters ---------- yt : array or sparse matrix of shape (n_samples, n_classes) A matrix containing only 1s ands 0s. Returns ------- y : list of tuples The set of labels for each sample such that `y[i]` consists of `classes_[j]` for each `yt[i, j] == 1`. """ if yt.shape[1] != len(self.classes_): raise ValueError('Expected indicator for {0} classes, but got {1}' .format(len(self.classes_), yt.shape[1])) if sp.issparse(yt): yt = yt.tocsr() if len(yt.data) != 0 and len(np.setdiff1d(yt.data, [0, 1])) > 0: raise ValueError('Expected only 0s and 1s in label indicator.') return [tuple(self.classes_.take(yt.indices[start:end])) for start, end in zip(yt.indptr[:-1], yt.indptr[1:])] else: unexpected = np.setdiff1d(yt, [0, 1]) if len(unexpected) > 0: raise ValueError('Expected only 0s and 1s in label indicator. ' 'Also got {0}'.format(unexpected)) return [tuple(self.classes_.compress(indicators)) for indicators in yt]
bsd-3-clause
scramblingbalam/Alta_Real
update_mongo.py
1
15367
# -*- coding: utf-8 -*- """ Created on Sun Jul 16 12:22:55 2017 @author: scram """ from gensim import corpora, models, similarities import gensim import json import os import pickle from pymongo import MongoClient import unicodedata as uniD import sys import nltk import networkx as nx import numpy as np import itertools as it import pprint import collections as coll import re from collections import Counter import feature_functions as feature import nested_dict from functools import reduce from scipy import spatial from sklearn.externals import joblib from Mongo_functions import id2edgelist pp = pprint.PrettyPrinter(indent=0) def translatelabel(label): if label == 'supporting'or label == 'support': return 0 if label == 'denying'or label == 'deny': return 1 if label == 'appeal-for-more-information'or label == 'query': return 2 if label == 'comment' or label == '0': return 3 if label =='imp-denying': return 4 id_target_dic = {} label_list =[] event_target_dic = {} event_ID_dic = {} unlabeled_thread_list=[] thread_list=[] def files_to_mongo(root_path,label_dict,db): """ Moves tweets from their file structure to mongo """ walk = os.walk(root_path) threads_errors = [] root_errors = [] replies_errors = [] for current_dir in walk: if 'structure.json' in current_dir[-1]: event = current_dir[0].split("\\")[-2] last_dir = current_dir[0].split("\\")[-1] if last_dir == "replies": json_list =[] root_tweet = {} rep_path =current_dir[0] root_path = rep_path.split("\\") with open("\\".join(root_path[:-1])+"\\"+'structure.json',"r")as jsonfile: structure = json.load(jsonfile) source_path = root_path source_path[-1]="source-tweet" source_path = "\\".join(source_path) root =os.listdir(source_path)[0] with open(source_path+"\\"+root,"r")as jsonfile: root_tweet = json.load(jsonfile) for json_path in current_dir[-1]: with open(current_dir[0]+"\\"+json_path,"r")as jsonfile: json_list.append(json.load(jsonfile)) thread_list = list(map(lambda x: x.get("id_str"),json_list)) root_id = root_tweet['id'] thread_list.append(str(root_id)) structure = nested_dict.subset_by_key(structure, thread_list) edge_list = nested_dict.to_edge_list(nested_dict.map_keys(int,structure)) fields = ["parent","child"] mongo_update = {"_id":root_id, "id_str":str(root_id), "event":event, "edge_list":nested_dict.vecs_to_recs(edge_list,fields)} try: db.edge_list.insert_one(mongo_update).inserted_id except Exception as err: # print(err) threads_errors.append(root_id) for twt in json_list: twt["_id"] = twt["id"] twt['label'] = label_dict[int(twt['id'])] try: db.replies_to_trump.insert_one(twt).inserted_id except Exception as err: # print(err) replies_errors.append(twt["id"]) root_tweet["_id"] = root_id root_tweet["label"] = label_dict[int(root_id)] try: db.trump_tweets.insert_one(root_tweet) except Exception as err: # print(err) root_errors.append(root_id) return threads_errors, root_errors, replies_errors def get_labeled_thread_tweets(thread,db=MongoClient('localhost', 27017).Alta_Real_New): root_id = thread['_id'] thread_tweets = list(db.trump_tweets.find({'_id':root_id})) thread_ids = set() thread_edge_list =[] # print(root_id) # print( thread_tweets[0]['text']) thread for edg in thread['edge_list']: parent = edg['parent'] child = edg['child'] thread_edge_list.append((parent,child)) thread_ids.add(child) thread_ids.add(parent) thread_ids = list(thread_ids) thread_tweets += list(db.replies_to_trump.find({'_id':{'$in':thread_ids},'label':{'$exists':True}})) thread_ids = [i['id'] for i in thread_tweets] print(root_id in thread_ids) print(root_id) print(len(thread_edge_list)) print(thread_ids) print(len(thread_ids)) # print(thread_ids) thread_edge_list = list(filter(lambda x: x[0] in thread_ids and x[1] in thread_ids, thread_edge_list)) thread_ids = [root_id] + thread_ids # print( len(thread_tweets)) return thread_tweets,thread_edge_list,thread_ids def labels_to_train(db,db_source,labels_dic): """ checks the Alta_Real database and creates sub-trees for any labeld tweets """ threads_errors = [] root_errors = [] replies_errors = [] print(db_source) roots = list(db_source.trump_tweets.find({"label":{"$exists":True}})) print("LENGTH ROOTS",len(roots)) # put labels to DB from target label file for labeled_id in labels_dic: tweet = list(db_source.replies_to_trump.find({'_id':labeled_id})) if tweet: tweet = tweet[0] if not tweet.get('label',None): db_source.replies_to_trump.update_one( {"_id":labeled_id}, {"$set": {"label":labels_dic[labeled_id]} } ) for root_tweet in roots: root_id = root_tweet['id'] thread_edges = list(db_source.edge_list.find({"_id":root_id}))[0] json_list,edge_list,thread_list = get_labeled_thread_tweets(thread_edges,db_source) thread_list.append(str(root_id)) fields = ["parent","child"] event_text = root_tweet['text'] # event_text = event_text.replace('/','').replace(':','').replace('-','').replace('#','') if len(event_text) >20: event = event_text.replace(" ","_")[:20] else: event = event_text.replace(" ","_") mongo_update = {"_id":root_id, "id_str":str(root_id), "event":event, "edge_list":nested_dict.vecs_to_recs(edge_list,fields)} # print(mongo_update) try: db.edge_list.insert_one(mongo_update).inserted_id except Exception as err: # print(err) threads_errors.append(root_id) for twt in json_list: twt["_id"] = twt["id"] if not twt['label']: print(twt['id']) print(twt['label']) print(bool(twt['label'])) try: db.replies_to_trump.insert_one(twt).inserted_id except Exception as err: # print(err) replies_errors.append(twt["id"]) root_tweet["_id"] = root_id try: db.trump_tweets.insert_one(root_tweet) except Exception as err: # print(err) root_errors.append(root_id) return threads_errors, root_errors, replies_errors def process_tweet(tweet): feature_vector =[] if tweet.get("full_text",None): text =tweet['full_text'] else: text =tweet['text'] ID = tweet['id_str'] thread_list.append(event) if ID in id_target_dic: label_list.append(id_target_dic[ID]) # print id_target_dic[root_id.split(".")[0]] attribute_paths = [[u'entities',u'media'], [u'entities',u'urls'], [u'in_reply_to_screen_name']] format_binary_vec = list(feature.attribute_binary_gen(tweet, attribute_paths)) feature_vector += format_binary_vec punc_vec = list(feature.punc_binary_gen(text,punc_list)) feature_vector += punc_vec if token_type == "zub": cap_ratio = feature.zub_capital_ratio(text) # print "Twit & Zub using same Capitalization Ratio\n\tIs this desirable?" elif token_type == "twit": cap_ratio = feature.zub_capital_ratio(text) # print "Twit & Zub using same Capitalization Ratio\n\tIs this desirable?" feature_vector += cap_ratio word_char_count = feature.word_char_count(id_text_dic[ID]) feature_vector += word_char_count swear_bool = feature.word_bool(text,swear_list) feature_vector += swear_bool neg_bool = feature.word_bool(text,negationwords) feature_vector += neg_bool if ID in id_pos_dic_full: pos_vec = id_pos_dic_full[tweet["id"]] else: pos_vec = id_pos_dic[tweet["id"]] feature_vector += feature.pos_vector(pos_vec) d2v_text = D2V_id_text_dic[ID] if embed_type == "word2vec": embed_vector = feature.mean_W2V_vector(d2v_text,D2Vmodel) elif embed_type == "doc2vec": embed_vector = D2Vmodel.docvecs[ID] feature_vector = np.concatenate((embed_vector, np.array(feature_vector))) # thread_id_list.append(ID) # thread_dic[ID] = feature_vector return int(ID), feature_vector def get_thread_tweets(thread,db=MongoClient('localhost', 27017).Alta_Real_New): root_id = thread['_id'] thread_tweets = list(db.trump_tweets.find({'_id':root_id})) thread_ids = set() thread_edge_list =[] for edg in thread['edge_list']: parent = edg['parent'] child = edg['child'] thread_ids.add(child) thread_edge_list.append((parent,child)) thread_ids = list(thread_ids) thread_tweets += list(db.replies_to_trump.find({'_id':{'$in':thread_ids}})) thread_ids = [root_id] + thread_ids return thread_tweets,thread_edge_list,thread_ids #### RUN FUNCTIONS TO CREATE FEATURES if __name__ == '__main__': ### Import if python 2 if sys.version_info[0] < 3: import cPickle as pickle # Global Variables dims =str(300) #token_type = "zub" embed_type = "word2vec" token_type = "twit" embed_type = "doc2vec" id_text_dic = {} text_list = [] id_list = [] POS_dir ="Data\\twitIE_pos\\" doc2vec_dir = "Data\\doc2vec\\trump_plus" ids_around_IDless_tweets=[136,139,1085,1087] pos_file_path1 = POS_dir+token_type+"_semeval2017"+"_twitIE_POS" pos_file_path2 = POS_dir+token_type+"_Alta_Real_New"+"_twitIE_POS" pos_file_path3 = POS_dir+token_type+"_Alta_Real_New"+"_twitIE_POS_FULL_TEXT" pos_file_path = [pos_file_path1, pos_file_path2,pos_file_path3] id_pos_dic, index_pos_dic = feature.pos_extract(pos_file_path) # pos_file_path1 = POS_dir+token_type+"_semeval2017"+"_twitIE_POS_FULL" pos_file_path_full = POS_dir+token_type+"_Alta_Real_New"+"_twitIE_POS_FULL_TEXT" pos_file_path_full = [pos_file_path_full] id_pos_dic_full, index_pos_dic_full = feature.pos_extract(pos_file_path_full) swear_path = "Data\\badwords.txt" swear_list=[] with open(swear_path,"r")as swearfile: swear_list = swearfile.readlines() id_text_dic ={} with open(doc2vec_dir+token_type+"_"+"id_text_dic.json",'r')as textDicFile: id_text_dic = json.load(textDicFile) negationwords = ['not', 'no', 'nobody', 'nothing', 'none', 'never', 'neither', 'nor', 'nowhere', 'hardly', 'scarcely', 'barely', 'don*', 'isn*', 'wasn*', 'shouldn*', 'wouldn*', 'couldn*', 'doesn*', 'don', 'isn', 'wasn', 'nothin', 'shouldn', 'wouldn', 'couldn', 'doesn'] punc_list = [u"?",u"!",u"."] attribute_paths = [[u'entities',u'media'], [u'entities',u'urls'], [u'in_reply_to_screen_name']] doc2vec_dir ="Data/doc2vec/" doc2vec_dir ="Data/doc2vec/trump_plus" D2Vmodel = models.Doc2Vec.load(doc2vec_dir+token_type+"_"+'rumorEval_doc2vec_set'+dims+'.model') print(D2Vmodel.most_similar('black'),"\n") doc2vec_id = [] with open(doc2vec_dir+"id_list.json","r") as picfile: doc2vec_id_key={str(twtID):str(key) for key,twtID in enumerate(json.load(picfile))} D2V_id_text_dic ={} with open(doc2vec_dir+token_type+"_"+"id_text_dic.json", "r")as d2vtextfile: D2V_id_text_dic = json.load(d2vtextfile) err_dic = {} graph_root_id = "" graph_event = "" graph_size = 0 graph_2_vis =[] thread_dic = {} event_target_dic = {} root_id = 0 event_model_dic = {} #MongoDB credentials and collections # DBname = 'test-tree' # DBname = 'test_recurse' DBname = 'Alta_Real_New' DBhost = 'localhost' DBport = 27017 DBname_t = 'Train' # initiate Mongo Client client = MongoClient() client = MongoClient(DBhost, DBport) DB_trump = client[DBname] DB_train = client[DBname_t] # collection where SemEval data is stored dev = "rumoureval-subtaskA-dev.json" train = "rumoureval-subtaskA-train.json" train_dic_dir = "traindev" train_data_dir ="rumoureval-data" train_dir = "Data\\semeval2017-task8-dataset" target_path = "\\".join([train_dir,train_dic_dir,train]) with open(target_path,"r")as targetfile: id_target_dic = {int(k):v for k,v in json.load(targetfile).items()} target_path = "\\".join([train_dir,train_dic_dir,dev]) with open(target_path,"r")as targetfile: id_target_dic.update({int(k):v for k,v in json.load(targetfile).items()}) with open("kats_label_dict","r")as targetfile: id_target_dic.update({int(k):v for k,v in json.load(targetfile).items()}) if not DB_train.edge_list.find_one(): top_path = "\\".join([train_dir,train_data_dir]) posted = files_to_mongo(top_path,id_target_dic,DB_train) transfered = labels_to_train(DB_train,DB_trump,id_target_dic) train_threads, train_roots, train_replies = posted else: DB_train.edge_list.find_one() top_path = "\\".join([train_dir,train_data_dir]) posted = files_to_mongo(top_path,id_target_dic,DB_train) transfered = labels_to_train(DB_train,DB_trump,id_target_dic) train_threads, train_roots, train_replies = posted print("No_New_Threads",set(train_threads)==set(DB_train.edge_list.distinct("_id"))) print("No_New_Roots",set(train_roots)==set(DB_train.trump_tweets.distinct("_id"))) print("No_New_Replies",set(train_replies)==set(DB_train.replies_to_trump.distinct("_id"))) ######## Sets 'event' field in main DB to the root_id for that thread if not DB_trump.edge_list.distinct('event'): for thrd in list(DB_trump.edge_list.find()): DB_trump.edge_list.update_one( {'_id':thrd['_id']}, {'$set': {'event':thrd['_id'], 'id_str':str(thrd['_id'])} } ) big_win_edge = list(DB_train.edge_list.find({'event':'Big_win_in_the_House'}))[0] print(len(big_win_edge['edge_list']))
mit
rubikloud/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
wschenck/nest-simulator
pynest/examples/spatial/connex.py
20
2341
# -*- coding: utf-8 -*- # # connex.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/>. """ Connect with circular mask, flat probability using 2 populations of iaf_psc_alpha neurons ------------------------------------------------------------------------------------------- Create two populations on a 30x30 grid of iaf_psc_alpha neurons, connect with circular mask, flat probability, visualize. BCCN Tutorial @ CNS*09 Hans Ekkehard Plesser, UMB """ import nest import matplotlib.pyplot as plt import numpy as np nest.ResetKernel() pos = nest.spatial.grid(shape=[30, 30], extent=[3., 3.]) ####################################################### # create and connect two populations a = nest.Create('iaf_psc_alpha', positions=pos) b = nest.Create('iaf_psc_alpha', positions=pos) cdict = {'rule': 'pairwise_bernoulli', 'p': 0.5, 'mask': {'circular': {'radius': 0.5}}} nest.Connect(a, b, conn_spec=cdict, syn_spec={'weight': nest.random.uniform(0.5, 2.)}) ################################################################# # plot targets of neurons in different grid locations # first, clear existing figure, get current figure plt.clf() fig = plt.gcf() # plot targets of two source neurons into same figure, with mask for src_index in [30 * 15 + 15, 0]: # obtain node id for center src = a[src_index:src_index + 1] nest.PlotTargets(src, b, mask=cdict['mask'], fig=fig) # beautify plt.axes().set_xticks(np.arange(-1.5, 1.55, 0.5)) plt.axes().set_yticks(np.arange(-1.5, 1.55, 0.5)) plt.grid(True) plt.axis([-2.0, 2.0, -2.0, 2.0]) plt.axes().set_aspect('equal', 'box') plt.title('Connection targets') plt.show() # plt.savefig('connex.pdf')
gpl-2.0
meduz/scikit-learn
examples/model_selection/plot_roc.py
102
5056
""" ======================================= Receiver Operating Characteristic (ROC) ======================================= Example of Receiver Operating Characteristic (ROC) metric to evaluate classifier output quality. ROC curves typically feature true positive rate on the Y axis, and false positive rate on the X axis. This means that the top left corner of the plot is the "ideal" point - a false positive rate of zero, and a true positive rate of one. This is not very realistic, but it does mean that a larger area under the curve (AUC) is usually better. The "steepness" of ROC curves is also important, since it is ideal to maximize the true positive rate while minimizing the false positive rate. Multiclass settings ------------------- ROC curves are typically used in binary classification to study the output of a classifier. In order to extend ROC curve and ROC area to multi-class or multi-label classification, it is necessary to binarize the output. One ROC curve can be drawn per label, but one can also draw a ROC curve by considering each element of the label indicator matrix as a binary prediction (micro-averaging). Another evaluation measure for multi-class classification is macro-averaging, which gives equal weight to the classification of each label. .. note:: See also :func:`sklearn.metrics.roc_auc_score`, :ref:`sphx_glr_auto_examples_model_selection_plot_roc_crossval.py`. """ print(__doc__) import numpy as np import matplotlib.pyplot as plt from itertools import cycle from sklearn import svm, datasets from sklearn.metrics import roc_curve, auc from sklearn.model_selection import train_test_split from sklearn.preprocessing import label_binarize from sklearn.multiclass import OneVsRestClassifier from scipy import interp # Import some data to play with iris = datasets.load_iris() X = iris.data y = iris.target # Binarize the output y = label_binarize(y, classes=[0, 1, 2]) n_classes = y.shape[1] # Add noisy features to make the problem harder random_state = np.random.RandomState(0) n_samples, n_features = X.shape X = np.c_[X, random_state.randn(n_samples, 200 * n_features)] # shuffle and split training and test sets X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=.5, random_state=0) # Learn to predict each class against the other classifier = OneVsRestClassifier(svm.SVC(kernel='linear', probability=True, random_state=random_state)) y_score = classifier.fit(X_train, y_train).decision_function(X_test) # Compute ROC curve and ROC area for each class fpr = dict() tpr = dict() roc_auc = dict() for i in range(n_classes): fpr[i], tpr[i], _ = roc_curve(y_test[:, i], y_score[:, i]) roc_auc[i] = auc(fpr[i], tpr[i]) # Compute micro-average ROC curve and ROC area fpr["micro"], tpr["micro"], _ = roc_curve(y_test.ravel(), y_score.ravel()) roc_auc["micro"] = auc(fpr["micro"], tpr["micro"]) ############################################################################## # Plot of a ROC curve for a specific class plt.figure() lw = 2 plt.plot(fpr[2], tpr[2], color='darkorange', lw=lw, label='ROC curve (area = %0.2f)' % roc_auc[2]) plt.plot([0, 1], [0, 1], color='navy', lw=lw, linestyle='--') plt.xlim([0.0, 1.0]) plt.ylim([0.0, 1.05]) plt.xlabel('False Positive Rate') plt.ylabel('True Positive Rate') plt.title('Receiver operating characteristic example') plt.legend(loc="lower right") plt.show() ############################################################################## # Plot ROC curves for the multiclass problem # Compute macro-average ROC curve and ROC area # First aggregate all false positive rates all_fpr = np.unique(np.concatenate([fpr[i] for i in range(n_classes)])) # Then interpolate all ROC curves at this points mean_tpr = np.zeros_like(all_fpr) for i in range(n_classes): mean_tpr += interp(all_fpr, fpr[i], tpr[i]) # Finally average it and compute AUC mean_tpr /= n_classes fpr["macro"] = all_fpr tpr["macro"] = mean_tpr roc_auc["macro"] = auc(fpr["macro"], tpr["macro"]) # Plot all ROC curves plt.figure() plt.plot(fpr["micro"], tpr["micro"], label='micro-average ROC curve (area = {0:0.2f})' ''.format(roc_auc["micro"]), color='deeppink', linestyle=':', linewidth=4) plt.plot(fpr["macro"], tpr["macro"], label='macro-average ROC curve (area = {0:0.2f})' ''.format(roc_auc["macro"]), color='navy', linestyle=':', linewidth=4) colors = cycle(['aqua', 'darkorange', 'cornflowerblue']) for i, color in zip(range(n_classes), colors): plt.plot(fpr[i], tpr[i], color=color, lw=lw, label='ROC curve of class {0} (area = {1:0.2f})' ''.format(i, roc_auc[i])) plt.plot([0, 1], [0, 1], 'k--', lw=lw) plt.xlim([0.0, 1.0]) plt.ylim([0.0, 1.05]) plt.xlabel('False Positive Rate') plt.ylabel('True Positive Rate') plt.title('Some extension of Receiver operating characteristic to multi-class') plt.legend(loc="lower right") plt.show()
bsd-3-clause
ch3ll0v3k/scikit-learn
examples/ensemble/plot_gradient_boosting_regularization.py
355
2843
""" ================================ Gradient Boosting regularization ================================ Illustration of the effect of different regularization strategies for Gradient Boosting. The example is taken from Hastie et al 2009. The loss function used is binomial deviance. Regularization via shrinkage (``learning_rate < 1.0``) improves performance considerably. In combination with shrinkage, stochastic gradient boosting (``subsample < 1.0``) can produce more accurate models by reducing the variance via bagging. Subsampling without shrinkage usually does poorly. Another strategy to reduce the variance is by subsampling the features analogous to the random splits in Random Forests (via the ``max_features`` parameter). .. [1] T. Hastie, R. Tibshirani and J. Friedman, "Elements of Statistical Learning Ed. 2", Springer, 2009. """ print(__doc__) # Author: Peter Prettenhofer <peter.prettenhofer@gmail.com> # # License: BSD 3 clause import numpy as np import matplotlib.pyplot as plt from sklearn import ensemble from sklearn import datasets X, y = datasets.make_hastie_10_2(n_samples=12000, random_state=1) X = X.astype(np.float32) # map labels from {-1, 1} to {0, 1} labels, y = np.unique(y, return_inverse=True) X_train, X_test = X[:2000], X[2000:] y_train, y_test = y[:2000], y[2000:] original_params = {'n_estimators': 1000, 'max_leaf_nodes': 4, 'max_depth': None, 'random_state': 2, 'min_samples_split': 5} plt.figure() for label, color, setting in [('No shrinkage', 'orange', {'learning_rate': 1.0, 'subsample': 1.0}), ('learning_rate=0.1', 'turquoise', {'learning_rate': 0.1, 'subsample': 1.0}), ('subsample=0.5', 'blue', {'learning_rate': 1.0, 'subsample': 0.5}), ('learning_rate=0.1, subsample=0.5', 'gray', {'learning_rate': 0.1, 'subsample': 0.5}), ('learning_rate=0.1, max_features=2', 'magenta', {'learning_rate': 0.1, 'max_features': 2})]: params = dict(original_params) params.update(setting) clf = ensemble.GradientBoostingClassifier(**params) clf.fit(X_train, y_train) # compute test set deviance test_deviance = np.zeros((params['n_estimators'],), dtype=np.float64) for i, y_pred in enumerate(clf.staged_decision_function(X_test)): # clf.loss_ assumes that y_test[i] in {0, 1} test_deviance[i] = clf.loss_(y_test, y_pred) plt.plot((np.arange(test_deviance.shape[0]) + 1)[::5], test_deviance[::5], '-', color=color, label=label) plt.legend(loc='upper left') plt.xlabel('Boosting Iterations') plt.ylabel('Test Set Deviance') plt.show()
bsd-3-clause
schinmayee/object-tracking
src/plot_errors.py
2
3422
#!/usr/bin/env python import argparse, os import numpy as np import pickle import matplotlib.pyplot as plt parser = argparse.ArgumentParser("Plot errors") parser.add_argument('--config', dest='config', type=str, default='config.txt', help='config file containing error directories' 'relative to config file') parser.add_argument('--output', dest='output_dir', type=str, help='Output directory') args = parser.parse_args() if not args.output_dir: print('Output directory name required') parser.print_help() exit(1) if not os.path.exists(args.output_dir): os.makedirs(args.output_dir) assert(os.path.isdir(args.output_dir)) # read configuration for plot config_dir = os.path.dirname(os.path.realpath(args.config)) error_names = list() error_dirs = list() with open(args.config) as config: for line in config.readlines(): data = line.split() if len(data) != 2: continue error_names.append(data[0]) error_dirs.append(data[1]) N = len(error_names) # read errors mean = list() dev = list() for dir_name in error_dirs: file_name = os.path.join(config_dir, dir_name, 'position_error') assert(os.path.isfile(file_name)) data = open(file_name) errors = pickle.load(data) data.close() #errors = errors[0:100] mean.append(np.mean(errors)) dev.append(np.std(errors)) #print(mean) #print(dev) ind = np.arange(N) # the x locations for the groups width = 0.6 # the width of the bars fig, ax = plt.subplots() rects = ax.bar(ind, mean, width, color='k', yerr=dev, align='center') # add some text for labels, title and axes ticks ax.set_ylabel('Mean error in position estimate') ax.set_ylim([0.8*min(mean),1.2*max(mean)]) ax.set_title('Error in Position') ax.set_xticks(ind) ax.set_xticklabels(error_names) def autolabel(rects): # attach some text labels for rect in rects: height = rect.get_height() ax.text(rect.get_x() + rect.get_width()/2., 1.05*height, '%.04f' % height, ha='center', va='bottom') autolabel(rects) plt.savefig(os.path.join(args.output_dir, 'position_error.png')) ''' Relative position error does not make much sense as computed below. ''' ''' # read errors mean = list() dev = list() for dir_name in error_dirs: file_name = os.path.join(config_dir, dir_name, 'pos_rel_error') assert(os.path.isfile(file_name)) data = open(file_name) errors = pickle.load(data) data.close() #errors = errors[0:100] mean.append(np.mean(errors)) dev.append(np.std(errors)) #print(mean) #print(dev) ind = np.arange(N) # the x locations for the groups width = 0.6 # the width of the bars fig, ax = plt.subplots() rects = ax.bar(ind, mean, width, color='k', yerr=dev, align='center') # add some text for labels, title and axes ticks ax.set_ylabel('Mean Relative Position Error') ax.set_ylim([0.8*min(mean),1.2*max(mean)]) ax.set_title('Relative Position Error') ax.set_xticks(ind) ax.set_xticklabels(error_names) def autolabel(rects): # attach some text labels for rect in rects: height = rect.get_height() ax.text(rect.get_x() + rect.get_width()/2., 1.05*height, '%.04f' % height, ha='center', va='bottom') autolabel(rects) plt.savefig(os.path.join(args.output_dir, 'position_rel_error.png')) '''
mit
kevin-intel/scikit-learn
sklearn/cluster/tests/test_k_means.py
2
44252
"""Testing for K-means""" import re import sys import numpy as np from scipy import sparse as sp from threadpoolctl import threadpool_limits import pytest from sklearn.utils._testing import assert_array_equal from sklearn.utils._testing import assert_allclose from sklearn.utils.fixes import _astype_copy_false from sklearn.base import clone from sklearn.exceptions import ConvergenceWarning from sklearn.utils.extmath import row_norms from sklearn.metrics import pairwise_distances from sklearn.metrics import pairwise_distances_argmin from sklearn.metrics.cluster import v_measure_score from sklearn.cluster import KMeans, k_means, kmeans_plusplus from sklearn.cluster import MiniBatchKMeans from sklearn.cluster._kmeans import _labels_inertia from sklearn.cluster._kmeans import _mini_batch_step from sklearn.cluster._k_means_common import _relocate_empty_clusters_dense from sklearn.cluster._k_means_common import _relocate_empty_clusters_sparse from sklearn.cluster._k_means_common import _euclidean_dense_dense_wrapper from sklearn.cluster._k_means_common import _euclidean_sparse_dense_wrapper from sklearn.cluster._k_means_common import _inertia_dense from sklearn.cluster._k_means_common import _inertia_sparse from sklearn.datasets import make_blobs from io import StringIO # non centered, sparse centers to check the centers = np.array([ [0.0, 5.0, 0.0, 0.0, 0.0], [1.0, 1.0, 4.0, 0.0, 0.0], [1.0, 0.0, 0.0, 5.0, 1.0], ]) n_samples = 100 n_clusters, n_features = centers.shape X, true_labels = make_blobs(n_samples=n_samples, centers=centers, cluster_std=1., random_state=42) X_csr = sp.csr_matrix(X) @pytest.mark.parametrize("array_constr", [np.array, sp.csr_matrix], ids=["dense", "sparse"]) @pytest.mark.parametrize("algo", ["full", "elkan"]) @pytest.mark.parametrize("dtype", [np.float32, np.float64]) def test_kmeans_results(array_constr, algo, dtype): # Checks that KMeans works as intended on toy dataset by comparing with # expected results computed by hand. X = array_constr([[0, 0], [0.5, 0], [0.5, 1], [1, 1]], dtype=dtype) sample_weight = [3, 1, 1, 3] init_centers = np.array([[0, 0], [1, 1]], dtype=dtype) expected_labels = [0, 0, 1, 1] expected_inertia = 0.375 expected_centers = np.array([[0.125, 0], [0.875, 1]], dtype=dtype) expected_n_iter = 2 kmeans = KMeans(n_clusters=2, n_init=1, init=init_centers, algorithm=algo) kmeans.fit(X, sample_weight=sample_weight) assert_array_equal(kmeans.labels_, expected_labels) assert_allclose(kmeans.inertia_, expected_inertia) assert_allclose(kmeans.cluster_centers_, expected_centers) assert kmeans.n_iter_ == expected_n_iter @pytest.mark.parametrize("array_constr", [np.array, sp.csr_matrix], ids=['dense', 'sparse']) @pytest.mark.parametrize("algo", ['full', 'elkan']) def test_kmeans_relocated_clusters(array_constr, algo): # check that empty clusters are relocated as expected X = array_constr([[0, 0], [0.5, 0], [0.5, 1], [1, 1]]) # second center too far from others points will be empty at first iter init_centers = np.array([[0.5, 0.5], [3, 3]]) expected_labels = [0, 0, 1, 1] expected_inertia = 0.25 expected_centers = [[0.25, 0], [0.75, 1]] expected_n_iter = 3 kmeans = KMeans(n_clusters=2, n_init=1, init=init_centers, algorithm=algo) kmeans.fit(X) assert_array_equal(kmeans.labels_, expected_labels) assert_allclose(kmeans.inertia_, expected_inertia) assert_allclose(kmeans.cluster_centers_, expected_centers) assert kmeans.n_iter_ == expected_n_iter @pytest.mark.parametrize("array_constr", [np.array, sp.csr_matrix], ids=["dense", "sparse"]) def test_relocate_empty_clusters(array_constr): # test for the _relocate_empty_clusters_(dense/sparse) helpers # Synthetic dataset with 3 obvious clusters of different sizes X = np.array( [-10., -9.5, -9, -8.5, -8, -1, 1, 9, 9.5, 10]).reshape(-1, 1) X = array_constr(X) sample_weight = np.ones(10) # centers all initialized to the first point of X centers_old = np.array([-10., -10, -10]).reshape(-1, 1) # With this initialization, all points will be assigned to the first center # At this point a center in centers_new is the weighted sum of the points # it contains if it's not empty, otherwise it is the same as before. centers_new = np.array([-16.5, -10, -10]).reshape(-1, 1) weight_in_clusters = np.array([10., 0, 0]) labels = np.zeros(10, dtype=np.int32) if array_constr is np.array: _relocate_empty_clusters_dense(X, sample_weight, centers_old, centers_new, weight_in_clusters, labels) else: _relocate_empty_clusters_sparse(X.data, X.indices, X.indptr, sample_weight, centers_old, centers_new, weight_in_clusters, labels) # The relocation scheme will take the 2 points farthest from the center and # assign them to the 2 empty clusters, i.e. points at 10 and at 9.9. The # first center will be updated to contain the other 8 points. assert_array_equal(weight_in_clusters, [8, 1, 1]) assert_allclose(centers_new, [[-36], [10], [9.5]]) @pytest.mark.parametrize("distribution", ["normal", "blobs"]) @pytest.mark.parametrize("array_constr", [np.array, sp.csr_matrix], ids=["dense", "sparse"]) @pytest.mark.parametrize("tol", [1e-2, 1e-8, 1e-100, 0]) def test_kmeans_elkan_results(distribution, array_constr, tol): # Check that results are identical between lloyd and elkan algorithms rnd = np.random.RandomState(0) if distribution == "normal": X = rnd.normal(size=(5000, 10)) else: X, _ = make_blobs(random_state=rnd) X[X < 0] = 0 X = array_constr(X) km_full = KMeans(algorithm="full", n_clusters=5, random_state=0, n_init=1, tol=tol) km_elkan = KMeans(algorithm="elkan", n_clusters=5, random_state=0, n_init=1, tol=tol) km_full.fit(X) km_elkan.fit(X) assert_allclose(km_elkan.cluster_centers_, km_full.cluster_centers_) assert_array_equal(km_elkan.labels_, km_full.labels_) assert km_elkan.n_iter_ == km_full.n_iter_ assert km_elkan.inertia_ == pytest.approx(km_full.inertia_, rel=1e-6) @pytest.mark.parametrize("algorithm", ["full", "elkan"]) def test_kmeans_convergence(algorithm): # Check that KMeans stops when convergence is reached when tol=0. (#16075) rnd = np.random.RandomState(0) X = rnd.normal(size=(5000, 10)) max_iter = 300 km = KMeans(algorithm=algorithm, n_clusters=5, random_state=0, n_init=1, tol=0, max_iter=max_iter).fit(X) assert km.n_iter_ < max_iter def test_minibatch_update_consistency(): # Check that dense and sparse minibatch update give the same results rng = np.random.RandomState(42) centers_old = centers + rng.normal(size=centers.shape) centers_old_csr = centers_old.copy() centers_new = np.zeros_like(centers_old) centers_new_csr = np.zeros_like(centers_old_csr) weight_sums = np.zeros(centers_old.shape[0], dtype=X.dtype) weight_sums_csr = np.zeros(centers_old.shape[0], dtype=X.dtype) x_squared_norms = (X ** 2).sum(axis=1) x_squared_norms_csr = row_norms(X_csr, squared=True) sample_weight = np.ones(X.shape[0], dtype=X.dtype) # extract a small minibatch X_mb = X[:10] X_mb_csr = X_csr[:10] x_mb_squared_norms = x_squared_norms[:10] x_mb_squared_norms_csr = x_squared_norms_csr[:10] sample_weight_mb = sample_weight[:10] # step 1: compute the dense minibatch update old_inertia = _mini_batch_step( X_mb, x_mb_squared_norms, sample_weight_mb, centers_old, centers_new, weight_sums, np.random.RandomState(0), random_reassign=False) assert old_inertia > 0.0 # compute the new inertia on the same batch to check that it decreased labels, new_inertia = _labels_inertia( X_mb, sample_weight_mb, x_mb_squared_norms, centers_new) assert new_inertia > 0.0 assert new_inertia < old_inertia # step 2: compute the sparse minibatch update old_inertia_csr = _mini_batch_step( X_mb_csr, x_mb_squared_norms_csr, sample_weight_mb, centers_old_csr, centers_new_csr, weight_sums_csr, np.random.RandomState(0), random_reassign=False) assert old_inertia_csr > 0.0 # compute the new inertia on the same batch to check that it decreased labels_csr, new_inertia_csr = _labels_inertia( X_mb_csr, sample_weight_mb, x_mb_squared_norms_csr, centers_new_csr) assert new_inertia_csr > 0.0 assert new_inertia_csr < old_inertia_csr # step 3: check that sparse and dense updates lead to the same results assert_array_equal(labels, labels_csr) assert_allclose(centers_new, centers_new_csr) assert_allclose(old_inertia, old_inertia_csr) assert_allclose(new_inertia, new_inertia_csr) def _check_fitted_model(km): # check that the number of clusters centers and distinct labels match # the expectation centers = km.cluster_centers_ assert centers.shape == (n_clusters, n_features) labels = km.labels_ assert np.unique(labels).shape[0] == n_clusters # check that the labels assignment are perfect (up to a permutation) assert_allclose(v_measure_score(true_labels, labels), 1.0) assert km.inertia_ > 0.0 @pytest.mark.parametrize("data", [X, X_csr], ids=["dense", "sparse"]) @pytest.mark.parametrize("init", ["random", "k-means++", centers, lambda X, k, random_state: centers], ids=["random", "k-means++", "ndarray", "callable"]) @pytest.mark.parametrize("Estimator", [KMeans, MiniBatchKMeans]) def test_all_init(Estimator, data, init): # Check KMeans and MiniBatchKMeans with all possible init. n_init = 10 if isinstance(init, str) else 1 km = Estimator(init=init, n_clusters=n_clusters, random_state=42, n_init=n_init).fit(data) _check_fitted_model(km) @pytest.mark.parametrize("init", ["random", "k-means++", centers, lambda X, k, random_state: centers], ids=["random", "k-means++", "ndarray", "callable"]) def test_minibatch_kmeans_partial_fit_init(init): # Check MiniBatchKMeans init with partial_fit n_init = 10 if isinstance(init, str) else 1 km = MiniBatchKMeans(init=init, n_clusters=n_clusters, random_state=0, n_init=n_init) for i in range(100): # "random" init requires many batches to recover the true labels. km.partial_fit(X) _check_fitted_model(km) @pytest.mark.parametrize("Estimator", [KMeans, MiniBatchKMeans]) def test_fortran_aligned_data(Estimator): # Check that KMeans works with fortran-aligned data. X_fortran = np.asfortranarray(X) centers_fortran = np.asfortranarray(centers) km_c = Estimator(n_clusters=n_clusters, init=centers, n_init=1, random_state=42).fit(X) km_f = Estimator(n_clusters=n_clusters, init=centers_fortran, n_init=1, random_state=42).fit(X_fortran) assert_allclose(km_c.cluster_centers_, km_f.cluster_centers_) assert_array_equal(km_c.labels_, km_f.labels_) @pytest.mark.parametrize('algo', ['full', 'elkan']) @pytest.mark.parametrize('dtype', [np.float32, np.float64]) @pytest.mark.parametrize('constructor', [np.asarray, sp.csr_matrix]) @pytest.mark.parametrize('seed, max_iter, tol', [ (0, 2, 1e-7), # strict non-convergence (1, 2, 1e-1), # loose non-convergence (3, 300, 1e-7), # strict convergence (4, 300, 1e-1), # loose convergence ]) def test_k_means_fit_predict(algo, dtype, constructor, seed, max_iter, tol): # check that fit.predict gives same result as fit_predict # There's a very small chance of failure with elkan on unstructured dataset # because predict method uses fast euclidean distances computation which # may cause small numerical instabilities. # NB: This test is largely redundant with respect to test_predict and # test_predict_equal_labels. This test has the added effect of # testing idempotence of the fittng procesdure which appears to # be where it fails on some MacOS setups. if sys.platform == "darwin": pytest.xfail( "Known failures on MacOS, See " "https://github.com/scikit-learn/scikit-learn/issues/12644") rng = np.random.RandomState(seed) X = make_blobs(n_samples=1000, n_features=10, centers=10, random_state=rng)[0].astype(dtype, copy=False) X = constructor(X) kmeans = KMeans(algorithm=algo, n_clusters=10, random_state=seed, tol=tol, max_iter=max_iter) labels_1 = kmeans.fit(X).predict(X) labels_2 = kmeans.fit_predict(X) # Due to randomness in the order in which chunks of data are processed when # using more than one thread, the absolute values of the labels can be # different between the 2 strategies but they should correspond to the same # clustering. assert v_measure_score(labels_1, labels_2) == pytest.approx(1, abs=1e-15) def test_minibatch_kmeans_verbose(): # Check verbose mode of MiniBatchKMeans for better coverage. km = MiniBatchKMeans(n_clusters=n_clusters, random_state=42, verbose=1) old_stdout = sys.stdout sys.stdout = StringIO() try: km.fit(X) finally: sys.stdout = old_stdout @pytest.mark.parametrize("algorithm", ["full", "elkan"]) @pytest.mark.parametrize("tol", [1e-2, 0]) def test_kmeans_verbose(algorithm, tol, capsys): # Check verbose mode of KMeans for better coverage. X = np.random.RandomState(0).normal(size=(5000, 10)) KMeans(algorithm=algorithm, n_clusters=n_clusters, random_state=42, init="random", n_init=1, tol=tol, verbose=1).fit(X) captured = capsys.readouterr() assert re.search(r"Initialization complete", captured.out) assert re.search(r"Iteration [0-9]+, inertia", captured.out) if tol == 0: assert re.search(r"strict convergence", captured.out) else: assert re.search(r"center shift .* within tolerance", captured.out) def test_minibatch_kmeans_warning_init_size(): # Check that a warning is raised when init_size is smaller than n_clusters with pytest.warns(RuntimeWarning, match=r"init_size.* should be larger than n_clusters"): MiniBatchKMeans(init_size=10, n_clusters=20).fit(X) @pytest.mark.parametrize("Estimator", [KMeans, MiniBatchKMeans]) def test_warning_n_init_precomputed_centers(Estimator): # Check that a warning is raised when n_init > 1 and an array is passed for # the init parameter. with pytest.warns(RuntimeWarning, match="Explicit initial center position passed: " "performing only one init"): Estimator(init=centers, n_clusters=n_clusters, n_init=10).fit(X) def test_minibatch_sensible_reassign(): # check that identical initial clusters are reassigned # also a regression test for when there are more desired reassignments than # samples. zeroed_X, true_labels = make_blobs(n_samples=100, centers=5, random_state=42) zeroed_X[::2, :] = 0 km = MiniBatchKMeans(n_clusters=20, batch_size=10, random_state=42, init="random").fit(zeroed_X) # there should not be too many exact zero cluster centers assert km.cluster_centers_.any(axis=1).sum() > 10 # do the same with batch-size > X.shape[0] (regression test) km = MiniBatchKMeans(n_clusters=20, batch_size=200, random_state=42, init="random").fit(zeroed_X) # there should not be too many exact zero cluster centers assert km.cluster_centers_.any(axis=1).sum() > 10 # do the same with partial_fit API km = MiniBatchKMeans(n_clusters=20, random_state=42, init="random") for i in range(100): km.partial_fit(zeroed_X) # there should not be too many exact zero cluster centers assert km.cluster_centers_.any(axis=1).sum() > 10 @pytest.mark.parametrize("data", [X, X_csr], ids=["dense", "sparse"]) def test_minibatch_reassign(data): # Check the reassignment part of the minibatch step with very high or very # low reassignment ratio. perfect_centers = np.empty((n_clusters, n_features)) for i in range(n_clusters): perfect_centers[i] = X[true_labels == i].mean(axis=0) x_squared_norms = row_norms(data, squared=True) sample_weight = np.ones(n_samples) centers_new = np.empty_like(perfect_centers) # Give a perfect initialization, but a large reassignment_ratio, as a # result many centers should be reassigned and the model should no longer # be good score_before = - _labels_inertia(data, sample_weight, x_squared_norms, perfect_centers, 1)[1] _mini_batch_step(data, x_squared_norms, sample_weight, perfect_centers, centers_new, np.zeros(n_clusters), np.random.RandomState(0), random_reassign=True, reassignment_ratio=1) score_after = - _labels_inertia(data, sample_weight, x_squared_norms, centers_new, 1)[1] assert score_before > score_after # Give a perfect initialization, with a small reassignment_ratio, # no center should be reassigned. _mini_batch_step(data, x_squared_norms, sample_weight, perfect_centers, centers_new, np.zeros(n_clusters), np.random.RandomState(0), random_reassign=True, reassignment_ratio=1e-15) assert_allclose(centers_new, perfect_centers) def test_minibatch_with_many_reassignments(): # Test for the case that the number of clusters to reassign is bigger # than the batch_size. Run the test with 100 clusters and a batch_size of # 10 because it turned out that these values ensure that the number of # clusters to reassign is always bigger than the batch_size. MiniBatchKMeans(n_clusters=100, batch_size=10, init_size=n_samples, random_state=42, verbose=True).fit(X) def test_minibatch_kmeans_init_size(): # Check the internal _init_size attribute of MiniBatchKMeans # default init size should be 3 * batch_size km = MiniBatchKMeans(n_clusters=10, batch_size=5, n_init=1).fit(X) assert km._init_size == 15 # if 3 * batch size < n_clusters, it should then be 3 * n_clusters km = MiniBatchKMeans(n_clusters=10, batch_size=1, n_init=1).fit(X) assert km._init_size == 30 # it should not be larger than n_samples km = MiniBatchKMeans(n_clusters=10, batch_size=5, n_init=1, init_size=n_samples + 1).fit(X) assert km._init_size == n_samples @pytest.mark.parametrize("tol, max_no_improvement", [(1e-4, None), (0, 10)]) def test_minibatch_declared_convergence(capsys, tol, max_no_improvement): # Check convergence detection based on ewa batch inertia or on # small center change. X, _, centers = make_blobs(centers=3, random_state=0, return_centers=True) km = MiniBatchKMeans(n_clusters=3, init=centers, batch_size=20, tol=tol, random_state=0, max_iter=10, n_init=1, verbose=1, max_no_improvement=max_no_improvement) km.fit(X) assert 1 < km.n_iter_ < 10 captured = capsys.readouterr() if max_no_improvement is None: assert "Converged (small centers change)" in captured.out if tol == 0: assert "Converged (lack of improvement in inertia)" in captured.out def test_minibatch_iter_steps(): # Check consistency of n_iter_ and n_steps_ attributes. batch_size = 30 n_samples = X.shape[0] km = MiniBatchKMeans(n_clusters=3, batch_size=batch_size, random_state=0).fit(X) # n_iter_ is the number of started epochs assert km.n_iter_ == np.ceil((km.n_steps_ * batch_size) / n_samples) assert isinstance(km.n_iter_, int) # without stopping condition, max_iter should be reached km = MiniBatchKMeans(n_clusters=3, batch_size=batch_size, random_state=0, tol=0, max_no_improvement=None, max_iter=10).fit(X) assert km.n_iter_ == 10 assert km.n_steps_ == (10 * n_samples) // batch_size assert isinstance(km.n_steps_, int) def test_kmeans_copyx(): # Check that copy_x=False returns nearly equal X after de-centering. my_X = X.copy() km = KMeans(copy_x=False, n_clusters=n_clusters, random_state=42) km.fit(my_X) _check_fitted_model(km) # check that my_X is de-centered assert_allclose(my_X, X) @pytest.mark.parametrize("Estimator", [KMeans, MiniBatchKMeans]) def test_score_max_iter(Estimator): # Check that fitting KMeans or MiniBatchKMeans with more iterations gives # better score X = np.random.RandomState(0).randn(100, 10) km1 = Estimator(n_init=1, random_state=42, max_iter=1) s1 = km1.fit(X).score(X) km2 = Estimator(n_init=1, random_state=42, max_iter=10) s2 = km2.fit(X).score(X) assert s2 > s1 @pytest.mark.parametrize("array_constr", [np.array, sp.csr_matrix], ids=["dense", "sparse"]) @pytest.mark.parametrize("dtype", [np.float32, np.float64]) @pytest.mark.parametrize("init", ["random", "k-means++"]) @pytest.mark.parametrize("Estimator, algorithm", [ (KMeans, "full"), (KMeans, "elkan"), (MiniBatchKMeans, None) ]) def test_predict(Estimator, algorithm, init, dtype, array_constr): # Check the predict method and the equivalence between fit.predict and # fit_predict. # There's a very small chance of failure with elkan on unstructured dataset # because predict method uses fast euclidean distances computation which # may cause small numerical instabilities. if sys.platform == "darwin": pytest.xfail( "Known failures on MacOS, See " "https://github.com/scikit-learn/scikit-learn/issues/12644") X, _ = make_blobs(n_samples=500, n_features=10, centers=10, random_state=0) X = array_constr(X) # With n_init = 1 km = Estimator(n_clusters=10, init=init, n_init=1, random_state=0) if algorithm is not None: km.set_params(algorithm=algorithm) km.fit(X) labels = km.labels_ # re-predict labels for training set using predict pred = km.predict(X) assert_array_equal(pred, labels) # re-predict labels for training set using fit_predict pred = km.fit_predict(X) assert_array_equal(pred, labels) # predict centroid labels pred = km.predict(km.cluster_centers_) assert_array_equal(pred, np.arange(10)) # With n_init > 1 # Due to randomness in the order in which chunks of data are processed when # using more than one thread, there might be different rounding errors for # the computation of the inertia between 2 runs. This might result in a # different ranking of 2 inits, hence a different labeling, even if they # give the same clustering. We only check the labels up to a permutation. km = Estimator(n_clusters=10, init=init, n_init=10, random_state=0) if algorithm is not None: km.set_params(algorithm=algorithm) km.fit(X) labels = km.labels_ # re-predict labels for training set using predict pred = km.predict(X) assert_allclose(v_measure_score(pred, labels), 1) # re-predict labels for training set using fit_predict pred = km.fit_predict(X) assert_allclose(v_measure_score(pred, labels), 1) # predict centroid labels pred = km.predict(km.cluster_centers_) assert_allclose(v_measure_score(pred, np.arange(10)), 1) @pytest.mark.parametrize("Estimator", [KMeans, MiniBatchKMeans]) def test_dense_sparse(Estimator): # Check that the results are the same for dense and sparse input. sample_weight = np.random.RandomState(0).random_sample((n_samples,)) km_dense = Estimator(n_clusters=n_clusters, random_state=0, n_init=1) km_dense.fit(X, sample_weight=sample_weight) km_sparse = Estimator(n_clusters=n_clusters, random_state=0, n_init=1) km_sparse.fit(X_csr, sample_weight=sample_weight) assert_array_equal(km_dense.labels_, km_sparse.labels_) assert_allclose(km_dense.cluster_centers_, km_sparse.cluster_centers_) @pytest.mark.parametrize("init", ["random", "k-means++", centers], ids=["random", "k-means++", "ndarray"]) @pytest.mark.parametrize("Estimator", [KMeans, MiniBatchKMeans]) def test_predict_dense_sparse(Estimator, init): # check that models trained on sparse input also works for dense input at # predict time and vice versa. n_init = 10 if isinstance(init, str) else 1 km = Estimator(n_clusters=n_clusters, init=init, n_init=n_init, random_state=0) km.fit(X_csr) assert_array_equal(km.predict(X), km.labels_) km.fit(X) assert_array_equal(km.predict(X_csr), km.labels_) @pytest.mark.parametrize("array_constr", [np.array, sp.csr_matrix], ids=["dense", "sparse"]) @pytest.mark.parametrize("dtype", [np.int32, np.int64]) @pytest.mark.parametrize("init", ["k-means++", "ndarray"]) @pytest.mark.parametrize("Estimator", [KMeans, MiniBatchKMeans]) def test_integer_input(Estimator, array_constr, dtype, init): # Check that KMeans and MiniBatchKMeans work with integer input. X_dense = np.array([[0, 0], [10, 10], [12, 9], [-1, 1], [2, 0], [8, 10]]) X = array_constr(X_dense, dtype=dtype) n_init = 1 if init == "ndarray" else 10 init = X_dense[:2] if init == "ndarray" else init km = Estimator(n_clusters=2, init=init, n_init=n_init, random_state=0) if Estimator is MiniBatchKMeans: km.set_params(batch_size=2) km.fit(X) # Internally integer input should be converted to float64 assert km.cluster_centers_.dtype == np.float64 expected_labels = [0, 1, 1, 0, 0, 1] assert_allclose(v_measure_score(km.labels_, expected_labels), 1) # Same with partial_fit (#14314) if Estimator is MiniBatchKMeans: km = clone(km).partial_fit(X) assert km.cluster_centers_.dtype == np.float64 @pytest.mark.parametrize("Estimator", [KMeans, MiniBatchKMeans]) def test_transform(Estimator): # Check the transform method km = Estimator(n_clusters=n_clusters).fit(X) # Transorfming cluster_centers_ should return the pairwise distances # between centers Xt = km.transform(km.cluster_centers_) assert_allclose(Xt, pairwise_distances(km.cluster_centers_)) # In particular, diagonal must be 0 assert_array_equal(Xt.diagonal(), np.zeros(n_clusters)) # Transorfming X should return the pairwise distances between X and the # centers Xt = km.transform(X) assert_allclose(Xt, pairwise_distances(X, km.cluster_centers_)) @pytest.mark.parametrize("Estimator", [KMeans, MiniBatchKMeans]) def test_fit_transform(Estimator): # Check equivalence between fit.transform and fit_transform X1 = Estimator(random_state=0, n_init=1).fit(X).transform(X) X2 = Estimator(random_state=0, n_init=1).fit_transform(X) assert_allclose(X1, X2) def test_n_init(): # Check that increasing the number of init increases the quality previous_inertia = np.inf for n_init in [1, 5, 10]: # set max_iter=1 to avoid finding the global minimum and get the same # inertia each time km = KMeans(n_clusters=n_clusters, init="random", n_init=n_init, random_state=0, max_iter=1).fit(X) assert km.inertia_ <= previous_inertia def test_k_means_function(): # test calling the k_means function directly cluster_centers, labels, inertia = k_means(X, n_clusters=n_clusters, sample_weight=None) assert cluster_centers.shape == (n_clusters, n_features) assert np.unique(labels).shape[0] == n_clusters # check that the labels assignment are perfect (up to a permutation) assert_allclose(v_measure_score(true_labels, labels), 1.0) assert inertia > 0.0 @pytest.mark.parametrize("data", [X, X_csr], ids=["dense", "sparse"]) @pytest.mark.parametrize("Estimator", [KMeans, MiniBatchKMeans]) def test_float_precision(Estimator, data): # Check that the results are the same for single and double precision. km = Estimator(n_init=1, random_state=0) inertia = {} Xt = {} centers = {} labels = {} for dtype in [np.float64, np.float32]: X = data.astype(dtype, **_astype_copy_false(data)) km.fit(X) inertia[dtype] = km.inertia_ Xt[dtype] = km.transform(X) centers[dtype] = km.cluster_centers_ labels[dtype] = km.labels_ # dtype of cluster centers has to be the dtype of the input data assert km.cluster_centers_.dtype == dtype # same with partial_fit if Estimator is MiniBatchKMeans: km.partial_fit(X[0:3]) assert km.cluster_centers_.dtype == dtype # compare arrays with low precision since the difference between 32 and # 64 bit comes from an accumulation of rounding errors. assert_allclose(inertia[np.float32], inertia[np.float64], rtol=1e-5) assert_allclose(Xt[np.float32], Xt[np.float64], rtol=1e-5) assert_allclose(centers[np.float32], centers[np.float64], rtol=1e-5) assert_array_equal(labels[np.float32], labels[np.float64]) @pytest.mark.parametrize("dtype", [np.int32, np.int64, np.float32, np.float64]) @pytest.mark.parametrize("Estimator", [KMeans, MiniBatchKMeans]) def test_centers_not_mutated(Estimator, dtype): # Check that KMeans and MiniBatchKMeans won't mutate the user provided # init centers silently even if input data and init centers have the same # type. X_new_type = X.astype(dtype, copy=False) centers_new_type = centers.astype(dtype, copy=False) km = Estimator(init=centers_new_type, n_clusters=n_clusters, n_init=1) km.fit(X_new_type) assert not np.may_share_memory(km.cluster_centers_, centers_new_type) @pytest.mark.parametrize("data", [X, X_csr], ids=["dense", "sparse"]) def test_kmeans_init_fitted_centers(data): # Check that starting fitting from a local optimum shouldn't change the # solution km1 = KMeans(n_clusters=n_clusters).fit(data) km2 = KMeans(n_clusters=n_clusters, init=km1.cluster_centers_, n_init=1).fit(data) assert_allclose(km1.cluster_centers_, km2.cluster_centers_) def test_kmeans_warns_less_centers_than_unique_points(): # Check KMeans when the number of found clusters is smaller than expected X = np.asarray([[0, 0], [0, 1], [1, 0], [1, 0]]) # last point is duplicated km = KMeans(n_clusters=4) # KMeans should warn that fewer labels than cluster centers have been used msg = (r"Number of distinct clusters \(3\) found smaller than " r"n_clusters \(4\). Possibly due to duplicate points in X.") with pytest.warns(ConvergenceWarning, match=msg): km.fit(X) # only three distinct points, so only three clusters # can have points assigned to them assert set(km.labels_) == set(range(3)) def _sort_centers(centers): return np.sort(centers, axis=0) def test_weighted_vs_repeated(): # Check that a sample weight of N should yield the same result as an N-fold # repetition of the sample. Valid only if init is precomputed, otherwise # rng produces different results. Not valid for MinibatchKMeans due to rng # to extract minibatches. sample_weight = np.random.RandomState(0).randint(1, 5, size=n_samples) X_repeat = np.repeat(X, sample_weight, axis=0) km = KMeans(init=centers, n_init=1, n_clusters=n_clusters, random_state=0) km_weighted = clone(km).fit(X, sample_weight=sample_weight) repeated_labels = np.repeat(km_weighted.labels_, sample_weight) km_repeated = clone(km).fit(X_repeat) assert_array_equal(km_repeated.labels_, repeated_labels) assert_allclose(km_weighted.inertia_, km_repeated.inertia_) assert_allclose(_sort_centers(km_weighted.cluster_centers_), _sort_centers(km_repeated.cluster_centers_)) @pytest.mark.parametrize("data", [X, X_csr], ids=["dense", "sparse"]) @pytest.mark.parametrize("Estimator", [KMeans, MiniBatchKMeans]) def test_unit_weights_vs_no_weights(Estimator, data): # Check that not passing sample weights should be equivalent to passing # sample weights all equal to one. sample_weight = np.ones(n_samples) km = Estimator(n_clusters=n_clusters, random_state=42, n_init=1) km_none = clone(km).fit(data, sample_weight=None) km_ones = clone(km).fit(data, sample_weight=sample_weight) assert_array_equal(km_none.labels_, km_ones.labels_) assert_allclose(km_none.cluster_centers_, km_ones.cluster_centers_) @pytest.mark.parametrize("data", [X, X_csr], ids=["dense", "sparse"]) @pytest.mark.parametrize("Estimator", [KMeans, MiniBatchKMeans]) def test_scaled_weights(Estimator, data): # Check that scaling all sample weights by a common factor # shouldn't change the result sample_weight = np.random.RandomState(0).uniform(n_samples) km = Estimator(n_clusters=n_clusters, random_state=42, n_init=1) km_orig = clone(km).fit(data, sample_weight=sample_weight) km_scaled = clone(km).fit(data, sample_weight=0.5 * sample_weight) assert_array_equal(km_orig.labels_, km_scaled.labels_) assert_allclose(km_orig.cluster_centers_, km_scaled.cluster_centers_) def test_kmeans_elkan_iter_attribute(): # Regression test on bad n_iter_ value. Previous bug n_iter_ was one off # it's right value (#11340). km = KMeans(algorithm="elkan", max_iter=1).fit(X) assert km.n_iter_ == 1 @pytest.mark.parametrize("array_constr", [np.array, sp.csr_matrix], ids=["dense", "sparse"]) def test_kmeans_empty_cluster_relocated(array_constr): # check that empty clusters are correctly relocated when using sample # weights (#13486) X = array_constr([[-1], [1]]) sample_weight = [1.9, 0.1] init = np.array([[-1], [10]]) km = KMeans(n_clusters=2, init=init, n_init=1) km.fit(X, sample_weight=sample_weight) assert len(set(km.labels_)) == 2 assert_allclose(km.cluster_centers_, [[-1], [1]]) @pytest.mark.parametrize("Estimator", [KMeans, MiniBatchKMeans]) def test_result_equal_in_diff_n_threads(Estimator): # Check that KMeans/MiniBatchKMeans give the same results in parallel mode # than in sequential mode. rnd = np.random.RandomState(0) X = rnd.normal(size=(50, 10)) with threadpool_limits(limits=1, user_api="openmp"): result_1 = Estimator( n_clusters=n_clusters, random_state=0).fit(X).labels_ with threadpool_limits(limits=2, user_api="openmp"): result_2 = Estimator( n_clusters=n_clusters, random_state=0).fit(X).labels_ assert_array_equal(result_1, result_2) @pytest.mark.parametrize("attr", ["counts_", "init_size_", "random_state_"]) def test_minibatch_kmeans_deprecated_attributes(attr): # check that we raise a deprecation warning when accessing `init_size_` # FIXME: remove in 1.1 depr_msg = (f"The attribute '{attr}' is deprecated in 0.24 and will be " f"removed in 1.1") km = MiniBatchKMeans(n_clusters=2, n_init=1, init='random', random_state=0) km.fit(X) with pytest.warns(FutureWarning, match=depr_msg): getattr(km, attr) def test_warning_elkan_1_cluster(): # Check warning messages specific to KMeans with pytest.warns(RuntimeWarning, match="algorithm='elkan' doesn't make sense for a single" " cluster"): KMeans(n_clusters=1, algorithm="elkan").fit(X) @pytest.mark.parametrize("array_constr", [np.array, sp.csr_matrix], ids=["dense", "sparse"]) @pytest.mark.parametrize("algo", ["full", "elkan"]) def test_k_means_1_iteration(array_constr, algo): # check the results after a single iteration (E-step M-step E-step) by # comparing against a pure python implementation. X = np.random.RandomState(0).uniform(size=(100, 5)) init_centers = X[:5] X = array_constr(X) def py_kmeans(X, init): new_centers = init.copy() labels = pairwise_distances_argmin(X, init) for label in range(init.shape[0]): new_centers[label] = X[labels == label].mean(axis=0) labels = pairwise_distances_argmin(X, new_centers) return labels, new_centers py_labels, py_centers = py_kmeans(X, init_centers) cy_kmeans = KMeans(n_clusters=5, n_init=1, init=init_centers, algorithm=algo, max_iter=1).fit(X) cy_labels = cy_kmeans.labels_ cy_centers = cy_kmeans.cluster_centers_ assert_array_equal(py_labels, cy_labels) assert_allclose(py_centers, cy_centers) @pytest.mark.parametrize("dtype", [np.float32, np.float64]) @pytest.mark.parametrize("squared", [True, False]) def test_euclidean_distance(dtype, squared): # Check that the _euclidean_(dense/sparse)_dense helpers produce correct # results rng = np.random.RandomState(0) a_sparse = sp.random(1, 100, density=0.5, format="csr", random_state=rng, dtype=dtype) a_dense = a_sparse.toarray().reshape(-1) b = rng.randn(100).astype(dtype, copy=False) b_squared_norm = (b**2).sum() expected = ((a_dense - b)**2).sum() expected = expected if squared else np.sqrt(expected) distance_dense_dense = _euclidean_dense_dense_wrapper(a_dense, b, squared) distance_sparse_dense = _euclidean_sparse_dense_wrapper( a_sparse.data, a_sparse.indices, b, b_squared_norm, squared) assert_allclose(distance_dense_dense, distance_sparse_dense, rtol=1e-6) assert_allclose(distance_dense_dense, expected, rtol=1e-6) assert_allclose(distance_sparse_dense, expected, rtol=1e-6) @pytest.mark.parametrize("dtype", [np.float32, np.float64]) def test_inertia(dtype): # Check that the _inertia_(dense/sparse) helpers produce correct results. rng = np.random.RandomState(0) X_sparse = sp.random(100, 10, density=0.5, format="csr", random_state=rng, dtype=dtype) X_dense = X_sparse.toarray() sample_weight = rng.randn(100).astype(dtype, copy=False) centers = rng.randn(5, 10).astype(dtype, copy=False) labels = rng.randint(5, size=100, dtype=np.int32) distances = ((X_dense - centers[labels])**2).sum(axis=1) expected = np.sum(distances * sample_weight) inertia_dense = _inertia_dense( X_dense, sample_weight, centers, labels, n_threads=1) inertia_sparse = _inertia_sparse( X_sparse, sample_weight, centers, labels, n_threads=1) assert_allclose(inertia_dense, inertia_sparse, rtol=1e-6) assert_allclose(inertia_dense, expected, rtol=1e-6) assert_allclose(inertia_sparse, expected, rtol=1e-6) @pytest.mark.parametrize("Estimator", [KMeans, MiniBatchKMeans]) def test_sample_weight_unchanged(Estimator): # Check that sample_weight is not modified in place by KMeans (#17204) X = np.array([[1], [2], [4]]) sample_weight = np.array([0.5, 0.2, 0.3]) Estimator(n_clusters=2, random_state=0).fit(X, sample_weight=sample_weight) assert_array_equal(sample_weight, np.array([0.5, 0.2, 0.3])) @pytest.mark.parametrize("Estimator", [KMeans, MiniBatchKMeans]) @pytest.mark.parametrize("param, match", [ ({"n_init": 0}, r"n_init should be > 0"), ({"max_iter": 0}, r"max_iter should be > 0"), ({"n_clusters": n_samples + 1}, r"n_samples.* should be >= n_clusters"), ({"init": X[:2]}, r"The shape of the initial centers .* does not match " r"the number of clusters"), ({"init": lambda X_, k, random_state: X_[:2]}, r"The shape of the initial centers .* does not match " r"the number of clusters"), ({"init": X[:8, :2]}, r"The shape of the initial centers .* does not match " r"the number of features of the data"), ({"init": lambda X_, k, random_state: X_[:8, :2]}, r"The shape of the initial centers .* does not match " r"the number of features of the data"), ({"init": "wrong"}, r"init should be either 'k-means\+\+', 'random', " r"a ndarray or a callable")] ) def test_wrong_params(Estimator, param, match): # Check that error are raised with clear error message when wrong values # are passed for the parameters # Set n_init=1 by default to avoid warning with precomputed init km = Estimator(n_init=1) with pytest.raises(ValueError, match=match): km.set_params(**param).fit(X) @pytest.mark.parametrize("param, match", [ ({"algorithm": "wrong"}, r"Algorithm must be 'auto', 'full' or 'elkan'")] ) def test_kmeans_wrong_params(param, match): # Check that error are raised with clear error message when wrong values # are passed for the KMeans specific parameters with pytest.raises(ValueError, match=match): KMeans(**param).fit(X) @pytest.mark.parametrize("param, match", [ ({"max_no_improvement": -1}, r"max_no_improvement should be >= 0"), ({"batch_size": -1}, r"batch_size should be > 0"), ({"init_size": -1}, r"init_size should be > 0"), ({"reassignment_ratio": -1}, r"reassignment_ratio should be >= 0")] ) def test_minibatch_kmeans_wrong_params(param, match): # Check that error are raised with clear error message when wrong values # are passed for the MiniBatchKMeans specific parameters with pytest.raises(ValueError, match=match): MiniBatchKMeans(**param).fit(X) @pytest.mark.parametrize("param, match", [ ({"n_local_trials": 0}, r"n_local_trials is set to 0 but should be an " r"integer value greater than zero"), ({"x_squared_norms": X[:2]}, r"The length of x_squared_norms .* should " r"be equal to the length of n_samples")] ) def test_kmeans_plusplus_wrong_params(param, match): with pytest.raises(ValueError, match=match): kmeans_plusplus(X, n_clusters, **param) @pytest.mark.parametrize("data", [X, X_csr]) @pytest.mark.parametrize("dtype", [np.float64, np.float32]) def test_kmeans_plusplus_output(data, dtype): # Check for the correct number of seeds and all positive values data = data.astype(dtype) centers, indices = kmeans_plusplus(data, n_clusters) # Check there are the correct number of indices and that all indices are # positive and within the number of samples assert indices.shape[0] == n_clusters assert (indices >= 0).all() assert (indices <= data.shape[0]).all() # Check for the correct number of seeds and that they are bound by the data assert centers.shape[0] == n_clusters assert (centers.max(axis=0) <= data.max(axis=0)).all() assert (centers.min(axis=0) >= data.min(axis=0)).all() # Check that indices correspond to reported centers # Use X for comparison rather than data, test still works against centers # calculated with sparse data. assert_allclose(X[indices].astype(dtype), centers) @pytest.mark.parametrize("x_squared_norms", [row_norms(X, squared=True), None]) def test_kmeans_plusplus_norms(x_squared_norms): # Check that defining x_squared_norms returns the same as default=None. centers, indices = kmeans_plusplus(X, n_clusters, x_squared_norms=x_squared_norms) assert_allclose(X[indices], centers) def test_kmeans_plusplus_dataorder(): # Check that memory layout does not effect result centers_c, _ = kmeans_plusplus(X, n_clusters, random_state=0) X_fortran = np.asfortranarray(X) centers_fortran, _ = kmeans_plusplus(X_fortran, n_clusters, random_state=0) assert_allclose(centers_c, centers_fortran)
bsd-3-clause
carrillo/scikit-learn
sklearn/metrics/regression.py
175
16953
"""Metrics to assess performance on regression task Functions named as ``*_score`` return a scalar value to maximize: the higher the better Function named as ``*_error`` or ``*_loss`` return a scalar value to minimize: the lower the better """ # Authors: Alexandre Gramfort <alexandre.gramfort@inria.fr> # Mathieu Blondel <mathieu@mblondel.org> # Olivier Grisel <olivier.grisel@ensta.org> # Arnaud Joly <a.joly@ulg.ac.be> # Jochen Wersdorfer <jochen@wersdoerfer.de> # Lars Buitinck <L.J.Buitinck@uva.nl> # Joel Nothman <joel.nothman@gmail.com> # Noel Dawe <noel@dawe.me> # Manoj Kumar <manojkumarsivaraj334@gmail.com> # Michael Eickenberg <michael.eickenberg@gmail.com> # Konstantin Shmelkov <konstantin.shmelkov@polytechnique.edu> # License: BSD 3 clause from __future__ import division import numpy as np from ..utils.validation import check_array, check_consistent_length from ..utils.validation import column_or_1d import warnings __ALL__ = [ "mean_absolute_error", "mean_squared_error", "median_absolute_error", "r2_score", "explained_variance_score" ] def _check_reg_targets(y_true, y_pred, multioutput): """Check that y_true and y_pred belong to the same regression task Parameters ---------- y_true : array-like, y_pred : array-like, multioutput : array-like or string in ['raw_values', uniform_average', 'variance_weighted'] or None None is accepted due to backward compatibility of r2_score(). Returns ------- type_true : one of {'continuous', continuous-multioutput'} The type of the true target data, as output by 'utils.multiclass.type_of_target' y_true : array-like of shape = (n_samples, n_outputs) Ground truth (correct) target values. y_pred : array-like of shape = (n_samples, n_outputs) Estimated target values. multioutput : array-like of shape = (n_outputs) or string in ['raw_values', uniform_average', 'variance_weighted'] or None Custom output weights if ``multioutput`` is array-like or just the corresponding argument if ``multioutput`` is a correct keyword. """ check_consistent_length(y_true, y_pred) y_true = check_array(y_true, ensure_2d=False) y_pred = check_array(y_pred, ensure_2d=False) if y_true.ndim == 1: y_true = y_true.reshape((-1, 1)) if y_pred.ndim == 1: y_pred = y_pred.reshape((-1, 1)) if y_true.shape[1] != y_pred.shape[1]: raise ValueError("y_true and y_pred have different number of output " "({0}!={1})".format(y_true.shape[1], y_pred.shape[1])) n_outputs = y_true.shape[1] multioutput_options = (None, 'raw_values', 'uniform_average', 'variance_weighted') if multioutput not in multioutput_options: multioutput = check_array(multioutput, ensure_2d=False) if n_outputs == 1: raise ValueError("Custom weights are useful only in " "multi-output cases.") elif n_outputs != len(multioutput): raise ValueError(("There must be equally many custom weights " "(%d) as outputs (%d).") % (len(multioutput), n_outputs)) y_type = 'continuous' if n_outputs == 1 else 'continuous-multioutput' return y_type, y_true, y_pred, multioutput def mean_absolute_error(y_true, y_pred, sample_weight=None, multioutput='uniform_average'): """Mean absolute error regression loss Read more in the :ref:`User Guide <mean_absolute_error>`. Parameters ---------- y_true : array-like of shape = (n_samples) or (n_samples, n_outputs) Ground truth (correct) target values. y_pred : array-like of shape = (n_samples) or (n_samples, n_outputs) Estimated target values. sample_weight : array-like of shape = (n_samples), optional Sample weights. multioutput : string in ['raw_values', 'uniform_average'] or array-like of shape (n_outputs) Defines aggregating of multiple output values. Array-like value defines weights used to average errors. 'raw_values' : Returns a full set of errors in case of multioutput input. 'uniform_average' : Errors of all outputs are averaged with uniform weight. Returns ------- loss : float or ndarray of floats If multioutput is 'raw_values', then mean absolute error is returned for each output separately. If multioutput is 'uniform_average' or an ndarray of weights, then the weighted average of all output errors is returned. MAE output is non-negative floating point. The best value is 0.0. Examples -------- >>> from sklearn.metrics import mean_absolute_error >>> y_true = [3, -0.5, 2, 7] >>> y_pred = [2.5, 0.0, 2, 8] >>> mean_absolute_error(y_true, y_pred) 0.5 >>> y_true = [[0.5, 1], [-1, 1], [7, -6]] >>> y_pred = [[0, 2], [-1, 2], [8, -5]] >>> mean_absolute_error(y_true, y_pred) 0.75 >>> mean_absolute_error(y_true, y_pred, multioutput='raw_values') array([ 0.5, 1. ]) >>> mean_absolute_error(y_true, y_pred, multioutput=[0.3, 0.7]) ... # doctest: +ELLIPSIS 0.849... """ y_type, y_true, y_pred, multioutput = _check_reg_targets( y_true, y_pred, multioutput) output_errors = np.average(np.abs(y_pred - y_true), weights=sample_weight, axis=0) if multioutput == 'raw_values': return output_errors elif multioutput == 'uniform_average': # pass None as weights to np.average: uniform mean multioutput = None return np.average(output_errors, weights=multioutput) def mean_squared_error(y_true, y_pred, sample_weight=None, multioutput='uniform_average'): """Mean squared error regression loss Read more in the :ref:`User Guide <mean_squared_error>`. Parameters ---------- y_true : array-like of shape = (n_samples) or (n_samples, n_outputs) Ground truth (correct) target values. y_pred : array-like of shape = (n_samples) or (n_samples, n_outputs) Estimated target values. sample_weight : array-like of shape = (n_samples), optional Sample weights. multioutput : string in ['raw_values', 'uniform_average'] or array-like of shape (n_outputs) Defines aggregating of multiple output values. Array-like value defines weights used to average errors. 'raw_values' : Returns a full set of errors in case of multioutput input. 'uniform_average' : Errors of all outputs are averaged with uniform weight. Returns ------- loss : float or ndarray of floats A non-negative floating point value (the best value is 0.0), or an array of floating point values, one for each individual target. Examples -------- >>> from sklearn.metrics import mean_squared_error >>> y_true = [3, -0.5, 2, 7] >>> y_pred = [2.5, 0.0, 2, 8] >>> mean_squared_error(y_true, y_pred) 0.375 >>> y_true = [[0.5, 1],[-1, 1],[7, -6]] >>> y_pred = [[0, 2],[-1, 2],[8, -5]] >>> mean_squared_error(y_true, y_pred) # doctest: +ELLIPSIS 0.708... >>> mean_squared_error(y_true, y_pred, multioutput='raw_values') ... # doctest: +ELLIPSIS array([ 0.416..., 1. ]) >>> mean_squared_error(y_true, y_pred, multioutput=[0.3, 0.7]) ... # doctest: +ELLIPSIS 0.824... """ y_type, y_true, y_pred, multioutput = _check_reg_targets( y_true, y_pred, multioutput) output_errors = np.average((y_true - y_pred) ** 2, axis=0, weights=sample_weight) if multioutput == 'raw_values': return output_errors elif multioutput == 'uniform_average': # pass None as weights to np.average: uniform mean multioutput = None return np.average(output_errors, weights=multioutput) def median_absolute_error(y_true, y_pred): """Median absolute error regression loss Read more in the :ref:`User Guide <median_absolute_error>`. Parameters ---------- y_true : array-like of shape = (n_samples) Ground truth (correct) target values. y_pred : array-like of shape = (n_samples) Estimated target values. Returns ------- loss : float A positive floating point value (the best value is 0.0). Examples -------- >>> from sklearn.metrics import median_absolute_error >>> y_true = [3, -0.5, 2, 7] >>> y_pred = [2.5, 0.0, 2, 8] >>> median_absolute_error(y_true, y_pred) 0.5 """ y_type, y_true, y_pred, _ = _check_reg_targets(y_true, y_pred, 'uniform_average') if y_type == 'continuous-multioutput': raise ValueError("Multioutput not supported in median_absolute_error") return np.median(np.abs(y_pred - y_true)) def explained_variance_score(y_true, y_pred, sample_weight=None, multioutput='uniform_average'): """Explained variance regression score function Best possible score is 1.0, lower values are worse. Read more in the :ref:`User Guide <explained_variance_score>`. Parameters ---------- y_true : array-like of shape = (n_samples) or (n_samples, n_outputs) Ground truth (correct) target values. y_pred : array-like of shape = (n_samples) or (n_samples, n_outputs) Estimated target values. sample_weight : array-like of shape = (n_samples), optional Sample weights. multioutput : string in ['raw_values', 'uniform_average', \ 'variance_weighted'] or array-like of shape (n_outputs) Defines aggregating of multiple output scores. Array-like value defines weights used to average scores. 'raw_values' : Returns a full set of scores in case of multioutput input. 'uniform_average' : Scores of all outputs are averaged with uniform weight. 'variance_weighted' : Scores of all outputs are averaged, weighted by the variances of each individual output. Returns ------- score : float or ndarray of floats The explained variance or ndarray if 'multioutput' is 'raw_values'. Notes ----- This is not a symmetric function. Examples -------- >>> from sklearn.metrics import explained_variance_score >>> y_true = [3, -0.5, 2, 7] >>> y_pred = [2.5, 0.0, 2, 8] >>> explained_variance_score(y_true, y_pred) # doctest: +ELLIPSIS 0.957... >>> y_true = [[0.5, 1], [-1, 1], [7, -6]] >>> y_pred = [[0, 2], [-1, 2], [8, -5]] >>> explained_variance_score(y_true, y_pred, multioutput='uniform_average') ... # doctest: +ELLIPSIS 0.983... """ y_type, y_true, y_pred, multioutput = _check_reg_targets( y_true, y_pred, multioutput) y_diff_avg = np.average(y_true - y_pred, weights=sample_weight, axis=0) numerator = np.average((y_true - y_pred - y_diff_avg) ** 2, weights=sample_weight, axis=0) y_true_avg = np.average(y_true, weights=sample_weight, axis=0) denominator = np.average((y_true - y_true_avg) ** 2, weights=sample_weight, axis=0) nonzero_numerator = numerator != 0 nonzero_denominator = denominator != 0 valid_score = nonzero_numerator & nonzero_denominator output_scores = np.ones(y_true.shape[1]) output_scores[valid_score] = 1 - (numerator[valid_score] / denominator[valid_score]) output_scores[nonzero_numerator & ~nonzero_denominator] = 0. if multioutput == 'raw_values': # return scores individually return output_scores elif multioutput == 'uniform_average': # passing to np.average() None as weights results is uniform mean avg_weights = None elif multioutput == 'variance_weighted': avg_weights = denominator else: avg_weights = multioutput return np.average(output_scores, weights=avg_weights) def r2_score(y_true, y_pred, sample_weight=None, multioutput=None): """R^2 (coefficient of determination) regression score function. Best possible score is 1.0 and it can be negative (because the model can be arbitrarily worse). A constant model that always predicts the expected value of y, disregarding the input features, would get a R^2 score of 0.0. Read more in the :ref:`User Guide <r2_score>`. Parameters ---------- y_true : array-like of shape = (n_samples) or (n_samples, n_outputs) Ground truth (correct) target values. y_pred : array-like of shape = (n_samples) or (n_samples, n_outputs) Estimated target values. sample_weight : array-like of shape = (n_samples), optional Sample weights. multioutput : string in ['raw_values', 'uniform_average', 'variance_weighted'] or None or array-like of shape (n_outputs) Defines aggregating of multiple output scores. Array-like value defines weights used to average scores. Default value correponds to 'variance_weighted', but will be changed to 'uniform_average' in next versions. 'raw_values' : Returns a full set of scores in case of multioutput input. 'uniform_average' : Scores of all outputs are averaged with uniform weight. 'variance_weighted' : Scores of all outputs are averaged, weighted by the variances of each individual output. Returns ------- z : float or ndarray of floats The R^2 score or ndarray of scores if 'multioutput' is 'raw_values'. Notes ----- This is not a symmetric function. Unlike most other scores, R^2 score may be negative (it need not actually be the square of a quantity R). References ---------- .. [1] `Wikipedia entry on the Coefficient of determination <http://en.wikipedia.org/wiki/Coefficient_of_determination>`_ Examples -------- >>> from sklearn.metrics import r2_score >>> y_true = [3, -0.5, 2, 7] >>> y_pred = [2.5, 0.0, 2, 8] >>> r2_score(y_true, y_pred) # doctest: +ELLIPSIS 0.948... >>> y_true = [[0.5, 1], [-1, 1], [7, -6]] >>> y_pred = [[0, 2], [-1, 2], [8, -5]] >>> r2_score(y_true, y_pred, multioutput='variance_weighted') # doctest: +ELLIPSIS 0.938... """ y_type, y_true, y_pred, multioutput = _check_reg_targets( y_true, y_pred, multioutput) if sample_weight is not None: sample_weight = column_or_1d(sample_weight) weight = sample_weight[:, np.newaxis] else: weight = 1. numerator = (weight * (y_true - y_pred) ** 2).sum(axis=0, dtype=np.float64) denominator = (weight * (y_true - np.average( y_true, axis=0, weights=sample_weight)) ** 2).sum(axis=0, dtype=np.float64) nonzero_denominator = denominator != 0 nonzero_numerator = numerator != 0 valid_score = nonzero_denominator & nonzero_numerator output_scores = np.ones([y_true.shape[1]]) output_scores[valid_score] = 1 - (numerator[valid_score] / denominator[valid_score]) # arbitrary set to zero to avoid -inf scores, having a constant # y_true is not interesting for scoring a regression anyway output_scores[nonzero_numerator & ~nonzero_denominator] = 0. if multioutput is None and y_true.shape[1] != 1: # @FIXME change in 0.18 warnings.warn("Default 'multioutput' behavior now corresponds to " "'variance_weighted' value, it will be changed " "to 'uniform_average' in 0.18.", DeprecationWarning) multioutput = 'variance_weighted' if multioutput == 'raw_values': # return scores individually return output_scores elif multioutput == 'uniform_average': # passing None as weights results is uniform mean avg_weights = None elif multioutput == 'variance_weighted': avg_weights = denominator # avoid fail on constant y or one-element arrays if not np.any(nonzero_denominator): if not np.any(nonzero_numerator): return 1.0 else: return 0.0 else: avg_weights = multioutput return np.average(output_scores, weights=avg_weights)
bsd-3-clause
timsnyder/bokeh
bokeh/core/json_encoder.py
2
9041
#----------------------------------------------------------------------------- # Copyright (c) 2012 - 2019, Anaconda, Inc., and Bokeh Contributors. # All rights reserved. # # The full license is in the file LICENSE.txt, distributed with this software. #----------------------------------------------------------------------------- ''' Provide a functions and classes to implement a custom JSON encoder for serializing objects for BokehJS. The primary interface is provided by the |serialize_json| function, which uses the custom |BokehJSONEncoder| to produce JSON output. In general, functions in this module convert values in the following way: * Datetime values (Python, Pandas, NumPy) are converted to floating point milliseconds since epoch. * TimeDelta values are converted to absolute floating point milliseconds. * RelativeDelta values are converted to dictionaries. * Decimal values are converted to floating point. * Sequences (Pandas Series, NumPy arrays, python sequences) that are passed though this interface are converted to lists. Note, however, that arrays in data sources inside Bokeh Documents are converted elsewhere, and by default use a binary encoded format. * Bokeh ``Model`` instances are usually serialized elsewhere in the context of an entire Bokeh Document. Models passed trough this interface are converted to references. * ``HasProps`` (that are not Bokeh models) are converted to key/value dicts or all their properties and values. * ``Color`` instances are converted to CSS color values. .. |serialize_json| replace:: :class:`~bokeh.core.json_encoder.serialize_json` .. |BokehJSONEncoder| replace:: :class:`~bokeh.core.json_encoder.BokehJSONEncoder` ''' #----------------------------------------------------------------------------- # Boilerplate #----------------------------------------------------------------------------- from __future__ import absolute_import, division, print_function, unicode_literals import logging log = logging.getLogger(__name__) #----------------------------------------------------------------------------- # Imports #----------------------------------------------------------------------------- # Standard library imports import collections import decimal import json # External imports import numpy as np # Bokeh imports from ..settings import settings from ..util.dependencies import import_optional from ..util.serialization import convert_datetime_type, convert_timedelta_type, is_datetime_type, is_timedelta_type, transform_series, transform_array #----------------------------------------------------------------------------- # Globals and constants #----------------------------------------------------------------------------- rd = import_optional("dateutil.relativedelta") pd = import_optional('pandas') __all__ = ( 'BokehJSONEncoder', 'serialize_json', ) #----------------------------------------------------------------------------- # General API #----------------------------------------------------------------------------- def serialize_json(obj, pretty=None, indent=None, **kwargs): ''' Return a serialized JSON representation of objects, suitable to send to BokehJS. This function is typically used to serialize single python objects in the manner expected by BokehJS. In particular, many datetime values are automatically normalized to an expected format. Some Bokeh objects can also be passed, but note that Bokeh models are typically properly serialized in the context of an entire Bokeh document. The resulting JSON always has sorted keys. By default. the output is as compact as possible unless pretty output or indentation is requested. Args: obj (obj) : the object to serialize to JSON format pretty (bool, optional) : Whether to generate prettified output. If ``True``, spaces are added after added after separators, and indentation and newlines are applied. (default: False) Pretty output can also be enabled with the environment variable ``BOKEH_PRETTY``, which overrides this argument, if set. indent (int or None, optional) : Amount of indentation to use in generated JSON output. If ``None`` then no indentation is used, unless pretty output is enabled, in which case two spaces are used. (default: None) Any additional keyword arguments are passed to ``json.dumps``, except for some that are computed internally, and cannot be overridden: * allow_nan * indent * separators * sort_keys Examples: .. code-block:: python >>> data = dict(b=np.datetime64('2017-01-01'), a = np.arange(3)) >>>print(serialize_json(data)) {"a":[0,1,2],"b":1483228800000.0} >>> print(serialize_json(data, pretty=True)) { "a": [ 0, 1, 2 ], "b": 1483228800000.0 } ''' # these args to json.dumps are computed internally and should not be passed along for name in ['allow_nan', 'separators', 'sort_keys']: if name in kwargs: raise ValueError("The value of %r is computed internally, overriding is not permissable." % name) if pretty is None: pretty = settings.pretty(False) if pretty: separators=(",", ": ") else: separators=(",", ":") if pretty and indent is None: indent = 2 return json.dumps(obj, cls=BokehJSONEncoder, allow_nan=False, indent=indent, separators=separators, sort_keys=True, **kwargs) #----------------------------------------------------------------------------- # Dev API #----------------------------------------------------------------------------- class BokehJSONEncoder(json.JSONEncoder): ''' A custom ``json.JSONEncoder`` subclass for encoding objects in accordance with the BokehJS protocol. ''' def transform_python_types(self, obj): ''' Handle special scalars such as (Python, NumPy, or Pandas) datetimes, or Decimal values. Args: obj (obj) : The object to encode. Anything not specifically handled in this method is passed on to the default system JSON encoder. ''' # date/time values that get serialized as milliseconds if is_datetime_type(obj): return convert_datetime_type(obj) if is_timedelta_type(obj): return convert_timedelta_type(obj) # slice objects elif isinstance(obj, slice): return dict(start=obj.start, stop=obj.stop, step=obj.step) # NumPy scalars elif np.issubdtype(type(obj), np.floating): return float(obj) elif np.issubdtype(type(obj), np.integer): return int(obj) elif np.issubdtype(type(obj), np.bool_): return bool(obj) # Decimal values elif isinstance(obj, decimal.Decimal): return float(obj) # RelativeDelta gets serialized as a dict elif rd and isinstance(obj, rd.relativedelta): return dict(years=obj.years, months=obj.months, days=obj.days, hours=obj.hours, minutes=obj.minutes, seconds=obj.seconds, microseconds=obj.microseconds) else: return super(BokehJSONEncoder, self).default(obj) def default(self, obj): ''' The required ``default`` method for ``JSONEncoder`` subclasses. Args: obj (obj) : The object to encode. Anything not specifically handled in this method is passed on to the default system JSON encoder. ''' from ..model import Model from ..colors import Color from .has_props import HasProps # array types -- use force_list here, only binary # encoding CDS columns for now if pd and isinstance(obj, (pd.Series, pd.Index)): return transform_series(obj, force_list=True) elif isinstance(obj, np.ndarray): return transform_array(obj, force_list=True) elif isinstance(obj, collections.deque): return list(map(self.default, obj)) elif isinstance(obj, Model): return obj.ref elif isinstance(obj, HasProps): return obj.properties_with_values(include_defaults=False) elif isinstance(obj, Color): return obj.to_css() else: return self.transform_python_types(obj) #----------------------------------------------------------------------------- # Private API #----------------------------------------------------------------------------- #----------------------------------------------------------------------------- # Code #-----------------------------------------------------------------------------
bsd-3-clause
abhishekgahlot/scikit-learn
benchmarks/bench_lasso.py
297
3305
""" Benchmarks of Lasso vs LassoLars First, we fix a training set and increase the number of samples. Then we plot the computation time as function of the number of samples. In the second benchmark, we increase the number of dimensions of the training set. Then we plot the computation time as function of the number of dimensions. In both cases, only 10% of the features are informative. """ import gc from time import time import numpy as np from sklearn.datasets.samples_generator import make_regression def compute_bench(alpha, n_samples, n_features, precompute): lasso_results = [] lars_lasso_results = [] it = 0 for ns in n_samples: for nf in n_features: it += 1 print('==================') print('Iteration %s of %s' % (it, max(len(n_samples), len(n_features)))) print('==================') n_informative = nf // 10 X, Y, coef_ = make_regression(n_samples=ns, n_features=nf, n_informative=n_informative, noise=0.1, coef=True) X /= np.sqrt(np.sum(X ** 2, axis=0)) # Normalize data gc.collect() print("- benchmarking Lasso") clf = Lasso(alpha=alpha, fit_intercept=False, precompute=precompute) tstart = time() clf.fit(X, Y) lasso_results.append(time() - tstart) gc.collect() print("- benchmarking LassoLars") clf = LassoLars(alpha=alpha, fit_intercept=False, normalize=False, precompute=precompute) tstart = time() clf.fit(X, Y) lars_lasso_results.append(time() - tstart) return lasso_results, lars_lasso_results if __name__ == '__main__': from sklearn.linear_model import Lasso, LassoLars import pylab as pl alpha = 0.01 # regularization parameter n_features = 10 list_n_samples = np.linspace(100, 1000000, 5).astype(np.int) lasso_results, lars_lasso_results = compute_bench(alpha, list_n_samples, [n_features], precompute=True) pl.figure('scikit-learn LASSO benchmark results') pl.subplot(211) pl.plot(list_n_samples, lasso_results, 'b-', label='Lasso') pl.plot(list_n_samples, lars_lasso_results, 'r-', label='LassoLars') pl.title('precomputed Gram matrix, %d features, alpha=%s' % (n_features, alpha)) pl.legend(loc='upper left') pl.xlabel('number of samples') pl.ylabel('Time (s)') pl.axis('tight') n_samples = 2000 list_n_features = np.linspace(500, 3000, 5).astype(np.int) lasso_results, lars_lasso_results = compute_bench(alpha, [n_samples], list_n_features, precompute=False) pl.subplot(212) pl.plot(list_n_features, lasso_results, 'b-', label='Lasso') pl.plot(list_n_features, lars_lasso_results, 'r-', label='LassoLars') pl.title('%d samples, alpha=%s' % (n_samples, alpha)) pl.legend(loc='upper left') pl.xlabel('number of features') pl.ylabel('Time (s)') pl.axis('tight') pl.show()
bsd-3-clause
mattilyra/scikit-learn
sklearn/gaussian_process/tests/test_gpr.py
23
11915
"""Testing for Gaussian process regression """ # Author: Jan Hendrik Metzen <jhm@informatik.uni-bremen.de> # Licence: BSD 3 clause import numpy as np from scipy.optimize import approx_fprime from sklearn.gaussian_process import GaussianProcessRegressor from sklearn.gaussian_process.kernels \ import RBF, ConstantKernel as C, WhiteKernel from sklearn.utils.testing \ import (assert_true, assert_greater, assert_array_less, assert_almost_equal, assert_equal) def f(x): return x * np.sin(x) X = np.atleast_2d([1., 3., 5., 6., 7., 8.]).T X2 = np.atleast_2d([2., 4., 5.5, 6.5, 7.5]).T y = f(X).ravel() fixed_kernel = RBF(length_scale=1.0, length_scale_bounds="fixed") kernels = [RBF(length_scale=1.0), fixed_kernel, RBF(length_scale=1.0, length_scale_bounds=(1e-3, 1e3)), C(1.0, (1e-2, 1e2)) * RBF(length_scale=1.0, length_scale_bounds=(1e-3, 1e3)), C(1.0, (1e-2, 1e2)) * RBF(length_scale=1.0, length_scale_bounds=(1e-3, 1e3)) + C(1e-5, (1e-5, 1e2)), C(0.1, (1e-2, 1e2)) * RBF(length_scale=1.0, length_scale_bounds=(1e-3, 1e3)) + C(1e-5, (1e-5, 1e2))] def test_gpr_interpolation(): """Test the interpolating property for different kernels.""" for kernel in kernels: gpr = GaussianProcessRegressor(kernel=kernel).fit(X, y) y_pred, y_cov = gpr.predict(X, return_cov=True) assert_true(np.allclose(y_pred, y)) assert_true(np.allclose(np.diag(y_cov), 0.)) def test_lml_improving(): """ Test that hyperparameter-tuning improves log-marginal likelihood. """ for kernel in kernels: if kernel == fixed_kernel: continue gpr = GaussianProcessRegressor(kernel=kernel).fit(X, y) assert_greater(gpr.log_marginal_likelihood(gpr.kernel_.theta), gpr.log_marginal_likelihood(kernel.theta)) def test_lml_precomputed(): """ Test that lml of optimized kernel is stored correctly. """ for kernel in kernels: gpr = GaussianProcessRegressor(kernel=kernel).fit(X, y) assert_equal(gpr.log_marginal_likelihood(gpr.kernel_.theta), gpr.log_marginal_likelihood()) def test_converged_to_local_maximum(): """ Test that we are in local maximum after hyperparameter-optimization.""" for kernel in kernels: if kernel == fixed_kernel: continue gpr = GaussianProcessRegressor(kernel=kernel).fit(X, y) lml, lml_gradient = \ gpr.log_marginal_likelihood(gpr.kernel_.theta, True) assert_true(np.all((np.abs(lml_gradient) < 1e-4) | (gpr.kernel_.theta == gpr.kernel_.bounds[:, 0]) | (gpr.kernel_.theta == gpr.kernel_.bounds[:, 1]))) def test_solution_inside_bounds(): """ Test that hyperparameter-optimization remains in bounds""" for kernel in kernels: if kernel == fixed_kernel: continue gpr = GaussianProcessRegressor(kernel=kernel).fit(X, y) bounds = gpr.kernel_.bounds max_ = np.finfo(gpr.kernel_.theta.dtype).max tiny = 1e-10 bounds[~np.isfinite(bounds[:, 1]), 1] = max_ assert_array_less(bounds[:, 0], gpr.kernel_.theta + tiny) assert_array_less(gpr.kernel_.theta, bounds[:, 1] + tiny) def test_lml_gradient(): """ Compare analytic and numeric gradient of log marginal likelihood. """ for kernel in kernels: gpr = GaussianProcessRegressor(kernel=kernel).fit(X, y) lml, lml_gradient = gpr.log_marginal_likelihood(kernel.theta, True) lml_gradient_approx = \ approx_fprime(kernel.theta, lambda theta: gpr.log_marginal_likelihood(theta, False), 1e-10) assert_almost_equal(lml_gradient, lml_gradient_approx, 3) def test_prior(): """ Test that GP prior has mean 0 and identical variances.""" for kernel in kernels: gpr = GaussianProcessRegressor(kernel=kernel) y_mean, y_cov = gpr.predict(X, return_cov=True) assert_almost_equal(y_mean, 0, 5) if len(gpr.kernel.theta) > 1: # XXX: quite hacky, works only for current kernels assert_almost_equal(np.diag(y_cov), np.exp(kernel.theta[0]), 5) else: assert_almost_equal(np.diag(y_cov), 1, 5) def test_sample_statistics(): """ Test that statistics of samples drawn from GP are correct.""" for kernel in kernels: gpr = GaussianProcessRegressor(kernel=kernel).fit(X, y) y_mean, y_cov = gpr.predict(X2, return_cov=True) samples = gpr.sample_y(X2, 300000) # More digits accuracy would require many more samples assert_almost_equal(y_mean, np.mean(samples, 1), 1) assert_almost_equal(np.diag(y_cov) / np.diag(y_cov).max(), np.var(samples, 1) / np.diag(y_cov).max(), 1) def test_no_optimizer(): """ Test that kernel parameters are unmodified when optimizer is None.""" kernel = RBF(1.0) gpr = GaussianProcessRegressor(kernel=kernel, optimizer=None).fit(X, y) assert_equal(np.exp(gpr.kernel_.theta), 1.0) def test_predict_cov_vs_std(): """ Test that predicted std.-dev. is consistent with cov's diagonal.""" for kernel in kernels: gpr = GaussianProcessRegressor(kernel=kernel).fit(X, y) y_mean, y_cov = gpr.predict(X2, return_cov=True) y_mean, y_std = gpr.predict(X2, return_std=True) assert_almost_equal(np.sqrt(np.diag(y_cov)), y_std) def test_anisotropic_kernel(): """ Test that GPR can identify meaningful anisotropic length-scales. """ # We learn a function which varies in one dimension ten-times slower # than in the other. The corresponding length-scales should differ by at # least a factor 5 rng = np.random.RandomState(0) X = rng.uniform(-1, 1, (50, 2)) y = X[:, 0] + 0.1 * X[:, 1] kernel = RBF([1.0, 1.0]) gpr = GaussianProcessRegressor(kernel=kernel).fit(X, y) assert_greater(np.exp(gpr.kernel_.theta[1]), np.exp(gpr.kernel_.theta[0]) * 5) def test_random_starts(): """ Test that an increasing number of random-starts of GP fitting only increases the log marginal likelihood of the chosen theta. """ n_samples, n_features = 25, 2 np.random.seed(0) rng = np.random.RandomState(0) X = rng.randn(n_samples, n_features) * 2 - 1 y = np.sin(X).sum(axis=1) + np.sin(3 * X).sum(axis=1) \ + rng.normal(scale=0.1, size=n_samples) kernel = C(1.0, (1e-2, 1e2)) \ * RBF(length_scale=[1.0] * n_features, length_scale_bounds=[(1e-4, 1e+2)] * n_features) \ + WhiteKernel(noise_level=1e-5, noise_level_bounds=(1e-5, 1e1)) last_lml = -np.inf for n_restarts_optimizer in range(5): gp = GaussianProcessRegressor( kernel=kernel, n_restarts_optimizer=n_restarts_optimizer, random_state=0,).fit(X, y) lml = gp.log_marginal_likelihood(gp.kernel_.theta) assert_greater(lml, last_lml - np.finfo(np.float32).eps) last_lml = lml def test_y_normalization(): """ Test normalization of the target values in GP Fitting non-normalizing GP on normalized y and fitting normalizing GP on unnormalized y should yield identical results """ y_mean = y.mean(0) y_norm = y - y_mean for kernel in kernels: # Fit non-normalizing GP on normalized y gpr = GaussianProcessRegressor(kernel=kernel) gpr.fit(X, y_norm) # Fit normalizing GP on unnormalized y gpr_norm = GaussianProcessRegressor(kernel=kernel, normalize_y=True) gpr_norm.fit(X, y) # Compare predicted mean, std-devs and covariances y_pred, y_pred_std = gpr.predict(X2, return_std=True) y_pred = y_mean + y_pred y_pred_norm, y_pred_std_norm = gpr_norm.predict(X2, return_std=True) assert_almost_equal(y_pred, y_pred_norm) assert_almost_equal(y_pred_std, y_pred_std_norm) _, y_cov = gpr.predict(X2, return_cov=True) _, y_cov_norm = gpr_norm.predict(X2, return_cov=True) assert_almost_equal(y_cov, y_cov_norm) def test_y_multioutput(): """ Test that GPR can deal with multi-dimensional target values""" y_2d = np.vstack((y, y * 2)).T # Test for fixed kernel that first dimension of 2d GP equals the output # of 1d GP and that second dimension is twice as large kernel = RBF(length_scale=1.0) gpr = GaussianProcessRegressor(kernel=kernel, optimizer=None, normalize_y=False) gpr.fit(X, y) gpr_2d = GaussianProcessRegressor(kernel=kernel, optimizer=None, normalize_y=False) gpr_2d.fit(X, y_2d) y_pred_1d, y_std_1d = gpr.predict(X2, return_std=True) y_pred_2d, y_std_2d = gpr_2d.predict(X2, return_std=True) _, y_cov_1d = gpr.predict(X2, return_cov=True) _, y_cov_2d = gpr_2d.predict(X2, return_cov=True) assert_almost_equal(y_pred_1d, y_pred_2d[:, 0]) assert_almost_equal(y_pred_1d, y_pred_2d[:, 1] / 2) # Standard deviation and covariance do not depend on output assert_almost_equal(y_std_1d, y_std_2d) assert_almost_equal(y_cov_1d, y_cov_2d) y_sample_1d = gpr.sample_y(X2, n_samples=10) y_sample_2d = gpr_2d.sample_y(X2, n_samples=10) assert_almost_equal(y_sample_1d, y_sample_2d[:, 0]) # Test hyperparameter optimization for kernel in kernels: gpr = GaussianProcessRegressor(kernel=kernel, normalize_y=True) gpr.fit(X, y) gpr_2d = GaussianProcessRegressor(kernel=kernel, normalize_y=True) gpr_2d.fit(X, np.vstack((y, y)).T) assert_almost_equal(gpr.kernel_.theta, gpr_2d.kernel_.theta, 4) def test_custom_optimizer(): """ Test that GPR can use externally defined optimizers. """ # Define a dummy optimizer that simply tests 50 random hyperparameters def optimizer(obj_func, initial_theta, bounds): rng = np.random.RandomState(0) theta_opt, func_min = \ initial_theta, obj_func(initial_theta, eval_gradient=False) for _ in range(50): theta = np.atleast_1d(rng.uniform(np.maximum(-2, bounds[:, 0]), np.minimum(1, bounds[:, 1]))) f = obj_func(theta, eval_gradient=False) if f < func_min: theta_opt, func_min = theta, f return theta_opt, func_min for kernel in kernels: if kernel == fixed_kernel: continue gpr = GaussianProcessRegressor(kernel=kernel, optimizer=optimizer) gpr.fit(X, y) # Checks that optimizer improved marginal likelihood assert_greater(gpr.log_marginal_likelihood(gpr.kernel_.theta), gpr.log_marginal_likelihood(gpr.kernel.theta)) def test_duplicate_input(): """ Test GPR can handle two different output-values for the same input. """ for kernel in kernels: gpr_equal_inputs = \ GaussianProcessRegressor(kernel=kernel, alpha=1e-2) gpr_similar_inputs = \ GaussianProcessRegressor(kernel=kernel, alpha=1e-2) X_ = np.vstack((X, X[0])) y_ = np.hstack((y, y[0] + 1)) gpr_equal_inputs.fit(X_, y_) X_ = np.vstack((X, X[0] + 1e-15)) y_ = np.hstack((y, y[0] + 1)) gpr_similar_inputs.fit(X_, y_) X_test = np.linspace(0, 10, 100)[:, None] y_pred_equal, y_std_equal = \ gpr_equal_inputs.predict(X_test, return_std=True) y_pred_similar, y_std_similar = \ gpr_similar_inputs.predict(X_test, return_std=True) assert_almost_equal(y_pred_equal, y_pred_similar) assert_almost_equal(y_std_equal, y_std_similar)
bsd-3-clause
alexanderfield/spindle
benchmark-scripts/partitions.py
3
5422
#!/usr/bin/env python3 ########################################################################### ## ## Copyright (c) 2014 Adobe Systems Incorporated. All rights reserved. ## ## Licensed under the Apache License, Version 2.0 (the "License"); ## you may not use this file except in compliance with the License. ## You may obtain a copy of the License at ## ## http://www.apache.org/licenses/LICENSE-2.0 ## ## Unless required by applicable law or agreed to in writing, software ## distributed under the License is distributed on an "AS IS" BASIS, ## WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. ## See the License for the specific language governing permissions and ## limitations under the License. ## ########################################################################### import argparse from urllib.request import urlopen import yaml import statistics import os import sys import time import re from subprocess import Popen, PIPE import traceback import bench_base import matplotlib.pyplot as plt from matplotlib import rc rc('font',**{'family':'sans-serif','sans-serif':['Helvetica']}) rc('text', usetex=True) scHost = "localhost" scPort = 8605 def runPartitionExperiment(name, data_dir): print("Running partition experiment for '" + name + "'.") targetPartitionSizes = [10000, 50000, 100000, 200000, 300000, 400000, 500000, 750000, 1000000, 1500000] memoryPerWorker = "21g" cores = 143 timesToRun = 4 cache = True outFilePath = data_dir + "/partitions/" + name + ".yaml" if os.path.isfile(outFilePath): with open(outFilePath, "r") as f: data = yaml.load(f) else: data = {} for tps in targetPartitionSizes: if tps not in data: data[tps] = [] if len(data[tps]) >= timesToRun: print(" Already profiled for " + str(tps) + " targetPartitionSizes, skipping.") continue while len(data[tps]) < timesToRun: try: bench_base.restartServers() bench_base.restartSparkContext(memoryPerWorker, cores) # Load the data into cache. if cache: bench_base.runQuery(name,"2014-01-01","2014-01-07",cache,tps) while len(data[tps]) < timesToRun: result = bench_base.runQuery(name,"2014-01-01","2014-01-07",cache,tps) data[tps].append(result[2]['TimeMillis'] - result[0]['TimeMillis']) with open(outFilePath, "w") as f: f.write(yaml.dump(data, indent=2, default_flow_style=False)) except KeyboardInterrupt: sys.exit(-1) except Exception: print("Exception occurred, retrying.") traceback.print_exc() if not cache: data[tps] = [] pass return data def getStats(data): x = []; y = []; err = [] sortedKeys = sorted(data) minX = sortedKeys[0]; maxX = sortedKeys[-1] minY = statistics.mean(data[minX]); maxY = minY for tps in sortedKeys: x.append(tps) m_data = statistics.mean(data[tps]) if m_data < minY: minY = m_data if m_data > maxY: maxY = m_data y.append(m_data) err.append(statistics.stdev(data[tps])) return (x,y,err,minX,maxX,minY,maxY) def plotSpeedups(query, data, data_dir): fig = plt.figure() ax = plt.subplot(111) plt.title(query) plt.xlabel("Target Partition Sizes") plt.ylabel("Execution Time (ms)") (x, y, err, minX, maxX, minY, maxY) = getStats(data) plt.errorbar(x, y, yerr=err, marker='.', color='black',ecolor="gray") plt.axis([0, 1.02*maxX, 0, 1.02*(maxY+max(err))]) leg = ax.legend(["Caching. 6 workers."], fancybox=True) leg.get_frame().set_alpha(0.5) # plt.grid() # Add annotations for the endpoint values. # ax.annotate("("+str(x[0])+","+str(y[0])+")", xy=(x[0],y[0]), xytext=(0,0), # textcoords='offset points', color='black') # ax.annotate(str(y[1]), xy=(x[1],y[1]), xytext=(0,0), # textcoords='offset points', color='black') ax.annotate(str(y[-1]), xy=(x[-1],y[-1]), xytext=(10,0), textcoords='offset points', color='black') plt.savefig(data_dir + "/partitions/pdf/" + query + ".pdf") plt.savefig(data_dir + "/partitions/png/" + query + ".png") plt.clf() # Print stats. def two(s): return "{:.2f}".format(s) print(" & ".join([query, two(min(y)), two(y[-1])]) + r" \\") parser = argparse.ArgumentParser() parser.add_argument("--collect-data", dest="collect", action="store_true") parser.add_argument("--create-plots", dest="plot", action="store_true") parser.add_argument("--data-dir", dest="data_dir", type=str, default=".") args = parser.parse_args() queriesWithPartitioning = [ "TopPages", "TopPagesByBrowser", "TopPagesByPreviousTopPages", "TopReferringDomains", "RevenueFromTopReferringDomains", "RevenueFromTopReferringDomainsFirstVisitGoogle", ] if args.collect: if not os.path.isdir(args.data_dir + "/partitions"): os.makedirs(args.data_dir + "/partitions") for query in queriesWithPartitioning: runPartitionExperiment(query, args.data_dir) if args.plot: print(" & ".join(["Query","Best Execution Time","Final Execution Time"]) + r" \\ \hline") if not os.path.isdir(args.data_dir + "/partitions/pdf"): os.makedirs(args.data_dir + "/partitions/pdf") if not os.path.isdir(args.data_dir + "/partitions/png"): os.makedirs(args.data_dir + "/partitions/png") for query in queriesWithPartitioning: with open(args.data_dir+"/partitions/"+query+".yaml", "r") as f: data = yaml.load(f) plotSpeedups(query, data, args.data_dir)
apache-2.0
jpautom/scikit-learn
examples/model_selection/plot_roc.py
49
5041
""" ======================================= Receiver Operating Characteristic (ROC) ======================================= Example of Receiver Operating Characteristic (ROC) metric to evaluate classifier output quality. ROC curves typically feature true positive rate on the Y axis, and false positive rate on the X axis. This means that the top left corner of the plot is the "ideal" point - a false positive rate of zero, and a true positive rate of one. This is not very realistic, but it does mean that a larger area under the curve (AUC) is usually better. The "steepness" of ROC curves is also important, since it is ideal to maximize the true positive rate while minimizing the false positive rate. Multiclass settings ------------------- ROC curves are typically used in binary classification to study the output of a classifier. In order to extend ROC curve and ROC area to multi-class or multi-label classification, it is necessary to binarize the output. One ROC curve can be drawn per label, but one can also draw a ROC curve by considering each element of the label indicator matrix as a binary prediction (micro-averaging). Another evaluation measure for multi-class classification is macro-averaging, which gives equal weight to the classification of each label. .. note:: See also :func:`sklearn.metrics.roc_auc_score`, :ref:`example_model_selection_plot_roc_crossval.py`. """ print(__doc__) import numpy as np import matplotlib.pyplot as plt from itertools import cycle from sklearn import svm, datasets from sklearn.metrics import roc_curve, auc from sklearn.model_selection import train_test_split from sklearn.preprocessing import label_binarize from sklearn.multiclass import OneVsRestClassifier from scipy import interp # Import some data to play with iris = datasets.load_iris() X = iris.data y = iris.target # Binarize the output y = label_binarize(y, classes=[0, 1, 2]) n_classes = y.shape[1] # Add noisy features to make the problem harder random_state = np.random.RandomState(0) n_samples, n_features = X.shape X = np.c_[X, random_state.randn(n_samples, 200 * n_features)] # shuffle and split training and test sets X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=.5, random_state=0) # Learn to predict each class against the other classifier = OneVsRestClassifier(svm.SVC(kernel='linear', probability=True, random_state=random_state)) y_score = classifier.fit(X_train, y_train).decision_function(X_test) # Compute ROC curve and ROC area for each class fpr = dict() tpr = dict() roc_auc = dict() for i in range(n_classes): fpr[i], tpr[i], _ = roc_curve(y_test[:, i], y_score[:, i]) roc_auc[i] = auc(fpr[i], tpr[i]) # Compute micro-average ROC curve and ROC area fpr["micro"], tpr["micro"], _ = roc_curve(y_test.ravel(), y_score.ravel()) roc_auc["micro"] = auc(fpr["micro"], tpr["micro"]) ############################################################################## # Plot of a ROC curve for a specific class plt.figure() lw = 2 plt.plot(fpr[2], tpr[2], color='darkorange', lw=lw, label='ROC curve (area = %0.2f)' % roc_auc[2]) plt.plot([0, 1], [0, 1], color='navy', lw=lw, linestyle='--') plt.xlim([0.0, 1.0]) plt.ylim([0.0, 1.05]) plt.xlabel('False Positive Rate') plt.ylabel('True Positive Rate') plt.title('Receiver operating characteristic example') plt.legend(loc="lower right") plt.show() ############################################################################## # Plot ROC curves for the multiclass problem # Compute macro-average ROC curve and ROC area # First aggregate all false positive rates all_fpr = np.unique(np.concatenate([fpr[i] for i in range(n_classes)])) # Then interpolate all ROC curves at this points mean_tpr = np.zeros_like(all_fpr) for i in range(n_classes): mean_tpr += interp(all_fpr, fpr[i], tpr[i]) # Finally average it and compute AUC mean_tpr /= n_classes fpr["macro"] = all_fpr tpr["macro"] = mean_tpr roc_auc["macro"] = auc(fpr["macro"], tpr["macro"]) # Plot all ROC curves plt.figure() plt.plot(fpr["micro"], tpr["micro"], label='micro-average ROC curve (area = {0:0.2f})' ''.format(roc_auc["micro"]), color='deeppink', linestyle=':', linewidth=4) plt.plot(fpr["macro"], tpr["macro"], label='macro-average ROC curve (area = {0:0.2f})' ''.format(roc_auc["macro"]), color='navy', linestyle=':', linewidth=4) colors = cycle(['aqua', 'darkorange', 'cornflowerblue']) for i, color in zip(range(n_classes), colors): plt.plot(fpr[i], tpr[i], color=color, lw=lw, label='ROC curve of class {0} (area = {1:0.2f})' ''.format(i, roc_auc[i])) plt.plot([0, 1], [0, 1], 'k--', lw=lw) plt.xlim([0.0, 1.0]) plt.ylim([0.0, 1.05]) plt.xlabel('False Positive Rate') plt.ylabel('True Positive Rate') plt.title('Some extension of Receiver operating characteristic to multi-class') plt.legend(loc="lower right") plt.show()
bsd-3-clause
Dapid/GPy
GPy/models/gplvm.py
8
3049
# Copyright (c) 2012-2014, GPy authors (see AUTHORS.txt). # Licensed under the BSD 3-clause license (see LICENSE.txt) import numpy as np from .. import kern from ..core import GP, Param from ..likelihoods import Gaussian from .. import util class GPLVM(GP): """ Gaussian Process Latent Variable Model """ def __init__(self, Y, input_dim, init='PCA', X=None, kernel=None, name="gplvm"): """ :param Y: observed data :type Y: np.ndarray :param input_dim: latent dimensionality :type input_dim: int :param init: initialisation method for the latent space :type init: 'PCA'|'random' """ if X is None: from ..util.initialization import initialize_latent X, fracs = initialize_latent(init, input_dim, Y) else: fracs = np.ones(input_dim) if kernel is None: kernel = kern.RBF(input_dim, lengthscale=fracs, ARD=input_dim > 1) + kern.Bias(input_dim, np.exp(-2)) likelihood = Gaussian() super(GPLVM, self).__init__(X, Y, kernel, likelihood, name='GPLVM') self.X = Param('latent_mean', X) self.link_parameter(self.X, index=0) def parameters_changed(self): super(GPLVM, self).parameters_changed() self.X.gradient = self.kern.gradients_X(self.grad_dict['dL_dK'], self.X, None) #def jacobian(self,X): # J = np.zeros((X.shape[0],X.shape[1],self.output_dim)) # for i in range(self.output_dim): # J[:,:,i] = self.kern.gradients_X(self.posterior.woodbury_vector[:,i:i+1], X, self.X) # return J #def magnification(self,X): # target=np.zeros(X.shape[0]) # #J = np.zeros((X.shape[0],X.shape[1],self.output_dim)) ## J = self.jacobian(X) # for i in range(X.shape[0]): # target[i]=np.sqrt(np.linalg.det(np.dot(J[i,:,:],np.transpose(J[i,:,:])))) # return target def plot(self): assert self.Y.shape[1] == 2, "too high dimensional to plot. Try plot_latent" from matplotlib import pyplot as plt plt.scatter(self.Y[:, 0], self.Y[:, 1], 40, self.X[:, 0].copy(), linewidth=0, cmap=plt.cm.jet) Xnew = np.linspace(self.X.min(), self.X.max(), 200)[:, None] mu, _ = self.predict(Xnew) plt.plot(mu[:, 0], mu[:, 1], 'k', linewidth=1.5) def plot_latent(self, labels=None, which_indices=None, resolution=50, ax=None, marker='o', s=40, fignum=None, legend=True, plot_limits=None, aspect='auto', updates=False, **kwargs): import sys assert "matplotlib" in sys.modules, "matplotlib package has not been imported." from ..plotting.matplot_dep import dim_reduction_plots return dim_reduction_plots.plot_latent(self, labels, which_indices, resolution, ax, marker, s, fignum, False, legend, plot_limits, aspect, updates, **kwargs)
bsd-3-clause
grlee77/pywt
demo/dwt_swt_show_coeffs.py
6
2469
#!/usr/bin/env python # -*- coding: utf-8 -*- import numpy as np import matplotlib.pyplot as plt import pywt import pywt.data ecg = pywt.data.ecg() data1 = np.concatenate((np.arange(1, 400), np.arange(398, 600), np.arange(601, 1024))) x = np.linspace(0.082, 2.128, num=1024)[::-1] data2 = np.sin(40 * np.log(x)) * np.sign((np.log(x))) mode = pywt.Modes.sp1DWT = 1 def plot_coeffs(data, w, title, use_dwt=True): """Show dwt or swt coefficients for given data and wavelet.""" w = pywt.Wavelet(w) a = data ca = [] cd = [] if use_dwt: for i in range(5): (a, d) = pywt.dwt(a, w, mode) ca.append(a) cd.append(d) else: coeffs = pywt.swt(data, w, 5) # [(cA5, cD5), ..., (cA1, cD1)] for a, d in reversed(coeffs): ca.append(a) cd.append(d) fig = plt.figure() ax_main = fig.add_subplot(len(ca) + 1, 1, 1) ax_main.set_title(title) ax_main.plot(data) ax_main.set_xlim(0, len(data) - 1) for i, x in enumerate(ca): ax = fig.add_subplot(len(ca) + 1, 2, 3 + i * 2) ax.plot(x, 'r') ax.set_ylabel("A%d" % (i + 1)) if use_dwt: ax.set_xlim(0, len(x) - 1) else: ax.set_xlim(w.dec_len * i, len(x) - 1 - w.dec_len * i) for i, x in enumerate(cd): ax = fig.add_subplot(len(cd) + 1, 2, 4 + i * 2) ax.plot(x, 'g') ax.set_ylabel("D%d" % (i + 1)) # Scale axes ax.set_xlim(0, len(x) - 1) if use_dwt: ax.set_ylim(min(0, 1.4 * min(x)), max(0, 1.4 * max(x))) else: vals = x[w.dec_len * (1 + i):len(x) - w.dec_len * (1 + i)] ax.set_ylim(min(0, 2 * min(vals)), max(0, 2 * max(vals))) # Show DWT coefficients use_dwt = True plot_coeffs(data1, 'db1', "DWT: Signal irregularity shown in D1 - Haar wavelet", use_dwt) plot_coeffs(data2, 'sym5', "DWT: Frequency and phase change - Symmlets5", use_dwt) plot_coeffs(ecg, 'sym5', "DWT: Ecg sample - Symmlets5", use_dwt) # Show DWT coefficients use_dwt = False plot_coeffs(data1, 'db1', "SWT: Signal irregularity detection - Haar wavelet", use_dwt) plot_coeffs(data2, 'sym5', "SWT: Frequency and phase change - Symmlets5", use_dwt) plot_coeffs(ecg, 'sym5', "SWT: Ecg sample - simple QRS detection - Symmlets5", use_dwt) plt.show()
mit
RomainBrault/scikit-learn
sklearn/cross_decomposition/tests/test_pls.py
42
14294
import numpy as np from sklearn.utils.testing import (assert_equal, assert_array_almost_equal, assert_array_equal, assert_true, assert_raise_message) from sklearn.datasets import load_linnerud from sklearn.cross_decomposition import pls_, CCA def test_pls(): d = load_linnerud() X = d.data Y = d.target # 1) Canonical (symmetric) PLS (PLS 2 blocks canonical mode A) # =========================================================== # Compare 2 algo.: nipals vs. svd # ------------------------------ pls_bynipals = pls_.PLSCanonical(n_components=X.shape[1]) pls_bynipals.fit(X, Y) pls_bysvd = pls_.PLSCanonical(algorithm="svd", n_components=X.shape[1]) pls_bysvd.fit(X, Y) # check equalities of loading (up to the sign of the second column) assert_array_almost_equal( pls_bynipals.x_loadings_, pls_bysvd.x_loadings_, decimal=5, err_msg="nipals and svd implementations lead to different x loadings") assert_array_almost_equal( pls_bynipals.y_loadings_, pls_bysvd.y_loadings_, decimal=5, err_msg="nipals and svd implementations lead to different y loadings") # Check PLS properties (with n_components=X.shape[1]) # --------------------------------------------------- plsca = pls_.PLSCanonical(n_components=X.shape[1]) plsca.fit(X, Y) T = plsca.x_scores_ P = plsca.x_loadings_ Wx = plsca.x_weights_ U = plsca.y_scores_ Q = plsca.y_loadings_ Wy = plsca.y_weights_ def check_ortho(M, err_msg): K = np.dot(M.T, M) assert_array_almost_equal(K, np.diag(np.diag(K)), err_msg=err_msg) # Orthogonality of weights # ~~~~~~~~~~~~~~~~~~~~~~~~ check_ortho(Wx, "x weights are not orthogonal") check_ortho(Wy, "y weights are not orthogonal") # Orthogonality of latent scores # ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ check_ortho(T, "x scores are not orthogonal") check_ortho(U, "y scores are not orthogonal") # Check X = TP' and Y = UQ' (with (p == q) components) # ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ # center scale X, Y Xc, Yc, x_mean, y_mean, x_std, y_std =\ pls_._center_scale_xy(X.copy(), Y.copy(), scale=True) assert_array_almost_equal(Xc, np.dot(T, P.T), err_msg="X != TP'") assert_array_almost_equal(Yc, np.dot(U, Q.T), err_msg="Y != UQ'") # Check that rotations on training data lead to scores # ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ Xr = plsca.transform(X) assert_array_almost_equal(Xr, plsca.x_scores_, err_msg="rotation on X failed") Xr, Yr = plsca.transform(X, Y) assert_array_almost_equal(Xr, plsca.x_scores_, err_msg="rotation on X failed") assert_array_almost_equal(Yr, plsca.y_scores_, err_msg="rotation on Y failed") # "Non regression test" on canonical PLS # -------------------------------------- # The results were checked against the R-package plspm pls_ca = pls_.PLSCanonical(n_components=X.shape[1]) pls_ca.fit(X, Y) x_weights = np.array( [[-0.61330704, 0.25616119, -0.74715187], [-0.74697144, 0.11930791, 0.65406368], [-0.25668686, -0.95924297, -0.11817271]]) # x_weights_sign_flip holds columns of 1 or -1, depending on sign flip # between R and python x_weights_sign_flip = pls_ca.x_weights_ / x_weights x_rotations = np.array( [[-0.61330704, 0.41591889, -0.62297525], [-0.74697144, 0.31388326, 0.77368233], [-0.25668686, -0.89237972, -0.24121788]]) x_rotations_sign_flip = pls_ca.x_rotations_ / x_rotations y_weights = np.array( [[+0.58989127, 0.7890047, 0.1717553], [+0.77134053, -0.61351791, 0.16920272], [-0.23887670, -0.03267062, 0.97050016]]) y_weights_sign_flip = pls_ca.y_weights_ / y_weights y_rotations = np.array( [[+0.58989127, 0.7168115, 0.30665872], [+0.77134053, -0.70791757, 0.19786539], [-0.23887670, -0.00343595, 0.94162826]]) y_rotations_sign_flip = pls_ca.y_rotations_ / y_rotations # x_weights = X.dot(x_rotation) # Hence R/python sign flip should be the same in x_weight and x_rotation assert_array_almost_equal(x_rotations_sign_flip, x_weights_sign_flip) # This test that R / python give the same result up to column # sign indeterminacy assert_array_almost_equal(np.abs(x_rotations_sign_flip), 1, 4) assert_array_almost_equal(np.abs(x_weights_sign_flip), 1, 4) assert_array_almost_equal(y_rotations_sign_flip, y_weights_sign_flip) assert_array_almost_equal(np.abs(y_rotations_sign_flip), 1, 4) assert_array_almost_equal(np.abs(y_weights_sign_flip), 1, 4) # 2) Regression PLS (PLS2): "Non regression test" # =============================================== # The results were checked against the R-packages plspm, misOmics and pls pls_2 = pls_.PLSRegression(n_components=X.shape[1]) pls_2.fit(X, Y) x_weights = np.array( [[-0.61330704, -0.00443647, 0.78983213], [-0.74697144, -0.32172099, -0.58183269], [-0.25668686, 0.94682413, -0.19399983]]) x_weights_sign_flip = pls_2.x_weights_ / x_weights x_loadings = np.array( [[-0.61470416, -0.24574278, 0.78983213], [-0.65625755, -0.14396183, -0.58183269], [-0.51733059, 1.00609417, -0.19399983]]) x_loadings_sign_flip = pls_2.x_loadings_ / x_loadings y_weights = np.array( [[+0.32456184, 0.29892183, 0.20316322], [+0.42439636, 0.61970543, 0.19320542], [-0.13143144, -0.26348971, -0.17092916]]) y_weights_sign_flip = pls_2.y_weights_ / y_weights y_loadings = np.array( [[+0.32456184, 0.29892183, 0.20316322], [+0.42439636, 0.61970543, 0.19320542], [-0.13143144, -0.26348971, -0.17092916]]) y_loadings_sign_flip = pls_2.y_loadings_ / y_loadings # x_loadings[:, i] = Xi.dot(x_weights[:, i]) \forall i assert_array_almost_equal(x_loadings_sign_flip, x_weights_sign_flip, 4) assert_array_almost_equal(np.abs(x_loadings_sign_flip), 1, 4) assert_array_almost_equal(np.abs(x_weights_sign_flip), 1, 4) assert_array_almost_equal(y_loadings_sign_flip, y_weights_sign_flip, 4) assert_array_almost_equal(np.abs(y_loadings_sign_flip), 1, 4) assert_array_almost_equal(np.abs(y_weights_sign_flip), 1, 4) # 3) Another non-regression test of Canonical PLS on random dataset # ================================================================= # The results were checked against the R-package plspm n = 500 p_noise = 10 q_noise = 5 # 2 latents vars: np.random.seed(11) l1 = np.random.normal(size=n) l2 = np.random.normal(size=n) latents = np.array([l1, l1, l2, l2]).T X = latents + np.random.normal(size=4 * n).reshape((n, 4)) Y = latents + np.random.normal(size=4 * n).reshape((n, 4)) X = np.concatenate( (X, np.random.normal(size=p_noise * n).reshape(n, p_noise)), axis=1) Y = np.concatenate( (Y, np.random.normal(size=q_noise * n).reshape(n, q_noise)), axis=1) np.random.seed(None) pls_ca = pls_.PLSCanonical(n_components=3) pls_ca.fit(X, Y) x_weights = np.array( [[0.65803719, 0.19197924, 0.21769083], [0.7009113, 0.13303969, -0.15376699], [0.13528197, -0.68636408, 0.13856546], [0.16854574, -0.66788088, -0.12485304], [-0.03232333, -0.04189855, 0.40690153], [0.1148816, -0.09643158, 0.1613305], [0.04792138, -0.02384992, 0.17175319], [-0.06781, -0.01666137, -0.18556747], [-0.00266945, -0.00160224, 0.11893098], [-0.00849528, -0.07706095, 0.1570547], [-0.00949471, -0.02964127, 0.34657036], [-0.03572177, 0.0945091, 0.3414855], [0.05584937, -0.02028961, -0.57682568], [0.05744254, -0.01482333, -0.17431274]]) x_weights_sign_flip = pls_ca.x_weights_ / x_weights x_loadings = np.array( [[0.65649254, 0.1847647, 0.15270699], [0.67554234, 0.15237508, -0.09182247], [0.19219925, -0.67750975, 0.08673128], [0.2133631, -0.67034809, -0.08835483], [-0.03178912, -0.06668336, 0.43395268], [0.15684588, -0.13350241, 0.20578984], [0.03337736, -0.03807306, 0.09871553], [-0.06199844, 0.01559854, -0.1881785], [0.00406146, -0.00587025, 0.16413253], [-0.00374239, -0.05848466, 0.19140336], [0.00139214, -0.01033161, 0.32239136], [-0.05292828, 0.0953533, 0.31916881], [0.04031924, -0.01961045, -0.65174036], [0.06172484, -0.06597366, -0.1244497]]) x_loadings_sign_flip = pls_ca.x_loadings_ / x_loadings y_weights = np.array( [[0.66101097, 0.18672553, 0.22826092], [0.69347861, 0.18463471, -0.23995597], [0.14462724, -0.66504085, 0.17082434], [0.22247955, -0.6932605, -0.09832993], [0.07035859, 0.00714283, 0.67810124], [0.07765351, -0.0105204, -0.44108074], [-0.00917056, 0.04322147, 0.10062478], [-0.01909512, 0.06182718, 0.28830475], [0.01756709, 0.04797666, 0.32225745]]) y_weights_sign_flip = pls_ca.y_weights_ / y_weights y_loadings = np.array( [[0.68568625, 0.1674376, 0.0969508], [0.68782064, 0.20375837, -0.1164448], [0.11712173, -0.68046903, 0.12001505], [0.17860457, -0.6798319, -0.05089681], [0.06265739, -0.0277703, 0.74729584], [0.0914178, 0.00403751, -0.5135078], [-0.02196918, -0.01377169, 0.09564505], [-0.03288952, 0.09039729, 0.31858973], [0.04287624, 0.05254676, 0.27836841]]) y_loadings_sign_flip = pls_ca.y_loadings_ / y_loadings assert_array_almost_equal(x_loadings_sign_flip, x_weights_sign_flip, 4) assert_array_almost_equal(np.abs(x_weights_sign_flip), 1, 4) assert_array_almost_equal(np.abs(x_loadings_sign_flip), 1, 4) assert_array_almost_equal(y_loadings_sign_flip, y_weights_sign_flip, 4) assert_array_almost_equal(np.abs(y_weights_sign_flip), 1, 4) assert_array_almost_equal(np.abs(y_loadings_sign_flip), 1, 4) # Orthogonality of weights # ~~~~~~~~~~~~~~~~~~~~~~~~ check_ortho(pls_ca.x_weights_, "x weights are not orthogonal") check_ortho(pls_ca.y_weights_, "y weights are not orthogonal") # Orthogonality of latent scores # ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ check_ortho(pls_ca.x_scores_, "x scores are not orthogonal") check_ortho(pls_ca.y_scores_, "y scores are not orthogonal") def test_PLSSVD(): # Let's check the PLSSVD doesn't return all possible component but just # the specified number d = load_linnerud() X = d.data Y = d.target n_components = 2 for clf in [pls_.PLSSVD, pls_.PLSRegression, pls_.PLSCanonical]: pls = clf(n_components=n_components) pls.fit(X, Y) assert_equal(n_components, pls.y_scores_.shape[1]) def test_univariate_pls_regression(): # Ensure 1d Y is correctly interpreted d = load_linnerud() X = d.data Y = d.target clf = pls_.PLSRegression() # Compare 1d to column vector model1 = clf.fit(X, Y[:, 0]).coef_ model2 = clf.fit(X, Y[:, :1]).coef_ assert_array_almost_equal(model1, model2) def test_predict_transform_copy(): # check that the "copy" keyword works d = load_linnerud() X = d.data Y = d.target clf = pls_.PLSCanonical() X_copy = X.copy() Y_copy = Y.copy() clf.fit(X, Y) # check that results are identical with copy assert_array_almost_equal(clf.predict(X), clf.predict(X.copy(), copy=False)) assert_array_almost_equal(clf.transform(X), clf.transform(X.copy(), copy=False)) # check also if passing Y assert_array_almost_equal(clf.transform(X, Y), clf.transform(X.copy(), Y.copy(), copy=False)) # check that copy doesn't destroy # we do want to check exact equality here assert_array_equal(X_copy, X) assert_array_equal(Y_copy, Y) # also check that mean wasn't zero before (to make sure we didn't touch it) assert_true(np.all(X.mean(axis=0) != 0)) def test_scale_and_stability(): # We test scale=True parameter # This allows to check numerical stability over platforms as well d = load_linnerud() X1 = d.data Y1 = d.target # causes X[:, -1].std() to be zero X1[:, -1] = 1.0 # From bug #2821 # Test with X2, T2 s.t. clf.x_score[:, 1] == 0, clf.y_score[:, 1] == 0 # This test robustness of algorithm when dealing with value close to 0 X2 = np.array([[0., 0., 1.], [1., 0., 0.], [2., 2., 2.], [3., 5., 4.]]) Y2 = np.array([[0.1, -0.2], [0.9, 1.1], [6.2, 5.9], [11.9, 12.3]]) for (X, Y) in [(X1, Y1), (X2, Y2)]: X_std = X.std(axis=0, ddof=1) X_std[X_std == 0] = 1 Y_std = Y.std(axis=0, ddof=1) Y_std[Y_std == 0] = 1 X_s = (X - X.mean(axis=0)) / X_std Y_s = (Y - Y.mean(axis=0)) / Y_std for clf in [CCA(), pls_.PLSCanonical(), pls_.PLSRegression(), pls_.PLSSVD()]: clf.set_params(scale=True) X_score, Y_score = clf.fit_transform(X, Y) clf.set_params(scale=False) X_s_score, Y_s_score = clf.fit_transform(X_s, Y_s) assert_array_almost_equal(X_s_score, X_score) assert_array_almost_equal(Y_s_score, Y_score) # Scaling should be idempotent clf.set_params(scale=True) X_score, Y_score = clf.fit_transform(X_s, Y_s) assert_array_almost_equal(X_s_score, X_score) assert_array_almost_equal(Y_s_score, Y_score) def test_pls_errors(): d = load_linnerud() X = d.data Y = d.target for clf in [pls_.PLSCanonical(), pls_.PLSRegression(), pls_.PLSSVD()]: clf.n_components = 4 assert_raise_message(ValueError, "Invalid number of components", clf.fit, X, Y)
bsd-3-clause
untom/scikit-learn
examples/bicluster/bicluster_newsgroups.py
162
7103
""" ================================================================ Biclustering documents with the Spectral Co-clustering algorithm ================================================================ This example demonstrates the Spectral Co-clustering algorithm on the twenty newsgroups dataset. The 'comp.os.ms-windows.misc' category is excluded because it contains many posts containing nothing but data. The TF-IDF vectorized posts form a word frequency matrix, which is then biclustered using Dhillon's Spectral Co-Clustering algorithm. The resulting document-word biclusters indicate subsets words used more often in those subsets documents. For a few of the best biclusters, its most common document categories and its ten most important words get printed. The best biclusters are determined by their normalized cut. The best words are determined by comparing their sums inside and outside the bicluster. For comparison, the documents are also clustered using MiniBatchKMeans. The document clusters derived from the biclusters achieve a better V-measure than clusters found by MiniBatchKMeans. Output:: Vectorizing... Coclustering... Done in 9.53s. V-measure: 0.4455 MiniBatchKMeans... Done in 12.00s. V-measure: 0.3309 Best biclusters: ---------------- bicluster 0 : 1951 documents, 4373 words categories : 23% talk.politics.guns, 19% talk.politics.misc, 14% sci.med words : gun, guns, geb, banks, firearms, drugs, gordon, clinton, cdt, amendment bicluster 1 : 1165 documents, 3304 words categories : 29% talk.politics.mideast, 26% soc.religion.christian, 25% alt.atheism words : god, jesus, christians, atheists, kent, sin, morality, belief, resurrection, marriage bicluster 2 : 2219 documents, 2830 words categories : 18% comp.sys.mac.hardware, 16% comp.sys.ibm.pc.hardware, 16% comp.graphics words : voltage, dsp, board, receiver, circuit, shipping, packages, stereo, compression, package bicluster 3 : 1860 documents, 2745 words categories : 26% rec.motorcycles, 23% rec.autos, 13% misc.forsale words : bike, car, dod, engine, motorcycle, ride, honda, cars, bmw, bikes bicluster 4 : 12 documents, 155 words categories : 100% rec.sport.hockey words : scorer, unassisted, reichel, semak, sweeney, kovalenko, ricci, audette, momesso, nedved """ from __future__ import print_function print(__doc__) from collections import defaultdict import operator import re from time import time import numpy as np from sklearn.cluster.bicluster import SpectralCoclustering from sklearn.cluster import MiniBatchKMeans from sklearn.externals.six import iteritems from sklearn.datasets.twenty_newsgroups import fetch_20newsgroups from sklearn.feature_extraction.text import TfidfVectorizer from sklearn.metrics.cluster import v_measure_score def number_aware_tokenizer(doc): """ Tokenizer that maps all numeric tokens to a placeholder. For many applications, tokens that begin with a number are not directly useful, but the fact that such a token exists can be relevant. By applying this form of dimensionality reduction, some methods may perform better. """ token_pattern = re.compile(u'(?u)\\b\\w\\w+\\b') tokens = token_pattern.findall(doc) tokens = ["#NUMBER" if token[0] in "0123456789_" else token for token in tokens] return tokens # exclude 'comp.os.ms-windows.misc' categories = ['alt.atheism', 'comp.graphics', 'comp.sys.ibm.pc.hardware', 'comp.sys.mac.hardware', 'comp.windows.x', 'misc.forsale', 'rec.autos', 'rec.motorcycles', 'rec.sport.baseball', 'rec.sport.hockey', 'sci.crypt', 'sci.electronics', 'sci.med', 'sci.space', 'soc.religion.christian', 'talk.politics.guns', 'talk.politics.mideast', 'talk.politics.misc', 'talk.religion.misc'] newsgroups = fetch_20newsgroups(categories=categories) y_true = newsgroups.target vectorizer = TfidfVectorizer(stop_words='english', min_df=5, tokenizer=number_aware_tokenizer) cocluster = SpectralCoclustering(n_clusters=len(categories), svd_method='arpack', random_state=0) kmeans = MiniBatchKMeans(n_clusters=len(categories), batch_size=20000, random_state=0) print("Vectorizing...") X = vectorizer.fit_transform(newsgroups.data) print("Coclustering...") start_time = time() cocluster.fit(X) y_cocluster = cocluster.row_labels_ print("Done in {:.2f}s. V-measure: {:.4f}".format( time() - start_time, v_measure_score(y_cocluster, y_true))) print("MiniBatchKMeans...") start_time = time() y_kmeans = kmeans.fit_predict(X) print("Done in {:.2f}s. V-measure: {:.4f}".format( time() - start_time, v_measure_score(y_kmeans, y_true))) feature_names = vectorizer.get_feature_names() document_names = list(newsgroups.target_names[i] for i in newsgroups.target) def bicluster_ncut(i): rows, cols = cocluster.get_indices(i) if not (np.any(rows) and np.any(cols)): import sys return sys.float_info.max row_complement = np.nonzero(np.logical_not(cocluster.rows_[i]))[0] col_complement = np.nonzero(np.logical_not(cocluster.columns_[i]))[0] weight = X[rows[:, np.newaxis], cols].sum() cut = (X[row_complement[:, np.newaxis], cols].sum() + X[rows[:, np.newaxis], col_complement].sum()) return cut / weight def most_common(d): """Items of a defaultdict(int) with the highest values. Like Counter.most_common in Python >=2.7. """ return sorted(iteritems(d), key=operator.itemgetter(1), reverse=True) bicluster_ncuts = list(bicluster_ncut(i) for i in range(len(newsgroups.target_names))) best_idx = np.argsort(bicluster_ncuts)[:5] print() print("Best biclusters:") print("----------------") for idx, cluster in enumerate(best_idx): n_rows, n_cols = cocluster.get_shape(cluster) cluster_docs, cluster_words = cocluster.get_indices(cluster) if not len(cluster_docs) or not len(cluster_words): continue # categories counter = defaultdict(int) for i in cluster_docs: counter[document_names[i]] += 1 cat_string = ", ".join("{:.0f}% {}".format(float(c) / n_rows * 100, name) for name, c in most_common(counter)[:3]) # words out_of_cluster_docs = cocluster.row_labels_ != cluster out_of_cluster_docs = np.where(out_of_cluster_docs)[0] word_col = X[:, cluster_words] word_scores = np.array(word_col[cluster_docs, :].sum(axis=0) - word_col[out_of_cluster_docs, :].sum(axis=0)) word_scores = word_scores.ravel() important_words = list(feature_names[cluster_words[i]] for i in word_scores.argsort()[:-11:-1]) print("bicluster {} : {} documents, {} words".format( idx, n_rows, n_cols)) print("categories : {}".format(cat_string)) print("words : {}\n".format(', '.join(important_words)))
bsd-3-clause
kashif/scikit-learn
sklearn/metrics/classification.py
7
69318
"""Metrics to assess performance on classification task given class prediction Functions named as ``*_score`` return a scalar value to maximize: the higher the better Function named as ``*_error`` or ``*_loss`` return a scalar value to minimize: the lower the better """ # Authors: Alexandre Gramfort <alexandre.gramfort@inria.fr> # Mathieu Blondel <mathieu@mblondel.org> # Olivier Grisel <olivier.grisel@ensta.org> # Arnaud Joly <a.joly@ulg.ac.be> # Jochen Wersdorfer <jochen@wersdoerfer.de> # Lars Buitinck <L.J.Buitinck@uva.nl> # Joel Nothman <joel.nothman@gmail.com> # Noel Dawe <noel@dawe.me> # Jatin Shah <jatindshah@gmail.com> # Saurabh Jha <saurabh.jhaa@gmail.com> # Bernardo Stein <bernardovstein@gmail.com> # License: BSD 3 clause from __future__ import division import warnings import numpy as np from scipy.sparse import coo_matrix from scipy.sparse import csr_matrix from ..preprocessing import LabelBinarizer, label_binarize from ..preprocessing import LabelEncoder from ..utils import check_array from ..utils import check_consistent_length from ..utils import column_or_1d from ..utils.multiclass import unique_labels from ..utils.multiclass import type_of_target from ..utils.validation import _num_samples from ..utils.sparsefuncs import count_nonzero from ..utils.fixes import bincount from ..exceptions import UndefinedMetricWarning def _check_targets(y_true, y_pred): """Check that y_true and y_pred belong to the same classification task This converts multiclass or binary types to a common shape, and raises a ValueError for a mix of multilabel and multiclass targets, a mix of multilabel formats, for the presence of continuous-valued or multioutput targets, or for targets of different lengths. Column vectors are squeezed to 1d, while multilabel formats are returned as CSR sparse label indicators. Parameters ---------- y_true : array-like y_pred : array-like Returns ------- type_true : one of {'multilabel-indicator', 'multiclass', 'binary'} The type of the true target data, as output by ``utils.multiclass.type_of_target`` y_true : array or indicator matrix y_pred : array or indicator matrix """ check_consistent_length(y_true, y_pred) type_true = type_of_target(y_true) type_pred = type_of_target(y_pred) y_type = set([type_true, type_pred]) if y_type == set(["binary", "multiclass"]): y_type = set(["multiclass"]) if len(y_type) > 1: raise ValueError("Can't handle mix of {0} and {1}" "".format(type_true, type_pred)) # We can't have more than one value on y_type => The set is no more needed y_type = y_type.pop() # No metrics support "multiclass-multioutput" format if (y_type not in ["binary", "multiclass", "multilabel-indicator"]): raise ValueError("{0} is not supported".format(y_type)) if y_type in ["binary", "multiclass"]: y_true = column_or_1d(y_true) y_pred = column_or_1d(y_pred) if y_type.startswith('multilabel'): y_true = csr_matrix(y_true) y_pred = csr_matrix(y_pred) y_type = 'multilabel-indicator' return y_type, y_true, y_pred def _weighted_sum(sample_score, sample_weight, normalize=False): if normalize: return np.average(sample_score, weights=sample_weight) elif sample_weight is not None: return np.dot(sample_score, sample_weight) else: return sample_score.sum() def accuracy_score(y_true, y_pred, normalize=True, sample_weight=None): """Accuracy classification score. In multilabel classification, this function computes subset accuracy: the set of labels predicted for a sample must *exactly* match the corresponding set of labels in y_true. Read more in the :ref:`User Guide <accuracy_score>`. Parameters ---------- y_true : 1d array-like, or label indicator array / sparse matrix Ground truth (correct) labels. y_pred : 1d array-like, or label indicator array / sparse matrix Predicted labels, as returned by a classifier. normalize : bool, optional (default=True) If ``False``, return the number of correctly classified samples. Otherwise, return the fraction of correctly classified samples. sample_weight : array-like of shape = [n_samples], optional Sample weights. Returns ------- score : float If ``normalize == True``, return the correctly classified samples (float), else it returns the number of correctly classified samples (int). The best performance is 1 with ``normalize == True`` and the number of samples with ``normalize == False``. See also -------- jaccard_similarity_score, hamming_loss, zero_one_loss Notes ----- In binary and multiclass classification, this function is equal to the ``jaccard_similarity_score`` function. Examples -------- >>> import numpy as np >>> from sklearn.metrics import accuracy_score >>> y_pred = [0, 2, 1, 3] >>> y_true = [0, 1, 2, 3] >>> accuracy_score(y_true, y_pred) 0.5 >>> accuracy_score(y_true, y_pred, normalize=False) 2 In the multilabel case with binary label indicators: >>> accuracy_score(np.array([[0, 1], [1, 1]]), np.ones((2, 2))) 0.5 """ # Compute accuracy for each possible representation y_type, y_true, y_pred = _check_targets(y_true, y_pred) if y_type.startswith('multilabel'): differing_labels = count_nonzero(y_true - y_pred, axis=1) score = differing_labels == 0 else: score = y_true == y_pred return _weighted_sum(score, sample_weight, normalize) def confusion_matrix(y_true, y_pred, labels=None, sample_weight=None): """Compute confusion matrix to evaluate the accuracy of a classification By definition a confusion matrix :math:`C` is such that :math:`C_{i, j}` is equal to the number of observations known to be in group :math:`i` but predicted to be in group :math:`j`. Read more in the :ref:`User Guide <confusion_matrix>`. Parameters ---------- y_true : array, shape = [n_samples] Ground truth (correct) target values. y_pred : array, shape = [n_samples] Estimated targets as returned by a classifier. labels : array, shape = [n_classes], optional List of labels to index the matrix. This may be used to reorder or select a subset of labels. If none is given, those that appear at least once in ``y_true`` or ``y_pred`` are used in sorted order. sample_weight : array-like of shape = [n_samples], optional Sample weights. Returns ------- C : array, shape = [n_classes, n_classes] Confusion matrix References ---------- .. [1] `Wikipedia entry for the Confusion matrix <http://en.wikipedia.org/wiki/Confusion_matrix>`_ Examples -------- >>> from sklearn.metrics import confusion_matrix >>> y_true = [2, 0, 2, 2, 0, 1] >>> y_pred = [0, 0, 2, 2, 0, 2] >>> confusion_matrix(y_true, y_pred) array([[2, 0, 0], [0, 0, 1], [1, 0, 2]]) >>> y_true = ["cat", "ant", "cat", "cat", "ant", "bird"] >>> y_pred = ["ant", "ant", "cat", "cat", "ant", "cat"] >>> confusion_matrix(y_true, y_pred, labels=["ant", "bird", "cat"]) array([[2, 0, 0], [0, 0, 1], [1, 0, 2]]) """ y_type, y_true, y_pred = _check_targets(y_true, y_pred) if y_type not in ("binary", "multiclass"): raise ValueError("%s is not supported" % y_type) if labels is None: labels = unique_labels(y_true, y_pred) else: labels = np.asarray(labels) if sample_weight is None: sample_weight = np.ones(y_true.shape[0], dtype=np.int) else: sample_weight = np.asarray(sample_weight) check_consistent_length(sample_weight, y_true, y_pred) n_labels = labels.size label_to_ind = dict((y, x) for x, y in enumerate(labels)) # convert yt, yp into index y_pred = np.array([label_to_ind.get(x, n_labels + 1) for x in y_pred]) y_true = np.array([label_to_ind.get(x, n_labels + 1) for x in y_true]) # intersect y_pred, y_true with labels, eliminate items not in labels ind = np.logical_and(y_pred < n_labels, y_true < n_labels) y_pred = y_pred[ind] y_true = y_true[ind] # also eliminate weights of eliminated items sample_weight = sample_weight[ind] CM = coo_matrix((sample_weight, (y_true, y_pred)), shape=(n_labels, n_labels) ).toarray() return CM def cohen_kappa_score(y1, y2, labels=None): """Cohen's kappa: a statistic that measures inter-annotator agreement. This function computes Cohen's kappa [1], a score that expresses the level of agreement between two annotators on a classification problem. It is defined as .. math:: \kappa = (p_o - p_e) / (1 - p_e) where :math:`p_o` is the empirical probability of agreement on the label assigned to any sample (the observed agreement ratio), and :math:`p_e` is the expected agreement when both annotators assign labels randomly. :math:`p_e` is estimated using a per-annotator empirical prior over the class labels [2]. Parameters ---------- y1 : array, shape = [n_samples] Labels assigned by the first annotator. y2 : array, shape = [n_samples] Labels assigned by the second annotator. The kappa statistic is symmetric, so swapping ``y1`` and ``y2`` doesn't change the value. labels : array, shape = [n_classes], optional List of labels to index the matrix. This may be used to select a subset of labels. If None, all labels that appear at least once in ``y1`` or ``y2`` are used. Returns ------- kappa : float The kappa statistic, which is a number between -1 and 1. The maximum value means complete agreement; zero or lower means chance agreement. References ---------- .. [1] J. Cohen (1960). "A coefficient of agreement for nominal scales". Educational and Psychological Measurement 20(1):37-46. doi:10.1177/001316446002000104. .. [2] R. Artstein and M. Poesio (2008). "Inter-coder agreement for computational linguistics". Computational Linguistic 34(4):555-596. """ confusion = confusion_matrix(y1, y2, labels=labels) P = confusion / float(confusion.sum()) p_observed = np.trace(P) p_expected = np.dot(P.sum(axis=0), P.sum(axis=1)) return (p_observed - p_expected) / (1 - p_expected) def jaccard_similarity_score(y_true, y_pred, normalize=True, sample_weight=None): """Jaccard similarity coefficient score The Jaccard index [1], or Jaccard similarity coefficient, defined as the size of the intersection divided by the size of the union of two label sets, is used to compare set of predicted labels for a sample to the corresponding set of labels in ``y_true``. Read more in the :ref:`User Guide <jaccard_similarity_score>`. Parameters ---------- y_true : 1d array-like, or label indicator array / sparse matrix Ground truth (correct) labels. y_pred : 1d array-like, or label indicator array / sparse matrix Predicted labels, as returned by a classifier. normalize : bool, optional (default=True) If ``False``, return the sum of the Jaccard similarity coefficient over the sample set. Otherwise, return the average of Jaccard similarity coefficient. sample_weight : array-like of shape = [n_samples], optional Sample weights. Returns ------- score : float If ``normalize == True``, return the average Jaccard similarity coefficient, else it returns the sum of the Jaccard similarity coefficient over the sample set. The best performance is 1 with ``normalize == True`` and the number of samples with ``normalize == False``. See also -------- accuracy_score, hamming_loss, zero_one_loss Notes ----- In binary and multiclass classification, this function is equivalent to the ``accuracy_score``. It differs in the multilabel classification problem. References ---------- .. [1] `Wikipedia entry for the Jaccard index <http://en.wikipedia.org/wiki/Jaccard_index>`_ Examples -------- >>> import numpy as np >>> from sklearn.metrics import jaccard_similarity_score >>> y_pred = [0, 2, 1, 3] >>> y_true = [0, 1, 2, 3] >>> jaccard_similarity_score(y_true, y_pred) 0.5 >>> jaccard_similarity_score(y_true, y_pred, normalize=False) 2 In the multilabel case with binary label indicators: >>> jaccard_similarity_score(np.array([[0, 1], [1, 1]]),\ np.ones((2, 2))) 0.75 """ # Compute accuracy for each possible representation y_type, y_true, y_pred = _check_targets(y_true, y_pred) if y_type.startswith('multilabel'): with np.errstate(divide='ignore', invalid='ignore'): # oddly, we may get an "invalid" rather than a "divide" error here pred_or_true = count_nonzero(y_true + y_pred, axis=1) pred_and_true = count_nonzero(y_true.multiply(y_pred), axis=1) score = pred_and_true / pred_or_true # If there is no label, it results in a Nan instead, we set # the jaccard to 1: lim_{x->0} x/x = 1 # Note with py2.6 and np 1.3: we can't check safely for nan. score[pred_or_true == 0.0] = 1.0 else: score = y_true == y_pred return _weighted_sum(score, sample_weight, normalize) def matthews_corrcoef(y_true, y_pred, sample_weight=None): """Compute the Matthews correlation coefficient (MCC) for binary classes The Matthews correlation coefficient is used in machine learning as a measure of the quality of binary (two-class) classifications. It takes into account true and false positives and negatives and is generally regarded as a balanced measure which can be used even if the classes are of very different sizes. The MCC is in essence a correlation coefficient value between -1 and +1. A coefficient of +1 represents a perfect prediction, 0 an average random prediction and -1 an inverse prediction. The statistic is also known as the phi coefficient. [source: Wikipedia] Only in the binary case does this relate to information about true and false positives and negatives. See references below. Read more in the :ref:`User Guide <matthews_corrcoef>`. Parameters ---------- y_true : array, shape = [n_samples] Ground truth (correct) target values. y_pred : array, shape = [n_samples] Estimated targets as returned by a classifier. sample_weight : array-like of shape = [n_samples], default None Sample weights. Returns ------- mcc : float The Matthews correlation coefficient (+1 represents a perfect prediction, 0 an average random prediction and -1 and inverse prediction). References ---------- .. [1] `Baldi, Brunak, Chauvin, Andersen and Nielsen, (2000). Assessing the accuracy of prediction algorithms for classification: an overview <http://dx.doi.org/10.1093/bioinformatics/16.5.412>`_ .. [2] `Wikipedia entry for the Matthews Correlation Coefficient <http://en.wikipedia.org/wiki/Matthews_correlation_coefficient>`_ Examples -------- >>> from sklearn.metrics import matthews_corrcoef >>> y_true = [+1, +1, +1, -1] >>> y_pred = [+1, -1, +1, +1] >>> matthews_corrcoef(y_true, y_pred) # doctest: +ELLIPSIS -0.33... """ y_type, y_true, y_pred = _check_targets(y_true, y_pred) if y_type != "binary": raise ValueError("%s is not supported" % y_type) lb = LabelEncoder() lb.fit(np.hstack([y_true, y_pred])) y_true = lb.transform(y_true) y_pred = lb.transform(y_pred) mean_yt = np.average(y_true, weights=sample_weight) mean_yp = np.average(y_pred, weights=sample_weight) y_true_u_cent = y_true - mean_yt y_pred_u_cent = y_pred - mean_yp cov_ytyp = np.average(y_true_u_cent * y_pred_u_cent, weights=sample_weight) var_yt = np.average(y_true_u_cent ** 2, weights=sample_weight) var_yp = np.average(y_pred_u_cent ** 2, weights=sample_weight) mcc = cov_ytyp / np.sqrt(var_yt * var_yp) if np.isnan(mcc): return 0. else: return mcc def zero_one_loss(y_true, y_pred, normalize=True, sample_weight=None): """Zero-one classification loss. If normalize is ``True``, return the fraction of misclassifications (float), else it returns the number of misclassifications (int). The best performance is 0. Read more in the :ref:`User Guide <zero_one_loss>`. Parameters ---------- y_true : 1d array-like, or label indicator array / sparse matrix Ground truth (correct) labels. y_pred : 1d array-like, or label indicator array / sparse matrix Predicted labels, as returned by a classifier. normalize : bool, optional (default=True) If ``False``, return the number of misclassifications. Otherwise, return the fraction of misclassifications. sample_weight : array-like of shape = [n_samples], optional Sample weights. Returns ------- loss : float or int, If ``normalize == True``, return the fraction of misclassifications (float), else it returns the number of misclassifications (int). Notes ----- In multilabel classification, the zero_one_loss function corresponds to the subset zero-one loss: for each sample, the entire set of labels must be correctly predicted, otherwise the loss for that sample is equal to one. See also -------- accuracy_score, hamming_loss, jaccard_similarity_score Examples -------- >>> from sklearn.metrics import zero_one_loss >>> y_pred = [1, 2, 3, 4] >>> y_true = [2, 2, 3, 4] >>> zero_one_loss(y_true, y_pred) 0.25 >>> zero_one_loss(y_true, y_pred, normalize=False) 1 In the multilabel case with binary label indicators: >>> zero_one_loss(np.array([[0, 1], [1, 1]]), np.ones((2, 2))) 0.5 """ score = accuracy_score(y_true, y_pred, normalize=normalize, sample_weight=sample_weight) if normalize: return 1 - score else: if sample_weight is not None: n_samples = np.sum(sample_weight) else: n_samples = _num_samples(y_true) return n_samples - score def f1_score(y_true, y_pred, labels=None, pos_label=1, average='binary', sample_weight=None): """Compute the F1 score, also known as balanced F-score or F-measure The F1 score can be interpreted as a weighted average of the precision and recall, where an F1 score reaches its best value at 1 and worst score at 0. The relative contribution of precision and recall to the F1 score are equal. The formula for the F1 score is:: F1 = 2 * (precision * recall) / (precision + recall) In the multi-class and multi-label case, this is the weighted average of the F1 score of each class. Read more in the :ref:`User Guide <precision_recall_f_measure_metrics>`. Parameters ---------- y_true : 1d array-like, or label indicator array / sparse matrix Ground truth (correct) target values. y_pred : 1d array-like, or label indicator array / sparse matrix Estimated targets as returned by a classifier. labels : list, optional The set of labels to include when ``average != 'binary'``, and their order if ``average is None``. Labels present in the data can be excluded, for example to calculate a multiclass average ignoring a majority negative class, while labels not present in the data will result in 0 components in a macro average. For multilabel targets, labels are column indices. By default, all labels in ``y_true`` and ``y_pred`` are used in sorted order. .. versionchanged:: 0.17 parameter *labels* improved for multiclass problem. pos_label : str or int, 1 by default The class to report if ``average='binary'``. Until version 0.18 it is necessary to set ``pos_label=None`` if seeking to use another averaging method over binary targets. average : string, [None, 'binary' (default), 'micro', 'macro', 'samples', \ 'weighted'] This parameter is required for multiclass/multilabel targets. If ``None``, the scores for each class are returned. Otherwise, this determines the type of averaging performed on the data: ``'binary'``: Only report results for the class specified by ``pos_label``. This is applicable only if targets (``y_{true,pred}``) are binary. ``'micro'``: Calculate metrics globally by counting the total true positives, false negatives and false positives. ``'macro'``: Calculate metrics for each label, and find their unweighted mean. This does not take label imbalance into account. ``'weighted'``: Calculate metrics for each label, and find their average, weighted by support (the number of true instances for each label). This alters 'macro' to account for label imbalance; it can result in an F-score that is not between precision and recall. ``'samples'``: Calculate metrics for each instance, and find their average (only meaningful for multilabel classification where this differs from :func:`accuracy_score`). Note that if ``pos_label`` is given in binary classification with `average != 'binary'`, only that positive class is reported. This behavior is deprecated and will change in version 0.18. sample_weight : array-like of shape = [n_samples], optional Sample weights. Returns ------- f1_score : float or array of float, shape = [n_unique_labels] F1 score of the positive class in binary classification or weighted average of the F1 scores of each class for the multiclass task. References ---------- .. [1] `Wikipedia entry for the F1-score <http://en.wikipedia.org/wiki/F1_score>`_ Examples -------- >>> from sklearn.metrics import f1_score >>> y_true = [0, 1, 2, 0, 1, 2] >>> y_pred = [0, 2, 1, 0, 0, 1] >>> f1_score(y_true, y_pred, average='macro') # doctest: +ELLIPSIS 0.26... >>> f1_score(y_true, y_pred, average='micro') # doctest: +ELLIPSIS 0.33... >>> f1_score(y_true, y_pred, average='weighted') # doctest: +ELLIPSIS 0.26... >>> f1_score(y_true, y_pred, average=None) array([ 0.8, 0. , 0. ]) """ return fbeta_score(y_true, y_pred, 1, labels=labels, pos_label=pos_label, average=average, sample_weight=sample_weight) def fbeta_score(y_true, y_pred, beta, labels=None, pos_label=1, average='binary', sample_weight=None): """Compute the F-beta score The F-beta score is the weighted harmonic mean of precision and recall, reaching its optimal value at 1 and its worst value at 0. The `beta` parameter determines the weight of precision in the combined score. ``beta < 1`` lends more weight to precision, while ``beta > 1`` favors recall (``beta -> 0`` considers only precision, ``beta -> inf`` only recall). Read more in the :ref:`User Guide <precision_recall_f_measure_metrics>`. Parameters ---------- y_true : 1d array-like, or label indicator array / sparse matrix Ground truth (correct) target values. y_pred : 1d array-like, or label indicator array / sparse matrix Estimated targets as returned by a classifier. beta: float Weight of precision in harmonic mean. labels : list, optional The set of labels to include when ``average != 'binary'``, and their order if ``average is None``. Labels present in the data can be excluded, for example to calculate a multiclass average ignoring a majority negative class, while labels not present in the data will result in 0 components in a macro average. For multilabel targets, labels are column indices. By default, all labels in ``y_true`` and ``y_pred`` are used in sorted order. .. versionchanged:: 0.17 parameter *labels* improved for multiclass problem. pos_label : str or int, 1 by default The class to report if ``average='binary'``. Until version 0.18 it is necessary to set ``pos_label=None`` if seeking to use another averaging method over binary targets. average : string, [None, 'binary' (default), 'micro', 'macro', 'samples', \ 'weighted'] This parameter is required for multiclass/multilabel targets. If ``None``, the scores for each class are returned. Otherwise, this determines the type of averaging performed on the data: ``'binary'``: Only report results for the class specified by ``pos_label``. This is applicable only if targets (``y_{true,pred}``) are binary. ``'micro'``: Calculate metrics globally by counting the total true positives, false negatives and false positives. ``'macro'``: Calculate metrics for each label, and find their unweighted mean. This does not take label imbalance into account. ``'weighted'``: Calculate metrics for each label, and find their average, weighted by support (the number of true instances for each label). This alters 'macro' to account for label imbalance; it can result in an F-score that is not between precision and recall. ``'samples'``: Calculate metrics for each instance, and find their average (only meaningful for multilabel classification where this differs from :func:`accuracy_score`). Note that if ``pos_label`` is given in binary classification with `average != 'binary'`, only that positive class is reported. This behavior is deprecated and will change in version 0.18. sample_weight : array-like of shape = [n_samples], optional Sample weights. Returns ------- fbeta_score : float (if average is not None) or array of float, shape =\ [n_unique_labels] F-beta score of the positive class in binary classification or weighted average of the F-beta score of each class for the multiclass task. References ---------- .. [1] R. Baeza-Yates and B. Ribeiro-Neto (2011). Modern Information Retrieval. Addison Wesley, pp. 327-328. .. [2] `Wikipedia entry for the F1-score <http://en.wikipedia.org/wiki/F1_score>`_ Examples -------- >>> from sklearn.metrics import fbeta_score >>> y_true = [0, 1, 2, 0, 1, 2] >>> y_pred = [0, 2, 1, 0, 0, 1] >>> fbeta_score(y_true, y_pred, average='macro', beta=0.5) ... # doctest: +ELLIPSIS 0.23... >>> fbeta_score(y_true, y_pred, average='micro', beta=0.5) ... # doctest: +ELLIPSIS 0.33... >>> fbeta_score(y_true, y_pred, average='weighted', beta=0.5) ... # doctest: +ELLIPSIS 0.23... >>> fbeta_score(y_true, y_pred, average=None, beta=0.5) ... # doctest: +ELLIPSIS array([ 0.71..., 0. , 0. ]) """ _, _, f, _ = precision_recall_fscore_support(y_true, y_pred, beta=beta, labels=labels, pos_label=pos_label, average=average, warn_for=('f-score',), sample_weight=sample_weight) return f def _prf_divide(numerator, denominator, metric, modifier, average, warn_for): """Performs division and handles divide-by-zero. On zero-division, sets the corresponding result elements to zero and raises a warning. The metric, modifier and average arguments are used only for determining an appropriate warning. """ result = numerator / denominator mask = denominator == 0.0 if not np.any(mask): return result # remove infs result[mask] = 0.0 # build appropriate warning # E.g. "Precision and F-score are ill-defined and being set to 0.0 in # labels with no predicted samples" axis0 = 'sample' axis1 = 'label' if average == 'samples': axis0, axis1 = axis1, axis0 if metric in warn_for and 'f-score' in warn_for: msg_start = '{0} and F-score are'.format(metric.title()) elif metric in warn_for: msg_start = '{0} is'.format(metric.title()) elif 'f-score' in warn_for: msg_start = 'F-score is' else: return result msg = ('{0} ill-defined and being set to 0.0 {{0}} ' 'no {1} {2}s.'.format(msg_start, modifier, axis0)) if len(mask) == 1: msg = msg.format('due to') else: msg = msg.format('in {0}s with'.format(axis1)) warnings.warn(msg, UndefinedMetricWarning, stacklevel=2) return result def precision_recall_fscore_support(y_true, y_pred, beta=1.0, labels=None, pos_label=1, average=None, warn_for=('precision', 'recall', 'f-score'), sample_weight=None): """Compute precision, recall, F-measure and support for each class The precision is the ratio ``tp / (tp + fp)`` where ``tp`` is the number of true positives and ``fp`` the number of false positives. The precision is intuitively the ability of the classifier not to label as positive a sample that is negative. The recall is the ratio ``tp / (tp + fn)`` where ``tp`` is the number of true positives and ``fn`` the number of false negatives. The recall is intuitively the ability of the classifier to find all the positive samples. The F-beta score can be interpreted as a weighted harmonic mean of the precision and recall, where an F-beta score reaches its best value at 1 and worst score at 0. The F-beta score weights recall more than precision by a factor of ``beta``. ``beta == 1.0`` means recall and precision are equally important. The support is the number of occurrences of each class in ``y_true``. If ``pos_label is None`` and in binary classification, this function returns the average precision, recall and F-measure if ``average`` is one of ``'micro'``, ``'macro'``, ``'weighted'`` or ``'samples'``. Read more in the :ref:`User Guide <precision_recall_f_measure_metrics>`. Parameters ---------- y_true : 1d array-like, or label indicator array / sparse matrix Ground truth (correct) target values. y_pred : 1d array-like, or label indicator array / sparse matrix Estimated targets as returned by a classifier. beta : float, 1.0 by default The strength of recall versus precision in the F-score. labels : list, optional The set of labels to include when ``average != 'binary'``, and their order if ``average is None``. Labels present in the data can be excluded, for example to calculate a multiclass average ignoring a majority negative class, while labels not present in the data will result in 0 components in a macro average. For multilabel targets, labels are column indices. By default, all labels in ``y_true`` and ``y_pred`` are used in sorted order. pos_label : str or int, 1 by default The class to report if ``average='binary'``. Until version 0.18 it is necessary to set ``pos_label=None`` if seeking to use another averaging method over binary targets. average : string, [None (default), 'binary', 'micro', 'macro', 'samples', \ 'weighted'] If ``None``, the scores for each class are returned. Otherwise, this determines the type of averaging performed on the data: ``'binary'``: Only report results for the class specified by ``pos_label``. This is applicable only if targets (``y_{true,pred}``) are binary. ``'micro'``: Calculate metrics globally by counting the total true positives, false negatives and false positives. ``'macro'``: Calculate metrics for each label, and find their unweighted mean. This does not take label imbalance into account. ``'weighted'``: Calculate metrics for each label, and find their average, weighted by support (the number of true instances for each label). This alters 'macro' to account for label imbalance; it can result in an F-score that is not between precision and recall. ``'samples'``: Calculate metrics for each instance, and find their average (only meaningful for multilabel classification where this differs from :func:`accuracy_score`). Note that if ``pos_label`` is given in binary classification with `average != 'binary'`, only that positive class is reported. This behavior is deprecated and will change in version 0.18. warn_for : tuple or set, for internal use This determines which warnings will be made in the case that this function is being used to return only one of its metrics. sample_weight : array-like of shape = [n_samples], optional Sample weights. Returns ------- precision: float (if average is not None) or array of float, shape =\ [n_unique_labels] recall: float (if average is not None) or array of float, , shape =\ [n_unique_labels] fbeta_score: float (if average is not None) or array of float, shape =\ [n_unique_labels] support: int (if average is not None) or array of int, shape =\ [n_unique_labels] The number of occurrences of each label in ``y_true``. References ---------- .. [1] `Wikipedia entry for the Precision and recall <http://en.wikipedia.org/wiki/Precision_and_recall>`_ .. [2] `Wikipedia entry for the F1-score <http://en.wikipedia.org/wiki/F1_score>`_ .. [3] `Discriminative Methods for Multi-labeled Classification Advances in Knowledge Discovery and Data Mining (2004), pp. 22-30 by Shantanu Godbole, Sunita Sarawagi <http://www.godbole.net/shantanu/pubs/multilabelsvm-pakdd04.pdf>` Examples -------- >>> from sklearn.metrics import precision_recall_fscore_support >>> y_true = np.array(['cat', 'dog', 'pig', 'cat', 'dog', 'pig']) >>> y_pred = np.array(['cat', 'pig', 'dog', 'cat', 'cat', 'dog']) >>> precision_recall_fscore_support(y_true, y_pred, average='macro') ... # doctest: +ELLIPSIS (0.22..., 0.33..., 0.26..., None) >>> precision_recall_fscore_support(y_true, y_pred, average='micro') ... # doctest: +ELLIPSIS (0.33..., 0.33..., 0.33..., None) >>> precision_recall_fscore_support(y_true, y_pred, average='weighted') ... # doctest: +ELLIPSIS (0.22..., 0.33..., 0.26..., None) It is possible to compute per-label precisions, recalls, F1-scores and supports instead of averaging: >>> precision_recall_fscore_support(y_true, y_pred, average=None, ... labels=['pig', 'dog', 'cat']) ... # doctest: +ELLIPSIS,+NORMALIZE_WHITESPACE (array([ 0. , 0. , 0.66...]), array([ 0., 0., 1.]), array([ 0. , 0. , 0.8]), array([2, 2, 2])) """ average_options = (None, 'micro', 'macro', 'weighted', 'samples') if average not in average_options and average != 'binary': raise ValueError('average has to be one of ' + str(average_options)) if beta <= 0: raise ValueError("beta should be >0 in the F-beta score") y_type, y_true, y_pred = _check_targets(y_true, y_pred) present_labels = unique_labels(y_true, y_pred) if average == 'binary' and (y_type != 'binary' or pos_label is None): warnings.warn('The default `weighted` averaging is deprecated, ' 'and from version 0.18, use of precision, recall or ' 'F-score with multiclass or multilabel data or ' 'pos_label=None will result in an exception. ' 'Please set an explicit value for `average`, one of ' '%s. In cross validation use, for instance, ' 'scoring="f1_weighted" instead of scoring="f1".' % str(average_options), DeprecationWarning, stacklevel=2) average = 'weighted' if y_type == 'binary' and pos_label is not None and average is not None: if average != 'binary': warnings.warn('From version 0.18, binary input will not be ' 'handled specially when using averaged ' 'precision/recall/F-score. ' 'Please use average=\'binary\' to report only the ' 'positive class performance.', DeprecationWarning) if labels is None or len(labels) <= 2: if pos_label not in present_labels: if len(present_labels) < 2: # Only negative labels return (0., 0., 0., 0) else: raise ValueError("pos_label=%r is not a valid label: %r" % (pos_label, present_labels)) labels = [pos_label] if labels is None: labels = present_labels n_labels = None else: n_labels = len(labels) labels = np.hstack([labels, np.setdiff1d(present_labels, labels, assume_unique=True)]) # Calculate tp_sum, pred_sum, true_sum ### if y_type.startswith('multilabel'): sum_axis = 1 if average == 'samples' else 0 # All labels are index integers for multilabel. # Select labels: if not np.all(labels == present_labels): if np.max(labels) > np.max(present_labels): raise ValueError('All labels must be in [0, n labels). ' 'Got %d > %d' % (np.max(labels), np.max(present_labels))) if np.min(labels) < 0: raise ValueError('All labels must be in [0, n labels). ' 'Got %d < 0' % np.min(labels)) y_true = y_true[:, labels[:n_labels]] y_pred = y_pred[:, labels[:n_labels]] # calculate weighted counts true_and_pred = y_true.multiply(y_pred) tp_sum = count_nonzero(true_and_pred, axis=sum_axis, sample_weight=sample_weight) pred_sum = count_nonzero(y_pred, axis=sum_axis, sample_weight=sample_weight) true_sum = count_nonzero(y_true, axis=sum_axis, sample_weight=sample_weight) elif average == 'samples': raise ValueError("Sample-based precision, recall, fscore is " "not meaningful outside multilabel " "classification. See the accuracy_score instead.") else: le = LabelEncoder() le.fit(labels) y_true = le.transform(y_true) y_pred = le.transform(y_pred) sorted_labels = le.classes_ # labels are now from 0 to len(labels) - 1 -> use bincount tp = y_true == y_pred tp_bins = y_true[tp] if sample_weight is not None: tp_bins_weights = np.asarray(sample_weight)[tp] else: tp_bins_weights = None if len(tp_bins): tp_sum = bincount(tp_bins, weights=tp_bins_weights, minlength=len(labels)) else: # Pathological case true_sum = pred_sum = tp_sum = np.zeros(len(labels)) if len(y_pred): pred_sum = bincount(y_pred, weights=sample_weight, minlength=len(labels)) if len(y_true): true_sum = bincount(y_true, weights=sample_weight, minlength=len(labels)) # Retain only selected labels indices = np.searchsorted(sorted_labels, labels[:n_labels]) tp_sum = tp_sum[indices] true_sum = true_sum[indices] pred_sum = pred_sum[indices] if average == 'micro': tp_sum = np.array([tp_sum.sum()]) pred_sum = np.array([pred_sum.sum()]) true_sum = np.array([true_sum.sum()]) # Finally, we have all our sufficient statistics. Divide! # beta2 = beta ** 2 with np.errstate(divide='ignore', invalid='ignore'): # Divide, and on zero-division, set scores to 0 and warn: # Oddly, we may get an "invalid" rather than a "divide" error # here. precision = _prf_divide(tp_sum, pred_sum, 'precision', 'predicted', average, warn_for) recall = _prf_divide(tp_sum, true_sum, 'recall', 'true', average, warn_for) # Don't need to warn for F: either P or R warned, or tp == 0 where pos # and true are nonzero, in which case, F is well-defined and zero f_score = ((1 + beta2) * precision * recall / (beta2 * precision + recall)) f_score[tp_sum == 0] = 0.0 # Average the results if average == 'weighted': weights = true_sum if weights.sum() == 0: return 0, 0, 0, None elif average == 'samples': weights = sample_weight else: weights = None if average is not None: assert average != 'binary' or len(precision) == 1 precision = np.average(precision, weights=weights) recall = np.average(recall, weights=weights) f_score = np.average(f_score, weights=weights) true_sum = None # return no support return precision, recall, f_score, true_sum def precision_score(y_true, y_pred, labels=None, pos_label=1, average='binary', sample_weight=None): """Compute the precision The precision is the ratio ``tp / (tp + fp)`` where ``tp`` is the number of true positives and ``fp`` the number of false positives. The precision is intuitively the ability of the classifier not to label as positive a sample that is negative. The best value is 1 and the worst value is 0. Read more in the :ref:`User Guide <precision_recall_f_measure_metrics>`. Parameters ---------- y_true : 1d array-like, or label indicator array / sparse matrix Ground truth (correct) target values. y_pred : 1d array-like, or label indicator array / sparse matrix Estimated targets as returned by a classifier. labels : list, optional The set of labels to include when ``average != 'binary'``, and their order if ``average is None``. Labels present in the data can be excluded, for example to calculate a multiclass average ignoring a majority negative class, while labels not present in the data will result in 0 components in a macro average. For multilabel targets, labels are column indices. By default, all labels in ``y_true`` and ``y_pred`` are used in sorted order. .. versionchanged:: 0.17 parameter *labels* improved for multiclass problem. pos_label : str or int, 1 by default The class to report if ``average='binary'``. Until version 0.18 it is necessary to set ``pos_label=None`` if seeking to use another averaging method over binary targets. average : string, [None, 'binary' (default), 'micro', 'macro', 'samples', \ 'weighted'] This parameter is required for multiclass/multilabel targets. If ``None``, the scores for each class are returned. Otherwise, this determines the type of averaging performed on the data: ``'binary'``: Only report results for the class specified by ``pos_label``. This is applicable only if targets (``y_{true,pred}``) are binary. ``'micro'``: Calculate metrics globally by counting the total true positives, false negatives and false positives. ``'macro'``: Calculate metrics for each label, and find their unweighted mean. This does not take label imbalance into account. ``'weighted'``: Calculate metrics for each label, and find their average, weighted by support (the number of true instances for each label). This alters 'macro' to account for label imbalance; it can result in an F-score that is not between precision and recall. ``'samples'``: Calculate metrics for each instance, and find their average (only meaningful for multilabel classification where this differs from :func:`accuracy_score`). Note that if ``pos_label`` is given in binary classification with `average != 'binary'`, only that positive class is reported. This behavior is deprecated and will change in version 0.18. sample_weight : array-like of shape = [n_samples], optional Sample weights. Returns ------- precision : float (if average is not None) or array of float, shape =\ [n_unique_labels] Precision of the positive class in binary classification or weighted average of the precision of each class for the multiclass task. Examples -------- >>> from sklearn.metrics import precision_score >>> y_true = [0, 1, 2, 0, 1, 2] >>> y_pred = [0, 2, 1, 0, 0, 1] >>> precision_score(y_true, y_pred, average='macro') # doctest: +ELLIPSIS 0.22... >>> precision_score(y_true, y_pred, average='micro') # doctest: +ELLIPSIS 0.33... >>> precision_score(y_true, y_pred, average='weighted') ... # doctest: +ELLIPSIS 0.22... >>> precision_score(y_true, y_pred, average=None) # doctest: +ELLIPSIS array([ 0.66..., 0. , 0. ]) """ p, _, _, _ = precision_recall_fscore_support(y_true, y_pred, labels=labels, pos_label=pos_label, average=average, warn_for=('precision',), sample_weight=sample_weight) return p def recall_score(y_true, y_pred, labels=None, pos_label=1, average='binary', sample_weight=None): """Compute the recall The recall is the ratio ``tp / (tp + fn)`` where ``tp`` is the number of true positives and ``fn`` the number of false negatives. The recall is intuitively the ability of the classifier to find all the positive samples. The best value is 1 and the worst value is 0. Read more in the :ref:`User Guide <precision_recall_f_measure_metrics>`. Parameters ---------- y_true : 1d array-like, or label indicator array / sparse matrix Ground truth (correct) target values. y_pred : 1d array-like, or label indicator array / sparse matrix Estimated targets as returned by a classifier. labels : list, optional The set of labels to include when ``average != 'binary'``, and their order if ``average is None``. Labels present in the data can be excluded, for example to calculate a multiclass average ignoring a majority negative class, while labels not present in the data will result in 0 components in a macro average. For multilabel targets, labels are column indices. By default, all labels in ``y_true`` and ``y_pred`` are used in sorted order. .. versionchanged:: 0.17 parameter *labels* improved for multiclass problem. pos_label : str or int, 1 by default The class to report if ``average='binary'``. Until version 0.18 it is necessary to set ``pos_label=None`` if seeking to use another averaging method over binary targets. average : string, [None, 'binary' (default), 'micro', 'macro', 'samples', \ 'weighted'] This parameter is required for multiclass/multilabel targets. If ``None``, the scores for each class are returned. Otherwise, this determines the type of averaging performed on the data: ``'binary'``: Only report results for the class specified by ``pos_label``. This is applicable only if targets (``y_{true,pred}``) are binary. ``'micro'``: Calculate metrics globally by counting the total true positives, false negatives and false positives. ``'macro'``: Calculate metrics for each label, and find their unweighted mean. This does not take label imbalance into account. ``'weighted'``: Calculate metrics for each label, and find their average, weighted by support (the number of true instances for each label). This alters 'macro' to account for label imbalance; it can result in an F-score that is not between precision and recall. ``'samples'``: Calculate metrics for each instance, and find their average (only meaningful for multilabel classification where this differs from :func:`accuracy_score`). Note that if ``pos_label`` is given in binary classification with `average != 'binary'`, only that positive class is reported. This behavior is deprecated and will change in version 0.18. sample_weight : array-like of shape = [n_samples], optional Sample weights. Returns ------- recall : float (if average is not None) or array of float, shape =\ [n_unique_labels] Recall of the positive class in binary classification or weighted average of the recall of each class for the multiclass task. Examples -------- >>> from sklearn.metrics import recall_score >>> y_true = [0, 1, 2, 0, 1, 2] >>> y_pred = [0, 2, 1, 0, 0, 1] >>> recall_score(y_true, y_pred, average='macro') # doctest: +ELLIPSIS 0.33... >>> recall_score(y_true, y_pred, average='micro') # doctest: +ELLIPSIS 0.33... >>> recall_score(y_true, y_pred, average='weighted') # doctest: +ELLIPSIS 0.33... >>> recall_score(y_true, y_pred, average=None) array([ 1., 0., 0.]) """ _, r, _, _ = precision_recall_fscore_support(y_true, y_pred, labels=labels, pos_label=pos_label, average=average, warn_for=('recall',), sample_weight=sample_weight) return r def classification_report(y_true, y_pred, labels=None, target_names=None, sample_weight=None, digits=2): """Build a text report showing the main classification metrics Read more in the :ref:`User Guide <classification_report>`. Parameters ---------- y_true : 1d array-like, or label indicator array / sparse matrix Ground truth (correct) target values. y_pred : 1d array-like, or label indicator array / sparse matrix Estimated targets as returned by a classifier. labels : array, shape = [n_labels] Optional list of label indices to include in the report. target_names : list of strings Optional display names matching the labels (same order). sample_weight : array-like of shape = [n_samples], optional Sample weights. digits : int Number of digits for formatting output floating point values Returns ------- report : string Text summary of the precision, recall, F1 score for each class. Examples -------- >>> from sklearn.metrics import classification_report >>> y_true = [0, 1, 2, 2, 2] >>> y_pred = [0, 0, 2, 2, 1] >>> target_names = ['class 0', 'class 1', 'class 2'] >>> print(classification_report(y_true, y_pred, target_names=target_names)) precision recall f1-score support <BLANKLINE> class 0 0.50 1.00 0.67 1 class 1 0.00 0.00 0.00 1 class 2 1.00 0.67 0.80 3 <BLANKLINE> avg / total 0.70 0.60 0.61 5 <BLANKLINE> """ if labels is None: labels = unique_labels(y_true, y_pred) else: labels = np.asarray(labels) last_line_heading = 'avg / total' if target_names is None: target_names = ['%s' % l for l in labels] name_width = max(len(cn) for cn in target_names) width = max(name_width, len(last_line_heading), digits) headers = ["precision", "recall", "f1-score", "support"] fmt = '%% %ds' % width # first column: class name fmt += ' ' fmt += ' '.join(['% 9s' for _ in headers]) fmt += '\n' headers = [""] + headers report = fmt % tuple(headers) report += '\n' p, r, f1, s = precision_recall_fscore_support(y_true, y_pred, labels=labels, average=None, sample_weight=sample_weight) for i, label in enumerate(labels): values = [target_names[i]] for v in (p[i], r[i], f1[i]): values += ["{0:0.{1}f}".format(v, digits)] values += ["{0}".format(s[i])] report += fmt % tuple(values) report += '\n' # compute averages values = [last_line_heading] for v in (np.average(p, weights=s), np.average(r, weights=s), np.average(f1, weights=s)): values += ["{0:0.{1}f}".format(v, digits)] values += ['{0}'.format(np.sum(s))] report += fmt % tuple(values) return report def hamming_loss(y_true, y_pred, classes=None, sample_weight=None): """Compute the average Hamming loss. The Hamming loss is the fraction of labels that are incorrectly predicted. Read more in the :ref:`User Guide <hamming_loss>`. Parameters ---------- y_true : 1d array-like, or label indicator array / sparse matrix Ground truth (correct) labels. y_pred : 1d array-like, or label indicator array / sparse matrix Predicted labels, as returned by a classifier. classes : array, shape = [n_labels], optional Integer array of labels. sample_weight : array-like of shape = [n_samples], optional Sample weights. Returns ------- loss : float or int, Return the average Hamming loss between element of ``y_true`` and ``y_pred``. See Also -------- accuracy_score, jaccard_similarity_score, zero_one_loss Notes ----- In multiclass classification, the Hamming loss correspond to the Hamming distance between ``y_true`` and ``y_pred`` which is equivalent to the subset ``zero_one_loss`` function. In multilabel classification, the Hamming loss is different from the subset zero-one loss. The zero-one loss considers the entire set of labels for a given sample incorrect if it does entirely match the true set of labels. Hamming loss is more forgiving in that it penalizes the individual labels. The Hamming loss is upperbounded by the subset zero-one loss. When normalized over samples, the Hamming loss is always between 0 and 1. References ---------- .. [1] Grigorios Tsoumakas, Ioannis Katakis. Multi-Label Classification: An Overview. International Journal of Data Warehousing & Mining, 3(3), 1-13, July-September 2007. .. [2] `Wikipedia entry on the Hamming distance <http://en.wikipedia.org/wiki/Hamming_distance>`_ Examples -------- >>> from sklearn.metrics import hamming_loss >>> y_pred = [1, 2, 3, 4] >>> y_true = [2, 2, 3, 4] >>> hamming_loss(y_true, y_pred) 0.25 In the multilabel case with binary label indicators: >>> hamming_loss(np.array([[0, 1], [1, 1]]), np.zeros((2, 2))) 0.75 """ y_type, y_true, y_pred = _check_targets(y_true, y_pred) if classes is None: classes = unique_labels(y_true, y_pred) else: classes = np.asarray(classes) if sample_weight is None: weight_average = 1. else: weight_average = np.mean(sample_weight) if y_type.startswith('multilabel'): n_differences = count_nonzero(y_true - y_pred, sample_weight=sample_weight) return (n_differences / (y_true.shape[0] * len(classes) * weight_average)) elif y_type in ["binary", "multiclass"]: return _weighted_sum(y_true != y_pred, sample_weight, normalize=True) else: raise ValueError("{0} is not supported".format(y_type)) def log_loss(y_true, y_pred, eps=1e-15, normalize=True, sample_weight=None): """Log loss, aka logistic loss or cross-entropy loss. This is the loss function used in (multinomial) logistic regression and extensions of it such as neural networks, defined as the negative log-likelihood of the true labels given a probabilistic classifier's predictions. For a single sample with true label yt in {0,1} and estimated probability yp that yt = 1, the log loss is -log P(yt|yp) = -(yt log(yp) + (1 - yt) log(1 - yp)) Read more in the :ref:`User Guide <log_loss>`. Parameters ---------- y_true : array-like or label indicator matrix Ground truth (correct) labels for n_samples samples. y_pred : array-like of float, shape = (n_samples, n_classes) Predicted probabilities, as returned by a classifier's predict_proba method. eps : float Log loss is undefined for p=0 or p=1, so probabilities are clipped to max(eps, min(1 - eps, p)). normalize : bool, optional (default=True) If true, return the mean loss per sample. Otherwise, return the sum of the per-sample losses. sample_weight : array-like of shape = [n_samples], optional Sample weights. Returns ------- loss : float Examples -------- >>> log_loss(["spam", "ham", "ham", "spam"], # doctest: +ELLIPSIS ... [[.1, .9], [.9, .1], [.8, .2], [.35, .65]]) 0.21616... References ---------- C.M. Bishop (2006). Pattern Recognition and Machine Learning. Springer, p. 209. Notes ----- The logarithm used is the natural logarithm (base-e). """ lb = LabelBinarizer() T = lb.fit_transform(y_true) if T.shape[1] == 1: T = np.append(1 - T, T, axis=1) y_pred = check_array(y_pred, ensure_2d=False) # Clipping Y = np.clip(y_pred, eps, 1 - eps) # This happens in cases when elements in y_pred have type "str". if not isinstance(Y, np.ndarray): raise ValueError("y_pred should be an array of floats.") # If y_pred is of single dimension, assume y_true to be binary # and then check. if Y.ndim == 1: Y = Y[:, np.newaxis] if Y.shape[1] == 1: Y = np.append(1 - Y, Y, axis=1) # Check if dimensions are consistent. check_consistent_length(T, Y) T = check_array(T) Y = check_array(Y) if T.shape[1] != Y.shape[1]: raise ValueError("y_true and y_pred have different number of classes " "%d, %d" % (T.shape[1], Y.shape[1])) # Renormalize Y /= Y.sum(axis=1)[:, np.newaxis] loss = -(T * np.log(Y)).sum(axis=1) return _weighted_sum(loss, sample_weight, normalize) def hinge_loss(y_true, pred_decision, labels=None, sample_weight=None): """Average hinge loss (non-regularized) In binary class case, assuming labels in y_true are encoded with +1 and -1, when a prediction mistake is made, ``margin = y_true * pred_decision`` is always negative (since the signs disagree), implying ``1 - margin`` is always greater than 1. The cumulated hinge loss is therefore an upper bound of the number of mistakes made by the classifier. In multiclass case, the function expects that either all the labels are included in y_true or an optional labels argument is provided which contains all the labels. The multilabel margin is calculated according to Crammer-Singer's method. As in the binary case, the cumulated hinge loss is an upper bound of the number of mistakes made by the classifier. Read more in the :ref:`User Guide <hinge_loss>`. Parameters ---------- y_true : array, shape = [n_samples] True target, consisting of integers of two values. The positive label must be greater than the negative label. pred_decision : array, shape = [n_samples] or [n_samples, n_classes] Predicted decisions, as output by decision_function (floats). labels : array, optional, default None Contains all the labels for the problem. Used in multiclass hinge loss. sample_weight : array-like of shape = [n_samples], optional Sample weights. Returns ------- loss : float References ---------- .. [1] `Wikipedia entry on the Hinge loss <http://en.wikipedia.org/wiki/Hinge_loss>`_ .. [2] Koby Crammer, Yoram Singer. On the Algorithmic Implementation of Multiclass Kernel-based Vector Machines. Journal of Machine Learning Research 2, (2001), 265-292 .. [3] `L1 AND L2 Regularization for Multiclass Hinge Loss Models by Robert C. Moore, John DeNero. <http://www.ttic.edu/sigml/symposium2011/papers/ Moore+DeNero_Regularization.pdf>`_ Examples -------- >>> from sklearn import svm >>> from sklearn.metrics import hinge_loss >>> X = [[0], [1]] >>> y = [-1, 1] >>> est = svm.LinearSVC(random_state=0) >>> est.fit(X, y) LinearSVC(C=1.0, class_weight=None, dual=True, fit_intercept=True, intercept_scaling=1, loss='squared_hinge', max_iter=1000, multi_class='ovr', penalty='l2', random_state=0, tol=0.0001, verbose=0) >>> pred_decision = est.decision_function([[-2], [3], [0.5]]) >>> pred_decision # doctest: +ELLIPSIS array([-2.18..., 2.36..., 0.09...]) >>> hinge_loss([-1, 1, 1], pred_decision) # doctest: +ELLIPSIS 0.30... In the multiclass case: >>> X = np.array([[0], [1], [2], [3]]) >>> Y = np.array([0, 1, 2, 3]) >>> labels = np.array([0, 1, 2, 3]) >>> est = svm.LinearSVC() >>> est.fit(X, Y) LinearSVC(C=1.0, class_weight=None, dual=True, fit_intercept=True, intercept_scaling=1, loss='squared_hinge', max_iter=1000, multi_class='ovr', penalty='l2', random_state=None, tol=0.0001, verbose=0) >>> pred_decision = est.decision_function([[-1], [2], [3]]) >>> y_true = [0, 2, 3] >>> hinge_loss(y_true, pred_decision, labels) #doctest: +ELLIPSIS 0.56... """ check_consistent_length(y_true, pred_decision, sample_weight) pred_decision = check_array(pred_decision, ensure_2d=False) y_true = column_or_1d(y_true) y_true_unique = np.unique(y_true) if y_true_unique.size > 2: if (labels is None and pred_decision.ndim > 1 and (np.size(y_true_unique) != pred_decision.shape[1])): raise ValueError("Please include all labels in y_true " "or pass labels as third argument") if labels is None: labels = y_true_unique le = LabelEncoder() le.fit(labels) y_true = le.transform(y_true) mask = np.ones_like(pred_decision, dtype=bool) mask[np.arange(y_true.shape[0]), y_true] = False margin = pred_decision[~mask] margin -= np.max(pred_decision[mask].reshape(y_true.shape[0], -1), axis=1) else: # Handles binary class case # this code assumes that positive and negative labels # are encoded as +1 and -1 respectively pred_decision = column_or_1d(pred_decision) pred_decision = np.ravel(pred_decision) lbin = LabelBinarizer(neg_label=-1) y_true = lbin.fit_transform(y_true)[:, 0] try: margin = y_true * pred_decision except TypeError: raise TypeError("pred_decision should be an array of floats.") losses = 1 - margin # The hinge_loss doesn't penalize good enough predictions. losses[losses <= 0] = 0 return np.average(losses, weights=sample_weight) def _check_binary_probabilistic_predictions(y_true, y_prob): """Check that y_true is binary and y_prob contains valid probabilities""" check_consistent_length(y_true, y_prob) labels = np.unique(y_true) if len(labels) != 2: raise ValueError("Only binary classification is supported. " "Provided labels %s." % labels) if y_prob.max() > 1: raise ValueError("y_prob contains values greater than 1.") if y_prob.min() < 0: raise ValueError("y_prob contains values less than 0.") return label_binarize(y_true, labels)[:, 0] def brier_score_loss(y_true, y_prob, sample_weight=None, pos_label=None): """Compute the Brier score. The smaller the Brier score, the better, hence the naming with "loss". Across all items in a set N predictions, the Brier score measures the mean squared difference between (1) the predicted probability assigned to the possible outcomes for item i, and (2) the actual outcome. Therefore, the lower the Brier score is for a set of predictions, the better the predictions are calibrated. Note that the Brier score always takes on a value between zero and one, since this is the largest possible difference between a predicted probability (which must be between zero and one) and the actual outcome (which can take on values of only 0 and 1). The Brier score is appropriate for binary and categorical outcomes that can be structured as true or false, but is inappropriate for ordinal variables which can take on three or more values (this is because the Brier score assumes that all possible outcomes are equivalently "distant" from one another). Which label is considered to be the positive label is controlled via the parameter pos_label, which defaults to 1. Read more in the :ref:`User Guide <calibration>`. Parameters ---------- y_true : array, shape (n_samples,) True targets. y_prob : array, shape (n_samples,) Probabilities of the positive class. sample_weight : array-like of shape = [n_samples], optional Sample weights. pos_label : int (default: None) Label of the positive class. If None, the maximum label is used as positive class Returns ------- score : float Brier score Examples -------- >>> import numpy as np >>> from sklearn.metrics import brier_score_loss >>> y_true = np.array([0, 1, 1, 0]) >>> y_true_categorical = np.array(["spam", "ham", "ham", "spam"]) >>> y_prob = np.array([0.1, 0.9, 0.8, 0.3]) >>> brier_score_loss(y_true, y_prob) # doctest: +ELLIPSIS 0.037... >>> brier_score_loss(y_true, 1-y_prob, pos_label=0) # doctest: +ELLIPSIS 0.037... >>> brier_score_loss(y_true_categorical, y_prob, \ pos_label="ham") # doctest: +ELLIPSIS 0.037... >>> brier_score_loss(y_true, np.array(y_prob) > 0.5) 0.0 References ---------- http://en.wikipedia.org/wiki/Brier_score """ y_true = column_or_1d(y_true) y_prob = column_or_1d(y_prob) if pos_label is None: pos_label = y_true.max() y_true = np.array(y_true == pos_label, int) y_true = _check_binary_probabilistic_predictions(y_true, y_prob) return np.average((y_true - y_prob) ** 2, weights=sample_weight)
bsd-3-clause
nanophotonics/nplab
nplab/experiment/fiber_raman/test.py
1
2056
from __future__ import print_function from __future__ import absolute_import import matplotlib.pyplot as plt import numpy as np from nplab import datafile as df from nplab.analysis.smoothing import convex_smooth from nplab.instrument.spectrometer.acton_2300i import Acton from nplab.instrument.camera.Picam.pixis import Pixis from .Pacton import Pacton def make_measurement(data_group,laser_wavelength,center_wavelength): spectrum,_ = pacton.get_spectrum(center_wavelength,subtract_background=True,roi=[0,1024,600,800],debug=1) data_group.create_dataset("spectrum"+"_%d",data=spectrum, attrs = {"center_wavelength":center_wavelength,"laser_wavelength":laser_wavelength}) data_group.file.flush() return def initialize_measurement(): f = df.DataFile("ir_calibration.hdf5","a") g = f.require_group("calibration") print("Starting..") print("Pixis...") p = Pixis(debug=1) p.StartUp() print("Acton...") act = Acton("COM7",debug=1) print("Done...") pacton = Pacton(pixis=p,acton=act) print("Measuring...") fig,ax = plt.subplots(1) p.SetExposureTime(500) pacton.get_pixel_response_calibration_spectrum() return pacton, g def plot_measurement(pacton, center_wavelength): fig,ax = plt.subplots(1) spectrum,_ = pacton.get_spectrum(center_wavelength,subtract_background=True,roi=[0,1024,600,800],debug=1) ax.plot(spectrum) plt.show() if __name__ == "__main__": f = df.DataFile("ir_calibration.hdf5","a") g = f.require_group("calibration") print("Starting..") print("Pixis...") p = Pixis(debug=1) p.StartUp() print("Acton...") act = Acton("COM7",debug=1) print("Done...") pacton = Pacton(pixis=p,acton=act) print("Measuring...") fig,ax = plt.subplots(1) p.SetExposureTime(500) pacton.get_pixel_response_calibration_spectrum() center_wavelength = 895 laser_wavelength = 905.0 # make_measurement(g,laser_wavelength,center_wavelength) # spectrum,_ = pacton.get_spectrum(center_wavelength,subtract_background=True,roi=[0,1024,600,800],debug=1) # ax.plot(spectrum) # plt.show() plot_measurement() p.ShutDown()
gpl-3.0
icdishb/scikit-learn
examples/plot_multilabel.py
87
4279
# Authors: Vlad Niculae, Mathieu Blondel # License: BSD 3 clause """ ========================= Multilabel classification ========================= This example simulates a multi-label document classification problem. The dataset is generated randomly based on the following process: - pick the number of labels: n ~ Poisson(n_labels) - n times, choose a class c: c ~ Multinomial(theta) - pick the document length: k ~ Poisson(length) - k times, choose a word: w ~ Multinomial(theta_c) In the above process, rejection sampling is used to make sure that n is more than 2, and that the document length is never zero. Likewise, we reject classes which have already been chosen. The documents that are assigned to both classes are plotted surrounded by two colored circles. The classification is performed by projecting to the first two principal components found by PCA and CCA for visualisation purposes, followed by using the :class:`sklearn.multiclass.OneVsRestClassifier` metaclassifier using two SVCs with linear kernels to learn a discriminative model for each class. Note that PCA is used to perform an unsupervised dimensionality reduction, while CCA is used to perform a supervised one. Note: in the plot, "unlabeled samples" does not mean that we don't know the labels (as in semi-supervised learning) but that the samples simply do *not* have a label. """ print(__doc__) import numpy as np import matplotlib.pyplot as plt from sklearn.datasets import make_multilabel_classification from sklearn.multiclass import OneVsRestClassifier from sklearn.svm import SVC from sklearn.preprocessing import LabelBinarizer from sklearn.decomposition import PCA from sklearn.cross_decomposition import CCA def plot_hyperplane(clf, min_x, max_x, linestyle, label): # get the separating hyperplane w = clf.coef_[0] a = -w[0] / w[1] xx = np.linspace(min_x - 5, max_x + 5) # make sure the line is long enough yy = a * xx - (clf.intercept_[0]) / w[1] plt.plot(xx, yy, linestyle, label=label) def plot_subfigure(X, Y, subplot, title, transform): if transform == "pca": X = PCA(n_components=2).fit_transform(X) elif transform == "cca": X = CCA(n_components=2).fit(X, Y).transform(X) else: raise ValueError min_x = np.min(X[:, 0]) max_x = np.max(X[:, 0]) min_y = np.min(X[:, 1]) max_y = np.max(X[:, 1]) classif = OneVsRestClassifier(SVC(kernel='linear')) classif.fit(X, Y) plt.subplot(2, 2, subplot) plt.title(title) zero_class = np.where(Y[:, 0]) one_class = np.where(Y[:, 1]) plt.scatter(X[:, 0], X[:, 1], s=40, c='gray') plt.scatter(X[zero_class, 0], X[zero_class, 1], s=160, edgecolors='b', facecolors='none', linewidths=2, label='Class 1') plt.scatter(X[one_class, 0], X[one_class, 1], s=80, edgecolors='orange', facecolors='none', linewidths=2, label='Class 2') plot_hyperplane(classif.estimators_[0], min_x, max_x, 'k--', 'Boundary\nfor class 1') plot_hyperplane(classif.estimators_[1], min_x, max_x, 'k-.', 'Boundary\nfor class 2') plt.xticks(()) plt.yticks(()) plt.xlim(min_x - .5 * max_x, max_x + .5 * max_x) plt.ylim(min_y - .5 * max_y, max_y + .5 * max_y) if subplot == 2: plt.xlabel('First principal component') plt.ylabel('Second principal component') plt.legend(loc="upper left") plt.figure(figsize=(8, 6)) X, Y = make_multilabel_classification(n_classes=2, n_labels=1, allow_unlabeled=True, return_indicator=True, random_state=1) plot_subfigure(X, Y, 1, "With unlabeled samples + CCA", "cca") plot_subfigure(X, Y, 2, "With unlabeled samples + PCA", "pca") X, Y = make_multilabel_classification(n_classes=2, n_labels=1, allow_unlabeled=False, return_indicator=True, random_state=1) plot_subfigure(X, Y, 3, "Without unlabeled samples + CCA", "cca") plot_subfigure(X, Y, 4, "Without unlabeled samples + PCA", "pca") plt.subplots_adjust(.04, .02, .97, .94, .09, .2) plt.show()
bsd-3-clause
almarklein/scikit-image
doc/examples/plot_marching_cubes.py
32
2051
""" ============== Marching Cubes ============== Marching cubes is an algorithm to extract a 2D surface mesh from a 3D volume. This can be conceptualized as a 3D generalization of isolines on topographical or weather maps. It works by iterating across the volume, looking for regions which cross the level of interest. If such regions are found, triangulations are generated and added to an output mesh. The final result is a set of vertices and a set of triangular faces. The algorithm requires a data volume and an isosurface value. For example, in CT imaging Hounsfield units of +700 to +3000 represent bone. So, one potential input would be a reconstructed CT set of data and the value +700, to extract a mesh for regions of bone or bone-like density. This implementation also works correctly on anisotropic datasets, where the voxel spacing is not equal for every spatial dimension, through use of the `spacing` kwarg. """ import numpy as np import matplotlib.pyplot as plt from mpl_toolkits.mplot3d.art3d import Poly3DCollection from skimage import measure from skimage.draw import ellipsoid # Generate a level set about zero of two identical ellipsoids in 3D ellip_base = ellipsoid(6, 10, 16, levelset=True) ellip_double = np.concatenate((ellip_base[:-1, ...], ellip_base[2:, ...]), axis=0) # Use marching cubes to obtain the surface mesh of these ellipsoids verts, faces = measure.marching_cubes(ellip_double, 0) # Display resulting triangular mesh using Matplotlib. This can also be done # with mayavi (see skimage.measure.marching_cubes docstring). fig = plt.figure(figsize=(10, 12)) ax = fig.add_subplot(111, projection='3d') # Fancy indexing: `verts[faces]` to generate a collection of triangles mesh = Poly3DCollection(verts[faces]) ax.add_collection3d(mesh) ax.set_xlabel("x-axis: a = 6 per ellipsoid") ax.set_ylabel("y-axis: b = 10") ax.set_zlabel("z-axis: c = 16") ax.set_xlim(0, 24) # a = 6 (times two for 2nd ellipsoid) ax.set_ylim(0, 20) # b = 10 ax.set_zlim(0, 32) # c = 16 plt.show()
bsd-3-clause
ivano666/tensorflow
tensorflow/examples/skflow/iris_val_based_early_stopping.py
3
2213
# Copyright 2015-present The Scikit Flow Authors. All Rights Reserved. # # Licensed under the Apache License, Version 2.0 (the "License"); # you may not use this file except in compliance with the License. # You may obtain a copy of the License at # # http://www.apache.org/licenses/LICENSE-2.0 # # Unless required by applicable law or agreed to in writing, software # distributed under the License is distributed on an "AS IS" BASIS, # WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. # See the License for the specific language governing permissions and # limitations under the License. from __future__ import absolute_import from __future__ import division from __future__ import print_function from sklearn import datasets, metrics from sklearn.cross_validation import train_test_split from tensorflow.contrib import learn iris = datasets.load_iris() X_train, X_test, y_train, y_test = train_test_split(iris.data, iris.target, test_size=0.2, random_state=42) X_train, X_val, y_train, y_val = train_test_split(X_train, y_train, test_size=0.2, random_state=42) val_monitor = learn.monitors.ValidationMonitor(X_val, y_val, early_stopping_rounds=200) # classifier with early stopping on training data classifier1 = learn.TensorFlowDNNClassifier(hidden_units=[10, 20, 10], n_classes=3, steps=2000) classifier1.fit(X_train, y_train, logdir='/tmp/iris_model/') score1 = metrics.accuracy_score(y_test, classifier1.predict(X_test)) # classifier with early stopping on validation data classifier2 = learn.TensorFlowDNNClassifier(hidden_units=[10, 20, 10], n_classes=3, steps=2000) classifier2.fit(X_train, y_train, val_monitor, logdir='/tmp/iris_model_val/') score2 = metrics.accuracy_score(y_test, classifier2.predict(X_test)) # in many applications, the score is improved by using early stopping on val data print(score2 > score1)
apache-2.0
Funtimezzhou/TradeBuildTools
Document/szse/Quantitative Trading/sat-ebook-and-full-source-20150618/algo-ebook-full-source-code-20150618/chapter11/forecast.py
2
4129
#!/usr/bin/python # -*- coding: utf-8 -*- # forecast.py from __future__ import print_function import datetime import numpy as np import pandas as pd import sklearn from pandas.io.data import DataReader from sklearn.ensemble import RandomForestClassifier from sklearn.linear_model import LogisticRegression from sklearn.lda import LDA from sklearn.metrics import confusion_matrix from sklearn.qda import QDA from sklearn.svm import LinearSVC, SVC def create_lagged_series(symbol, start_date, end_date, lags=5): """ This creates a pandas DataFrame that stores the percentage returns of the adjusted closing value of a stock obtained from Yahoo Finance, along with a number of lagged returns from the prior trading days (lags defaults to 5 days). Trading volume, as well as the Direction from the previous day, are also included. """ # Obtain stock information from Yahoo Finance ts = DataReader( symbol, "yahoo", start_date-datetime.timedelta(days=365), end_date ) # Create the new lagged DataFrame tslag = pd.DataFrame(index=ts.index) tslag["Today"] = ts["Adj Close"] tslag["Volume"] = ts["Volume"] # Create the shifted lag series of prior trading period close values for i in range(0, lags): tslag["Lag%s" % str(i+1)] = ts["Adj Close"].shift(i+1) # Create the returns DataFrame tsret = pd.DataFrame(index=tslag.index) tsret["Volume"] = tslag["Volume"] tsret["Today"] = tslag["Today"].pct_change()*100.0 # If any of the values of percentage returns equal zero, set them to # a small number (stops issues with QDA model in scikit-learn) for i,x in enumerate(tsret["Today"]): if (abs(x) < 0.0001): tsret["Today"][i] = 0.0001 # Create the lagged percentage returns columns for i in range(0, lags): tsret["Lag%s" % str(i+1)] = \ tslag["Lag%s" % str(i+1)].pct_change()*100.0 # Create the "Direction" column (+1 or -1) indicating an up/down day tsret["Direction"] = np.sign(tsret["Today"]) tsret = tsret[tsret.index >= start_date] return tsret if __name__ == "__main__": # Create a lagged series of the S&P500 US stock market index snpret = create_lagged_series( "^GSPC", datetime.datetime(2001,1,10), datetime.datetime(2005,12,31), lags=5 ) # Use the prior two days of returns as predictor # values, with direction as the response X = snpret[["Lag1","Lag2"]] y = snpret["Direction"] # The test data is split into two parts: Before and after 1st Jan 2005. start_test = datetime.datetime(2005,1,1) # Create training and test sets X_train = X[X.index < start_test] X_test = X[X.index >= start_test] y_train = y[y.index < start_test] y_test = y[y.index >= start_test] # Create the (parametrised) models print("Hit Rates/Confusion Matrices:\n") models = [("LR", LogisticRegression()), ("LDA", LDA()), ("QDA", QDA()), ("LSVC", LinearSVC()), ("RSVM", SVC( C=1000000.0, cache_size=200, class_weight=None, coef0=0.0, degree=3, gamma=0.0001, kernel='rbf', max_iter=-1, probability=False, random_state=None, shrinking=True, tol=0.001, verbose=False) ), ("RF", RandomForestClassifier( n_estimators=1000, criterion='gini', max_depth=None, min_samples_split=2, min_samples_leaf=1, max_features='auto', bootstrap=True, oob_score=False, n_jobs=1, random_state=None, verbose=0) )] # Iterate through the models for m in models: # Train each of the models on the training set m[1].fit(X_train, y_train) # Make an array of predictions on the test set pred = m[1].predict(X_test) # Output the hit-rate and the confusion matrix for each model print("%s:\n%0.3f" % (m[0], m[1].score(X_test, y_test))) print("%s\n" % confusion_matrix(pred, y_test))
gpl-3.0
pianomania/scikit-learn
examples/linear_model/plot_multi_task_lasso_support.py
102
2319
#!/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() lw = 2 plt.plot(coef[:, feature_to_plot], color='seagreen', linewidth=lw, label='Ground truth') plt.plot(coef_lasso_[:, feature_to_plot], color='cornflowerblue', linewidth=lw, label='Lasso') plt.plot(coef_multi_task_lasso_[:, feature_to_plot], color='gold', linewidth=lw, label='MultiTaskLasso') plt.legend(loc='upper center') plt.axis('tight') plt.ylim([-1.1, 1.1]) plt.show()
bsd-3-clause
PBGraff/SwiftGRB_PEanalysis
pp_pipeline.py
1
3476
import numpy as np import os import triangle import matplotlib.pyplot as plt import scipy.stats from matplotlib.ticker import MultipleLocator def PlotTriangle(fileroot,usetruths=True): data = np.loadtxt(fileroot+'post_equal_weights.dat', usecols=(0,1,2,3,4,5)) if (usetruths): truths = np.loadtxt(fileroot+'injected_values.txt') figure = triangle.corner(data, labels=names, truths=truths, bins=30, quantiles=[0.05, 0.5, 0.95], show_titles=True, title_args={"fontsize": 12}) else: figure = triangle.corner(data, labels=names, bins=30, quantiles=[0.05, 0.5, 0.95], show_titles=True, title_args={"fontsize": 12}) figure.savefig(fileroot+'posterior_plot.png') def FindRecoveryCDF(fileroot): CDFvals = np.zeros(6) data = np.loadtxt(fileroot+'post_equal_weights.dat', usecols=(0,1,2,3,4,5)) truths = np.loadtxt(fileroot+'injected_values.txt') for i in range(6): CDFvals[i] = np.sum(data[:,i]<truths[i]) * 1.0 / data.shape[0] return CDFvals def PP_KStest(cdf): D, p = scipy.stats.kstest(cdf, 'uniform') return p def PP_Plot(idx,cdf): x = np.linspace(0.0,1.0,num=opts.number+1) y = np.zeros(opts.number+1) y[1:] = np.sort(cdf) fig, ax = plt.subplots(1) ax.plot(x,x,'--k',lw=2) ax.plot(y,x,'-b',lw=2) ax.axis([0,1,0,1]) ax.set_xlabel(r'$p$') ax.set_ylabel(r'$\Pr(p)$') ax.set_title(names[idx]+r' KS p-value = %.4lf'%(PP_KStest(cdf))) ax.xaxis.set_major_locator(MultipleLocator(0.1)) ax.yaxis.set_major_locator(MultipleLocator(0.1)) ax.grid() #plt.show() fig.savefig(opts.outdir+'/pp_plot_'+names2[idx]+'.png') def RunAnalysis(i): root = opts.outdir+'/run'+str(i)+'_' cmd = './Analysis --seed='+str(seeds[i+1])+' --nlive='+str(opts.nlive)+' --varyz1 --silent --outfile='+root cmd += ' --n0='+str(n0_inj[i])+' --n1='+str(n1_inj[i])+' --n2='+str(n2_inj[i])+' --z1='+str(z1_inj[i]) if (opts.resume): cmd += ' --resume' print cmd # run the analysis os.system(cmd) # plot posterior results PlotTriangle(root) # find recovered CDF for injected values recoveredCDFvals[i,:] = FindRecoveryCDF(root) from optparse import OptionParser parser=OptionParser() parser.add_option("-n","--number",action="store",type="int",default=100,help="Number of analyses to run") parser.add_option("-o","--outdir",action="store",type="string",default="chains",help="Directory for analyses' output") parser.add_option("-l","--nlive",action="store",type="int",default=1000,help="Number of live points to use") parser.add_option("-r","--resume",action="store_true",default=False,help="Resume previous run") (opts,args)=parser.parse_args() seeds = np.random.random_integers(10,30000,opts.number+1) recoveredCDFvals = np.zeros((opts.number,6)) names = [r'$n_0$', r'$n_1$', r'$n_2$', r'$z_1$', r'$n_{\ast}$', r'$n_{\rm tot}$'] names2 = ['n0', 'n1', 'n2', 'z1', 'nstar', 'ntot'] if not os.path.exists(opts.outdir): os.makedirs(opts.outdir) # run prior sampling cmd = './Analysis --seed='+str(seeds[0])+' --nlive='+str(opts.number)+' --outfile='+opts.outdir+'/prior_ --varyz1 --zeroLogLike --silent' if (opts.resume): cmd = cmd + ' --resume' print cmd os.system(cmd) # retrieve prior samples for injecting prior_samples = np.loadtxt(opts.outdir+'/prior_post_equal_weights.dat') n0_inj = prior_samples[:,0] n1_inj = prior_samples[:,1] n2_inj = prior_samples[:,2] z1_inj = prior_samples[:,3] # loop to perform all analyses for i in range(opts.number): RunAnalysis(i) # make P-P plots for i in range(6): PP_Plot(i,recoveredCDFvals[:,i])
apache-2.0
zuku1985/scikit-learn
examples/manifold/plot_manifold_sphere.py
31
5118
#!/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:`sphx_glr_auto_examples_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 <https://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(2, 5, 10) 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
s0hvaperuna/Not-a-bot
cogs/jojo.py
1
22891
""" MIT License Copyright (c) 2017 s0hvaperuna 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. """ import argparse import asyncio import logging import os import sys from collections import OrderedDict from functools import partial from io import BytesIO from itertools import zip_longest from threading import Lock import discord import numpy as np from PIL import Image, ImageFont from colour import Color from discord.ext.commands import BucketType from matplotlib import pyplot as plt from matplotlib.patches import Polygon, Circle from numpy import pi, random from bot.bot import command, cooldown, bot_has_permissions from cogs.cog import Cog from utils.imagetools import (create_shadow, create_text, create_geopattern_background, shift_color, remove_background, resize_keep_aspect_ratio, get_color, IMAGES_PATH, image_from_url, GeoPattern, color_distance, MAX_COLOR_DIFF) from utils.utilities import (get_picture_from_msg, y_n_check, check_negative, normalize_text, get_image, basic_check, test_url) terminal = logging.getLogger('terminal') HALFWIDTH_TO_FULLWIDTH = str.maketrans( '0123456789abcdefghijklmnopqrstuvwxyzABCDEFGHIJKLMNOPQRSTUVWXYZ!"#$%&()*+,-./:;<=>?@[]^_`{|}~ ', '0123456789abcdefghijklmnopqrstuvwxyzABCDEFGHIJKLMNOPQRSTUVWXYZ!゛#$%&()*+、ー。/:;〈=〉?@[]^_‘{|}~ ') LETTERS_TO_INT = {k: idx for idx, k in enumerate(['A', 'B', 'C', 'D', 'E'])} INT_TO_LETTER = ['A', 'B', 'C', 'D', 'E'] POWERS = ['power', 'speed', 'range', 'durability', 'precision', 'potential'] class ArgumentParser(argparse.ArgumentParser): def _get_action_from_name(self, name): """Given a name, get the Action instance registered with this parser. If only it were made available in the ArgumentError object. It is passed as it's first arg... """ container = self._actions if name is None: return None for action in container: if '/'.join(action.option_strings) == name: return action elif action.metavar == name: return action elif action.dest == name: return action def error(self, message): exc = sys.exc_info()[1] if exc: exc.argument = self._get_action_from_name(exc.argument_name) raise exc super(ArgumentParser, self).error(message) class JoJo(Cog): def __init__(self, bot): super().__init__(bot) self.stat_lock = Lock() self.stats = OrderedDict.fromkeys(POWERS, None) self.stat_spread_figure = plt.figure() self.line_points = [1 - 0.2*i for i in range(6)] self.parser = ArgumentParser() args = ['-blur', '-canny_thresh_1', '-canny_thresh_2', '-mask_dilate_iter', '-mask_erode_iter'] for arg in args: self.parser.add_argument(arg, type=int, default=argparse.SUPPRESS, required=False) def cog_unload(self): # skipcq: PYL-R0201 plt.close('all') def create_empty_stats_circle(self, color='k'): fig = plt.figure() ax = fig.add_subplot(111) for i in range(6): power = POWERS[i] rot = 60 * i / 180 * pi # Lines every 60 degrees # Rotate the points in the line rot degrees x = list(map(lambda x: x * np.sin(rot), self.line_points)) y = list(map(lambda y: y * np.cos(rot), self.line_points)) line = ax.plot(x, y, '-', color=color, alpha=0.6, markersize=6, marker=(2, 0, 360 - 90 - 60 * i)) if i == 0: x, y = line[0].get_data() # Shift the letters so the are not on top of the line correctionx = 0.15 correctiony = 0.05 for l, idx in LETTERS_TO_INT.items(): ax.text(x[idx] + correctionx, y[idx] - correctiony, l, horizontalalignment='right', color=color, alpha=0.65, fontsize=10) self.stats[power] = line return fig, ax def create_stats_circle(self, color='b', bg_color=None, **kwargs): c = 'black' if color_distance(Color(c), bg_color) < (MAX_COLOR_DIFF/2): c = 'white' inner_circle = Circle((0, 0), radius=1.1, fc='none', ec=c) outer_circle = Circle((0, 0), radius=1.55, fc='none', ec=c) outest_circle = Circle((0, 0), radius=1.65, fc='none', ec=c) fig, ax = self.create_empty_stats_circle(c) stat_spread = [] for idx, line in enumerate(self.stats.values()): x, y = line[0].get_data() power = POWERS[idx] power_value = kwargs.get(power, 'E') if power_value is None: power_value = 'E' power_value = power_value.upper() power_int = LETTERS_TO_INT.get(power_value, 0) # Small correction to the text position correction = 0.03 r = 60 * idx / 180 * pi sinr = np.round(np.sin(r), 5) cosr = np.round(np.cos(r), 5) if sinr < 0: lx = 1.25 * sinr - correction else: lx = 1.25 * sinr + correction if cosr < 0: ly = 1.25 * cosr - correction else: ly = 1.25 * cosr + correction rot = (0 + min(check_negative(cosr) * 180, 0)) - 60 * idx if sinr == 0: rot = 0 ax.text(lx, ly, power_value, color=c, alpha=0.9, fontsize=14, weight='bold', ha='center', va='center') ax.text(lx * 1.50, ly * 1.50, power, color=c, fontsize=17, ha='center', rotation=rot, va='center') x = x[power_int] y = y[power_int] stat_spread.append([x, y]) r1 = outer_circle.radius r2 = outest_circle.radius w = 3.0 for r in range(0, 360, 15): sinr = np.round(np.sin(np.deg2rad(r)), 5) cosr = np.round(np.cos(np.deg2rad(r)), 5) x = (r1*sinr, r2*sinr) y = (r1*cosr, r2*cosr) ax.plot(x, y, '-', color=c, linewidth=w) pol = Polygon(stat_spread, fc='y', alpha=0.7) pol.set_color(color) fig.gca().add_patch(inner_circle) fig.gca().add_patch(outer_circle) fig.gca().add_patch(outest_circle) fig.gca().add_patch(pol) fig.gca().autoscale(True) fig.gca().set_axis_off() ax.axis('scaled') fig.canvas.draw() return fig, ax @staticmethod def _standify_text(s, type_=0): types = ['『』', '「」', ''] bracket = types[type_] s = normalize_text(s) s = s.translate(HALFWIDTH_TO_FULLWIDTH) if type_ > 1: return s s = bracket[0] + s + bracket[1] return s @staticmethod def pattern_check(msg): return msg.content.lower() in GeoPattern.available_generators @command(aliases=['stand']) async def standify(self, ctx, *, stand): """Standify text using these brackets 『』""" stand = self._standify_text(stand) await ctx.send(stand) @command(aliases=['stand2']) async def standify2(self, ctx, *, stand): """Standify text using these brackets 「」""" stand = self._standify_text(stand, 1) await ctx.send(stand) @command(aliases=['stand3']) async def standify3(self, ctx, *, stand): """Standify text using no brackets""" stand = self._standify_text(stand, 2) await ctx.send(stand) async def subcommand(self, ctx, content, delete_after=60, author=None, channel=None, check=None, del_msg=True): m = await ctx.send(content, delete_after=delete_after) if callable(check): def _check(msg): return check(msg) and basic_check(author, channel) else: _check = basic_check(author, channel) try: msg = await self.bot.wait_for('message', check=_check, timeout=delete_after) except asyncio.TimeoutError: msg = None if del_msg: try: await m.delete() except discord.HTTPException: pass return msg @command(aliases=['stand_generator', 'standgen']) @cooldown(1, 10, BucketType.user) @bot_has_permissions(attach_files=True) async def stand_gen(self, ctx, stand, user, image=None, *, params=None): """Generate a stand card. Arguments are stand name, user name and an image Image can be an attachment or a link. Passing -advanced as the last argument will enable advanced mode which gives the ability to tune some numbers. Use quotes for names that have spaces e.g. `{prefix}{name} "Star Platinum" "Jotaro Kujo" [image]` You can also answer all parameters in one command by adding the parameters on their own line It works something like this ``` {prefix}{name} "stand" "user" A A A A A A backround_image.png triangles n ``` You can make the bot ask you the parameters by setting it just as an empty line. e.g. ``` A A A A A A triangles ``` Would make the bot sak the background from you. Here is a tree of the questions being asked. If some answers lead to extra question they are indented to make it clear 1. Stats from A to E in the order power, speed, range, durability, precision, potential 2. Link to the background. Leave empty if you want a randomized pattern 2.......a) The geopattern and bg color separated by space. If either is left out it will be selected randomly 3. Do you want automatic background removal. Recommended answer is no. Typing y or yes will use it """ author = ctx.author channel = ctx.channel stand = self._standify_text(stand, 2) user = '[STAND MASTER]\n' + user stand = '[STAND NAME]\n' + stand size = (1100, 700) shift = 800 advanced = False if image is None: pass elif test_url(image): pass else: params = params if params else '' params = image + params image = None if params: params = params.strip().split('\n') advanced = params[-1].strip() if advanced.endswith('-advanced'): advanced = advanced[:-9].strip() if advanced: params[-1] = advanced else: params.pop(-1) advanced = True else: advanced = False else: params = [] if advanced: await ctx.send(f'{author} Advanced mode activated', delete_after=20) image = await get_image(ctx, image) if not image: return def get_next_param(): try: return params.pop(0) except IndexError: return stats = get_next_param() if not stats: msg = await self.subcommand(ctx, '{} Give the stand **stats** in the given order ranging from **A** to **E** ' 'separated by **spaces**.\nDefault value is E\n`{}`'.format(author, '` `'.join(POWERS)), delete_after=120, author=author, channel=channel) if msg is None: await ctx.send(f'Timed out. {author} cancelling stand generation') return stats = msg.content stats = stats.split(' ') stats = dict(zip_longest(POWERS, stats[:6])) bg = get_next_param() if not bg: msg = await self.subcommand(ctx, f'{author}`Use a custom background by uploading a **picture** or using a **link**. ' 'Posting something other than an image will use the **generated background**', delete_after=120, author=author, channel=channel) bg = get_picture_from_msg(msg) else: if not test_url(bg): bg = None color = None if bg is not None: try: bg = bg.strip() bg = await image_from_url(bg, self.bot.aiohttp_client) def process_bg(): nonlocal bg, color bg = bg.convert('RGB') dominant_color = get_color(bg) color = Color(rgb=list(map(lambda c: c/255, dominant_color))) bg = resize_keep_aspect_ratio(bg, size, crop_to_size=True) return color, bg color, bg = await self.bot.loop.run_in_executor(self.bot.threadpool, process_bg) except Exception: terminal.exception('Failed to get background') await ctx.send(f'{author} Failed to use custom background. Using generated one', delete_after=60) bg = None if bg is None: pattern = random.choice(GeoPattern.available_generators) msg = get_next_param() if not msg: msg = await self.subcommand(ctx, "{} Generating background. Select a **pattern** and **color** separated by space. " "Otherwise they'll will be randomly chosen. Available patterns:\n" '{}'.format(author, '\n'.join(GeoPattern.available_generators)), delete_after=120, channel=channel, author=author) msg = msg.content if msg else '' if not msg: await ctx.send('{} Selecting randomly'.format(author), delete_after=20) else: msg = msg.split(' ') # Temporary containers for pattern and color _pattern, _color = None, None if len(msg) == 1: _pattern = msg[0] elif len(msg) > 1: _pattern, _color = msg[:2] if _pattern in GeoPattern.available_generators: pattern = _pattern else: await ctx.send('{} Pattern {} not found. Selecting randomly'.format(author, _pattern), delete_after=20) if _color: try: color = Color(_color) except (ValueError, AttributeError): await ctx.send('{} {} not an available color'.format(author, _color), delete_after=20) def do_bg(): return create_geopattern_background(size, stand + user, generator=pattern, color=color) bg, color = await self.bot.loop.run_in_executor(self.bot.threadpool, do_bg) if advanced: msg = get_next_param() if not msg: msg = await self.subcommand(ctx, '{} Input color value change as an **integer**. Default is {}. ' 'You can also input a **color** instead of the change value. ' 'The resulting color will be used in the stats circle'.format(author, shift), delete_after=120, channel=channel, author=author) msg = msg.content if msg else '' try: shift = int(msg.strip()) except ValueError: try: color = Color(msg) shift = 0 except (ValueError, AttributeError): await ctx.send(f'{author} Could not set color or color change int. Using default values', delete_after=15) try: if not isinstance(color, str): color = Color(color.get_hex_l()) bg_color = Color(color) except (AttributeError, ValueError): terminal.exception(f'Failed to set bg color from {color}') return await ctx.send('Failed to set bg color') def do_stuff(): # Shift color hue and saturation so it's not the same as the bg shift_color(color, shift) fig, _ = self.create_stats_circle(color=color.get_hex_l(), bg_color=bg_color, **stats) path = os.path.join(IMAGES_PATH, 'stats.png') with self.stat_lock: try: fig.savefig(path, transparent=True) stat_img = Image.open(path) except: terminal.exception('Could not create image') return '{} Could not create picture because of an error.'.format(author) plt.close(fig) stat_img = stat_img.resize((int(stat_img.width * 0.85), int(stat_img.height * 0.85)), Image.BILINEAR) full = Image.new('RGBA', size) # Coords for stat circle x, y = (-60, full.height - stat_img.height) stat_corner = (x + stat_img.width, y + stat_img.height) full.paste(stat_img, (x, y, *stat_corner)) font = ImageFont.truetype(os.path.join('M-1c', 'mplus-1c-bold.ttf'), 40) # Small glow blur can be created with create_glow and setting amount to 1 or lower text = create_text(stand, font, '#FFFFFF', (int(full.width*0.75), int(y*0.8)), (10, 10)) text = create_shadow(text, 80, 3, 2, 4).convert('RGBA') full.paste(text, (20, 20), text) text2 = create_text(user, font, '#FFFFFF', (int((full.width - stat_corner[0])*0.8), int(full.height*0.7)), (10, 10)) text2 = create_shadow(text2, 80, 3, 2, 4).convert('RGBA') text2.load() return full, stat_corner, text2 res = await self.bot.loop.run_in_executor(self.bot.threadpool, do_stuff) if isinstance(res, str): return await ctx.send(res) full, stat_corner, text2 = res if image is not None: # No clue what this does so leaving it out #im = trim_image(image) im = image msg = get_next_param() if not msg: msg = await self.subcommand(ctx, f'{author} Try to automatically remove background (y/n)? ' 'This might fuck the picture up and will take a moment', author=author, channel=channel, delete_after=120, check=y_n_check) msg = msg.content if msg else '' if msg and msg.lower() in ['y', 'yes']: kwargs = {} if advanced: msg = get_next_param() if not msg: msg = await self.subcommand(ctx, f'{author} Change the arguments of background removing. Available' ' arguments are `blur`, `canny_thresh_1`, `canny_thresh_2`, ' '`mask_dilate_iter`, `mask_erode_iter`. ' 'Accepted values are integers.\nArguments are added like this ' '`-blur 30 -canny_thresh_2 50`. All arguments are optional', channel=channel, author=author, delete_after=140) msg = msg.content if msg else '' await channel.trigger_typing() if msg is not None: try: kwargs = self.parser.parse_known_args(msg.split(' '))[0].__dict__ except (SystemExit, IndexError, AttributeError): await ctx.send(f'{author} Could not get arguments from {msg}', delete_after=20) try: im = await self.bot.loop.run_in_executor(self.bot.threadpool, partial(remove_background, im, **kwargs)) except Exception: terminal.exception('Failed to remove bg from image') await ctx.send(f'{author} Could not remove background because of an error', delete_after=30) def resize_image(): nonlocal im # Size of user pic box = (500, 600) im = resize_keep_aspect_ratio(im, box, can_be_bigger=False, resample=Image.BICUBIC) im = create_shadow(im, 70, 3, -22, -7).convert('RGBA') full.paste(im, (full.width - im.width, int((full.height - im.height)/2)), im) await self.bot.loop.run_in_executor(self.bot.threadpool, resize_image) await channel.trigger_typing() def finalize_image(): full.paste(text2, (int((full.width - stat_corner[0]) * 0.9), int(full.height * 0.7)), text2) bg.paste(full, (0, 0), full) file = BytesIO() bg.save(file, format='PNG') file.seek(0) return file file = await self.bot.loop.run_in_executor(self.bot.threadpool, finalize_image) await ctx.send(file=discord.File(file, filename='stand_card.png')) def setup(bot): bot.add_cog(JoJo(bot))
mit
simon-anders/htseq
setup.py
1
7870
#!/usr/bin/env python from __future__ import print_function import sys import os from distutils.log import INFO as logINFO if ((sys.version_info[0] == 2 and sys.version_info[1] < 7) or (sys.version_info[0] == 3 and sys.version_info[1] < 5)): sys.stderr.write("Error in setup script for HTSeq:\n") sys.stderr.write("HTSeq support Python 2.7 or 3.5+.") sys.exit(1) # Manage python2/3 compatibility with symlinks py_maj = sys.version_info[0] py_fdn = 'python'+str(py_maj)+'/' print('symlinking folders for python'+str(py_maj)) for fdn in ['src', 'HTSeq', 'doc', 'scripts', 'test']: if os.path.islink(fdn): os.unlink(fdn) os.symlink(py_fdn+fdn, fdn) # Update version from VERSION file into module with open('VERSION') as fversion: version = fversion.readline().rstrip() with open(py_fdn+'HTSeq/_version.py', 'wt') as fversion: fversion.write('__version__ = "'+version+'"') # Check OS-specific quirks try: from setuptools import setup, Extension from setuptools.command.build_py import build_py from setuptools import Command # Setuptools but not distutils support build/runtime/optional dependencies # NOTE: setuptools < 18.0 has issues with Cython as a dependency # NOTE: old setuptools < 18.0 has issues with extras kwargs = dict( setup_requires=[ 'Cython', 'numpy', 'pysam>=0.9.0', ], install_requires=[ 'numpy', 'pysam>=0.9.0', ], extras_require={ 'htseq-qa': ['matplotlib>=1.4'] }, ) except ImportError: sys.stderr.write("Could not import 'setuptools'," + " falling back to 'distutils'.\n") from distutils.core import setup, Extension from distutils.command.build_py import build_py from distutils.cmd import Command kwargs = dict( requires=[ 'Cython', 'numpy', 'pysam>=0.9.0', ] ) try: import numpy except ImportError: sys.stderr.write("Setup script for HTSeq: Failed to import 'numpy'.\n") sys.stderr.write("Please install numpy and then try again to install" + " HTSeq.\n") sys.exit(1) numpy_include_dir = os.path.join( os.path.dirname(numpy.__file__), 'core', 'include', ) def get_include_dirs(cpp=False): '''OSX 10.14 and later split the /usr/include contents everywhere''' include_dirs = [] if sys.platform != 'darwin': return include_dirs paths = { 'C': [ '/Applications/Xcode.app/Contents/Developer/Platforms/MacOSX.platform/Developer/SDKs/MacOSX.sdk/usr/include/', ], 'C++': [ '/Applications/Xcode.app/Contents/Developer/Toolchains/XcodeDefault.xctoolchain/usr/include/c++/v1/', ], } for path in paths['C']: if os.path.isdir(path): include_dirs.append(path) if cpp: for path in paths['C++']: if os.path.isdir(path): include_dirs.append(path) return include_dirs def get_library_dirs_cpp(): '''OSX 10.14 and later messed up C/C++ library locations''' if sys.platform == 'darwin': return ['/usr/X11R6/lib'] else: return [] def get_extra_args_cpp(): '''OSX 101.14 and later refuses to use libstdc++''' if sys.platform == 'darwin': return ['-stdlib=libc++'] else: return [] class Preprocess_command(Command): '''Cython and SWIG preprocessing''' description = "preprocess Cython and SWIG files for HTSeq" user_options = [] def initialize_options(self): pass def finalize_options(self): pass def run(self): self.swig_and_cython() def swig_and_cython(self): import os from shutil import copy from subprocess import check_call if py_maj == 2: from subprocess import CalledProcessError as SubprocessError else: from subprocess import SubprocessError def c(x): return check_call(x, shell=True) def p(x): return self.announce(x, level=logINFO) # CYTHON p('cythonizing') cython = os.getenv('CYTHON', 'cython') try: c(cython+' --version') except SubprocessError: if os.path.isfile('src/_HTSeq.c'): p('Cython not found, but transpiled file found') else: raise else: if py_maj == 2: c(cython+' '+py_fdn+'src/HTSeq/_HTSeq.pyx -o '+py_fdn+'src/_HTSeq.c') else: c(cython+' -3 '+py_fdn+'src/HTSeq/_HTSeq.pyx -o '+py_fdn+'src/_HTSeq.c') # SWIG p('SWIGging') swig = os.getenv('SWIG', 'swig') pyswigged = py_fdn+'src/StepVector.py' try: if py_maj == 2: c(swig+' -Wall -c++ -python '+py_fdn+'src/StepVector.i') else: p('correcting SWIG for python3') c("2to3 --no-diffs --write --nobackups "+pyswigged) c("sed -i 's/ import builtins as __builtin__/ import builtins/' "+pyswigged) c("sed -i 's/\.next/.__next__/' "+pyswigged) except SubprocessError: if (os.path.isfile(py_fdn+'src/StepVector_wrap.cxx') and os.path.isfile(py_fdn+'src/StepVector.py')): p('SWIG not found, but transpiled files found') else: raise p('moving swigged .py module') copy(pyswigged, py_fdn+'HTSeq/StepVector.py') p('done') class Build_with_preprocess(build_py): def run(self): self.run_command('preprocess') build_py.run(self) setup(name='HTSeq', version=version, author='Simon Anders, Fabio Zanini', author_email='sanders@fs.tum.de', maintainer='Fabio Zanini', maintainer_email='fabio.zanini@stanford.edu', url='https://github.com/simon-anders/htseq', description="A framework to process and analyze data from " + "high-throughput sequencing (HTS) assays", long_description=""" A framework to process and analyze data from high-throughput sequencing (HTS) assays. Development: https://github.com/simon-anders/htseq Documentation: http://htseq.readthedocs.io""", license='GPL3', classifiers=[ 'Development Status :: 5 - Production/Stable', 'Topic :: Scientific/Engineering :: Bio-Informatics', 'Intended Audience :: Developers', 'Intended Audience :: Science/Research', 'License :: OSI Approved :: GNU General Public License (GPL)', 'Operating System :: POSIX', 'Programming Language :: Python' ], ext_modules=[ Extension( 'HTSeq._HTSeq', ['src/_HTSeq.c'], include_dirs=[numpy_include_dir]+get_include_dirs(), extra_compile_args=['-w']), Extension( 'HTSeq._StepVector', ['src/StepVector_wrap.cxx'], include_dirs=get_include_dirs(cpp=True), library_dirs=get_library_dirs_cpp(), extra_compile_args=['-w'] + get_extra_args_cpp(), extra_link_args=get_extra_args_cpp(), ), ], py_modules=[ 'HTSeq._HTSeq_internal', 'HTSeq.StepVector', 'HTSeq._version', 'HTSeq.scripts.qa', 'HTSeq.scripts.count', 'HTSeq.scripts.count_with_barcodes', ], scripts=[ 'scripts/htseq-qa', 'scripts/htseq-count', 'scripts/htseq-count-barcodes', ], cmdclass={ 'preprocess': Preprocess_command, 'build_py': Build_with_preprocess, }, **kwargs )
gpl-3.0
dsm054/pandas
pandas/tests/indexes/interval/test_interval_range.py
1
12905
from __future__ import division from datetime import timedelta import numpy as np import pytest import pandas.util.testing as tm from pandas import ( DateOffset, Interval, IntervalIndex, Timedelta, Timestamp, date_range, interval_range, timedelta_range ) from pandas.core.dtypes.common import is_integer from pandas.tseries.offsets import Day @pytest.fixture(scope='class', params=[None, 'foo']) def name(request): return request.param class TestIntervalRange(object): @pytest.mark.parametrize('freq, periods', [ (1, 100), (2.5, 40), (5, 20), (25, 4)]) def test_constructor_numeric(self, closed, name, freq, periods): start, end = 0, 100 breaks = np.arange(101, step=freq) expected = IntervalIndex.from_breaks(breaks, name=name, closed=closed) # defined from start/end/freq result = interval_range( start=start, end=end, freq=freq, name=name, closed=closed) tm.assert_index_equal(result, expected) # defined from start/periods/freq result = interval_range( start=start, periods=periods, freq=freq, name=name, closed=closed) tm.assert_index_equal(result, expected) # defined from end/periods/freq result = interval_range( end=end, periods=periods, freq=freq, name=name, closed=closed) tm.assert_index_equal(result, expected) # GH 20976: linspace behavior defined from start/end/periods result = interval_range( start=start, end=end, periods=periods, name=name, closed=closed) tm.assert_index_equal(result, expected) @pytest.mark.parametrize('tz', [None, 'US/Eastern']) @pytest.mark.parametrize('freq, periods', [ ('D', 364), ('2D', 182), ('22D18H', 16), ('M', 11)]) def test_constructor_timestamp(self, closed, name, freq, periods, tz): start, end = Timestamp('20180101', tz=tz), Timestamp('20181231', tz=tz) breaks = date_range(start=start, end=end, freq=freq) expected = IntervalIndex.from_breaks(breaks, name=name, closed=closed) # defined from start/end/freq result = interval_range( start=start, end=end, freq=freq, name=name, closed=closed) tm.assert_index_equal(result, expected) # defined from start/periods/freq result = interval_range( start=start, periods=periods, freq=freq, name=name, closed=closed) tm.assert_index_equal(result, expected) # defined from end/periods/freq result = interval_range( end=end, periods=periods, freq=freq, name=name, closed=closed) tm.assert_index_equal(result, expected) # GH 20976: linspace behavior defined from start/end/periods if not breaks.freq.isAnchored() and tz is None: # matches expected only for non-anchored offsets and tz naive # (anchored/DST transitions cause unequal spacing in expected) result = interval_range(start=start, end=end, periods=periods, name=name, closed=closed) tm.assert_index_equal(result, expected) @pytest.mark.parametrize('freq, periods', [ ('D', 100), ('2D12H', 40), ('5D', 20), ('25D', 4)]) def test_constructor_timedelta(self, closed, name, freq, periods): start, end = Timedelta('0 days'), Timedelta('100 days') breaks = timedelta_range(start=start, end=end, freq=freq) expected = IntervalIndex.from_breaks(breaks, name=name, closed=closed) # defined from start/end/freq result = interval_range( start=start, end=end, freq=freq, name=name, closed=closed) tm.assert_index_equal(result, expected) # defined from start/periods/freq result = interval_range( start=start, periods=periods, freq=freq, name=name, closed=closed) tm.assert_index_equal(result, expected) # defined from end/periods/freq result = interval_range( end=end, periods=periods, freq=freq, name=name, closed=closed) tm.assert_index_equal(result, expected) # GH 20976: linspace behavior defined from start/end/periods result = interval_range( start=start, end=end, periods=periods, name=name, closed=closed) tm.assert_index_equal(result, expected) @pytest.mark.parametrize('start, end, freq, expected_endpoint', [ (0, 10, 3, 9), (0, 10, 1.5, 9), (0.5, 10, 3, 9.5), (Timedelta('0D'), Timedelta('10D'), '2D4H', Timedelta('8D16H')), (Timestamp('2018-01-01'), Timestamp('2018-02-09'), 'MS', Timestamp('2018-02-01')), (Timestamp('2018-01-01', tz='US/Eastern'), Timestamp('2018-01-20', tz='US/Eastern'), '5D12H', Timestamp('2018-01-17 12:00:00', tz='US/Eastern'))]) def test_early_truncation(self, start, end, freq, expected_endpoint): # index truncates early if freq causes end to be skipped result = interval_range(start=start, end=end, freq=freq) result_endpoint = result.right[-1] assert result_endpoint == expected_endpoint @pytest.mark.parametrize('start, end, freq', [ (0.5, None, None), (None, 4.5, None), (0.5, None, 1.5), (None, 6.5, 1.5)]) def test_no_invalid_float_truncation(self, start, end, freq): # GH 21161 if freq is None: breaks = [0.5, 1.5, 2.5, 3.5, 4.5] else: breaks = [0.5, 2.0, 3.5, 5.0, 6.5] expected = IntervalIndex.from_breaks(breaks) result = interval_range(start=start, end=end, periods=4, freq=freq) tm.assert_index_equal(result, expected) @pytest.mark.parametrize('start, mid, end', [ (Timestamp('2018-03-10', tz='US/Eastern'), Timestamp('2018-03-10 23:30:00', tz='US/Eastern'), Timestamp('2018-03-12', tz='US/Eastern')), (Timestamp('2018-11-03', tz='US/Eastern'), Timestamp('2018-11-04 00:30:00', tz='US/Eastern'), Timestamp('2018-11-05', tz='US/Eastern'))]) def test_linspace_dst_transition(self, start, mid, end): # GH 20976: linspace behavior defined from start/end/periods # accounts for the hour gained/lost during DST transition result = interval_range(start=start, end=end, periods=2) expected = IntervalIndex.from_breaks([start, mid, end]) tm.assert_index_equal(result, expected) @pytest.mark.parametrize('freq', [2, 2.0]) @pytest.mark.parametrize('end', [10, 10.0]) @pytest.mark.parametrize('start', [0, 0.0]) def test_float_subtype(self, start, end, freq): # Has float subtype if any of start/end/freq are float, even if all # resulting endpoints can safely be upcast to integers # defined from start/end/freq index = interval_range(start=start, end=end, freq=freq) result = index.dtype.subtype expected = 'int64' if is_integer(start + end + freq) else 'float64' assert result == expected # defined from start/periods/freq index = interval_range(start=start, periods=5, freq=freq) result = index.dtype.subtype expected = 'int64' if is_integer(start + freq) else 'float64' assert result == expected # defined from end/periods/freq index = interval_range(end=end, periods=5, freq=freq) result = index.dtype.subtype expected = 'int64' if is_integer(end + freq) else 'float64' assert result == expected # GH 20976: linspace behavior defined from start/end/periods index = interval_range(start=start, end=end, periods=5) result = index.dtype.subtype expected = 'int64' if is_integer(start + end) else 'float64' assert result == expected def test_constructor_coverage(self): # float value for periods expected = interval_range(start=0, periods=10) result = interval_range(start=0, periods=10.5) tm.assert_index_equal(result, expected) # equivalent timestamp-like start/end start, end = Timestamp('2017-01-01'), Timestamp('2017-01-15') expected = interval_range(start=start, end=end) result = interval_range(start=start.to_pydatetime(), end=end.to_pydatetime()) tm.assert_index_equal(result, expected) result = interval_range(start=start.asm8, end=end.asm8) tm.assert_index_equal(result, expected) # equivalent freq with timestamp equiv_freq = ['D', Day(), Timedelta(days=1), timedelta(days=1), DateOffset(days=1)] for freq in equiv_freq: result = interval_range(start=start, end=end, freq=freq) tm.assert_index_equal(result, expected) # equivalent timedelta-like start/end start, end = Timedelta(days=1), Timedelta(days=10) expected = interval_range(start=start, end=end) result = interval_range(start=start.to_pytimedelta(), end=end.to_pytimedelta()) tm.assert_index_equal(result, expected) result = interval_range(start=start.asm8, end=end.asm8) tm.assert_index_equal(result, expected) # equivalent freq with timedelta equiv_freq = ['D', Day(), Timedelta(days=1), timedelta(days=1)] for freq in equiv_freq: result = interval_range(start=start, end=end, freq=freq) tm.assert_index_equal(result, expected) def test_errors(self): # not enough params msg = ('Of the four parameters: start, end, periods, and freq, ' 'exactly three must be specified') with pytest.raises(ValueError, match=msg): interval_range(start=0) with pytest.raises(ValueError, match=msg): interval_range(end=5) with pytest.raises(ValueError, match=msg): interval_range(periods=2) with pytest.raises(ValueError, match=msg): interval_range() # too many params with pytest.raises(ValueError, match=msg): interval_range(start=0, end=5, periods=6, freq=1.5) # mixed units msg = 'start, end, freq need to be type compatible' with pytest.raises(TypeError, match=msg): interval_range(start=0, end=Timestamp('20130101'), freq=2) with pytest.raises(TypeError, match=msg): interval_range(start=0, end=Timedelta('1 day'), freq=2) with pytest.raises(TypeError, match=msg): interval_range(start=0, end=10, freq='D') with pytest.raises(TypeError, match=msg): interval_range(start=Timestamp('20130101'), end=10, freq='D') with pytest.raises(TypeError, match=msg): interval_range(start=Timestamp('20130101'), end=Timedelta('1 day'), freq='D') with pytest.raises(TypeError, match=msg): interval_range(start=Timestamp('20130101'), end=Timestamp('20130110'), freq=2) with pytest.raises(TypeError, match=msg): interval_range(start=Timedelta('1 day'), end=10, freq='D') with pytest.raises(TypeError, match=msg): interval_range(start=Timedelta('1 day'), end=Timestamp('20130110'), freq='D') with pytest.raises(TypeError, match=msg): interval_range(start=Timedelta('1 day'), end=Timedelta('10 days'), freq=2) # invalid periods msg = 'periods must be a number, got foo' with pytest.raises(TypeError, match=msg): interval_range(start=0, periods='foo') # invalid start msg = 'start must be numeric or datetime-like, got foo' with pytest.raises(ValueError, match=msg): interval_range(start='foo', periods=10) # invalid end msg = r'end must be numeric or datetime-like, got \(0, 1\]' with pytest.raises(ValueError, match=msg): interval_range(end=Interval(0, 1), periods=10) # invalid freq for datetime-like msg = 'freq must be numeric or convertible to DateOffset, got foo' with pytest.raises(ValueError, match=msg): interval_range(start=0, end=10, freq='foo') with pytest.raises(ValueError, match=msg): interval_range(start=Timestamp('20130101'), periods=10, freq='foo') with pytest.raises(ValueError, match=msg): interval_range(end=Timedelta('1 day'), periods=10, freq='foo') # mixed tz start = Timestamp('2017-01-01', tz='US/Eastern') end = Timestamp('2017-01-07', tz='US/Pacific') msg = 'Start and end cannot both be tz-aware with different timezones' with pytest.raises(TypeError, match=msg): interval_range(start=start, end=end)
bsd-3-clause
BigDataforYou/movie_recommendation_workshop_1
big_data_4_you_demo_1/venv/lib/python2.7/site-packages/pandas/core/internals.py
1
169308
import copy import itertools import re import operator from datetime import datetime, timedelta, date from collections import defaultdict import numpy as np from numpy import percentile as _quantile from pandas.core.base import PandasObject from pandas.core.common import (_possibly_downcast_to_dtype, isnull, _NS_DTYPE, _TD_DTYPE, ABCSeries, is_list_like, _infer_dtype_from_scalar, is_null_slice, is_dtype_equal, is_null_datelike_scalar, _maybe_promote, is_timedelta64_dtype, is_datetime64_dtype, is_datetimetz, is_sparse, array_equivalent, _is_na_compat, _maybe_convert_string_to_object, _maybe_convert_scalar, is_categorical, is_datetimelike_v_numeric, is_numeric_v_string_like, is_extension_type) import pandas.core.algorithms as algos from pandas.types.api import DatetimeTZDtype from pandas.core.index import Index, MultiIndex, _ensure_index from pandas.core.indexing import maybe_convert_indices, length_of_indexer from pandas.core.categorical import Categorical, maybe_to_categorical from pandas.tseries.index import DatetimeIndex from pandas.formats.printing import pprint_thing import pandas.core.common as com import pandas.types.concat as _concat import pandas.core.missing as missing import pandas.core.convert as convert from pandas.sparse.array import _maybe_to_sparse, SparseArray import pandas.lib as lib import pandas.tslib as tslib import pandas.computation.expressions as expressions from pandas.util.decorators import cache_readonly from pandas.tslib import Timedelta from pandas import compat from pandas.compat import range, map, zip, u from pandas.lib import BlockPlacement class Block(PandasObject): """ Canonical n-dimensional unit of homogeneous dtype contained in a pandas data structure Index-ignorant; let the container take care of that """ __slots__ = ['_mgr_locs', 'values', 'ndim'] is_numeric = False is_float = False is_integer = False is_complex = False is_datetime = False is_datetimetz = False is_timedelta = False is_bool = False is_object = False is_categorical = False is_sparse = False _box_to_block_values = True _can_hold_na = False _downcast_dtype = None _can_consolidate = True _verify_integrity = True _validate_ndim = True _ftype = 'dense' _holder = None def __init__(self, values, placement, ndim=None, fastpath=False): if ndim is None: ndim = values.ndim elif values.ndim != ndim: raise ValueError('Wrong number of dimensions') self.ndim = ndim self.mgr_locs = placement self.values = values if len(self.mgr_locs) != len(self.values): raise ValueError('Wrong number of items passed %d, placement ' 'implies %d' % (len(self.values), len(self.mgr_locs))) @property def _consolidate_key(self): return (self._can_consolidate, self.dtype.name) @property def _is_single_block(self): return self.ndim == 1 @property def is_view(self): """ return a boolean if I am possibly a view """ return self.values.base is not None @property def is_datelike(self): """ return True if I am a non-datelike """ return self.is_datetime or self.is_timedelta def is_categorical_astype(self, dtype): """ validate that we have a astypeable to categorical, returns a boolean if we are a categorical """ if com.is_categorical_dtype(dtype): if dtype == com.CategoricalDtype(): return True # this is a pd.Categorical, but is not # a valid type for astypeing raise TypeError("invalid type {0} for astype".format(dtype)) return False def external_values(self, dtype=None): """ return an outside world format, currently just the ndarray """ return self.values def internal_values(self, dtype=None): """ return an internal format, currently just the ndarray this should be the pure internal API format """ return self.values def get_values(self, dtype=None): """ return an internal format, currently just the ndarray this is often overriden to handle to_dense like operations """ if com.is_object_dtype(dtype): return self.values.astype(object) return self.values def to_dense(self): return self.values.view() def to_object_block(self, mgr): """ return myself as an object block """ values = self.get_values(dtype=object) return self.make_block(values, klass=ObjectBlock) @property def _na_value(self): return np.nan @property def fill_value(self): return np.nan @property def mgr_locs(self): return self._mgr_locs @property def array_dtype(self): """ the dtype to return if I want to construct this block as an array """ return self.dtype def make_block(self, values, placement=None, ndim=None, **kwargs): """ Create a new block, with type inference propagate any values that are not specified """ if placement is None: placement = self.mgr_locs if ndim is None: ndim = self.ndim return make_block(values, placement=placement, ndim=ndim, **kwargs) def make_block_same_class(self, values, placement=None, fastpath=True, **kwargs): """ Wrap given values in a block of same type as self. """ if placement is None: placement = self.mgr_locs return make_block(values, placement=placement, klass=self.__class__, fastpath=fastpath, **kwargs) @mgr_locs.setter def mgr_locs(self, new_mgr_locs): if not isinstance(new_mgr_locs, BlockPlacement): new_mgr_locs = BlockPlacement(new_mgr_locs) self._mgr_locs = new_mgr_locs def __unicode__(self): # don't want to print out all of the items here name = pprint_thing(self.__class__.__name__) if self._is_single_block: result = '%s: %s dtype: %s' % (name, len(self), self.dtype) else: shape = ' x '.join([pprint_thing(s) for s in self.shape]) result = '%s: %s, %s, dtype: %s' % (name, pprint_thing( self.mgr_locs.indexer), shape, self.dtype) return result def __len__(self): return len(self.values) def __getstate__(self): return self.mgr_locs.indexer, self.values def __setstate__(self, state): self.mgr_locs = BlockPlacement(state[0]) self.values = state[1] self.ndim = self.values.ndim def _slice(self, slicer): """ return a slice of my values """ return self.values[slicer] def reshape_nd(self, labels, shape, ref_items, mgr=None): """ Parameters ---------- labels : list of new axis labels shape : new shape ref_items : new ref_items return a new block that is transformed to a nd block """ return _block2d_to_blocknd(values=self.get_values().T, placement=self.mgr_locs, shape=shape, labels=labels, ref_items=ref_items) def getitem_block(self, slicer, new_mgr_locs=None): """ Perform __getitem__-like, return result as block. As of now, only supports slices that preserve dimensionality. """ if new_mgr_locs is None: if isinstance(slicer, tuple): axis0_slicer = slicer[0] else: axis0_slicer = slicer new_mgr_locs = self.mgr_locs[axis0_slicer] new_values = self._slice(slicer) if self._validate_ndim and new_values.ndim != self.ndim: raise ValueError("Only same dim slicing is allowed") return self.make_block_same_class(new_values, new_mgr_locs) @property def shape(self): return self.values.shape @property def itemsize(self): return self.values.itemsize @property def dtype(self): return self.values.dtype @property def ftype(self): return "%s:%s" % (self.dtype, self._ftype) def merge(self, other): return _merge_blocks([self, other]) def reindex_axis(self, indexer, method=None, axis=1, fill_value=None, limit=None, mask_info=None): """ Reindex using pre-computed indexer information """ if axis < 1: raise AssertionError('axis must be at least 1, got %d' % axis) if fill_value is None: fill_value = self.fill_value new_values = algos.take_nd(self.values, indexer, axis, fill_value=fill_value, mask_info=mask_info) return self.make_block(new_values, fastpath=True) def get(self, item): loc = self.items.get_loc(item) return self.values[loc] def iget(self, i): return self.values[i] def set(self, locs, values, check=False): """ Modify Block in-place with new item value Returns ------- None """ self.values[locs] = values def delete(self, loc): """ Delete given loc(-s) from block in-place. """ self.values = np.delete(self.values, loc, 0) self.mgr_locs = self.mgr_locs.delete(loc) def apply(self, func, mgr=None, **kwargs): """ apply the function to my values; return a block if we are not one """ result = func(self.values, **kwargs) if not isinstance(result, Block): result = self.make_block(values=_block_shape(result)) return result def fillna(self, value, limit=None, inplace=False, downcast=None, mgr=None): """ fillna on the block with the value. If we fail, then convert to ObjectBlock and try again """ if not self._can_hold_na: if inplace: return self else: return self.copy() original_value = value mask = isnull(self.values) if limit is not None: if self.ndim > 2: raise NotImplementedError("number of dimensions for 'fillna' " "is currently limited to 2") mask[mask.cumsum(self.ndim - 1) > limit] = False # fillna, but if we cannot coerce, then try again as an ObjectBlock try: values, _, value, _ = self._try_coerce_args(self.values, value) blocks = self.putmask(mask, value, inplace=inplace) blocks = [b.make_block(values=self._try_coerce_result(b.values)) for b in blocks] return self._maybe_downcast(blocks, downcast) except (TypeError, ValueError): # we can't process the value, but nothing to do if not mask.any(): return self if inplace else self.copy() # we cannot coerce the underlying object, so # make an ObjectBlock return self.to_object_block(mgr=mgr).fillna(original_value, limit=limit, inplace=inplace, downcast=False) def _maybe_downcast(self, blocks, downcast=None): # no need to downcast our float # unless indicated if downcast is None and self.is_float: return blocks elif downcast is None and (self.is_timedelta or self.is_datetime): return blocks return _extend_blocks([b.downcast(downcast) for b in blocks]) def downcast(self, dtypes=None, mgr=None): """ try to downcast each item to the dict of dtypes if present """ # turn it off completely if dtypes is False: return self values = self.values # single block handling if self._is_single_block: # try to cast all non-floats here if dtypes is None: dtypes = 'infer' nv = _possibly_downcast_to_dtype(values, dtypes) return self.make_block(nv, fastpath=True) # ndim > 1 if dtypes is None: return self if not (dtypes == 'infer' or isinstance(dtypes, dict)): raise ValueError("downcast must have a dictionary or 'infer' as " "its argument") # item-by-item # this is expensive as it splits the blocks items-by-item blocks = [] for i, rl in enumerate(self.mgr_locs): if dtypes == 'infer': dtype = 'infer' else: raise AssertionError("dtypes as dict is not supported yet") # TODO: This either should be completed or removed dtype = dtypes.get(item, self._downcast_dtype) # noqa if dtype is None: nv = _block_shape(values[i], ndim=self.ndim) else: nv = _possibly_downcast_to_dtype(values[i], dtype) nv = _block_shape(nv, ndim=self.ndim) blocks.append(self.make_block(nv, fastpath=True, placement=[rl])) return blocks def astype(self, dtype, copy=False, raise_on_error=True, values=None, **kwargs): return self._astype(dtype, copy=copy, raise_on_error=raise_on_error, values=values, **kwargs) def _astype(self, dtype, copy=False, raise_on_error=True, values=None, klass=None, mgr=None, **kwargs): """ Coerce to the new type (if copy=True, return a new copy) raise on an except if raise == True """ # may need to convert to categorical # this is only called for non-categoricals if self.is_categorical_astype(dtype): return self.make_block(Categorical(self.values, **kwargs)) # astype processing dtype = np.dtype(dtype) if self.dtype == dtype: if copy: return self.copy() return self if klass is None: if dtype == np.object_: klass = ObjectBlock try: # force the copy here if values is None: if issubclass(dtype.type, (compat.text_type, compat.string_types)): # use native type formatting for datetime/tz/timedelta if self.is_datelike: values = self.to_native_types() # astype formatting else: values = self.values else: values = self.get_values(dtype=dtype) # _astype_nansafe works fine with 1-d only values = com._astype_nansafe(values.ravel(), dtype, copy=True) values = values.reshape(self.shape) newb = make_block(values, placement=self.mgr_locs, dtype=dtype, klass=klass) except: if raise_on_error is True: raise newb = self.copy() if copy else self if newb.is_numeric and self.is_numeric: if newb.shape != self.shape: raise TypeError("cannot set astype for copy = [%s] for dtype " "(%s [%s]) with smaller itemsize that current " "(%s [%s])" % (copy, self.dtype.name, self.itemsize, newb.dtype.name, newb.itemsize)) return newb def convert(self, copy=True, **kwargs): """ attempt to coerce any object types to better types return a copy of the block (if copy = True) by definition we are not an ObjectBlock here! """ return self.copy() if copy else self def _can_hold_element(self, value): raise NotImplementedError() def _try_cast(self, value): raise NotImplementedError() def _try_cast_result(self, result, dtype=None): """ try to cast the result to our original type, we may have roundtripped thru object in the mean-time """ if dtype is None: dtype = self.dtype if self.is_integer or self.is_bool or self.is_datetime: pass elif self.is_float and result.dtype == self.dtype: # protect against a bool/object showing up here if isinstance(dtype, compat.string_types) and dtype == 'infer': return result if not isinstance(dtype, type): dtype = dtype.type if issubclass(dtype, (np.bool_, np.object_)): if issubclass(dtype, np.bool_): if isnull(result).all(): return result.astype(np.bool_) else: result = result.astype(np.object_) result[result == 1] = True result[result == 0] = False return result else: return result.astype(np.object_) return result # may need to change the dtype here return _possibly_downcast_to_dtype(result, dtype) def _try_operate(self, values): """ return a version to operate on as the input """ return values def _try_coerce_args(self, values, other): """ provide coercion to our input arguments """ return values, False, other, False def _try_coerce_result(self, result): """ reverse of try_coerce_args """ return result def _try_coerce_and_cast_result(self, result, dtype=None): result = self._try_coerce_result(result) result = self._try_cast_result(result, dtype=dtype) return result def _try_fill(self, value): return value def to_native_types(self, slicer=None, na_rep='nan', quoting=None, **kwargs): """ convert to our native types format, slicing if desired """ values = self.values if slicer is not None: values = values[:, slicer] mask = isnull(values) if not self.is_object and not quoting: values = values.astype(str) else: values = np.array(values, dtype='object') values[mask] = na_rep return values # block actions #### def copy(self, deep=True, mgr=None): """ copy constructor """ values = self.values if deep: values = values.copy() return self.make_block_same_class(values) def replace(self, to_replace, value, inplace=False, filter=None, regex=False, convert=True, mgr=None): """ replace the to_replace value with value, possible to create new blocks here this is just a call to putmask. regex is not used here. It is used in ObjectBlocks. It is here for API compatibility. """ original_to_replace = to_replace mask = isnull(self.values) # try to replace, if we raise an error, convert to ObjectBlock and # retry try: values, _, to_replace, _ = self._try_coerce_args(self.values, to_replace) mask = missing.mask_missing(values, to_replace) if filter is not None: filtered_out = ~self.mgr_locs.isin(filter) mask[filtered_out.nonzero()[0]] = False blocks = self.putmask(mask, value, inplace=inplace) if convert: blocks = [b.convert(by_item=True, numeric=False, copy=not inplace) for b in blocks] return blocks except (TypeError, ValueError): # we can't process the value, but nothing to do if not mask.any(): return self if inplace else self.copy() return self.to_object_block(mgr=mgr).replace( to_replace=original_to_replace, value=value, inplace=inplace, filter=filter, regex=regex, convert=convert) def _replace_single(self, *args, **kwargs): """ no-op on a non-ObjectBlock """ return self if kwargs['inplace'] else self.copy() def setitem(self, indexer, value, mgr=None): """ set the value inplace; return a new block (of a possibly different dtype) indexer is a direct slice/positional indexer; value must be a compatible shape """ # coerce None values, if appropriate if value is None: if self.is_numeric: value = np.nan # coerce args values, _, value, _ = self._try_coerce_args(self.values, value) arr_value = np.array(value) # cast the values to a type that can hold nan (if necessary) if not self._can_hold_element(value): dtype, _ = com._maybe_promote(arr_value.dtype) values = values.astype(dtype) transf = (lambda x: x.T) if self.ndim == 2 else (lambda x: x) values = transf(values) l = len(values) # length checking # boolean with truth values == len of the value is ok too if isinstance(indexer, (np.ndarray, list)): if is_list_like(value) and len(indexer) != len(value): if not (isinstance(indexer, np.ndarray) and indexer.dtype == np.bool_ and len(indexer[indexer]) == len(value)): raise ValueError("cannot set using a list-like indexer " "with a different length than the value") # slice elif isinstance(indexer, slice): if is_list_like(value) and l: if len(value) != length_of_indexer(indexer, values): raise ValueError("cannot set using a slice indexer with a " "different length than the value") try: def _is_scalar_indexer(indexer): # return True if we are all scalar indexers if arr_value.ndim == 1: if not isinstance(indexer, tuple): indexer = tuple([indexer]) return all([lib.isscalar(idx) for idx in indexer]) return False def _is_empty_indexer(indexer): # return a boolean if we have an empty indexer if arr_value.ndim == 1: if not isinstance(indexer, tuple): indexer = tuple([indexer]) return any(isinstance(idx, np.ndarray) and len(idx) == 0 for idx in indexer) return False # empty indexers # 8669 (empty) if _is_empty_indexer(indexer): pass # setting a single element for each dim and with a rhs that could # be say a list # GH 6043 elif _is_scalar_indexer(indexer): values[indexer] = value # if we are an exact match (ex-broadcasting), # then use the resultant dtype elif (len(arr_value.shape) and arr_value.shape[0] == values.shape[0] and np.prod(arr_value.shape) == np.prod(values.shape)): values[indexer] = value values = values.astype(arr_value.dtype) # set else: values[indexer] = value # coerce and try to infer the dtypes of the result if hasattr(value, 'dtype') and is_dtype_equal(values.dtype, value.dtype): dtype = value.dtype elif lib.isscalar(value): dtype, _ = _infer_dtype_from_scalar(value) else: dtype = 'infer' values = self._try_coerce_and_cast_result(values, dtype) block = self.make_block(transf(values), fastpath=True) # may have to soft convert_objects here if block.is_object and not self.is_object: block = block.convert(numeric=False) return block except ValueError: raise except TypeError: # cast to the passed dtype if possible # otherwise raise the original error try: # e.g. we are uint32 and our value is uint64 # this is for compat with older numpies block = self.make_block(transf(values.astype(value.dtype))) return block.setitem(indexer=indexer, value=value, mgr=mgr) except: pass raise except Exception: pass return [self] def putmask(self, mask, new, align=True, inplace=False, axis=0, transpose=False, mgr=None): """ putmask the data to the block; it is possible that we may create a new dtype of block return the resulting block(s) Parameters ---------- mask : the condition to respect new : a ndarray/object align : boolean, perform alignment on other/cond, default is True inplace : perform inplace modification, default is False axis : int transpose : boolean Set to True if self is stored with axes reversed Returns ------- a list of new blocks, the result of the putmask """ new_values = self.values if inplace else self.values.copy() if hasattr(new, 'reindex_axis'): new = new.values if hasattr(mask, 'reindex_axis'): mask = mask.values # if we are passed a scalar None, convert it here if not is_list_like(new) and isnull(new) and not self.is_object: new = self.fill_value if self._can_hold_element(new): if transpose: new_values = new_values.T new = self._try_cast(new) # If the default repeat behavior in np.putmask would go in the # wrong direction, then explictly repeat and reshape new instead if getattr(new, 'ndim', 0) >= 1: if self.ndim - 1 == new.ndim and axis == 1: new = np.repeat( new, new_values.shape[-1]).reshape(self.shape) new = new.astype(new_values.dtype) np.putmask(new_values, mask, new) # maybe upcast me elif mask.any(): if transpose: mask = mask.T if isinstance(new, np.ndarray): new = new.T axis = new_values.ndim - axis - 1 # Pseudo-broadcast if getattr(new, 'ndim', 0) >= 1: if self.ndim - 1 == new.ndim: new_shape = list(new.shape) new_shape.insert(axis, 1) new = new.reshape(tuple(new_shape)) # need to go column by column new_blocks = [] if self.ndim > 1: for i, ref_loc in enumerate(self.mgr_locs): m = mask[i] v = new_values[i] # need a new block if m.any(): if isinstance(new, np.ndarray): n = np.squeeze(new[i % new.shape[0]]) else: n = np.array(new) # type of the new block dtype, _ = com._maybe_promote(n.dtype) # we need to explicitly astype here to make a copy n = n.astype(dtype) nv = _putmask_smart(v, m, n) else: nv = v if inplace else v.copy() # Put back the dimension that was taken from it and make # a block out of the result. block = self.make_block(values=nv[np.newaxis], placement=[ref_loc], fastpath=True) new_blocks.append(block) else: nv = _putmask_smart(new_values, mask, new) new_blocks.append(self.make_block(values=nv, fastpath=True)) return new_blocks if inplace: return [self] if transpose: new_values = new_values.T return [self.make_block(new_values, fastpath=True)] def interpolate(self, method='pad', axis=0, index=None, values=None, inplace=False, limit=None, limit_direction='forward', fill_value=None, coerce=False, downcast=None, mgr=None, **kwargs): def check_int_bool(self, inplace): # Only FloatBlocks will contain NaNs. # timedelta subclasses IntBlock if (self.is_bool or self.is_integer) and not self.is_timedelta: if inplace: return self else: return self.copy() # a fill na type method try: m = missing.clean_fill_method(method) except: m = None if m is not None: r = check_int_bool(self, inplace) if r is not None: return r return self._interpolate_with_fill(method=m, axis=axis, inplace=inplace, limit=limit, fill_value=fill_value, coerce=coerce, downcast=downcast, mgr=mgr) # try an interp method try: m = missing.clean_interp_method(method, **kwargs) except: m = None if m is not None: r = check_int_bool(self, inplace) if r is not None: return r return self._interpolate(method=m, index=index, values=values, axis=axis, limit=limit, limit_direction=limit_direction, fill_value=fill_value, inplace=inplace, downcast=downcast, mgr=mgr, **kwargs) raise ValueError("invalid method '{0}' to interpolate.".format(method)) def _interpolate_with_fill(self, method='pad', axis=0, inplace=False, limit=None, fill_value=None, coerce=False, downcast=None, mgr=None): """ fillna but using the interpolate machinery """ # if we are coercing, then don't force the conversion # if the block can't hold the type if coerce: if not self._can_hold_na: if inplace: return [self] else: return [self.copy()] values = self.values if inplace else self.values.copy() values, _, fill_value, _ = self._try_coerce_args(values, fill_value) values = self._try_operate(values) values = missing.interpolate_2d(values, method=method, axis=axis, limit=limit, fill_value=fill_value, dtype=self.dtype) values = self._try_coerce_result(values) blocks = [self.make_block(values, klass=self.__class__, fastpath=True)] return self._maybe_downcast(blocks, downcast) def _interpolate(self, method=None, index=None, values=None, fill_value=None, axis=0, limit=None, limit_direction='forward', inplace=False, downcast=None, mgr=None, **kwargs): """ interpolate using scipy wrappers """ data = self.values if inplace else self.values.copy() # only deal with floats if not self.is_float: if not self.is_integer: return self data = data.astype(np.float64) if fill_value is None: fill_value = self.fill_value if method in ('krogh', 'piecewise_polynomial', 'pchip'): if not index.is_monotonic: raise ValueError("{0} interpolation requires that the " "index be monotonic.".format(method)) # process 1-d slices in the axis direction def func(x): # process a 1-d slice, returning it # should the axis argument be handled below in apply_along_axis? # i.e. not an arg to missing.interpolate_1d return missing.interpolate_1d(index, x, method=method, limit=limit, limit_direction=limit_direction, fill_value=fill_value, bounds_error=False, **kwargs) # interp each column independently interp_values = np.apply_along_axis(func, axis, data) blocks = [self.make_block(interp_values, klass=self.__class__, fastpath=True)] return self._maybe_downcast(blocks, downcast) def take_nd(self, indexer, axis, new_mgr_locs=None, fill_tuple=None): """ Take values according to indexer and return them as a block.bb """ # algos.take_nd dispatches for DatetimeTZBlock, CategoricalBlock # so need to preserve types # sparse is treated like an ndarray, but needs .get_values() shaping values = self.values if self.is_sparse: values = self.get_values() if fill_tuple is None: fill_value = self.fill_value new_values = algos.take_nd(values, indexer, axis=axis, allow_fill=False) else: fill_value = fill_tuple[0] new_values = algos.take_nd(values, indexer, axis=axis, allow_fill=True, fill_value=fill_value) if new_mgr_locs is None: if axis == 0: slc = lib.indexer_as_slice(indexer) if slc is not None: new_mgr_locs = self.mgr_locs[slc] else: new_mgr_locs = self.mgr_locs[indexer] else: new_mgr_locs = self.mgr_locs if not is_dtype_equal(new_values.dtype, self.dtype): return self.make_block(new_values, new_mgr_locs) else: return self.make_block_same_class(new_values, new_mgr_locs) def diff(self, n, axis=1, mgr=None): """ return block for the diff of the values """ new_values = algos.diff(self.values, n, axis=axis) return [self.make_block(values=new_values, fastpath=True)] def shift(self, periods, axis=0, mgr=None): """ shift the block by periods, possibly upcast """ # convert integer to float if necessary. need to do a lot more than # that, handle boolean etc also new_values, fill_value = com._maybe_upcast(self.values) # make sure array sent to np.roll is c_contiguous f_ordered = new_values.flags.f_contiguous if f_ordered: new_values = new_values.T axis = new_values.ndim - axis - 1 if np.prod(new_values.shape): new_values = np.roll(new_values, com._ensure_platform_int(periods), axis=axis) axis_indexer = [slice(None)] * self.ndim if periods > 0: axis_indexer[axis] = slice(None, periods) else: axis_indexer[axis] = slice(periods, None) new_values[tuple(axis_indexer)] = fill_value # restore original order if f_ordered: new_values = new_values.T return [self.make_block(new_values, fastpath=True)] def eval(self, func, other, raise_on_error=True, try_cast=False, mgr=None): """ evaluate the block; return result block from the result Parameters ---------- func : how to combine self, other other : a ndarray/object raise_on_error : if True, raise when I can't perform the function, False by default (and just return the data that we had coming in) try_cast : try casting the results to the input type Returns ------- a new block, the result of the func """ values = self.values if hasattr(other, 'reindex_axis'): other = other.values # make sure that we can broadcast is_transposed = False if hasattr(other, 'ndim') and hasattr(values, 'ndim'): if values.ndim != other.ndim: is_transposed = True else: if values.shape == other.shape[::-1]: is_transposed = True elif values.shape[0] == other.shape[-1]: is_transposed = True else: # this is a broadcast error heree raise ValueError("cannot broadcast shape [%s] with block " "values [%s]" % (values.T.shape, other.shape)) transf = (lambda x: x.T) if is_transposed else (lambda x: x) # coerce/transpose the args if needed values, values_mask, other, other_mask = self._try_coerce_args( transf(values), other) # get the result, may need to transpose the other def get_result(other): # avoid numpy warning of comparisons again None if other is None: result = not func.__name__ == 'eq' # avoid numpy warning of elementwise comparisons to object elif is_numeric_v_string_like(values, other): result = False else: result = func(values, other) # mask if needed if isinstance(values_mask, np.ndarray) and values_mask.any(): result = result.astype('float64', copy=False) result[values_mask] = np.nan if other_mask is True: result = result.astype('float64', copy=False) result[:] = np.nan elif isinstance(other_mask, np.ndarray) and other_mask.any(): result = result.astype('float64', copy=False) result[other_mask.ravel()] = np.nan return self._try_coerce_result(result) # error handler if we have an issue operating with the function def handle_error(): if raise_on_error: raise TypeError('Could not operate %s with block values %s' % (repr(other), str(detail))) else: # return the values result = np.empty(values.shape, dtype='O') result.fill(np.nan) return result # get the result try: result = get_result(other) # if we have an invalid shape/broadcast error # GH4576, so raise instead of allowing to pass through except ValueError as detail: raise except Exception as detail: result = handle_error() # technically a broadcast error in numpy can 'work' by returning a # boolean False if not isinstance(result, np.ndarray): if not isinstance(result, np.ndarray): # differentiate between an invalid ndarray-ndarray comparison # and an invalid type comparison if isinstance(values, np.ndarray) and is_list_like(other): raise ValueError('Invalid broadcasting comparison [%s] ' 'with block values' % repr(other)) raise TypeError('Could not compare [%s] with block values' % repr(other)) # transpose if needed result = transf(result) # try to cast if requested if try_cast: result = self._try_cast_result(result) return [self.make_block(result, fastpath=True, )] def where(self, other, cond, align=True, raise_on_error=True, try_cast=False, axis=0, transpose=False, mgr=None): """ evaluate the block; return result block(s) from the result Parameters ---------- other : a ndarray/object cond : the condition to respect align : boolean, perform alignment on other/cond raise_on_error : if True, raise when I can't perform the function, False by default (and just return the data that we had coming in) axis : int transpose : boolean Set to True if self is stored with axes reversed Returns ------- a new block(s), the result of the func """ values = self.values if transpose: values = values.T if hasattr(other, 'reindex_axis'): other = other.values if hasattr(cond, 'reindex_axis'): cond = cond.values # If the default broadcasting would go in the wrong direction, then # explictly reshape other instead if getattr(other, 'ndim', 0) >= 1: if values.ndim - 1 == other.ndim and axis == 1: other = other.reshape(tuple(other.shape + (1, ))) if not hasattr(cond, 'shape'): raise ValueError("where must have a condition that is ndarray " "like") other = _maybe_convert_string_to_object(other) other = _maybe_convert_scalar(other) # our where function def func(cond, values, other): if cond.ravel().all(): return values values, values_mask, other, other_mask = self._try_coerce_args( values, other) try: return self._try_coerce_result(expressions.where( cond, values, other, raise_on_error=True)) except Exception as detail: if raise_on_error: raise TypeError('Could not operate [%s] with block values ' '[%s]' % (repr(other), str(detail))) else: # return the values result = np.empty(values.shape, dtype='float64') result.fill(np.nan) return result # see if we can operate on the entire block, or need item-by-item # or if we are a single block (ndim == 1) result = func(cond, values, other) if self._can_hold_na or self.ndim == 1: if transpose: result = result.T # try to cast if requested if try_cast: result = self._try_cast_result(result) return self.make_block(result) # might need to separate out blocks axis = cond.ndim - 1 cond = cond.swapaxes(axis, 0) mask = np.array([cond[i].all() for i in range(cond.shape[0])], dtype=bool) result_blocks = [] for m in [mask, ~mask]: if m.any(): r = self._try_cast_result(result.take(m.nonzero()[0], axis=axis)) result_blocks.append( self.make_block(r.T, placement=self.mgr_locs[m])) return result_blocks def equals(self, other): if self.dtype != other.dtype or self.shape != other.shape: return False return array_equivalent(self.values, other.values) def quantile(self, qs, mgr=None, **kwargs): """ compute the quantiles of the Parameters ---------- qs : a scalar or list of the quantiles to be computed """ values = self.get_values() values, mask, _, _ = self._try_coerce_args(values, values) if not lib.isscalar(mask) and mask.any(): values = values[~mask] if len(values) == 0: if com.is_list_like(qs): result = np.array([self.fill_value]) else: result = self._na_value elif com.is_list_like(qs): values = [_quantile(values, x * 100, **kwargs) for x in qs] result = np.array(values) else: result = _quantile(values, qs * 100, **kwargs) return self._try_coerce_result(result) class NonConsolidatableMixIn(object): """ hold methods for the nonconsolidatable blocks """ _can_consolidate = False _verify_integrity = False _validate_ndim = False _holder = None def __init__(self, values, placement, ndim=None, fastpath=False, **kwargs): # Placement must be converted to BlockPlacement via property setter # before ndim logic, because placement may be a slice which doesn't # have a length. self.mgr_locs = placement # kludgetastic if ndim is None: if len(self.mgr_locs) != 1: ndim = 1 else: ndim = 2 self.ndim = ndim if not isinstance(values, self._holder): raise TypeError("values must be {0}".format(self._holder.__name__)) self.values = values @property def shape(self): if self.ndim == 1: return (len(self.values)), return (len(self.mgr_locs), len(self.values)) def get_values(self, dtype=None): """ need to to_dense myself (and always return a ndim sized object) """ values = self.values.to_dense() if values.ndim == self.ndim - 1: values = values.reshape((1,) + values.shape) return values def iget(self, col): if self.ndim == 2 and isinstance(col, tuple): col, loc = col if not is_null_slice(col) and col != 0: raise IndexError("{0} only contains one item".format(self)) return self.values[loc] else: if col != 0: raise IndexError("{0} only contains one item".format(self)) return self.values def should_store(self, value): return isinstance(value, self._holder) def set(self, locs, values, check=False): assert locs.tolist() == [0] self.values = values def get(self, item): if self.ndim == 1: loc = self.items.get_loc(item) return self.values[loc] else: return self.values def putmask(self, mask, new, align=True, inplace=False, axis=0, transpose=False, mgr=None): """ putmask the data to the block; we must be a single block and not generate other blocks return the resulting block Parameters ---------- mask : the condition to respect new : a ndarray/object align : boolean, perform alignment on other/cond, default is True inplace : perform inplace modification, default is False Returns ------- a new block(s), the result of the putmask """ new_values = self.values if inplace else self.values.copy() new_values, _, new, _ = self._try_coerce_args(new_values, new) if isinstance(new, np.ndarray) and len(new) == len(mask): new = new[mask] new_values[mask] = new new_values = self._try_coerce_result(new_values) return [self.make_block(values=new_values)] def _slice(self, slicer): """ return a slice of my values (but densify first) """ return self.get_values()[slicer] def _try_cast_result(self, result, dtype=None): return result class NumericBlock(Block): __slots__ = () is_numeric = True _can_hold_na = True class FloatOrComplexBlock(NumericBlock): __slots__ = () def equals(self, other): if self.dtype != other.dtype or self.shape != other.shape: return False left, right = self.values, other.values return ((left == right) | (np.isnan(left) & np.isnan(right))).all() class FloatBlock(FloatOrComplexBlock): __slots__ = () is_float = True _downcast_dtype = 'int64' def _can_hold_element(self, element): if is_list_like(element): element = np.array(element) tipo = element.dtype.type return (issubclass(tipo, (np.floating, np.integer)) and not issubclass(tipo, (np.datetime64, np.timedelta64))) return (isinstance(element, (float, int, np.float_, np.int_)) and not isinstance(element, (bool, np.bool_, datetime, timedelta, np.datetime64, np.timedelta64))) def _try_cast(self, element): try: return float(element) except: # pragma: no cover return element def to_native_types(self, slicer=None, na_rep='', float_format=None, decimal='.', quoting=None, **kwargs): """ convert to our native types format, slicing if desired """ values = self.values if slicer is not None: values = values[:, slicer] from pandas.formats.format import FloatArrayFormatter formatter = FloatArrayFormatter(values, na_rep=na_rep, float_format=float_format, decimal=decimal, quoting=quoting, fixed_width=False) return formatter.get_result_as_array() def should_store(self, value): # when inserting a column should not coerce integers to floats # unnecessarily return (issubclass(value.dtype.type, np.floating) and value.dtype == self.dtype) class ComplexBlock(FloatOrComplexBlock): __slots__ = () is_complex = True def _can_hold_element(self, element): if is_list_like(element): element = np.array(element) return issubclass(element.dtype.type, (np.floating, np.integer, np.complexfloating)) return (isinstance(element, (float, int, complex, np.float_, np.int_)) and not isinstance(bool, np.bool_)) def _try_cast(self, element): try: return complex(element) except: # pragma: no cover return element def should_store(self, value): return issubclass(value.dtype.type, np.complexfloating) class IntBlock(NumericBlock): __slots__ = () is_integer = True _can_hold_na = False def _can_hold_element(self, element): if is_list_like(element): element = np.array(element) tipo = element.dtype.type return (issubclass(tipo, np.integer) and not issubclass(tipo, (np.datetime64, np.timedelta64))) return com.is_integer(element) def _try_cast(self, element): try: return int(element) except: # pragma: no cover return element def should_store(self, value): return com.is_integer_dtype(value) and value.dtype == self.dtype class DatetimeLikeBlockMixin(object): @property def _na_value(self): return tslib.NaT @property def fill_value(self): return tslib.iNaT def _try_operate(self, values): """ return a version to operate on """ return values.view('i8') def get_values(self, dtype=None): """ return object dtype as boxed values, such as Timestamps/Timedelta """ if com.is_object_dtype(dtype): return lib.map_infer(self.values.ravel(), self._box_func).reshape(self.values.shape) return self.values class TimeDeltaBlock(DatetimeLikeBlockMixin, IntBlock): __slots__ = () is_timedelta = True _can_hold_na = True is_numeric = False @property def _box_func(self): return lambda x: tslib.Timedelta(x, unit='ns') def fillna(self, value, **kwargs): # allow filling with integers to be # interpreted as seconds if not isinstance(value, np.timedelta64) and com.is_integer(value): value = Timedelta(value, unit='s') return super(TimeDeltaBlock, self).fillna(value, **kwargs) def _try_coerce_args(self, values, other): """ Coerce values and other to int64, with null values converted to iNaT. values is always ndarray-like, other may not be Parameters ---------- values : ndarray-like other : ndarray-like or scalar Returns ------- base-type values, values mask, base-type other, other mask """ values_mask = isnull(values) values = values.view('i8') other_mask = False if isinstance(other, bool): raise TypeError elif is_null_datelike_scalar(other): other = tslib.iNaT other_mask = True elif isinstance(other, Timedelta): other_mask = isnull(other) other = other.value elif isinstance(other, np.timedelta64): other_mask = isnull(other) other = other.view('i8') elif isinstance(other, timedelta): other = Timedelta(other).value elif isinstance(other, np.ndarray): other_mask = isnull(other) other = other.astype('i8', copy=False).view('i8') else: # scalar other = Timedelta(other) other_mask = isnull(other) other = other.value return values, values_mask, other, other_mask def _try_coerce_result(self, result): """ reverse of try_coerce_args / try_operate """ if isinstance(result, np.ndarray): mask = isnull(result) if result.dtype.kind in ['i', 'f', 'O']: result = result.astype('m8[ns]') result[mask] = tslib.iNaT elif isinstance(result, (np.integer, np.float)): result = self._box_func(result) return result def should_store(self, value): return issubclass(value.dtype.type, np.timedelta64) def to_native_types(self, slicer=None, na_rep=None, quoting=None, **kwargs): """ convert to our native types format, slicing if desired """ values = self.values if slicer is not None: values = values[:, slicer] mask = isnull(values) rvalues = np.empty(values.shape, dtype=object) if na_rep is None: na_rep = 'NaT' rvalues[mask] = na_rep imask = (~mask).ravel() # FIXME: # should use the formats.format.Timedelta64Formatter here # to figure what format to pass to the Timedelta # e.g. to not show the decimals say rvalues.flat[imask] = np.array([Timedelta(val)._repr_base(format='all') for val in values.ravel()[imask]], dtype=object) return rvalues class BoolBlock(NumericBlock): __slots__ = () is_bool = True _can_hold_na = False def _can_hold_element(self, element): if is_list_like(element): element = np.array(element) return issubclass(element.dtype.type, np.integer) return isinstance(element, (int, bool)) def _try_cast(self, element): try: return bool(element) except: # pragma: no cover return element def should_store(self, value): return issubclass(value.dtype.type, np.bool_) def replace(self, to_replace, value, inplace=False, filter=None, regex=False, mgr=None): to_replace_values = np.atleast_1d(to_replace) if not np.can_cast(to_replace_values, bool): return self return super(BoolBlock, self).replace(to_replace, value, inplace=inplace, filter=filter, regex=regex, mgr=mgr) class ObjectBlock(Block): __slots__ = () is_object = True _can_hold_na = True def __init__(self, values, ndim=2, fastpath=False, placement=None, **kwargs): if issubclass(values.dtype.type, compat.string_types): values = np.array(values, dtype=object) super(ObjectBlock, self).__init__(values, ndim=ndim, fastpath=fastpath, placement=placement, **kwargs) @property def is_bool(self): """ we can be a bool if we have only bool values but are of type object """ return lib.is_bool_array(self.values.ravel()) # TODO: Refactor when convert_objects is removed since there will be 1 path def convert(self, *args, **kwargs): """ attempt to coerce any object types to better types return a copy of the block (if copy = True) by definition we ARE an ObjectBlock!!!!! can return multiple blocks! """ if args: raise NotImplementedError by_item = True if 'by_item' not in kwargs else kwargs['by_item'] new_inputs = ['coerce', 'datetime', 'numeric', 'timedelta'] new_style = False for kw in new_inputs: new_style |= kw in kwargs if new_style: fn = convert._soft_convert_objects fn_inputs = new_inputs else: fn = convert._possibly_convert_objects fn_inputs = ['convert_dates', 'convert_numeric', 'convert_timedeltas'] fn_inputs += ['copy'] fn_kwargs = {} for key in fn_inputs: if key in kwargs: fn_kwargs[key] = kwargs[key] # attempt to create new type blocks blocks = [] if by_item and not self._is_single_block: for i, rl in enumerate(self.mgr_locs): values = self.iget(i) values = fn(values.ravel(), **fn_kwargs).reshape(values.shape) values = _block_shape(values, ndim=self.ndim) newb = make_block(values, ndim=self.ndim, placement=[rl]) blocks.append(newb) else: values = fn( self.values.ravel(), **fn_kwargs).reshape(self.values.shape) blocks.append(make_block(values, ndim=self.ndim, placement=self.mgr_locs)) return blocks def set(self, locs, values, check=False): """ Modify Block in-place with new item value Returns ------- None """ # GH6026 if check: try: if (self.values[locs] == values).all(): return except: pass try: self.values[locs] = values except (ValueError): # broadcasting error # see GH6171 new_shape = list(values.shape) new_shape[0] = len(self.items) self.values = np.empty(tuple(new_shape), dtype=self.dtype) self.values.fill(np.nan) self.values[locs] = values def _maybe_downcast(self, blocks, downcast=None): if downcast is not None: return blocks # split and convert the blocks return _extend_blocks([b.convert(datetime=True, numeric=False) for b in blocks]) def _can_hold_element(self, element): return True def _try_cast(self, element): return element def should_store(self, value): return not (issubclass(value.dtype.type, (np.integer, np.floating, np.complexfloating, np.datetime64, np.bool_)) or is_extension_type(value)) def replace(self, to_replace, value, inplace=False, filter=None, regex=False, convert=True, mgr=None): to_rep_is_list = com.is_list_like(to_replace) value_is_list = com.is_list_like(value) both_lists = to_rep_is_list and value_is_list either_list = to_rep_is_list or value_is_list result_blocks = [] blocks = [self] if not either_list and com.is_re(to_replace): return self._replace_single(to_replace, value, inplace=inplace, filter=filter, regex=True, convert=convert, mgr=mgr) elif not (either_list or regex): return super(ObjectBlock, self).replace(to_replace, value, inplace=inplace, filter=filter, regex=regex, convert=convert, mgr=mgr) elif both_lists: for to_rep, v in zip(to_replace, value): result_blocks = [] for b in blocks: result = b._replace_single(to_rep, v, inplace=inplace, filter=filter, regex=regex, convert=convert, mgr=mgr) result_blocks = _extend_blocks(result, result_blocks) blocks = result_blocks return result_blocks elif to_rep_is_list and regex: for to_rep in to_replace: result_blocks = [] for b in blocks: result = b._replace_single(to_rep, value, inplace=inplace, filter=filter, regex=regex, convert=convert, mgr=mgr) result_blocks = _extend_blocks(result, result_blocks) blocks = result_blocks return result_blocks return self._replace_single(to_replace, value, inplace=inplace, filter=filter, convert=convert, regex=regex, mgr=mgr) def _replace_single(self, to_replace, value, inplace=False, filter=None, regex=False, convert=True, mgr=None): # to_replace is regex compilable to_rep_re = regex and com.is_re_compilable(to_replace) # regex is regex compilable regex_re = com.is_re_compilable(regex) # only one will survive if to_rep_re and regex_re: raise AssertionError('only one of to_replace and regex can be ' 'regex compilable') # if regex was passed as something that can be a regex (rather than a # boolean) if regex_re: to_replace = regex regex = regex_re or to_rep_re # try to get the pattern attribute (compiled re) or it's a string try: pattern = to_replace.pattern except AttributeError: pattern = to_replace # if the pattern is not empty and to_replace is either a string or a # regex if regex and pattern: rx = re.compile(to_replace) else: # if the thing to replace is not a string or compiled regex call # the superclass method -> to_replace is some kind of object return super(ObjectBlock, self).replace(to_replace, value, inplace=inplace, filter=filter, regex=regex, mgr=mgr) new_values = self.values if inplace else self.values.copy() # deal with replacing values with objects (strings) that match but # whose replacement is not a string (numeric, nan, object) if isnull(value) or not isinstance(value, compat.string_types): def re_replacer(s): try: return value if rx.search(s) is not None else s except TypeError: return s else: # value is guaranteed to be a string here, s can be either a string # or null if it's null it gets returned def re_replacer(s): try: return rx.sub(value, s) except TypeError: return s f = np.vectorize(re_replacer, otypes=[self.dtype]) if filter is None: filt = slice(None) else: filt = self.mgr_locs.isin(filter).nonzero()[0] new_values[filt] = f(new_values[filt]) # convert block = self.make_block(new_values) if convert: block = block.convert(by_item=True, numeric=False) return block class CategoricalBlock(NonConsolidatableMixIn, ObjectBlock): __slots__ = () is_categorical = True _verify_integrity = True _can_hold_na = True _holder = Categorical def __init__(self, values, placement, fastpath=False, **kwargs): # coerce to categorical if we can super(CategoricalBlock, self).__init__(maybe_to_categorical(values), fastpath=True, placement=placement, **kwargs) @property def is_view(self): """ I am never a view """ return False def to_dense(self): return self.values.to_dense().view() def convert(self, copy=True, **kwargs): return self.copy() if copy else self @property def array_dtype(self): """ the dtype to return if I want to construct this block as an array """ return np.object_ def _slice(self, slicer): """ return a slice of my values """ # slice the category # return same dims as we currently have return self.values._slice(slicer) def _try_coerce_result(self, result): """ reverse of try_coerce_args """ # GH12564: CategoricalBlock is 1-dim only # while returned results could be any dim if ((not com.is_categorical_dtype(result)) and isinstance(result, np.ndarray)): result = _block_shape(result, ndim=self.ndim) return result def fillna(self, value, limit=None, inplace=False, downcast=None, mgr=None): # we may need to upcast our fill to match our dtype if limit is not None: raise NotImplementedError("specifying a limit for 'fillna' has " "not been implemented yet") values = self.values if inplace else self.values.copy() values = self._try_coerce_result(values.fillna(value=value, limit=limit)) return [self.make_block(values=values)] def interpolate(self, method='pad', axis=0, inplace=False, limit=None, fill_value=None, **kwargs): values = self.values if inplace else self.values.copy() return self.make_block_same_class( values=values.fillna(fill_value=fill_value, method=method, limit=limit), placement=self.mgr_locs) def shift(self, periods, axis=0, mgr=None): return self.make_block_same_class(values=self.values.shift(periods), placement=self.mgr_locs) def take_nd(self, indexer, axis=0, new_mgr_locs=None, fill_tuple=None): """ Take values according to indexer and return them as a block.bb """ if fill_tuple is None: fill_value = None else: fill_value = fill_tuple[0] # axis doesn't matter; we are really a single-dim object # but are passed the axis depending on the calling routing # if its REALLY axis 0, then this will be a reindex and not a take new_values = self.values.take_nd(indexer, fill_value=fill_value) # if we are a 1-dim object, then always place at 0 if self.ndim == 1: new_mgr_locs = [0] else: if new_mgr_locs is None: new_mgr_locs = self.mgr_locs return self.make_block_same_class(new_values, new_mgr_locs) def _astype(self, dtype, copy=False, raise_on_error=True, values=None, klass=None, mgr=None): """ Coerce to the new type (if copy=True, return a new copy) raise on an except if raise == True """ if self.is_categorical_astype(dtype): values = self.values else: values = np.asarray(self.values).astype(dtype, copy=False) if copy: values = values.copy() return self.make_block(values) def to_native_types(self, slicer=None, na_rep='', quoting=None, **kwargs): """ convert to our native types format, slicing if desired """ values = self.values if slicer is not None: # Categorical is always one dimension values = values[slicer] mask = isnull(values) values = np.array(values, dtype='object') values[mask] = na_rep # we are expected to return a 2-d ndarray return values.reshape(1, len(values)) class DatetimeBlock(DatetimeLikeBlockMixin, Block): __slots__ = () is_datetime = True _can_hold_na = True def __init__(self, values, placement, fastpath=False, **kwargs): if values.dtype != _NS_DTYPE: values = tslib.cast_to_nanoseconds(values) super(DatetimeBlock, self).__init__(values, fastpath=True, placement=placement, **kwargs) def _astype(self, dtype, mgr=None, **kwargs): """ these automatically copy, so copy=True has no effect raise on an except if raise == True """ # if we are passed a datetime64[ns, tz] if com.is_datetime64tz_dtype(dtype): dtype = DatetimeTZDtype(dtype) values = self.values if getattr(values, 'tz', None) is None: values = DatetimeIndex(values).tz_localize('UTC') values = values.tz_convert(dtype.tz) return self.make_block(values) # delegate return super(DatetimeBlock, self)._astype(dtype=dtype, **kwargs) def _can_hold_element(self, element): if is_list_like(element): element = np.array(element) return element.dtype == _NS_DTYPE or element.dtype == np.int64 return (com.is_integer(element) or isinstance(element, datetime) or isnull(element)) def _try_cast(self, element): try: return int(element) except: return element def _try_coerce_args(self, values, other): """ Coerce values and other to dtype 'i8'. NaN and NaT convert to the smallest i8, and will correctly round-trip to NaT if converted back in _try_coerce_result. values is always ndarray-like, other may not be Parameters ---------- values : ndarray-like other : ndarray-like or scalar Returns ------- base-type values, values mask, base-type other, other mask """ values_mask = isnull(values) values = values.view('i8') other_mask = False if isinstance(other, bool): raise TypeError elif is_null_datelike_scalar(other): other = tslib.iNaT other_mask = True elif isinstance(other, (datetime, np.datetime64, date)): other = self._box_func(other) if getattr(other, 'tz') is not None: raise TypeError("cannot coerce a Timestamp with a tz on a " "naive Block") other_mask = isnull(other) other = other.asm8.view('i8') elif hasattr(other, 'dtype') and com.is_integer_dtype(other): other = other.view('i8') else: try: other = np.asarray(other) other_mask = isnull(other) other = other.astype('i8', copy=False).view('i8') except ValueError: # coercion issues # let higher levels handle raise TypeError return values, values_mask, other, other_mask def _try_coerce_result(self, result): """ reverse of try_coerce_args """ if isinstance(result, np.ndarray): if result.dtype.kind in ['i', 'f', 'O']: result = result.astype('M8[ns]') elif isinstance(result, (np.integer, np.float, np.datetime64)): result = self._box_func(result) return result @property def _box_func(self): return tslib.Timestamp def to_native_types(self, slicer=None, na_rep=None, date_format=None, quoting=None, **kwargs): """ convert to our native types format, slicing if desired """ values = self.values if slicer is not None: values = values[..., slicer] from pandas.formats.format import _get_format_datetime64_from_values format = _get_format_datetime64_from_values(values, date_format) result = tslib.format_array_from_datetime( values.view('i8').ravel(), tz=getattr(self.values, 'tz', None), format=format, na_rep=na_rep).reshape(values.shape) return np.atleast_2d(result) def should_store(self, value): return (issubclass(value.dtype.type, np.datetime64) and not is_datetimetz(value)) def set(self, locs, values, check=False): """ Modify Block in-place with new item value Returns ------- None """ if values.dtype != _NS_DTYPE: # Workaround for numpy 1.6 bug values = tslib.cast_to_nanoseconds(values) self.values[locs] = values class DatetimeTZBlock(NonConsolidatableMixIn, DatetimeBlock): """ implement a datetime64 block with a tz attribute """ __slots__ = () _holder = DatetimeIndex is_datetimetz = True def __init__(self, values, placement, ndim=2, **kwargs): if not isinstance(values, self._holder): values = self._holder(values) dtype = kwargs.pop('dtype', None) if dtype is not None: if isinstance(dtype, compat.string_types): dtype = DatetimeTZDtype.construct_from_string(dtype) values = values.tz_localize('UTC').tz_convert(dtype.tz) if values.tz is None: raise ValueError("cannot create a DatetimeTZBlock without a tz") super(DatetimeTZBlock, self).__init__(values, placement=placement, ndim=ndim, **kwargs) def copy(self, deep=True, mgr=None): """ copy constructor """ values = self.values if deep: values = values.copy(deep=True) return self.make_block_same_class(values) def external_values(self): """ we internally represent the data as a DatetimeIndex, but for external compat with ndarray, export as a ndarray of Timestamps """ return self.values.astype('datetime64[ns]').values def get_values(self, dtype=None): # return object dtype as Timestamps with the zones if com.is_object_dtype(dtype): f = lambda x: lib.Timestamp(x, tz=self.values.tz) return lib.map_infer( self.values.ravel(), f).reshape(self.values.shape) return self.values def to_object_block(self, mgr): """ return myself as an object block Since we keep the DTI as a 1-d object, this is different depends on BlockManager's ndim """ values = self.get_values(dtype=object) kwargs = {} if mgr.ndim > 1: values = _block_shape(values, ndim=mgr.ndim) kwargs['ndim'] = mgr.ndim kwargs['placement'] = [0] return self.make_block(values, klass=ObjectBlock, **kwargs) def replace(self, *args, **kwargs): # if we are forced to ObjectBlock, then don't coerce (to UTC) kwargs['convert'] = False return super(DatetimeTZBlock, self).replace(*args, **kwargs) def _slice(self, slicer): """ return a slice of my values """ if isinstance(slicer, tuple): col, loc = slicer if not is_null_slice(col) and col != 0: raise IndexError("{0} only contains one item".format(self)) return self.values[loc] return self.values[slicer] def _try_coerce_args(self, values, other): """ localize and return i8 for the values Parameters ---------- values : ndarray-like other : ndarray-like or scalar Returns ------- base-type values, values mask, base-type other, other mask """ values_mask = isnull(values) values = values.tz_localize(None).asi8 other_mask = False if isinstance(other, ABCSeries): other = self._holder(other) other_mask = isnull(other) if isinstance(other, bool): raise TypeError elif is_null_datelike_scalar(other): other = tslib.iNaT other_mask = True elif isinstance(other, self._holder): if other.tz != self.values.tz: raise ValueError("incompatible or non tz-aware value") other = other.tz_localize(None).asi8 other_mask = isnull(other) elif isinstance(other, (np.datetime64, datetime, date)): other = lib.Timestamp(other) tz = getattr(other, 'tz', None) # test we can have an equal time zone if tz is None or str(tz) != str(self.values.tz): raise ValueError("incompatible or non tz-aware value") other_mask = isnull(other) other = other.tz_localize(None).value return values, values_mask, other, other_mask def _try_coerce_result(self, result): """ reverse of try_coerce_args """ if isinstance(result, np.ndarray): if result.dtype.kind in ['i', 'f', 'O']: result = result.astype('M8[ns]') elif isinstance(result, (np.integer, np.float, np.datetime64)): result = lib.Timestamp(result).tz_localize(self.values.tz) if isinstance(result, np.ndarray): result = self._holder(result).tz_localize(self.values.tz) return result @property def _box_func(self): return lambda x: tslib.Timestamp(x, tz=self.dtype.tz) def shift(self, periods, axis=0, mgr=None): """ shift the block by periods """ # think about moving this to the DatetimeIndex. This is a non-freq # (number of periods) shift ### N = len(self) indexer = np.zeros(N, dtype=int) if periods > 0: indexer[periods:] = np.arange(N - periods) else: indexer[:periods] = np.arange(-periods, N) # move to UTC & take new_values = self.values.tz_localize(None).asi8.take(indexer) if periods > 0: new_values[:periods] = tslib.iNaT else: new_values[periods:] = tslib.iNaT new_values = DatetimeIndex(new_values, tz=self.values.tz) return [self.make_block_same_class(new_values, placement=self.mgr_locs)] class SparseBlock(NonConsolidatableMixIn, Block): """ implement as a list of sparse arrays of the same dtype """ __slots__ = () is_sparse = True is_numeric = True _box_to_block_values = False _can_hold_na = True _ftype = 'sparse' _holder = SparseArray @property def shape(self): return (len(self.mgr_locs), self.sp_index.length) @property def itemsize(self): return self.dtype.itemsize @property def fill_value(self): # return np.nan return self.values.fill_value @fill_value.setter def fill_value(self, v): # we may need to upcast our fill to match our dtype if issubclass(self.dtype.type, np.floating): v = float(v) self.values.fill_value = v def to_dense(self): return self.values.to_dense().view() @property def sp_values(self): return self.values.sp_values @sp_values.setter def sp_values(self, v): # reset the sparse values self.values = SparseArray(v, sparse_index=self.sp_index, kind=self.kind, dtype=v.dtype, fill_value=self.values.fill_value, copy=False) @property def sp_index(self): return self.values.sp_index @property def kind(self): return self.values.kind def __len__(self): try: return self.sp_index.length except: return 0 def copy(self, deep=True, mgr=None): return self.make_block_same_class(values=self.values, sparse_index=self.sp_index, kind=self.kind, copy=deep, placement=self.mgr_locs) def make_block_same_class(self, values, placement, sparse_index=None, kind=None, dtype=None, fill_value=None, copy=False, fastpath=True, **kwargs): """ return a new block """ if dtype is None: dtype = self.dtype if fill_value is None and not isinstance(values, SparseArray): fill_value = self.values.fill_value # if not isinstance(values, SparseArray) and values.ndim != self.ndim: # raise ValueError("ndim mismatch") if values.ndim == 2: nitems = values.shape[0] if nitems == 0: # kludgy, but SparseBlocks cannot handle slices, where the # output is 0-item, so let's convert it to a dense block: it # won't take space since there's 0 items, plus it will preserve # the dtype. return self.make_block(np.empty(values.shape, dtype=dtype), placement, fastpath=True) elif nitems > 1: raise ValueError("Only 1-item 2d sparse blocks are supported") else: values = values.reshape(values.shape[1]) new_values = SparseArray(values, sparse_index=sparse_index, kind=kind or self.kind, dtype=dtype, fill_value=fill_value, copy=copy) return self.make_block(new_values, fastpath=fastpath, placement=placement) def interpolate(self, method='pad', axis=0, inplace=False, limit=None, fill_value=None, **kwargs): values = missing.interpolate_2d(self.values.to_dense(), method, axis, limit, fill_value) return self.make_block_same_class(values=values, placement=self.mgr_locs) def fillna(self, value, limit=None, inplace=False, downcast=None, mgr=None): # we may need to upcast our fill to match our dtype if limit is not None: raise NotImplementedError("specifying a limit for 'fillna' has " "not been implemented yet") values = self.values if inplace else self.values.copy() values = values.fillna(value, downcast=downcast) return [self.make_block_same_class(values=values, placement=self.mgr_locs)] def shift(self, periods, axis=0, mgr=None): """ shift the block by periods """ N = len(self.values.T) indexer = np.zeros(N, dtype=int) if periods > 0: indexer[periods:] = np.arange(N - periods) else: indexer[:periods] = np.arange(-periods, N) new_values = self.values.to_dense().take(indexer) # convert integer to float if necessary. need to do a lot more than # that, handle boolean etc also new_values, fill_value = com._maybe_upcast(new_values) if periods > 0: new_values[:periods] = fill_value else: new_values[periods:] = fill_value return [self.make_block_same_class(new_values, placement=self.mgr_locs)] def reindex_axis(self, indexer, method=None, axis=1, fill_value=None, limit=None, mask_info=None): """ Reindex using pre-computed indexer information """ if axis < 1: raise AssertionError('axis must be at least 1, got %d' % axis) # taking on the 0th axis always here if fill_value is None: fill_value = self.fill_value return self.make_block_same_class(self.values.take(indexer), fill_value=fill_value, placement=self.mgr_locs) def sparse_reindex(self, new_index): """ sparse reindex and return a new block current reindex only works for float64 dtype! """ values = self.values values = values.sp_index.to_int_index().reindex( values.sp_values.astype('float64'), values.fill_value, new_index) return self.make_block_same_class(values, sparse_index=new_index, placement=self.mgr_locs) def make_block(values, placement, klass=None, ndim=None, dtype=None, fastpath=False): if klass is None: dtype = dtype or values.dtype vtype = dtype.type if isinstance(values, SparseArray): klass = SparseBlock elif issubclass(vtype, np.floating): klass = FloatBlock elif (issubclass(vtype, np.integer) and issubclass(vtype, np.timedelta64)): klass = TimeDeltaBlock elif (issubclass(vtype, np.integer) and not issubclass(vtype, np.datetime64)): klass = IntBlock elif dtype == np.bool_: klass = BoolBlock elif issubclass(vtype, np.datetime64): if hasattr(values, 'tz'): klass = DatetimeTZBlock else: klass = DatetimeBlock elif is_datetimetz(values): klass = DatetimeTZBlock elif issubclass(vtype, np.complexfloating): klass = ComplexBlock elif is_categorical(values): klass = CategoricalBlock else: klass = ObjectBlock elif klass is DatetimeTZBlock and not is_datetimetz(values): return klass(values, ndim=ndim, fastpath=fastpath, placement=placement, dtype=dtype) return klass(values, ndim=ndim, fastpath=fastpath, placement=placement) # TODO: flexible with index=None and/or items=None class BlockManager(PandasObject): """ Core internal data structure to implement DataFrame, Series, Panel, etc. Manage a bunch of labeled 2D mixed-type ndarrays. Essentially it's a lightweight blocked set of labeled data to be manipulated by the DataFrame public API class Attributes ---------- shape ndim axes values items Methods ------- set_axis(axis, new_labels) copy(deep=True) get_dtype_counts get_ftype_counts get_dtypes get_ftypes apply(func, axes, block_filter_fn) get_bool_data get_numeric_data get_slice(slice_like, axis) get(label) iget(loc) get_scalar(label_tup) take(indexer, axis) reindex_axis(new_labels, axis) reindex_indexer(new_labels, indexer, axis) delete(label) insert(loc, label, value) set(label, value) Parameters ---------- Notes ----- This is *not* a public API class """ __slots__ = ['axes', 'blocks', '_ndim', '_shape', '_known_consolidated', '_is_consolidated', '_blknos', '_blklocs'] def __init__(self, blocks, axes, do_integrity_check=True, fastpath=True): self.axes = [_ensure_index(ax) for ax in axes] self.blocks = tuple(blocks) for block in blocks: if block.is_sparse: if len(block.mgr_locs) != 1: raise AssertionError("Sparse block refers to multiple " "items") else: if self.ndim != block.ndim: raise AssertionError('Number of Block dimensions (%d) ' 'must equal number of axes (%d)' % (block.ndim, self.ndim)) if do_integrity_check: self._verify_integrity() self._consolidate_check() self._rebuild_blknos_and_blklocs() def make_empty(self, axes=None): """ return an empty BlockManager with the items axis of len 0 """ if axes is None: axes = [_ensure_index([])] + [_ensure_index(a) for a in self.axes[1:]] # preserve dtype if possible if self.ndim == 1: blocks = np.array([], dtype=self.array_dtype) else: blocks = [] return self.__class__(blocks, axes) def __nonzero__(self): return True # Python3 compat __bool__ = __nonzero__ @property def shape(self): return tuple(len(ax) for ax in self.axes) @property def ndim(self): return len(self.axes) def set_axis(self, axis, new_labels): new_labels = _ensure_index(new_labels) old_len = len(self.axes[axis]) new_len = len(new_labels) if new_len != old_len: raise ValueError('Length mismatch: Expected axis has %d elements, ' 'new values have %d elements' % (old_len, new_len)) self.axes[axis] = new_labels def rename_axis(self, mapper, axis, copy=True): """ Rename one of axes. Parameters ---------- mapper : unary callable axis : int copy : boolean, default True """ obj = self.copy(deep=copy) obj.set_axis(axis, _transform_index(self.axes[axis], mapper)) return obj def add_prefix(self, prefix): f = (str(prefix) + '%s').__mod__ return self.rename_axis(f, axis=0) def add_suffix(self, suffix): f = ('%s' + str(suffix)).__mod__ return self.rename_axis(f, axis=0) @property def _is_single_block(self): if self.ndim == 1: return True if len(self.blocks) != 1: return False blk = self.blocks[0] return (blk.mgr_locs.is_slice_like and blk.mgr_locs.as_slice == slice(0, len(self), 1)) def _rebuild_blknos_and_blklocs(self): """ Update mgr._blknos / mgr._blklocs. """ new_blknos = np.empty(self.shape[0], dtype=np.int64) new_blklocs = np.empty(self.shape[0], dtype=np.int64) new_blknos.fill(-1) new_blklocs.fill(-1) for blkno, blk in enumerate(self.blocks): rl = blk.mgr_locs new_blknos[rl.indexer] = blkno new_blklocs[rl.indexer] = np.arange(len(rl)) if (new_blknos == -1).any(): raise AssertionError("Gaps in blk ref_locs") self._blknos = new_blknos self._blklocs = new_blklocs # make items read only for now def _get_items(self): return self.axes[0] items = property(fget=_get_items) def _get_counts(self, f): """ return a dict of the counts of the function in BlockManager """ self._consolidate_inplace() counts = dict() for b in self.blocks: v = f(b) counts[v] = counts.get(v, 0) + b.shape[0] return counts def get_dtype_counts(self): return self._get_counts(lambda b: b.dtype.name) def get_ftype_counts(self): return self._get_counts(lambda b: b.ftype) def get_dtypes(self): dtypes = np.array([blk.dtype for blk in self.blocks]) return algos.take_1d(dtypes, self._blknos, allow_fill=False) def get_ftypes(self): ftypes = np.array([blk.ftype for blk in self.blocks]) return algos.take_1d(ftypes, self._blknos, allow_fill=False) def __getstate__(self): block_values = [b.values for b in self.blocks] block_items = [self.items[b.mgr_locs.indexer] for b in self.blocks] axes_array = [ax for ax in self.axes] extra_state = { '0.14.1': { 'axes': axes_array, 'blocks': [dict(values=b.values, mgr_locs=b.mgr_locs.indexer) for b in self.blocks] } } # First three elements of the state are to maintain forward # compatibility with 0.13.1. return axes_array, block_values, block_items, extra_state def __setstate__(self, state): def unpickle_block(values, mgr_locs): # numpy < 1.7 pickle compat if values.dtype == 'M8[us]': values = values.astype('M8[ns]') return make_block(values, placement=mgr_locs) if (isinstance(state, tuple) and len(state) >= 4 and '0.14.1' in state[3]): state = state[3]['0.14.1'] self.axes = [_ensure_index(ax) for ax in state['axes']] self.blocks = tuple(unpickle_block(b['values'], b['mgr_locs']) for b in state['blocks']) else: # discard anything after 3rd, support beta pickling format for a # little while longer ax_arrays, bvalues, bitems = state[:3] self.axes = [_ensure_index(ax) for ax in ax_arrays] if len(bitems) == 1 and self.axes[0].equals(bitems[0]): # This is a workaround for pre-0.14.1 pickles that didn't # support unpickling multi-block frames/panels with non-unique # columns/items, because given a manager with items ["a", "b", # "a"] there's no way of knowing which block's "a" is where. # # Single-block case can be supported under the assumption that # block items corresponded to manager items 1-to-1. all_mgr_locs = [slice(0, len(bitems[0]))] else: all_mgr_locs = [self.axes[0].get_indexer(blk_items) for blk_items in bitems] self.blocks = tuple( unpickle_block(values, mgr_locs) for values, mgr_locs in zip(bvalues, all_mgr_locs)) self._post_setstate() def _post_setstate(self): self._is_consolidated = False self._known_consolidated = False self._rebuild_blknos_and_blklocs() def __len__(self): return len(self.items) def __unicode__(self): output = pprint_thing(self.__class__.__name__) for i, ax in enumerate(self.axes): if i == 0: output += u('\nItems: %s') % ax else: output += u('\nAxis %d: %s') % (i, ax) for block in self.blocks: output += u('\n%s') % pprint_thing(block) return output def _verify_integrity(self): mgr_shape = self.shape tot_items = sum(len(x.mgr_locs) for x in self.blocks) for block in self.blocks: if block._verify_integrity and block.shape[1:] != mgr_shape[1:]: construction_error(tot_items, block.shape[1:], self.axes) if len(self.items) != tot_items: raise AssertionError('Number of manager items must equal union of ' 'block items\n# manager items: {0}, # ' 'tot_items: {1}'.format( len(self.items), tot_items)) def apply(self, f, axes=None, filter=None, do_integrity_check=False, consolidate=True, raw=False, **kwargs): """ iterate over the blocks, collect and create a new block manager Parameters ---------- f : the callable or function name to operate on at the block level axes : optional (if not supplied, use self.axes) filter : list, if supplied, only call the block if the filter is in the block do_integrity_check : boolean, default False. Do the block manager integrity check consolidate: boolean, default True. Join together blocks having same dtype raw: boolean, default False. Return the raw returned results Returns ------- Block Manager (new object) """ result_blocks = [] # filter kwarg is used in replace-* family of methods if filter is not None: filter_locs = set(self.items.get_indexer_for(filter)) if len(filter_locs) == len(self.items): # All items are included, as if there were no filtering filter = None else: kwargs['filter'] = filter_locs if consolidate: self._consolidate_inplace() if f == 'where': align_copy = True if kwargs.get('align', True): align_keys = ['other', 'cond'] else: align_keys = ['cond'] elif f == 'putmask': align_copy = False if kwargs.get('align', True): align_keys = ['new', 'mask'] else: align_keys = ['mask'] elif f == 'eval': align_copy = False align_keys = ['other'] elif f == 'fillna': # fillna internally does putmask, maybe it's better to do this # at mgr, not block level? align_copy = False align_keys = ['value'] else: align_keys = [] aligned_args = dict((k, kwargs[k]) for k in align_keys if hasattr(kwargs[k], 'reindex_axis')) for b in self.blocks: if filter is not None: if not b.mgr_locs.isin(filter_locs).any(): result_blocks.append(b) continue if aligned_args: b_items = self.items[b.mgr_locs.indexer] for k, obj in aligned_args.items(): axis = getattr(obj, '_info_axis_number', 0) kwargs[k] = obj.reindex_axis(b_items, axis=axis, copy=align_copy) kwargs['mgr'] = self applied = getattr(b, f)(**kwargs) result_blocks = _extend_blocks(applied, result_blocks) if raw: if self._is_single_block: return result_blocks[0] return result_blocks elif len(result_blocks) == 0: return self.make_empty(axes or self.axes) bm = self.__class__(result_blocks, axes or self.axes, do_integrity_check=do_integrity_check) bm._consolidate_inplace() return bm def isnull(self, **kwargs): return self.apply('apply', **kwargs) def where(self, **kwargs): return self.apply('where', **kwargs) def eval(self, **kwargs): return self.apply('eval', **kwargs) def quantile(self, **kwargs): return self.apply('quantile', raw=True, **kwargs) def setitem(self, **kwargs): return self.apply('setitem', **kwargs) def putmask(self, **kwargs): return self.apply('putmask', **kwargs) def diff(self, **kwargs): return self.apply('diff', **kwargs) def interpolate(self, **kwargs): return self.apply('interpolate', **kwargs) def shift(self, **kwargs): return self.apply('shift', **kwargs) def fillna(self, **kwargs): return self.apply('fillna', **kwargs) def downcast(self, **kwargs): return self.apply('downcast', **kwargs) def astype(self, dtype, **kwargs): return self.apply('astype', dtype=dtype, **kwargs) def convert(self, **kwargs): return self.apply('convert', **kwargs) def replace(self, **kwargs): return self.apply('replace', **kwargs) def replace_list(self, src_list, dest_list, inplace=False, regex=False, mgr=None): """ do a list replace """ if mgr is None: mgr = self # figure out our mask a-priori to avoid repeated replacements values = self.as_matrix() def comp(s): if isnull(s): return isnull(values) return _possibly_compare(values, getattr(s, 'asm8', s), operator.eq) masks = [comp(s) for i, s in enumerate(src_list)] result_blocks = [] for blk in self.blocks: # its possible to get multiple result blocks here # replace ALWAYS will return a list rb = [blk if inplace else blk.copy()] for i, (s, d) in enumerate(zip(src_list, dest_list)): new_rb = [] for b in rb: if b.dtype == np.object_: result = b.replace(s, d, inplace=inplace, regex=regex, mgr=mgr) new_rb = _extend_blocks(result, new_rb) else: # get our mask for this element, sized to this # particular block m = masks[i][b.mgr_locs.indexer] if m.any(): new_rb.extend(b.putmask(m, d, inplace=True)) else: new_rb.append(b) rb = new_rb result_blocks.extend(rb) bm = self.__class__(result_blocks, self.axes) bm._consolidate_inplace() return bm def reshape_nd(self, axes, **kwargs): """ a 2d-nd reshape operation on a BlockManager """ return self.apply('reshape_nd', axes=axes, **kwargs) def is_consolidated(self): """ Return True if more than one block with the same dtype """ if not self._known_consolidated: self._consolidate_check() return self._is_consolidated def _consolidate_check(self): ftypes = [blk.ftype for blk in self.blocks] self._is_consolidated = len(ftypes) == len(set(ftypes)) self._known_consolidated = True @property def is_mixed_type(self): # Warning, consolidation needs to get checked upstairs self._consolidate_inplace() return len(self.blocks) > 1 @property def is_numeric_mixed_type(self): # Warning, consolidation needs to get checked upstairs self._consolidate_inplace() return all([block.is_numeric for block in self.blocks]) @property def is_datelike_mixed_type(self): # Warning, consolidation needs to get checked upstairs self._consolidate_inplace() return any([block.is_datelike for block in self.blocks]) @property def is_view(self): """ return a boolean if we are a single block and are a view """ if len(self.blocks) == 1: return self.blocks[0].is_view # It is technically possible to figure out which blocks are views # e.g. [ b.values.base is not None for b in self.blocks ] # but then we have the case of possibly some blocks being a view # and some blocks not. setting in theory is possible on the non-view # blocks w/o causing a SettingWithCopy raise/warn. But this is a bit # complicated return False def get_bool_data(self, copy=False): """ Parameters ---------- copy : boolean, default False Whether to copy the blocks """ self._consolidate_inplace() return self.combine([b for b in self.blocks if b.is_bool], copy) def get_numeric_data(self, copy=False): """ Parameters ---------- copy : boolean, default False Whether to copy the blocks """ self._consolidate_inplace() return self.combine([b for b in self.blocks if b.is_numeric], copy) def combine(self, blocks, copy=True): """ return a new manager with the blocks """ if len(blocks) == 0: return self.make_empty() # FIXME: optimization potential indexer = np.sort(np.concatenate([b.mgr_locs.as_array for b in blocks])) inv_indexer = lib.get_reverse_indexer(indexer, self.shape[0]) new_items = self.items.take(indexer) new_blocks = [] for b in blocks: b = b.copy(deep=copy) b.mgr_locs = algos.take_1d(inv_indexer, b.mgr_locs.as_array, axis=0, allow_fill=False) new_blocks.append(b) new_axes = list(self.axes) new_axes[0] = new_items return self.__class__(new_blocks, new_axes, do_integrity_check=False) def get_slice(self, slobj, axis=0): if axis >= self.ndim: raise IndexError("Requested axis not found in manager") if axis == 0: new_blocks = self._slice_take_blocks_ax0(slobj) else: slicer = [slice(None)] * (axis + 1) slicer[axis] = slobj slicer = tuple(slicer) new_blocks = [blk.getitem_block(slicer) for blk in self.blocks] new_axes = list(self.axes) new_axes[axis] = new_axes[axis][slobj] bm = self.__class__(new_blocks, new_axes, do_integrity_check=False, fastpath=True) bm._consolidate_inplace() return bm def __contains__(self, item): return item in self.items @property def nblocks(self): return len(self.blocks) def copy(self, deep=True, mgr=None): """ Make deep or shallow copy of BlockManager Parameters ---------- deep : boolean o rstring, default True If False, return shallow copy (do not copy data) If 'all', copy data and a deep copy of the index Returns ------- copy : BlockManager """ # this preserves the notion of view copying of axes if deep: if deep == 'all': copy = lambda ax: ax.copy(deep=True) else: copy = lambda ax: ax.view() new_axes = [copy(ax) for ax in self.axes] else: new_axes = list(self.axes) return self.apply('copy', axes=new_axes, deep=deep, do_integrity_check=False) def as_matrix(self, items=None): if len(self.blocks) == 0: return np.empty(self.shape, dtype=float) if items is not None: mgr = self.reindex_axis(items, axis=0) else: mgr = self if self._is_single_block or not self.is_mixed_type: return mgr.blocks[0].get_values() else: return mgr._interleave() def _interleave(self): """ Return ndarray from blocks with specified item order Items must be contained in the blocks """ dtype = _interleaved_dtype(self.blocks) result = np.empty(self.shape, dtype=dtype) if result.shape[0] == 0: # Workaround for numpy 1.7 bug: # # >>> a = np.empty((0,10)) # >>> a[slice(0,0)] # array([], shape=(0, 10), dtype=float64) # >>> a[[]] # Traceback (most recent call last): # File "<stdin>", line 1, in <module> # IndexError: index 0 is out of bounds for axis 0 with size 0 return result itemmask = np.zeros(self.shape[0]) for blk in self.blocks: rl = blk.mgr_locs result[rl.indexer] = blk.get_values(dtype) itemmask[rl.indexer] = 1 if not itemmask.all(): raise AssertionError('Some items were not contained in blocks') return result def xs(self, key, axis=1, copy=True, takeable=False): if axis < 1: raise AssertionError('Can only take xs across axis >= 1, got %d' % axis) # take by position if takeable: loc = key else: loc = self.axes[axis].get_loc(key) slicer = [slice(None, None) for _ in range(self.ndim)] slicer[axis] = loc slicer = tuple(slicer) new_axes = list(self.axes) # could be an array indexer! if isinstance(loc, (slice, np.ndarray)): new_axes[axis] = new_axes[axis][loc] else: new_axes.pop(axis) new_blocks = [] if len(self.blocks) > 1: # we must copy here as we are mixed type for blk in self.blocks: newb = make_block(values=blk.values[slicer], klass=blk.__class__, fastpath=True, placement=blk.mgr_locs) new_blocks.append(newb) elif len(self.blocks) == 1: block = self.blocks[0] vals = block.values[slicer] if copy: vals = vals.copy() new_blocks = [make_block(values=vals, placement=block.mgr_locs, klass=block.__class__, fastpath=True, )] return self.__class__(new_blocks, new_axes) def fast_xs(self, loc): """ get a cross sectional for a given location in the items ; handle dups return the result, is *could* be a view in the case of a single block """ if len(self.blocks) == 1: return self.blocks[0].iget((slice(None), loc)) items = self.items # non-unique (GH4726) if not items.is_unique: result = self._interleave() if self.ndim == 2: result = result.T return result[loc] # unique dtype = _interleaved_dtype(self.blocks) n = len(items) result = np.empty(n, dtype=dtype) for blk in self.blocks: # Such assignment may incorrectly coerce NaT to None # result[blk.mgr_locs] = blk._slice((slice(None), loc)) for i, rl in enumerate(blk.mgr_locs): result[rl] = blk._try_coerce_result(blk.iget((i, loc))) return result def consolidate(self): """ Join together blocks having same dtype Returns ------- y : BlockManager """ if self.is_consolidated(): return self bm = self.__class__(self.blocks, self.axes) bm._is_consolidated = False bm._consolidate_inplace() return bm def _consolidate_inplace(self): if not self.is_consolidated(): self.blocks = tuple(_consolidate(self.blocks)) self._is_consolidated = True self._known_consolidated = True self._rebuild_blknos_and_blklocs() def get(self, item, fastpath=True): """ Return values for selected item (ndarray or BlockManager). """ if self.items.is_unique: if not isnull(item): loc = self.items.get_loc(item) else: indexer = np.arange(len(self.items))[isnull(self.items)] # allow a single nan location indexer if not lib.isscalar(indexer): if len(indexer) == 1: loc = indexer.item() else: raise ValueError("cannot label index with a null key") return self.iget(loc, fastpath=fastpath) else: if isnull(item): raise TypeError("cannot label index with a null key") indexer = self.items.get_indexer_for([item]) return self.reindex_indexer(new_axis=self.items[indexer], indexer=indexer, axis=0, allow_dups=True) def iget(self, i, fastpath=True): """ Return the data as a SingleBlockManager if fastpath=True and possible Otherwise return as a ndarray """ block = self.blocks[self._blknos[i]] values = block.iget(self._blklocs[i]) if not fastpath or not block._box_to_block_values or values.ndim != 1: return values # fastpath shortcut for select a single-dim from a 2-dim BM return SingleBlockManager( [block.make_block_same_class(values, placement=slice(0, len(values)), ndim=1, fastpath=True)], self.axes[1]) def get_scalar(self, tup): """ Retrieve single item """ full_loc = list(ax.get_loc(x) for ax, x in zip(self.axes, tup)) blk = self.blocks[self._blknos[full_loc[0]]] values = blk.values # FIXME: this may return non-upcasted types? if values.ndim == 1: return values[full_loc[1]] full_loc[0] = self._blklocs[full_loc[0]] return values[tuple(full_loc)] def delete(self, item): """ Delete selected item (items if non-unique) in-place. """ indexer = self.items.get_loc(item) is_deleted = np.zeros(self.shape[0], dtype=np.bool_) is_deleted[indexer] = True ref_loc_offset = -is_deleted.cumsum() is_blk_deleted = [False] * len(self.blocks) if isinstance(indexer, int): affected_start = indexer else: affected_start = is_deleted.nonzero()[0][0] for blkno, _ in _fast_count_smallints(self._blknos[affected_start:]): blk = self.blocks[blkno] bml = blk.mgr_locs blk_del = is_deleted[bml.indexer].nonzero()[0] if len(blk_del) == len(bml): is_blk_deleted[blkno] = True continue elif len(blk_del) != 0: blk.delete(blk_del) bml = blk.mgr_locs blk.mgr_locs = bml.add(ref_loc_offset[bml.indexer]) # FIXME: use Index.delete as soon as it uses fastpath=True self.axes[0] = self.items[~is_deleted] self.blocks = tuple(b for blkno, b in enumerate(self.blocks) if not is_blk_deleted[blkno]) self._shape = None self._rebuild_blknos_and_blklocs() def set(self, item, value, check=False): """ Set new item in-place. Does not consolidate. Adds new Block if not contained in the current set of items if check, then validate that we are not setting the same data in-place """ # FIXME: refactor, clearly separate broadcasting & zip-like assignment # can prob also fix the various if tests for sparse/categorical value_is_extension_type = is_extension_type(value) # categorical/spares/datetimetz if value_is_extension_type: def value_getitem(placement): return value else: if value.ndim == self.ndim - 1: value = value.reshape((1,) + value.shape) def value_getitem(placement): return value else: def value_getitem(placement): return value[placement.indexer] if value.shape[1:] != self.shape[1:]: raise AssertionError('Shape of new values must be compatible ' 'with manager shape') try: loc = self.items.get_loc(item) except KeyError: # This item wasn't present, just insert at end self.insert(len(self.items), item, value) return if isinstance(loc, int): loc = [loc] blknos = self._blknos[loc] blklocs = self._blklocs[loc].copy() unfit_mgr_locs = [] unfit_val_locs = [] removed_blknos = [] for blkno, val_locs in _get_blkno_placements(blknos, len(self.blocks), group=True): blk = self.blocks[blkno] blk_locs = blklocs[val_locs.indexer] if blk.should_store(value): blk.set(blk_locs, value_getitem(val_locs), check=check) else: unfit_mgr_locs.append(blk.mgr_locs.as_array[blk_locs]) unfit_val_locs.append(val_locs) # If all block items are unfit, schedule the block for removal. if len(val_locs) == len(blk.mgr_locs): removed_blknos.append(blkno) else: self._blklocs[blk.mgr_locs.indexer] = -1 blk.delete(blk_locs) self._blklocs[blk.mgr_locs.indexer] = np.arange(len(blk)) if len(removed_blknos): # Remove blocks & update blknos accordingly is_deleted = np.zeros(self.nblocks, dtype=np.bool_) is_deleted[removed_blknos] = True new_blknos = np.empty(self.nblocks, dtype=np.int64) new_blknos.fill(-1) new_blknos[~is_deleted] = np.arange(self.nblocks - len(removed_blknos)) self._blknos = algos.take_1d(new_blknos, self._blknos, axis=0, allow_fill=False) self.blocks = tuple(blk for i, blk in enumerate(self.blocks) if i not in set(removed_blknos)) if unfit_val_locs: unfit_mgr_locs = np.concatenate(unfit_mgr_locs) unfit_count = len(unfit_mgr_locs) new_blocks = [] if value_is_extension_type: # This code (ab-)uses the fact that sparse blocks contain only # one item. new_blocks.extend( make_block(values=value.copy(), ndim=self.ndim, placement=slice(mgr_loc, mgr_loc + 1)) for mgr_loc in unfit_mgr_locs) self._blknos[unfit_mgr_locs] = (np.arange(unfit_count) + len(self.blocks)) self._blklocs[unfit_mgr_locs] = 0 else: # unfit_val_locs contains BlockPlacement objects unfit_val_items = unfit_val_locs[0].append(unfit_val_locs[1:]) new_blocks.append( make_block(values=value_getitem(unfit_val_items), ndim=self.ndim, placement=unfit_mgr_locs)) self._blknos[unfit_mgr_locs] = len(self.blocks) self._blklocs[unfit_mgr_locs] = np.arange(unfit_count) self.blocks += tuple(new_blocks) # Newly created block's dtype may already be present. self._known_consolidated = False def insert(self, loc, item, value, allow_duplicates=False): """ Insert item at selected position. Parameters ---------- loc : int item : hashable value : array_like allow_duplicates: bool If False, trying to insert non-unique item will raise """ if not allow_duplicates and item in self.items: # Should this be a different kind of error?? raise ValueError('cannot insert %s, already exists' % item) if not isinstance(loc, int): raise TypeError("loc must be int") # insert to the axis; this could possibly raise a TypeError new_axis = self.items.insert(loc, item) block = make_block(values=value, ndim=self.ndim, placement=slice(loc, loc + 1)) for blkno, count in _fast_count_smallints(self._blknos[loc:]): blk = self.blocks[blkno] if count == len(blk.mgr_locs): blk.mgr_locs = blk.mgr_locs.add(1) else: new_mgr_locs = blk.mgr_locs.as_array.copy() new_mgr_locs[new_mgr_locs >= loc] += 1 blk.mgr_locs = new_mgr_locs if loc == self._blklocs.shape[0]: # np.append is a lot faster (at least in numpy 1.7.1), let's use it # if we can. self._blklocs = np.append(self._blklocs, 0) self._blknos = np.append(self._blknos, len(self.blocks)) else: self._blklocs = np.insert(self._blklocs, loc, 0) self._blknos = np.insert(self._blknos, loc, len(self.blocks)) self.axes[0] = new_axis self.blocks += (block,) self._shape = None self._known_consolidated = False if len(self.blocks) > 100: self._consolidate_inplace() def reindex_axis(self, new_index, axis, method=None, limit=None, fill_value=None, copy=True): """ Conform block manager to new index. """ new_index = _ensure_index(new_index) new_index, indexer = self.axes[axis].reindex(new_index, method=method, limit=limit) return self.reindex_indexer(new_index, indexer, axis=axis, fill_value=fill_value, copy=copy) def reindex_indexer(self, new_axis, indexer, axis, fill_value=None, allow_dups=False, copy=True): """ Parameters ---------- new_axis : Index indexer : ndarray of int64 or None axis : int fill_value : object allow_dups : bool pandas-indexer with -1's only. """ if indexer is None: if new_axis is self.axes[axis] and not copy: return self result = self.copy(deep=copy) result.axes = list(self.axes) result.axes[axis] = new_axis return result self._consolidate_inplace() # some axes don't allow reindexing with dups if not allow_dups: self.axes[axis]._can_reindex(indexer) if axis >= self.ndim: raise IndexError("Requested axis not found in manager") if axis == 0: new_blocks = self._slice_take_blocks_ax0(indexer, fill_tuple=(fill_value,)) else: new_blocks = [blk.take_nd(indexer, axis=axis, fill_tuple=( fill_value if fill_value is not None else blk.fill_value,)) for blk in self.blocks] new_axes = list(self.axes) new_axes[axis] = new_axis return self.__class__(new_blocks, new_axes) def _slice_take_blocks_ax0(self, slice_or_indexer, fill_tuple=None): """ Slice/take blocks along axis=0. Overloaded for SingleBlock Returns ------- new_blocks : list of Block """ allow_fill = fill_tuple is not None sl_type, slobj, sllen = _preprocess_slice_or_indexer( slice_or_indexer, self.shape[0], allow_fill=allow_fill) if self._is_single_block: blk = self.blocks[0] if sl_type in ('slice', 'mask'): return [blk.getitem_block(slobj, new_mgr_locs=slice(0, sllen))] elif not allow_fill or self.ndim == 1: if allow_fill and fill_tuple[0] is None: _, fill_value = com._maybe_promote(blk.dtype) fill_tuple = (fill_value, ) return [blk.take_nd(slobj, axis=0, new_mgr_locs=slice(0, sllen), fill_tuple=fill_tuple)] if sl_type in ('slice', 'mask'): blknos = self._blknos[slobj] blklocs = self._blklocs[slobj] else: blknos = algos.take_1d(self._blknos, slobj, fill_value=-1, allow_fill=allow_fill) blklocs = algos.take_1d(self._blklocs, slobj, fill_value=-1, allow_fill=allow_fill) # When filling blknos, make sure blknos is updated before appending to # blocks list, that way new blkno is exactly len(blocks). # # FIXME: mgr_groupby_blknos must return mgr_locs in ascending order, # pytables serialization will break otherwise. blocks = [] for blkno, mgr_locs in _get_blkno_placements(blknos, len(self.blocks), group=True): if blkno == -1: # If we've got here, fill_tuple was not None. fill_value = fill_tuple[0] blocks.append(self._make_na_block(placement=mgr_locs, fill_value=fill_value)) else: blk = self.blocks[blkno] # Otherwise, slicing along items axis is necessary. if not blk._can_consolidate: # A non-consolidatable block, it's easy, because there's # only one item and each mgr loc is a copy of that single # item. for mgr_loc in mgr_locs: newblk = blk.copy(deep=True) newblk.mgr_locs = slice(mgr_loc, mgr_loc + 1) blocks.append(newblk) else: blocks.append(blk.take_nd(blklocs[mgr_locs.indexer], axis=0, new_mgr_locs=mgr_locs, fill_tuple=None)) return blocks def _make_na_block(self, placement, fill_value=None): # TODO: infer dtypes other than float64 from fill_value if fill_value is None: fill_value = np.nan block_shape = list(self.shape) block_shape[0] = len(placement) dtype, fill_value = com._infer_dtype_from_scalar(fill_value) block_values = np.empty(block_shape, dtype=dtype) block_values.fill(fill_value) return make_block(block_values, placement=placement) def take(self, indexer, axis=1, verify=True, convert=True): """ Take items along any axis. """ self._consolidate_inplace() indexer = (np.arange(indexer.start, indexer.stop, indexer.step, dtype='int64') if isinstance(indexer, slice) else np.asanyarray(indexer, dtype='int64')) n = self.shape[axis] if convert: indexer = maybe_convert_indices(indexer, n) if verify: if ((indexer == -1) | (indexer >= n)).any(): raise Exception('Indices must be nonzero and less than ' 'the axis length') new_labels = self.axes[axis].take(indexer) return self.reindex_indexer(new_axis=new_labels, indexer=indexer, axis=axis, allow_dups=True) def merge(self, other, lsuffix='', rsuffix=''): if not self._is_indexed_like(other): raise AssertionError('Must have same axes to merge managers') l, r = items_overlap_with_suffix(left=self.items, lsuffix=lsuffix, right=other.items, rsuffix=rsuffix) new_items = _concat_indexes([l, r]) new_blocks = [blk.copy(deep=False) for blk in self.blocks] offset = self.shape[0] for blk in other.blocks: blk = blk.copy(deep=False) blk.mgr_locs = blk.mgr_locs.add(offset) new_blocks.append(blk) new_axes = list(self.axes) new_axes[0] = new_items return self.__class__(_consolidate(new_blocks), new_axes) def _is_indexed_like(self, other): """ Check all axes except items """ if self.ndim != other.ndim: raise AssertionError('Number of dimensions must agree ' 'got %d and %d' % (self.ndim, other.ndim)) for ax, oax in zip(self.axes[1:], other.axes[1:]): if not ax.equals(oax): return False return True def equals(self, other): self_axes, other_axes = self.axes, other.axes if len(self_axes) != len(other_axes): return False if not all(ax1.equals(ax2) for ax1, ax2 in zip(self_axes, other_axes)): return False self._consolidate_inplace() other._consolidate_inplace() if len(self.blocks) != len(other.blocks): return False # canonicalize block order, using a tuple combining the type # name and then mgr_locs because there might be unconsolidated # blocks (say, Categorical) which can only be distinguished by # the iteration order def canonicalize(block): return (block.dtype.name, block.mgr_locs.as_array.tolist()) self_blocks = sorted(self.blocks, key=canonicalize) other_blocks = sorted(other.blocks, key=canonicalize) return all(block.equals(oblock) for block, oblock in zip(self_blocks, other_blocks)) class SingleBlockManager(BlockManager): """ manage a single block with """ ndim = 1 _is_consolidated = True _known_consolidated = True __slots__ = () def __init__(self, block, axis, do_integrity_check=False, fastpath=False): if isinstance(axis, list): if len(axis) != 1: raise ValueError("cannot create SingleBlockManager with more " "than 1 axis") axis = axis[0] # passed from constructor, single block, single axis if fastpath: self.axes = [axis] if isinstance(block, list): # empty block if len(block) == 0: block = [np.array([])] elif len(block) != 1: raise ValueError('Cannot create SingleBlockManager with ' 'more than 1 block') block = block[0] else: self.axes = [_ensure_index(axis)] # create the block here if isinstance(block, list): # provide consolidation to the interleaved_dtype if len(block) > 1: dtype = _interleaved_dtype(block) block = [b.astype(dtype) for b in block] block = _consolidate(block) if len(block) != 1: raise ValueError('Cannot create SingleBlockManager with ' 'more than 1 block') block = block[0] if not isinstance(block, Block): block = make_block(block, placement=slice(0, len(axis)), ndim=1, fastpath=True) self.blocks = [block] def _post_setstate(self): pass @property def _block(self): return self.blocks[0] @property def _values(self): return self._block.values def reindex(self, new_axis, indexer=None, method=None, fill_value=None, limit=None, copy=True): # if we are the same and don't copy, just return if self.index.equals(new_axis): if copy: return self.copy(deep=True) else: return self values = self._block.get_values() if indexer is None: indexer = self.items.get_indexer_for(new_axis) if fill_value is None: fill_value = np.nan new_values = algos.take_1d(values, indexer, fill_value=fill_value) # fill if needed if method is not None or limit is not None: new_values = missing.interpolate_2d(new_values, method=method, limit=limit, fill_value=fill_value) if self._block.is_sparse: make_block = self._block.make_block_same_class block = make_block(new_values, copy=copy, placement=slice(0, len(new_axis))) mgr = SingleBlockManager(block, new_axis) mgr._consolidate_inplace() return mgr def get_slice(self, slobj, axis=0): if axis >= self.ndim: raise IndexError("Requested axis not found in manager") return self.__class__(self._block._slice(slobj), self.index[slobj], fastpath=True) @property def index(self): return self.axes[0] def convert(self, **kwargs): """ convert the whole block as one """ kwargs['by_item'] = False return self.apply('convert', **kwargs) @property def dtype(self): return self._block.dtype @property def array_dtype(self): return self._block.array_dtype @property def ftype(self): return self._block.ftype def get_dtype_counts(self): return {self.dtype.name: 1} def get_ftype_counts(self): return {self.ftype: 1} def get_dtypes(self): return np.array([self._block.dtype]) def get_ftypes(self): return np.array([self._block.ftype]) def external_values(self): return self._block.external_values() def internal_values(self): return self._block.internal_values() def get_values(self): """ return a dense type view """ return np.array(self._block.to_dense(), copy=False) @property def asobject(self): """ return a object dtype array. datetime/timedelta like values are boxed to Timestamp/Timedelta instances. """ return self._block.get_values(dtype=object) @property def itemsize(self): return self._block.values.itemsize @property def _can_hold_na(self): return self._block._can_hold_na def is_consolidated(self): return True def _consolidate_check(self): pass def _consolidate_inplace(self): pass def delete(self, item): """ Delete single item from SingleBlockManager. Ensures that self.blocks doesn't become empty. """ loc = self.items.get_loc(item) self._block.delete(loc) self.axes[0] = self.axes[0].delete(loc) def fast_xs(self, loc): """ fast path for getting a cross-section return a view of the data """ return self._block.values[loc] def construction_error(tot_items, block_shape, axes, e=None): """ raise a helpful message about our construction """ passed = tuple(map(int, [tot_items] + list(block_shape))) implied = tuple(map(int, [len(ax) for ax in axes])) if passed == implied and e is not None: raise e if block_shape[0] == 0: raise ValueError("Empty data passed with indices specified.") raise ValueError("Shape of passed values is {0}, indices imply {1}".format( passed, implied)) def create_block_manager_from_blocks(blocks, axes): try: if len(blocks) == 1 and not isinstance(blocks[0], Block): # if blocks[0] is of length 0, return empty blocks if not len(blocks[0]): blocks = [] else: # It's OK if a single block is passed as values, its placement # is basically "all items", but if there're many, don't bother # converting, it's an error anyway. blocks = [make_block(values=blocks[0], placement=slice(0, len(axes[0])))] mgr = BlockManager(blocks, axes) mgr._consolidate_inplace() return mgr except (ValueError) as e: blocks = [getattr(b, 'values', b) for b in blocks] tot_items = sum(b.shape[0] for b in blocks) construction_error(tot_items, blocks[0].shape[1:], axes, e) def create_block_manager_from_arrays(arrays, names, axes): try: blocks = form_blocks(arrays, names, axes) mgr = BlockManager(blocks, axes) mgr._consolidate_inplace() return mgr except ValueError as e: construction_error(len(arrays), arrays[0].shape, axes, e) def form_blocks(arrays, names, axes): # put "leftover" items in float bucket, where else? # generalize? float_items = [] complex_items = [] int_items = [] bool_items = [] object_items = [] sparse_items = [] datetime_items = [] datetime_tz_items = [] cat_items = [] extra_locs = [] names_idx = Index(names) if names_idx.equals(axes[0]): names_indexer = np.arange(len(names_idx)) else: assert names_idx.intersection(axes[0]).is_unique names_indexer = names_idx.get_indexer_for(axes[0]) for i, name_idx in enumerate(names_indexer): if name_idx == -1: extra_locs.append(i) continue k = names[name_idx] v = arrays[name_idx] if is_sparse(v): sparse_items.append((i, k, v)) elif issubclass(v.dtype.type, np.floating): float_items.append((i, k, v)) elif issubclass(v.dtype.type, np.complexfloating): complex_items.append((i, k, v)) elif issubclass(v.dtype.type, np.datetime64): if v.dtype != _NS_DTYPE: v = tslib.cast_to_nanoseconds(v) if is_datetimetz(v): datetime_tz_items.append((i, k, v)) else: datetime_items.append((i, k, v)) elif is_datetimetz(v): datetime_tz_items.append((i, k, v)) elif issubclass(v.dtype.type, np.integer): if v.dtype == np.uint64: # HACK #2355 definite overflow if (v > 2**63 - 1).any(): object_items.append((i, k, v)) continue int_items.append((i, k, v)) elif v.dtype == np.bool_: bool_items.append((i, k, v)) elif is_categorical(v): cat_items.append((i, k, v)) else: object_items.append((i, k, v)) blocks = [] if len(float_items): float_blocks = _multi_blockify(float_items) blocks.extend(float_blocks) if len(complex_items): complex_blocks = _multi_blockify(complex_items) blocks.extend(complex_blocks) if len(int_items): int_blocks = _multi_blockify(int_items) blocks.extend(int_blocks) if len(datetime_items): datetime_blocks = _simple_blockify(datetime_items, _NS_DTYPE) blocks.extend(datetime_blocks) if len(datetime_tz_items): dttz_blocks = [make_block(array, klass=DatetimeTZBlock, fastpath=True, placement=[i], ) for i, _, array in datetime_tz_items] blocks.extend(dttz_blocks) if len(bool_items): bool_blocks = _simple_blockify(bool_items, np.bool_) blocks.extend(bool_blocks) if len(object_items) > 0: object_blocks = _simple_blockify(object_items, np.object_) blocks.extend(object_blocks) if len(sparse_items) > 0: sparse_blocks = _sparse_blockify(sparse_items) blocks.extend(sparse_blocks) if len(cat_items) > 0: cat_blocks = [make_block(array, klass=CategoricalBlock, fastpath=True, placement=[i]) for i, _, array in cat_items] blocks.extend(cat_blocks) if len(extra_locs): shape = (len(extra_locs),) + tuple(len(x) for x in axes[1:]) # empty items -> dtype object block_values = np.empty(shape, dtype=object) block_values.fill(np.nan) na_block = make_block(block_values, placement=extra_locs) blocks.append(na_block) return blocks def _simple_blockify(tuples, dtype): """ return a single array of a block that has a single dtype; if dtype is not None, coerce to this dtype """ values, placement = _stack_arrays(tuples, dtype) # CHECK DTYPE? if dtype is not None and values.dtype != dtype: # pragma: no cover values = values.astype(dtype) block = make_block(values, placement=placement) return [block] def _multi_blockify(tuples, dtype=None): """ return an array of blocks that potentially have different dtypes """ # group by dtype grouper = itertools.groupby(tuples, lambda x: x[2].dtype) new_blocks = [] for dtype, tup_block in grouper: values, placement = _stack_arrays(list(tup_block), dtype) block = make_block(values, placement=placement) new_blocks.append(block) return new_blocks def _sparse_blockify(tuples, dtype=None): """ return an array of blocks that potentially have different dtypes (and are sparse) """ new_blocks = [] for i, names, array in tuples: array = _maybe_to_sparse(array) block = make_block(array, klass=SparseBlock, fastpath=True, placement=[i]) new_blocks.append(block) return new_blocks def _stack_arrays(tuples, dtype): # fml def _asarray_compat(x): if isinstance(x, ABCSeries): return x._values else: return np.asarray(x) def _shape_compat(x): if isinstance(x, ABCSeries): return len(x), else: return x.shape placement, names, arrays = zip(*tuples) first = arrays[0] shape = (len(arrays),) + _shape_compat(first) stacked = np.empty(shape, dtype=dtype) for i, arr in enumerate(arrays): stacked[i] = _asarray_compat(arr) return stacked, placement def _interleaved_dtype(blocks): if not len(blocks): return None counts = defaultdict(list) for x in blocks: counts[type(x)].append(x) def _lcd_dtype(l): """ find the lowest dtype that can accomodate the given types """ m = l[0].dtype for x in l[1:]: if x.dtype.itemsize > m.itemsize: m = x.dtype return m have_int = len(counts[IntBlock]) > 0 have_bool = len(counts[BoolBlock]) > 0 have_object = len(counts[ObjectBlock]) > 0 have_float = len(counts[FloatBlock]) > 0 have_complex = len(counts[ComplexBlock]) > 0 have_dt64 = len(counts[DatetimeBlock]) > 0 have_dt64_tz = len(counts[DatetimeTZBlock]) > 0 have_td64 = len(counts[TimeDeltaBlock]) > 0 have_cat = len(counts[CategoricalBlock]) > 0 # TODO: have_sparse is not used have_sparse = len(counts[SparseBlock]) > 0 # noqa have_numeric = have_float or have_complex or have_int has_non_numeric = have_dt64 or have_dt64_tz or have_td64 or have_cat if (have_object or (have_bool and (have_numeric or have_dt64 or have_dt64_tz or have_td64)) or (have_numeric and has_non_numeric) or have_cat or have_dt64 or have_dt64_tz or have_td64): return np.dtype(object) elif have_bool: return np.dtype(bool) elif have_int and not have_float and not have_complex: # if we are mixing unsigned and signed, then return # the next biggest int type (if we can) lcd = _lcd_dtype(counts[IntBlock]) kinds = set([i.dtype.kind for i in counts[IntBlock]]) if len(kinds) == 1: return lcd if lcd == 'uint64' or lcd == 'int64': return np.dtype('int64') # return 1 bigger on the itemsize if unsinged if lcd.kind == 'u': return np.dtype('int%s' % (lcd.itemsize * 8 * 2)) return lcd elif have_complex: return np.dtype('c16') else: return _lcd_dtype(counts[FloatBlock] + counts[SparseBlock]) def _consolidate(blocks): """ Merge blocks having same dtype, exclude non-consolidating blocks """ # sort by _can_consolidate, dtype gkey = lambda x: x._consolidate_key grouper = itertools.groupby(sorted(blocks, key=gkey), gkey) new_blocks = [] for (_can_consolidate, dtype), group_blocks in grouper: merged_blocks = _merge_blocks(list(group_blocks), dtype=dtype, _can_consolidate=_can_consolidate) new_blocks = _extend_blocks(merged_blocks, new_blocks) return new_blocks def _merge_blocks(blocks, dtype=None, _can_consolidate=True): if len(blocks) == 1: return blocks[0] if _can_consolidate: if dtype is None: if len(set([b.dtype for b in blocks])) != 1: raise AssertionError("_merge_blocks are invalid!") dtype = blocks[0].dtype # FIXME: optimization potential in case all mgrs contain slices and # combination of those slices is a slice, too. new_mgr_locs = np.concatenate([b.mgr_locs.as_array for b in blocks]) new_values = _vstack([b.values for b in blocks], dtype) argsort = np.argsort(new_mgr_locs) new_values = new_values[argsort] new_mgr_locs = new_mgr_locs[argsort] return make_block(new_values, fastpath=True, placement=new_mgr_locs) # no merge return blocks def _extend_blocks(result, blocks=None): """ return a new extended blocks, givin the result """ if blocks is None: blocks = [] if isinstance(result, list): for r in result: if isinstance(r, list): blocks.extend(r) else: blocks.append(r) elif isinstance(result, BlockManager): blocks.extend(result.blocks) else: blocks.append(result) return blocks def _block_shape(values, ndim=1, shape=None): """ guarantee the shape of the values to be at least 1 d """ if values.ndim <= ndim: if shape is None: shape = values.shape values = values.reshape(tuple((1, ) + shape)) return values def _vstack(to_stack, dtype): # work around NumPy 1.6 bug if dtype == _NS_DTYPE or dtype == _TD_DTYPE: new_values = np.vstack([x.view('i8') for x in to_stack]) return new_values.view(dtype) else: return np.vstack(to_stack) def _possibly_compare(a, b, op): is_a_array = isinstance(a, np.ndarray) is_b_array = isinstance(b, np.ndarray) # numpy deprecation warning to have i8 vs integer comparisions if is_datetimelike_v_numeric(a, b): result = False # numpy deprecation warning if comparing numeric vs string-like elif is_numeric_v_string_like(a, b): result = False else: result = op(a, b) if lib.isscalar(result) and (is_a_array or is_b_array): type_names = [type(a).__name__, type(b).__name__] if is_a_array: type_names[0] = 'ndarray(dtype=%s)' % a.dtype if is_b_array: type_names[1] = 'ndarray(dtype=%s)' % b.dtype raise TypeError("Cannot compare types %r and %r" % tuple(type_names)) return result def _concat_indexes(indexes): return indexes[0].append(indexes[1:]) def _block2d_to_blocknd(values, placement, shape, labels, ref_items): """ pivot to the labels shape """ from pandas.core.internals import make_block panel_shape = (len(placement),) + shape # TODO: lexsort depth needs to be 2!! # Create observation selection vector using major and minor # labels, for converting to panel format. selector = _factor_indexer(shape[1:], labels) mask = np.zeros(np.prod(shape), dtype=bool) mask.put(selector, True) if mask.all(): pvalues = np.empty(panel_shape, dtype=values.dtype) else: dtype, fill_value = _maybe_promote(values.dtype) pvalues = np.empty(panel_shape, dtype=dtype) pvalues.fill(fill_value) values = values for i in range(len(placement)): pvalues[i].flat[mask] = values[:, i] return make_block(pvalues, placement=placement) def _factor_indexer(shape, labels): """ given a tuple of shape and a list of Categorical labels, return the expanded label indexer """ mult = np.array(shape)[::-1].cumprod()[::-1] return com._ensure_platform_int( np.sum(np.array(labels).T * np.append(mult, [1]), axis=1).T) def _get_blkno_placements(blknos, blk_count, group=True): """ Parameters ---------- blknos : array of int64 blk_count : int group : bool Returns ------- iterator yield (BlockPlacement, blkno) """ blknos = com._ensure_int64(blknos) # FIXME: blk_count is unused, but it may avoid the use of dicts in cython for blkno, indexer in lib.get_blkno_indexers(blknos, group): yield blkno, BlockPlacement(indexer) def items_overlap_with_suffix(left, lsuffix, right, rsuffix): """ If two indices overlap, add suffixes to overlapping entries. If corresponding suffix is empty, the entry is simply converted to string. """ to_rename = left.intersection(right) if len(to_rename) == 0: return left, right else: if not lsuffix and not rsuffix: raise ValueError('columns overlap but no suffix specified: %s' % to_rename) def lrenamer(x): if x in to_rename: return '%s%s' % (x, lsuffix) return x def rrenamer(x): if x in to_rename: return '%s%s' % (x, rsuffix) return x return (_transform_index(left, lrenamer), _transform_index(right, rrenamer)) def _transform_index(index, func): """ Apply function to all values found in index. This includes transforming multiindex entries separately. """ if isinstance(index, MultiIndex): items = [tuple(func(y) for y in x) for x in index] return MultiIndex.from_tuples(items, names=index.names) else: items = [func(x) for x in index] return Index(items, name=index.name) def _putmask_smart(v, m, n): """ Return a new block, try to preserve dtype if possible. Parameters ---------- v : `values`, updated in-place (array like) m : `mask`, applies to both sides (array like) n : `new values` either scalar or an array like aligned with `values` """ # n should be the length of the mask or a scalar here if not is_list_like(n): n = np.array([n] * len(m)) elif isinstance(n, np.ndarray) and n.ndim == 0: # numpy scalar n = np.repeat(np.array(n, ndmin=1), len(m)) # see if we are only masking values that if putted # will work in the current dtype try: nn = n[m] # make sure that we have a nullable type # if we have nulls if not _is_na_compat(v, nn[0]): raise ValueError nn_at = nn.astype(v.dtype) # avoid invalid dtype comparisons if not is_numeric_v_string_like(nn, nn_at): comp = (nn == nn_at) if is_list_like(comp) and comp.all(): nv = v.copy() nv[m] = nn_at return nv except (ValueError, IndexError, TypeError): pass # change the dtype dtype, _ = com._maybe_promote(n.dtype) nv = v.astype(dtype) try: nv[m] = n[m] except ValueError: idx, = np.where(np.squeeze(m)) for mask_index, new_val in zip(idx, n[m]): nv[mask_index] = new_val return nv def concatenate_block_managers(mgrs_indexers, axes, concat_axis, copy): """ Concatenate block managers into one. Parameters ---------- mgrs_indexers : list of (BlockManager, {axis: indexer,...}) tuples axes : list of Index concat_axis : int copy : bool """ concat_plan = combine_concat_plans( [get_mgr_concatenation_plan(mgr, indexers) for mgr, indexers in mgrs_indexers], concat_axis) blocks = [make_block(concatenate_join_units(join_units, concat_axis, copy=copy), placement=placement) for placement, join_units in concat_plan] return BlockManager(blocks, axes) def get_empty_dtype_and_na(join_units): """ Return dtype and N/A values to use when concatenating specified units. Returned N/A value may be None which means there was no casting involved. Returns ------- dtype na """ if len(join_units) == 1: blk = join_units[0].block if blk is None: return np.float64, np.nan has_none_blocks = False dtypes = [None] * len(join_units) for i, unit in enumerate(join_units): if unit.block is None: has_none_blocks = True else: dtypes[i] = unit.dtype upcast_classes = defaultdict(list) null_upcast_classes = defaultdict(list) for dtype, unit in zip(dtypes, join_units): if dtype is None: continue if com.is_categorical_dtype(dtype): upcast_cls = 'category' elif com.is_datetimetz(dtype): upcast_cls = 'datetimetz' elif issubclass(dtype.type, np.bool_): upcast_cls = 'bool' elif issubclass(dtype.type, np.object_): upcast_cls = 'object' elif is_datetime64_dtype(dtype): upcast_cls = 'datetime' elif is_timedelta64_dtype(dtype): upcast_cls = 'timedelta' else: upcast_cls = 'float' # Null blocks should not influence upcast class selection, unless there # are only null blocks, when same upcasting rules must be applied to # null upcast classes. if unit.is_null: null_upcast_classes[upcast_cls].append(dtype) else: upcast_classes[upcast_cls].append(dtype) if not upcast_classes: upcast_classes = null_upcast_classes # create the result if 'object' in upcast_classes: return np.dtype(np.object_), np.nan elif 'bool' in upcast_classes: if has_none_blocks: return np.dtype(np.object_), np.nan else: return np.dtype(np.bool_), None elif 'category' in upcast_classes: return np.dtype(np.object_), np.nan elif 'float' in upcast_classes: return np.dtype(np.float64), np.nan elif 'datetimetz' in upcast_classes: dtype = upcast_classes['datetimetz'] return dtype[0], tslib.iNaT elif 'datetime' in upcast_classes: return np.dtype('M8[ns]'), tslib.iNaT elif 'timedelta' in upcast_classes: return np.dtype('m8[ns]'), tslib.iNaT else: # pragma raise AssertionError("invalid dtype determination in get_concat_dtype") def concatenate_join_units(join_units, concat_axis, copy): """ Concatenate values from several join units along selected axis. """ if concat_axis == 0 and len(join_units) > 1: # Concatenating join units along ax0 is handled in _merge_blocks. raise AssertionError("Concatenating join units along axis0") empty_dtype, upcasted_na = get_empty_dtype_and_na(join_units) to_concat = [ju.get_reindexed_values(empty_dtype=empty_dtype, upcasted_na=upcasted_na) for ju in join_units] if len(to_concat) == 1: # Only one block, nothing to concatenate. concat_values = to_concat[0] if copy and concat_values.base is not None: concat_values = concat_values.copy() else: concat_values = _concat._concat_compat(to_concat, axis=concat_axis) return concat_values def get_mgr_concatenation_plan(mgr, indexers): """ Construct concatenation plan for given block manager and indexers. Parameters ---------- mgr : BlockManager indexers : dict of {axis: indexer} Returns ------- plan : list of (BlockPlacement, JoinUnit) tuples """ # Calculate post-reindex shape , save for item axis which will be separate # for each block anyway. mgr_shape = list(mgr.shape) for ax, indexer in indexers.items(): mgr_shape[ax] = len(indexer) mgr_shape = tuple(mgr_shape) if 0 in indexers: ax0_indexer = indexers.pop(0) blknos = algos.take_1d(mgr._blknos, ax0_indexer, fill_value=-1) blklocs = algos.take_1d(mgr._blklocs, ax0_indexer, fill_value=-1) else: if mgr._is_single_block: blk = mgr.blocks[0] return [(blk.mgr_locs, JoinUnit(blk, mgr_shape, indexers))] ax0_indexer = None blknos = mgr._blknos blklocs = mgr._blklocs plan = [] for blkno, placements in _get_blkno_placements(blknos, len(mgr.blocks), group=False): assert placements.is_slice_like join_unit_indexers = indexers.copy() shape = list(mgr_shape) shape[0] = len(placements) shape = tuple(shape) if blkno == -1: unit = JoinUnit(None, shape) else: blk = mgr.blocks[blkno] ax0_blk_indexer = blklocs[placements.indexer] unit_no_ax0_reindexing = (len(placements) == len(blk.mgr_locs) and # Fastpath detection of join unit not # needing to reindex its block: no ax0 # reindexing took place and block # placement was sequential before. ((ax0_indexer is None and blk.mgr_locs.is_slice_like and blk.mgr_locs.as_slice.step == 1) or # Slow-ish detection: all indexer locs # are sequential (and length match is # checked above). (np.diff(ax0_blk_indexer) == 1).all())) # Omit indexer if no item reindexing is required. if unit_no_ax0_reindexing: join_unit_indexers.pop(0, None) else: join_unit_indexers[0] = ax0_blk_indexer unit = JoinUnit(blk, shape, join_unit_indexers) plan.append((placements, unit)) return plan def combine_concat_plans(plans, concat_axis): """ Combine multiple concatenation plans into one. existing_plan is updated in-place. """ if len(plans) == 1: for p in plans[0]: yield p[0], [p[1]] elif concat_axis == 0: offset = 0 for plan in plans: last_plc = None for plc, unit in plan: yield plc.add(offset), [unit] last_plc = plc if last_plc is not None: offset += last_plc.as_slice.stop else: num_ended = [0] def _next_or_none(seq): retval = next(seq, None) if retval is None: num_ended[0] += 1 return retval plans = list(map(iter, plans)) next_items = list(map(_next_or_none, plans)) while num_ended[0] != len(next_items): if num_ended[0] > 0: raise ValueError("Plan shapes are not aligned") placements, units = zip(*next_items) lengths = list(map(len, placements)) min_len, max_len = min(lengths), max(lengths) if min_len == max_len: yield placements[0], units next_items[:] = map(_next_or_none, plans) else: yielded_placement = None yielded_units = [None] * len(next_items) for i, (plc, unit) in enumerate(next_items): yielded_units[i] = unit if len(plc) > min_len: # trim_join_unit updates unit in place, so only # placement needs to be sliced to skip min_len. next_items[i] = (plc[min_len:], trim_join_unit(unit, min_len)) else: yielded_placement = plc next_items[i] = _next_or_none(plans[i]) yield yielded_placement, yielded_units def trim_join_unit(join_unit, length): """ Reduce join_unit's shape along item axis to length. Extra items that didn't fit are returned as a separate block. """ if 0 not in join_unit.indexers: extra_indexers = join_unit.indexers if join_unit.block is None: extra_block = None else: extra_block = join_unit.block.getitem_block(slice(length, None)) join_unit.block = join_unit.block.getitem_block(slice(length)) else: extra_block = join_unit.block extra_indexers = copy.copy(join_unit.indexers) extra_indexers[0] = extra_indexers[0][length:] join_unit.indexers[0] = join_unit.indexers[0][:length] extra_shape = (join_unit.shape[0] - length,) + join_unit.shape[1:] join_unit.shape = (length,) + join_unit.shape[1:] return JoinUnit(block=extra_block, indexers=extra_indexers, shape=extra_shape) class JoinUnit(object): def __init__(self, block, shape, indexers=None): # Passing shape explicitly is required for cases when block is None. if indexers is None: indexers = {} self.block = block self.indexers = indexers self.shape = shape def __repr__(self): return '%s(%r, %s)' % (self.__class__.__name__, self.block, self.indexers) @cache_readonly def needs_filling(self): for indexer in self.indexers.values(): # FIXME: cache results of indexer == -1 checks. if (indexer == -1).any(): return True return False @cache_readonly def dtype(self): if self.block is None: raise AssertionError("Block is None, no dtype") if not self.needs_filling: return self.block.dtype else: return com._get_dtype(com._maybe_promote(self.block.dtype, self.block.fill_value)[0]) return self._dtype @cache_readonly def is_null(self): if self.block is None: return True if not self.block._can_hold_na: return False # Usually it's enough to check but a small fraction of values to see if # a block is NOT null, chunks should help in such cases. 1000 value # was chosen rather arbitrarily. values = self.block.values if self.block.is_categorical: values_flat = values.categories elif self.block.is_sparse: # fill_value is not NaN and have holes if not values._null_fill_value and values.sp_index.ngaps > 0: return False values_flat = values.ravel(order='K') else: values_flat = values.ravel(order='K') total_len = values_flat.shape[0] chunk_len = max(total_len // 40, 1000) for i in range(0, total_len, chunk_len): if not isnull(values_flat[i:i + chunk_len]).all(): return False return True def get_reindexed_values(self, empty_dtype, upcasted_na): if upcasted_na is None: # No upcasting is necessary fill_value = self.block.fill_value values = self.block.get_values() else: fill_value = upcasted_na if self.is_null: if getattr(self.block, 'is_object', False): # we want to avoid filling with np.nan if we are # using None; we already know that we are all # nulls values = self.block.values.ravel(order='K') if len(values) and values[0] is None: fill_value = None if getattr(self.block, 'is_datetimetz', False): pass elif getattr(self.block, 'is_categorical', False): pass elif getattr(self.block, 'is_sparse', False): pass else: missing_arr = np.empty(self.shape, dtype=empty_dtype) missing_arr.fill(fill_value) return missing_arr if not self.indexers: if not self.block._can_consolidate: # preserve these for validation in _concat_compat return self.block.values if self.block.is_bool: # External code requested filling/upcasting, bool values must # be upcasted to object to avoid being upcasted to numeric. values = self.block.astype(np.object_).values else: # No dtype upcasting is done here, it will be performed during # concatenation itself. values = self.block.get_values() if not self.indexers: # If there's no indexing to be done, we want to signal outside # code that this array must be copied explicitly. This is done # by returning a view and checking `retval.base`. values = values.view() else: for ax, indexer in self.indexers.items(): values = algos.take_nd(values, indexer, axis=ax, fill_value=fill_value) return values def _fast_count_smallints(arr): """Faster version of set(arr) for sequences of small numbers.""" if len(arr) == 0: # Handle empty arr case separately: numpy 1.6 chokes on that. return np.empty((0, 2), dtype=arr.dtype) else: counts = np.bincount(arr.astype(np.int_)) nz = counts.nonzero()[0] return np.c_[nz, counts[nz]] def _preprocess_slice_or_indexer(slice_or_indexer, length, allow_fill): if isinstance(slice_or_indexer, slice): return 'slice', slice_or_indexer, lib.slice_len(slice_or_indexer, length) elif (isinstance(slice_or_indexer, np.ndarray) and slice_or_indexer.dtype == np.bool_): return 'mask', slice_or_indexer, slice_or_indexer.sum() else: indexer = np.asanyarray(slice_or_indexer, dtype=np.int64) if not allow_fill: indexer = maybe_convert_indices(indexer, length) return 'fancy', indexer, len(indexer)
mit
EhudTsivion/QCkit
thermalDesorption/mdSim.py
1
8639
import datetime import random import logging as log from matplotlib import pyplot as plt import numpy as np from QCkit.atom import Atom from QCkit.molecule import Molecule from QCkit import physical_constants from QCkit.thermalDesorption.mdjob import MDjob from QCkit.thermalDesorption.mdScratchParser import MdScratchParser class MD: """ A class for simulation of temperature programmed desorption experiments using molecular dynamics """ def __init__(self, molecule, # the molecule object, contains all the information about the molecule basis, # basis set to use exchange, # exchange to use (such as B3LYP etc.) temperature, # target temperature simulation aimd_num_steps, # number of MD steps thermostat_timescale, # friction of system with the thermostat head-bath # time step of the MD simulation, in atomic units = 0.0242 fs, default is 0.0242 fs aimd_step_duration=10, thermostat="langevin", # type of thermostat threads=None, # number of openmp threads to use. If none then is OMP_NUM_THREADS job_name=None, velocities=None, restart=False, extra_rems=None): # name of the job. appears in all related output files. self.temperature = temperature self.molecule = molecule self.time_step = aimd_step_duration self.aimd_steps = aimd_num_steps self.basis = basis self.threads = threads self.exchange = exchange self.thermostat = thermostat self.thermostat_timescale = thermostat_timescale self.job_name = job_name self.velocities = velocities self.extra_rems = extra_rems if not job_name: self.job_name = "mdrun-QChem" + datetime.datetime.now().strftime('-%Y-%m-%d-') \ + str(random.randint(1000000, 9999999)) else: if not restart and job_name != 'test': # always append a random number, because several # jobs with same name can run in parallel self.job_name = '{}-{}'.format(job_name, str(random.randint(1000000, 9999999))) else: # all output is appended self.job_name = job_name if not type(self.time_step) == int: print('non integer simulation time step detected, attempt to round') self.time_step = round(self.time_step) log.basicConfig(filename="{}.log".format(self.job_name), filemode='a', level='INFO', format='') if restart: log.info("\n\n{:*^30}".format("RESTART")) self.run(restart) log.info("******** Simulation ended") def run(self, restart=False): print('called run') rems = {"aimd_thermostat": self.thermostat, "aimd_time_step": self.time_step, "aimd_temp": self.temperature, "aimd_steps": self.aimd_steps, "aimd_init_veloc": "thermal", "aimd_print": "1", "max_scf_cycles": "200", "aimd_langevin_timescale": self.thermostat_timescale} # if extra_rems are specified # add them to these rems if self.extra_rems: rems.update(self.extra_rems) # I think this MDjob thing is # probably unnecessary job = MDjob(molecule=self.molecule, job_type='aimd', basis=self.basis, threads=self.threads, exchange=self.exchange, molden_format='False', job_name=self.job_name, rems=rems) log.info('\n\n{:*^30}'.format('new MD simulation')) log.info('\ncomputational details:') log.info('basis: {}, exchange: {}'.format(self.basis, self.exchange)) log.info('Target temperature {}'.format(self.temperature)) log.info('using {} thermostat'.format(job.rems["aimd_thermostat"])) log.info('thermostat frequency: '.format(job.rems['aimd_langevin_timescale'])) if restart: job.set_velocities(self.velocities) job.rm_rem('aimd_init_veloc') first_run = False else: first_run = True job.run() if not job.failed: log.info('Q-Chem finished MD run successfully') else: log.info('Q-Chem job failed') # create a new scratch parser to parse the scratch # from $QCSCRATCH/AIMD scr_parser = MdScratchParser(self.job_name) # update position for next AIMD run job.molecule.positions = scr_parser.get_positions() * physical_constants.angstrom_to_bohr self.scratch_generator(job.temperatures_list, job.trajectory, scr_parser.get_velocities(), self.temperature) # plot interesting quantities tandv = scr_parser.get_temp_and_potential plt.title('job: {}'.format(self.job_name)) fig, (ax0, ax1) = plt.subplots(nrows=2, sharex=True) ax0.plot(tandv['time'], tandv['temperature']) ax1.plot(tandv['time'], tandv['potentialE']) ax0.set_title('temperature') ax1.set_title('potential energy') # # plt.plot(x_axis, job.potential_energy_list) # # plt.savefig(self.job_name + 'temperature.png') # # plt. # plt.savefig(self.job_name + '_temperature.png') def scratch_generator(self, inst_temperature, trj_data, velocities, temperature): # append TRJ data to file with open(self.job_name + ".trj", 'a') as f: # counts the steps of the simulation step_counter = 0 # counts the lines of xyz data which includes: # first line is number of atoms # second line comment # rest of the lines xyz of atoms # total of Natoms + 2 lines ( +1 if you count from 0) lines_counter = 0 for line in trj_data.splitlines(): if step_counter >= 1: if lines_counter == 0: lines_counter += 1 f.write(line + '\n') elif lines_counter == 1: lines_counter += 1 f.write('T {} K, time {:0.2f} fs\n'.format(inst_temperature[step_counter], step_counter * self.time_step / physical_constants.atomic_unit_of_time_to_femtosec)) elif lines_counter % (self.molecule.atom_count + 1) == 0: lines_counter = 0 step_counter += 1 f.write(line + '\n') else: lines_counter += 1 f.write(line + '\n') # the first xyz data is just a starting # single-point calculation which is of no interest # and is therefore discarded elif step_counter == 0 and lines_counter < self.molecule.atom_count + 1: lines_counter += 1 elif step_counter == 0 and lines_counter == self.molecule.atom_count + 1: lines_counter = 0 step_counter += 1 # generate file with temperatures with open(self.job_name + ".tempra", 'a') as f: f.write('Target Temperature {} K\n'.format(self.temperature)) f.write(inst_temperature) # since we're interested only in the last couple of lines # the data is now parsed into lines velocities = velocities.splitlines() trj_data = trj_data.splitlines() with open(self.job_name + ".last_pos_vel", 'a') as f: f.write('Target Temperature {} K\n'.format(self.temperature)) f.write('Ended Q-Chem aimd run with the following positions and velocities:\n') for i in reversed(range(1, self.molecule.atom_count + 1)): f.write('{} {}\n'.format(trj_data[-1 * i], velocities[-1 * i])) if __name__ == "__main__": pass
lgpl-3.0
maziarraissi/ParametricGP-in-Python
PGPs_tensorflow/PGP/parametric_GP.py
1
7144
#!/usr/bin/env python3 # -*- coding: utf-8 -*- """ @author: Maziar Raissi """ import numpy as np import tensorflow as tf from sklearn.cluster import KMeans from Utilities import kernel, kernel_tf, fetch_minibatch import timeit class PGP: def __init__(self, X, y, M=10, max_iter = 2000, N_batch = 1, monitor_likelihood = 10, lrate = 1e-3): (N,D) = X.shape # kmeans on a subset of data N_subset = min(N, 10000) idx = np.random.choice(N, N_subset, replace=False) kmeans = KMeans(n_clusters=M, random_state=0).fit(X[idx,:]) Z = kmeans.cluster_centers_ hyp = np.log(np.ones(D+1)) logsigma_n = np.array([-4.0]) hyp = np.concatenate([hyp, logsigma_n]) m = np.zeros((M,1)) S = kernel(Z,Z,hyp[:-1]) self.X = X self.y = y self.M = M self.Z = tf.Variable(Z,dtype=tf.float64,trainable=False) self.K_u_inv = tf.Variable(np.eye(M),dtype=tf.float64,trainable=False) self.m = tf.Variable(m,dtype=tf.float64,trainable=False) self.S = tf.Variable(S,dtype=tf.float64,trainable=False) self.nlml = tf.Variable(0.0, dtype=tf.float64, trainable=False) self.hyp = hyp self.max_iter = max_iter self.N_batch = N_batch self.monitor_likelihood = monitor_likelihood self.jitter = 1e-8 self.jitter_cov = 1e-8 self.lrate = lrate self.optimizer = tf.train.AdamOptimizer(self.lrate) # Tensor Flow Session # self.sess = tf.Session(config=tf.ConfigProto(log_device_placement=True)) self.sess = tf.Session() def train(self): print("Total number of parameters: %d" % (self.hyp.shape[0])) X_tf = tf.placeholder(tf.float64) y_tf = tf.placeholder(tf.float64) hyp_tf = tf.Variable(self.hyp, dtype=tf.float64) train = self.likelihood(hyp_tf, X_tf, y_tf) init = tf.global_variables_initializer() self.sess.run(init) start_time = timeit.default_timer() for i in range(1,self.max_iter+1): # Fetch minibatch X_batch, y_batch = fetch_minibatch(self.X,self.y,self.N_batch) self.sess.run(train, {X_tf:X_batch, y_tf:y_batch}) if i % self.monitor_likelihood == 0: elapsed = timeit.default_timer() - start_time nlml = self.sess.run(self.nlml) print('Iteration: %d, NLML: %.2f, Time: %.2f' % (i, nlml, elapsed)) start_time = timeit.default_timer() self.hyp = self.sess.run(hyp_tf) def likelihood(self, hyp, X_batch, y_batch, monitor=False): M = self.M Z = self.Z m = self.m S = self.S jitter = self.jitter jitter_cov = self.jitter_cov N = tf.shape(X_batch)[0] logsigma_n = hyp[-1] sigma_n = tf.exp(logsigma_n) # Compute K_u_inv K_u = kernel_tf(Z, Z, hyp[:-1]) L = tf.cholesky(K_u + np.eye(M)*jitter_cov) K_u_inv = tf.matrix_triangular_solve(tf.transpose(L), tf.matrix_triangular_solve(L, np.eye(M), lower=True), lower=False) K_u_inv_op = self.K_u_inv.assign(K_u_inv) # Compute mu psi = kernel_tf(Z, X_batch, hyp[:-1]) K_u_inv_m = tf.matmul(K_u_inv, m) MU = tf.matmul(tf.transpose(psi), K_u_inv_m) # Compute cov Alpha = tf.matmul(K_u_inv, psi) COV = kernel_tf(X_batch, X_batch, hyp[:-1]) - tf.matmul(tf.transpose(psi), tf.matmul(K_u_inv,psi)) + \ tf.matmul(tf.transpose(Alpha), tf.matmul(S,Alpha)) # Compute COV_inv LL = tf.cholesky(COV + tf.eye(N, dtype=tf.float64)*sigma_n + tf.eye(N, dtype=tf.float64)*jitter) COV_inv = tf.matrix_triangular_solve(tf.transpose(LL), tf.matrix_triangular_solve(LL, tf.eye(N, dtype=tf.float64), lower=True), lower=False) # Compute cov(Z, X) cov_ZX = tf.matmul(S,Alpha) # Update m and S alpha = tf.matmul(COV_inv, tf.transpose(cov_ZX)) m_new = m + tf.matmul(cov_ZX, tf.matmul(COV_inv, y_batch-MU)) S_new = S - tf.matmul(cov_ZX, alpha) if monitor == False: m_op = self.m.assign(m_new) S_op = self.S.assign(S_new) # Compute NLML K_u_inv_m = tf.matmul(K_u_inv, m_new) NLML = 0.5*tf.matmul(tf.transpose(m_new), K_u_inv_m) + tf.reduce_sum(tf.log(tf.diag_part(L))) + 0.5*np.log(2.*np.pi)*tf.cast(M, tf.float64) train = self.optimizer.minimize(NLML) nlml_op = self.nlml.assign(NLML[0,0]) return tf.group(*[train, m_op, S_op, nlml_op, K_u_inv_op]) def predict(self, X_star): Z = self.sess.run(self.Z) m = self.sess.run(self.m) S = self.sess.run(self.S) hyp = self.hyp K_u_inv = self.sess.run(self.K_u_inv) N_star = X_star.shape[0] partitions_size = 10000 (number_of_partitions, remainder_partition) = divmod(N_star, partitions_size) mean_star = np.zeros((N_star,1)); var_star = np.zeros((N_star,1)); for partition in range(0,number_of_partitions): print("Predicting partition: %d" % (partition)) idx_1 = partition*partitions_size idx_2 = (partition+1)*partitions_size # Compute mu psi = kernel(Z, X_star[idx_1:idx_2,:], hyp[:-1]) K_u_inv_m = np.matmul(K_u_inv,m) mu = np.matmul(psi.T,K_u_inv_m) mean_star[idx_1:idx_2,0:1] = mu; # Compute cov Alpha = np.matmul(K_u_inv,psi) cov = kernel(X_star[idx_1:idx_2,:], X_star[idx_1:idx_2,:], hyp[:-1]) - \ np.matmul(psi.T, np.matmul(K_u_inv,psi)) + np.matmul(Alpha.T, np.matmul(S,Alpha)) var = np.abs(np.diag(cov))# + np.exp(hyp[-1]) var_star[idx_1:idx_2,0] = var print("Predicting the last partition") idx_1 = number_of_partitions*partitions_size idx_2 = number_of_partitions*partitions_size + remainder_partition # Compute mu psi = kernel(Z, X_star[idx_1:idx_2,:], hyp[:-1]) K_u_inv_m = np.matmul(K_u_inv,m) mu = np.matmul(psi.T,K_u_inv_m) mean_star[idx_1:idx_2,0:1] = mu; # Compute cov Alpha = np.matmul(K_u_inv,psi) cov = kernel(X_star[idx_1:idx_2,:], X_star[idx_1:idx_2,:], hyp[:-1]) - \ np.matmul(psi.T, np.matmul(K_u_inv,psi)) + np.matmul(Alpha.T, np.matmul(S,Alpha)) var = np.abs(np.diag(cov))# + np.exp(hyp[-1]) var_star[idx_1:idx_2,0] = var return mean_star, var_star
mit
jat255/seaborn
seaborn/palettes.py
4
28814
from __future__ import division import colorsys from itertools import cycle import numpy as np import matplotlib as mpl from .external import husl from .external.six import string_types from .external.six.moves import range from .utils import desaturate, set_hls_values, get_color_cycle from .xkcd_rgb import xkcd_rgb from .crayons import crayons SEABORN_PALETTES = dict( deep=["#4C72B0", "#55A868", "#C44E52", "#8172B2", "#CCB974", "#64B5CD"], muted=["#4878CF", "#6ACC65", "#D65F5F", "#B47CC7", "#C4AD66", "#77BEDB"], pastel=["#92C6FF", "#97F0AA", "#FF9F9A", "#D0BBFF", "#FFFEA3", "#B0E0E6"], bright=["#003FFF", "#03ED3A", "#E8000B", "#8A2BE2", "#FFC400", "#00D7FF"], dark=["#001C7F", "#017517", "#8C0900", "#7600A1", "#B8860B", "#006374"], colorblind=["#0072B2", "#009E73", "#D55E00", "#CC79A7", "#F0E442", "#56B4E9"] ) class _ColorPalette(list): """Set the color palette in a with statement, otherwise be a list.""" def __enter__(self): """Open the context.""" from .rcmod import set_palette self._orig_palette = color_palette() set_palette(self) return self def __exit__(self, *args): """Close the context.""" from .rcmod import set_palette set_palette(self._orig_palette) def as_hex(self): """Return a color palette with hex codes instead of RGB values.""" hex = [mpl.colors.rgb2hex(rgb) for rgb in self] return _ColorPalette(hex) def color_palette(palette=None, n_colors=None, desat=None): """Return a list of colors defining a color palette. Availible seaborn palette names: deep, muted, bright, pastel, dark, colorblind Other options: hls, husl, any named matplotlib palette, list of colors Calling this function with ``palette=None`` will return the current matplotlib color cycle. Matplotlib paletes can be specified as reversed palettes by appending "_r" to the name or as dark palettes by appending "_d" to the name. (These options are mutually exclusive, but the resulting list of colors can also be reversed). This function can also be used in a ``with`` statement to temporarily set the color cycle for a plot or set of plots. Parameters ---------- palette: None, string, or sequence, optional Name of palette or None to return current palette. If a sequence, input colors are used but possibly cycled and desaturated. n_colors : int, optional Number of colors in the palette. If ``None``, the default will depend on how ``palette`` is specified. Named palettes default to 6 colors, but grabbing the current palette or passing in a list of colors will not change the number of colors unless this is specified. Asking for more colors than exist in the palette will cause it to cycle. desat : float, optional Proportion to desaturate each color by. Returns ------- palette : list of RGB tuples. Color palette. Behaves like a list, but can be used as a context manager and possesses an ``as_hex`` method to convert to hex color codes. See Also -------- set_palette : Set the default color cycle for all plots. set_color_codes : Reassign color codes like ``"b"``, ``"g"``, etc. to colors from one of the seaborn palettes. Examples -------- Show one of the "seaborn palettes", which have the same basic order of hues as the default matplotlib color cycle but more attractive colors. .. plot:: :context: close-figs >>> import seaborn as sns; sns.set() >>> sns.palplot(sns.color_palette("muted")) Use discrete values from one of the built-in matplotlib colormaps. .. plot:: :context: close-figs >>> sns.palplot(sns.color_palette("RdBu", n_colors=7)) Make a "dark" matplotlib sequential palette variant. (This can be good when coloring multiple lines or points that correspond to an ordered variable, where you don't want the lightest lines to be invisible). .. plot:: :context: close-figs >>> sns.palplot(sns.color_palette("Blues_d")) Use a categorical matplotlib palette, add some desaturation. (This can be good when making plots with large patches, which look best with dimmer colors). .. plot:: :context: close-figs >>> sns.palplot(sns.color_palette("Set1", n_colors=8, desat=.5)) Use as a context manager: .. plot:: :context: close-figs >>> import numpy as np, matplotlib.pyplot as plt >>> with sns.color_palette("husl", 8): ... _ = plt.plot(np.c_[np.zeros(8), np.arange(8)].T) """ if palette is None: palette = get_color_cycle() if n_colors is None: n_colors = len(palette) elif not isinstance(palette, string_types): palette = palette if n_colors is None: n_colors = len(palette) else: if n_colors is None: n_colors = 6 if palette == "hls": palette = hls_palette(n_colors) elif palette == "husl": palette = husl_palette(n_colors) elif palette.lower() == "jet": raise ValueError("No.") elif palette in SEABORN_PALETTES: palette = SEABORN_PALETTES[palette] elif palette in dir(mpl.cm): palette = mpl_palette(palette, n_colors) elif palette[:-2] in dir(mpl.cm): palette = mpl_palette(palette, n_colors) else: raise ValueError("%s is not a valid palette name" % palette) if desat is not None: palette = [desaturate(c, desat) for c in palette] # Always return as many colors as we asked for pal_cycle = cycle(palette) palette = [next(pal_cycle) for _ in range(n_colors)] # Always return in r, g, b tuple format try: palette = map(mpl.colors.colorConverter.to_rgb, palette) palette = _ColorPalette(palette) except ValueError: raise ValueError("Could not generate a palette for %s" % str(palette)) return palette def hls_palette(n_colors=6, h=.01, l=.6, s=.65): """Get a set of evenly spaced colors in HLS hue space. h, l, and s should be between 0 and 1 Parameters ---------- n_colors : int number of colors in the palette h : float first hue l : float lightness s : float saturation Returns ------- palette : seaborn color palette List-like object of colors as RGB tuples. See Also -------- husl_palette : Make a palette using evently spaced circular hues in the HUSL system. Examples -------- Create a palette of 10 colors with the default parameters: .. plot:: :context: close-figs >>> import seaborn as sns; sns.set() >>> sns.palplot(sns.hls_palette(10)) Create a palette of 10 colors that begins at a different hue value: .. plot:: :context: close-figs >>> sns.palplot(sns.hls_palette(10, h=.5)) Create a palette of 10 colors that are darker than the default: .. plot:: :context: close-figs >>> sns.palplot(sns.hls_palette(10, l=.4)) Create a palette of 10 colors that are less saturated than the default: .. plot:: :context: close-figs >>> sns.palplot(sns.hls_palette(10, s=.4)) """ hues = np.linspace(0, 1, n_colors + 1)[:-1] hues += h hues %= 1 hues -= hues.astype(int) palette = [colorsys.hls_to_rgb(h_i, l, s) for h_i in hues] return _ColorPalette(palette) def husl_palette(n_colors=6, h=.01, s=.9, l=.65): """Get a set of evenly spaced colors in HUSL hue space. h, s, and l should be between 0 and 1 Parameters ---------- n_colors : int number of colors in the palette h : float first hue s : float saturation l : float lightness Returns ------- palette : seaborn color palette List-like object of colors as RGB tuples. See Also -------- hls_palette : Make a palette using evently spaced circular hues in the HSL system. Examples -------- Create a palette of 10 colors with the default parameters: .. plot:: :context: close-figs >>> import seaborn as sns; sns.set() >>> sns.palplot(sns.husl_palette(10)) Create a palette of 10 colors that begins at a different hue value: .. plot:: :context: close-figs >>> sns.palplot(sns.husl_palette(10, h=.5)) Create a palette of 10 colors that are darker than the default: .. plot:: :context: close-figs >>> sns.palplot(sns.husl_palette(10, l=.4)) Create a palette of 10 colors that are less saturated than the default: .. plot:: :context: close-figs >>> sns.palplot(sns.husl_palette(10, s=.4)) """ hues = np.linspace(0, 1, n_colors + 1)[:-1] hues += h hues %= 1 hues *= 359 s *= 99 l *= 99 palette = [husl.husl_to_rgb(h_i, s, l) for h_i in hues] return _ColorPalette(palette) def mpl_palette(name, n_colors=6): """Return discrete colors from a matplotlib palette. Note that this handles the qualitative colorbrewer palettes properly, although if you ask for more colors than a particular qualitative palette can provide you will get fewer than you are expecting. In contrast, asking for qualitative color brewer palettes using :func:`color_palette` will return the expected number of colors, but they will cycle. If you are using the IPython notebook, you can also use the function :func:`choose_colorbrewer_palette` to interactively select palettes. Parameters ---------- name : string Name of the palette. This should be a named matplotlib colormap. n_colors : int Number of discrete colors in the palette. Returns ------- palette or cmap : seaborn color palette or matplotlib colormap List-like object of colors as RGB tuples, or colormap object that can map continuous values to colors, depending on the value of the ``as_cmap`` parameter. Examples -------- Create a qualitative colorbrewer palette with 8 colors: .. plot:: :context: close-figs >>> import seaborn as sns; sns.set() >>> sns.palplot(sns.mpl_palette("Set2", 8)) Create a sequential colorbrewer palette: .. plot:: :context: close-figs >>> sns.palplot(sns.mpl_palette("Blues")) Create a diverging palette: .. plot:: :context: close-figs >>> sns.palplot(sns.mpl_palette("seismic", 8)) Create a "dark" sequential palette: .. plot:: :context: close-figs >>> sns.palplot(sns.mpl_palette("GnBu_d")) """ brewer_qual_pals = {"Accent": 8, "Dark2": 8, "Paired": 12, "Pastel1": 9, "Pastel2": 8, "Set1": 9, "Set2": 8, "Set3": 12} if name.endswith("_d"): pal = ["#333333"] pal.extend(color_palette(name.replace("_d", "_r"), 2)) cmap = blend_palette(pal, n_colors, as_cmap=True) else: cmap = getattr(mpl.cm, name) if name in brewer_qual_pals: bins = np.linspace(0, 1, brewer_qual_pals[name])[:n_colors] else: bins = np.linspace(0, 1, n_colors + 2)[1:-1] palette = list(map(tuple, cmap(bins)[:, :3])) return _ColorPalette(palette) def _color_to_rgb(color, input): """Add some more flexibility to color choices.""" if input == "hls": color = colorsys.hls_to_rgb(*color) elif input == "husl": color = husl.husl_to_rgb(*color) elif input == "xkcd": color = xkcd_rgb[color] return color def dark_palette(color, n_colors=6, reverse=False, as_cmap=False, input="rgb"): """Make a sequential palette that blends from dark to ``color``. This kind of palette is good for data that range between relatively uninteresting low values and interesting high values. The ``color`` parameter can be specified in a number of ways, including all options for defining a color in matplotlib and several additional color spaces that are handled by seaborn. You can also use the database of named colors from the XKCD color survey. If you are using the IPython notebook, you can also choose this palette interactively with the :func:`choose_dark_palette` function. Parameters ---------- color : base color for high values hex, rgb-tuple, or html color name n_colors : int, optional number of colors in the palette reverse : bool, optional if True, reverse the direction of the blend as_cmap : bool, optional if True, return as a matplotlib colormap instead of list input : {'rgb', 'hls', 'husl', xkcd'} Color space to interpret the input color. The first three options apply to tuple inputs and the latter applies to string inputs. Returns ------- palette or cmap : seaborn color palette or matplotlib colormap List-like object of colors as RGB tuples, or colormap object that can map continuous values to colors, depending on the value of the ``as_cmap`` parameter. See Also -------- light_palette : Create a sequential palette with bright low values. diverging_palette : Create a diverging palette with two colors. Examples -------- Generate a palette from an HTML color: .. plot:: :context: close-figs >>> import seaborn as sns; sns.set() >>> sns.palplot(sns.dark_palette("purple")) Generate a palette that decreases in lightness: .. plot:: :context: close-figs >>> sns.palplot(sns.dark_palette("seagreen", reverse=True)) Generate a palette from an HUSL-space seed: .. plot:: :context: close-figs >>> sns.palplot(sns.dark_palette((260, 75, 60), input="husl")) Generate a colormap object: .. plot:: :context: close-figs >>> from numpy import arange >>> x = arange(25).reshape(5, 5) >>> cmap = sns.dark_palette("#2ecc71", as_cmap=True) >>> ax = sns.heatmap(x, cmap=cmap) """ color = _color_to_rgb(color, input) gray = "#222222" colors = [color, gray] if reverse else [gray, color] return blend_palette(colors, n_colors, as_cmap) def light_palette(color, n_colors=6, reverse=False, as_cmap=False, input="rgb"): """Make a sequential palette that blends from light to ``color``. This kind of palette is good for data that range between relatively uninteresting low values and interesting high values. The ``color`` parameter can be specified in a number of ways, including all options for defining a color in matplotlib and several additional color spaces that are handled by seaborn. You can also use the database of named colors from the XKCD color survey. If you are using the IPython notebook, you can also choose this palette interactively with the :func:`choose_light_palette` function. Parameters ---------- color : base color for high values hex code, html color name, or tuple in ``input`` space. n_colors : int, optional number of colors in the palette reverse : bool, optional if True, reverse the direction of the blend as_cmap : bool, optional if True, return as a matplotlib colormap instead of list input : {'rgb', 'hls', 'husl', xkcd'} Color space to interpret the input color. The first three options apply to tuple inputs and the latter applies to string inputs. Returns ------- palette or cmap : seaborn color palette or matplotlib colormap List-like object of colors as RGB tuples, or colormap object that can map continuous values to colors, depending on the value of the ``as_cmap`` parameter. See Also -------- dark_palette : Create a sequential palette with dark low values. diverging_palette : Create a diverging palette with two colors. Examples -------- Generate a palette from an HTML color: .. plot:: :context: close-figs >>> import seaborn as sns; sns.set() >>> sns.palplot(sns.light_palette("purple")) Generate a palette that increases in lightness: .. plot:: :context: close-figs >>> sns.palplot(sns.light_palette("seagreen", reverse=True)) Generate a palette from an HUSL-space seed: .. plot:: :context: close-figs >>> sns.palplot(sns.light_palette((260, 75, 60), input="husl")) Generate a colormap object: .. plot:: :context: close-figs >>> from numpy import arange >>> x = arange(25).reshape(5, 5) >>> cmap = sns.light_palette("#2ecc71", as_cmap=True) >>> ax = sns.heatmap(x, cmap=cmap) """ color = _color_to_rgb(color, input) light = set_hls_values(color, l=.95) colors = [color, light] if reverse else [light, color] return blend_palette(colors, n_colors, as_cmap) def _flat_palette(color, n_colors=6, reverse=False, as_cmap=False, input="rgb"): """Make a sequential palette that blends from gray to ``color``. Parameters ---------- color : matplotlib color hex, rgb-tuple, or html color name n_colors : int, optional number of colors in the palette reverse : bool, optional if True, reverse the direction of the blend as_cmap : bool, optional if True, return as a matplotlib colormap instead of list Returns ------- palette : list or colormap dark_palette : Create a sequential palette with dark low values. """ color = _color_to_rgb(color, input) flat = desaturate(color, 0) colors = [color, flat] if reverse else [flat, color] return blend_palette(colors, n_colors, as_cmap) def diverging_palette(h_neg, h_pos, s=75, l=50, sep=10, n=6, center="light", as_cmap=False): """Make a diverging palette between two HUSL colors. If you are using the IPython notebook, you can also choose this palette interactively with the :func:`choose_diverging_palette` function. Parameters ---------- h_neg, h_pos : float in [0, 359] Anchor hues for negative and positive extents of the map. s : float in [0, 100], optional Anchor saturation for both extents of the map. l : float in [0, 100], optional Anchor lightness for both extents of the map. n : int, optional Number of colors in the palette (if not returning a cmap) center : {"light", "dark"}, optional Whether the center of the palette is light or dark as_cmap : bool, optional If true, return a matplotlib colormap object rather than a list of colors. Returns ------- palette or cmap : seaborn color palette or matplotlib colormap List-like object of colors as RGB tuples, or colormap object that can map continuous values to colors, depending on the value of the ``as_cmap`` parameter. See Also -------- dark_palette : Create a sequential palette with dark values. light_palette : Create a sequential palette with light values. Examples -------- Generate a blue-white-red palette: .. plot:: :context: close-figs >>> import seaborn as sns; sns.set() >>> sns.palplot(sns.diverging_palette(240, 10, n=9)) Generate a brighter green-white-purple palette: .. plot:: :context: close-figs >>> sns.palplot(sns.diverging_palette(150, 275, s=80, l=55, n=9)) Generate a blue-black-red palette: .. plot:: :context: close-figs >>> sns.palplot(sns.diverging_palette(250, 15, s=75, l=40, ... n=9, center="dark")) Generate a colormap object: .. plot:: :context: close-figs >>> from numpy import arange >>> x = arange(25).reshape(5, 5) >>> cmap = sns.diverging_palette(220, 20, sep=20, as_cmap=True) >>> ax = sns.heatmap(x, cmap=cmap) """ palfunc = dark_palette if center == "dark" else light_palette neg = palfunc((h_neg, s, l), 128 - (sep / 2), reverse=True, input="husl") pos = palfunc((h_pos, s, l), 128 - (sep / 2), input="husl") midpoint = dict(light=[(.95, .95, .95, 1.)], dark=[(.133, .133, .133, 1.)])[center] mid = midpoint * sep pal = blend_palette(np.concatenate([neg, mid, pos]), n, as_cmap=as_cmap) return pal def blend_palette(colors, n_colors=6, as_cmap=False, input="rgb"): """Make a palette that blends between a list of colors. Parameters ---------- colors : sequence of colors in various formats interpreted by ``input`` hex code, html color name, or tuple in ``input`` space. n_colors : int, optional Number of colors in the palette. as_cmap : bool, optional If True, return as a matplotlib colormap instead of list. Returns ------- palette or cmap : seaborn color palette or matplotlib colormap List-like object of colors as RGB tuples, or colormap object that can map continuous values to colors, depending on the value of the ``as_cmap`` parameter. """ colors = [_color_to_rgb(color, input) for color in colors] name = "blend" pal = mpl.colors.LinearSegmentedColormap.from_list(name, colors) if not as_cmap: pal = _ColorPalette(pal(np.linspace(0, 1, n_colors))) return pal def xkcd_palette(colors): """Make a palette with color names from the xkcd color survey. See xkcd for the full list of colors: http://xkcd.com/color/rgb/ This is just a simple wrapper around the ``seaborn.xkcd_rgb`` dictionary. Parameters ---------- colors : list of strings List of keys in the ``seaborn.xkcd_rgb`` dictionary. Returns ------- palette : seaborn color palette Returns the list of colors as RGB tuples in an object that behaves like other seaborn color palettes. See Also -------- crayon_palette : Make a palette with Crayola crayon colors. """ palette = [xkcd_rgb[name] for name in colors] return color_palette(palette, len(palette)) def crayon_palette(colors): """Make a palette with color names from Crayola crayons. Colors are taken from here: http://en.wikipedia.org/wiki/List_of_Crayola_crayon_colors This is just a simple wrapper around the ``seaborn.crayons`` dictionary. Parameters ---------- colors : list of strings List of keys in the ``seaborn.crayons`` dictionary. Returns ------- palette : seaborn color palette Returns the list of colors as rgb tuples in an object that behaves like other seaborn color palettes. See Also -------- xkcd_palette : Make a palette with named colors from the XKCD color survey. """ palette = [crayons[name] for name in colors] return color_palette(palette, len(palette)) def cubehelix_palette(n_colors=6, start=0, rot=.4, gamma=1.0, hue=0.8, light=.85, dark=.15, reverse=False, as_cmap=False): """Make a sequential palette from the cubehelix system. This produces a colormap with linearly-decreasing (or increasing) brightness. That means that information will be preserved if printed to black and white or viewed by someone who is colorblind. "cubehelix" is also availible as a matplotlib-based palette, but this function gives the user more control over the look of the palette and has a different set of defaults. Parameters ---------- n_colors : int Number of colors in the palette. start : float, 0 <= start <= 3 The hue at the start of the helix. rot : float Rotations around the hue wheel over the range of the palette. gamma : float 0 <= gamma Gamma factor to emphasize darker (gamma < 1) or lighter (gamma > 1) colors. hue : float, 0 <= hue <= 1 Saturation of the colors. dark : float 0 <= dark <= 1 Intensity of the darkest color in the palette. light : float 0 <= light <= 1 Intensity of the lightest color in the palette. reverse : bool If True, the palette will go from dark to light. as_cmap : bool If True, return a matplotlib colormap instead of a list of colors. Returns ------- palette or cmap : seaborn color palette or matplotlib colormap List-like object of colors as RGB tuples, or colormap object that can map continuous values to colors, depending on the value of the ``as_cmap`` parameter. See Also -------- choose_cubehelix_palette : Launch an interactive widget to select cubehelix palette parameters. dark_palette : Create a sequential palette with dark low values. light_palette : Create a sequential palette with bright low values. References ---------- Green, D. A. (2011). "A colour scheme for the display of astronomical intensity images". Bulletin of the Astromical Society of India, Vol. 39, p. 289-295. Examples -------- Generate the default palette: .. plot:: :context: close-figs >>> import seaborn as sns; sns.set() >>> sns.palplot(sns.cubehelix_palette()) Rotate backwards from the same starting location: .. plot:: :context: close-figs >>> sns.palplot(sns.cubehelix_palette(rot=-.4)) Use a different starting point and shorter rotation: .. plot:: :context: close-figs >>> sns.palplot(sns.cubehelix_palette(start=2.8, rot=.1)) Reverse the direction of the lightness ramp: .. plot:: :context: close-figs >>> sns.palplot(sns.cubehelix_palette(reverse=True)) Generate a colormap object: .. plot:: :context: close-figs >>> from numpy import arange >>> x = arange(25).reshape(5, 5) >>> cmap = sns.cubehelix_palette(as_cmap=True) >>> ax = sns.heatmap(x, cmap=cmap) Use the full lightness range: .. plot:: :context: close-figs >>> cmap = sns.cubehelix_palette(dark=0, light=1, as_cmap=True) >>> ax = sns.heatmap(x, cmap=cmap) """ cdict = mpl._cm.cubehelix(gamma, start, rot, hue) cmap = mpl.colors.LinearSegmentedColormap("cubehelix", cdict) x = np.linspace(light, dark, n_colors) pal = cmap(x)[:, :3].tolist() if reverse: pal = pal[::-1] if as_cmap: x_256 = np.linspace(light, dark, 256) if reverse: x_256 = x_256[::-1] pal_256 = cmap(x_256) cmap = mpl.colors.ListedColormap(pal_256) return cmap else: return _ColorPalette(pal) def set_color_codes(palette="deep"): """Change how matplotlib color shorthands are interpreted. Calling this will change how shorthand codes like "b" or "g" are interpreted by matplotlib in subsequent plots. Parameters ---------- palette : {deep, muted, pastel, dark, bright, colorblind} Named seaborn palette to use as the source of colors. See Also -------- set : Color codes can be set through the high-level seaborn style manager. set_palette : Color codes can also be set through the function that sets the matplotlib color cycle. Examples -------- Map matplotlib color codes to the default seaborn palette. .. plot:: :context: close-figs >>> import matplotlib.pyplot as plt >>> import seaborn as sns; sns.set() >>> sns.set_color_codes() >>> _ = plt.plot([0, 1], color="r") Use a different seaborn palette. .. plot:: :context: close-figs >>> sns.set_color_codes("dark") >>> _ = plt.plot([0, 1], color="g") >>> _ = plt.plot([0, 2], color="m") """ if palette == "reset": colors = [(0., 0., 1.), (0., .5, 0.), (1., 0., 0.), (.75, .75, 0.), (.75, .75, 0.), (0., .75, .75), (0., 0., 0.)] else: colors = SEABORN_PALETTES[palette] + [(.1, .1, .1)] for code, color in zip("bgrmyck", colors): rgb = mpl.colors.colorConverter.to_rgb(color) mpl.colors.colorConverter.colors[code] = rgb mpl.colors.colorConverter.cache[code] = rgb
bsd-3-clause
wathen/PhD
MHD/FEniCS/MHD/Stabilised/SaddlePointForm/Test/InnerOuterSchurTest/MHDallatonce.py
4
9242
import petsc4py import sys petsc4py.init(sys.argv) from petsc4py import PETSc import numpy as np from dolfin import tic, toc import HiptmairSetup import PETScIO as IO import scipy.sparse as sp import matplotlib.pylab as plt import MatrixOperations as MO class BaseMyPC(object): def setup(self, pc): pass def reset(self, pc): pass def apply(self, pc, x, y): raise NotImplementedError def applyT(self, pc, x, y): self.apply(pc, x, y) def applyS(self, pc, x, y): self.apply(pc, x, y) def applySL(self, pc, x, y): self.applyS(pc, x, y) def applySR(self, pc, x, y): self.applyS(pc, x, y) def applyRich(self, pc, x, y, w, tols): self.apply(pc, x, y) class InnerOuterWITHOUT2inverse(BaseMyPC): def __init__(self, W, kspF, kspA, kspQ,Fp,kspScalar, kspCGScalar, kspVector, G, P, A, Hiptmairtol,F): self.W = W self.kspF = kspF self.kspA = kspA self.kspQ = kspQ self.Fp = Fp self.kspScalar = kspScalar self.kspCGScalar = kspCGScalar self.kspVector = kspVector # self.Bt = Bt self.HiptmairIts = 0 self.CGits = 0 self.F = F # print range(self.W[0].dim(),self.W[0].dim()+self.W[1].dim()) # ss self.P = P self.G = G self.AA = A self.tol = Hiptmairtol self.u_is = PETSc.IS().createGeneral(range(self.W[0].dim())) self.b_is = PETSc.IS().createGeneral(range(self.W[0].dim(),self.W[0].dim()+self.W[1].dim())) self.p_is = PETSc.IS().createGeneral(range(self.W[0].dim()+self.W[1].dim(), self.W[0].dim()+self.W[1].dim()+self.W[2].dim())) self.r_is = PETSc.IS().createGeneral(range(self.W[0].dim()+self.W[1].dim()+self.W[2].dim(), self.W[0].dim()+self.W[1].dim()+self.W[2].dim()+self.W[3].dim())) def create(self, pc): print "Create" def setUp(self, pc): A, P = pc.getOperators() print A.size self.Ct = A.getSubMatrix(self.u_is,self.b_is) self.C = A.getSubMatrix(self.b_is,self.u_is) self.D = A.getSubMatrix(self.r_is,self.b_is) self.Bt = A.getSubMatrix(self.u_is,self.p_is) self.B = A.getSubMatrix(self.p_is,self.u_is) self.Dt = A.getSubMatrix(self.b_is,self.r_is) # print self.Ct.view() #CFC = sp.csr_matrix( (data,(row,column)), shape=(self.W[1].dim(),self.W[1].dim()) ) #print CFC.shape #CFC = PETSc.Mat().createAIJ(size=CFC.shape,csr=(CFC.indptr, CFC.indices, CFC.data)) #print CFC.size, self.AA.size #MX = self.AA+self.F MX = self.F # MO.StoreMatrix(B,"A") # print FC.todense() self.kspF.setType('preonly') self.kspF.getPC().setType('lu') self.kspF.setFromOptions() self.kspF.setPCSide(0) self.kspA.setType('preonly') self.kspA.getPC().setType('lu') self.kspA.setFromOptions() self.kspA.setPCSide(0) self.kspQ.setType('preonly') self.kspQ.getPC().setType('lu') self.kspQ.setFromOptions() self.kspQ.setPCSide(0) self.kspScalar.setType('preonly') self.kspScalar.getPC().setType('lu') self.kspScalar.setFromOptions() self.kspScalar.setPCSide(0) kspMX = PETSc.KSP() kspMX.create(comm=PETSc.COMM_WORLD) pcMX = kspMX.getPC() kspMX.setType('preonly') pcMX.setType('lu') kspMX.setOperators(MX,MX) OptDB = PETSc.Options() #OptDB["pc_factor_mat_ordering_type"] = "rcm" #OptDB["pc_factor_mat_solver_package"] = "mumps" kspMX.setFromOptions() self.kspMX = kspMX # self.kspCGScalar.setType('preonly') # self.kspCGScalar.getPC().setType('lu') # self.kspCGScalar.setFromOptions() # self.kspCGScalar.setPCSide(0) self.kspVector.setType('preonly') self.kspVector.getPC().setType('lu') self.kspVector.setFromOptions() self.kspVector.setPCSide(0) print "setup" def apply(self, pc, x, y): br = x.getSubVector(self.r_is) xr = br.duplicate() self.kspScalar.solve(br, xr) # print self.D.size x2 = x.getSubVector(self.p_is) y2 = x2.duplicate() y3 = x2.duplicate() xp = x2.duplicate() self.kspA.solve(x2,y2) self.Fp.mult(y2,y3) self.kspQ.solve(y3,xp) # self.kspF.solve(bu1-bu4-bu2,xu) bb = x.getSubVector(self.b_is) bb = bb - self.Dt*xr xb = bb.duplicate() self.kspMX.solve(bb,xb) bu1 = x.getSubVector(self.u_is) bu2 = self.Bt*xp bu4 = self.Ct*xb XX = bu1.duplicate() xu = XX.duplicate() self.kspF.solve(bu1-bu4-bu2,xu) #self.kspF.solve(bu1,xu) y.array = (np.concatenate([xu.array, xb.array,xp.array,xr.array])) def ITS(self): return self.CGits, self.HiptmairIts , self.CGtime, self.HiptmairTime class InnerOuterMAGNETICinverse(BaseMyPC): def __init__(self, W, kspF, kspA, kspQ,Fp,kspScalar, kspCGScalar, kspVector, G, P, A, Hiptmairtol,F): self.W = W self.kspF = kspF self.kspA = kspA self.kspQ = kspQ self.Fp = Fp self.kspScalar = kspScalar self.kspCGScalar = kspCGScalar self.kspVector = kspVector # self.Bt = Bt self.HiptmairIts = 0 self.CGits = 0 self.F = F # print range(self.W[0].dim(),self.W[0].dim()+self.W[1].dim()) # ss self.P = P self.G = G self.AA = A self.tol = Hiptmairtol self.u_is = PETSc.IS().createGeneral(range(self.W[0].dim())) self.b_is = PETSc.IS().createGeneral(range(self.W[0].dim(),self.W[0].dim()+self.W[1].dim())) self.p_is = PETSc.IS().createGeneral(range(self.W[0].dim()+self.W[1].dim(), self.W[0].dim()+self.W[1].dim()+self.W[2].dim())) self.r_is = PETSc.IS().createGeneral(range(self.W[0].dim()+self.W[1].dim()+self.W[2].dim(), self.W[0].dim()+self.W[1].dim()+self.W[2].dim()+self.W[3].dim())) def create(self, pc): print "Create" def setUp(self, pc): A, P = pc.getOperators() print A.size self.Ct = A.getSubMatrix(self.u_is,self.b_is) self.C = A.getSubMatrix(self.b_is,self.u_is) self.D = A.getSubMatrix(self.r_is,self.b_is) self.Bt = A.getSubMatrix(self.u_is,self.p_is) self.B = A.getSubMatrix(self.p_is,self.u_is) self.Dt = A.getSubMatrix(self.b_is,self.r_is) # print self.Ct.view() #CFC = sp.csr_matrix( (data,(row,column)), shape=(self.W[1].dim(),self.W[1].dim()) ) #print CFC.shape #CFC = PETSc.Mat().createAIJ(size=CFC.shape,csr=(CFC.indptr, CFC.indices, CFC.data)) #print CFC.size, self.AA.size FF = self.F # MO.StoreMatrix(B,"A") # print FC.todense() self.kspF.setOperators(FF,FF) self.kspF.setType('preonly') self.kspF.getPC().setType('lu') self.kspF.setFromOptions() self.kspF.setPCSide(0) self.kspA.setType('preonly') self.kspA.getPC().setType('lu') self.kspA.setFromOptions() self.kspA.setPCSide(0) self.kspQ.setType('preonly') self.kspQ.getPC().setType('lu') self.kspQ.setFromOptions() self.kspQ.setPCSide(0) self.kspScalar.setType('preonly') self.kspScalar.getPC().setType('lu') self.kspScalar.setFromOptions() self.kspScalar.setPCSide(0) kspMX = PETSc.KSP() kspMX.create(comm=PETSc.COMM_WORLD) pcMX = kspMX.getPC() kspMX.setType('preonly') pcMX.setType('lu') OptDB = PETSc.Options() kspMX.setOperators(self.AA,self.AA) self.kspMX = kspMX # self.kspCGScalar.setType('preonly') # self.kspCGScalar.getPC().setType('lu') # self.kspCGScalar.setFromOptions() # self.kspCGScalar.setPCSide(0) self.kspVector.setType('preonly') self.kspVector.getPC().setType('lu') self.kspVector.setFromOptions() self.kspVector.setPCSide(0) print "setup" def apply(self, pc, x, y): br = x.getSubVector(self.r_is) xr = br.duplicate() self.kspScalar.solve(br, xr) # print self.D.size x2 = x.getSubVector(self.p_is) y2 = x2.duplicate() y3 = x2.duplicate() xp = x2.duplicate() self.kspA.solve(x2,y2) self.Fp.mult(y2,y3) self.kspQ.solve(y3,xp) # self.kspF.solve(bu1-bu4-bu2,xu) bb = x.getSubVector(self.b_is) bb = bb - self.Dt*xr xb = bb.duplicate() self.kspMX.solve(bb,xb) bu1 = x.getSubVector(self.u_is) bu2 = self.Bt*xp bu4 = self.Ct*xb XX = bu1.duplicate() xu = XX.duplicate() self.kspF.solve(bu1-bu4-bu2,xu) #self.kspF.solve(bu1,xu) y.array = (np.concatenate([xu.array, xb.array,xp.array,xr.array])) def ITS(self): return self.CGits, self.HiptmairIts , self.CGtime, self.HiptmairTime
mit
spookysys/turbopump
pump/lobanoff/vane_and_shroud_thickness.py
1
2453
"""Figure 3-11: Recommended minimum impeller vane and shroud thickness for castability (standard cast materials) from D2""" from __future__ import print_function from itertools import chain import numpy as np from matplotlib import pyplot as plt from numpy.polynomial import polynomial from utils import memoized, polyfit2d from units import ureg from pump.lobanoff._data import _data as _lobanoff_data def _data(): return _lobanoff_data()['vane_and_shroud_thickness'] @memoized def get_limits(): """Return the limits for D2""" vanes = list(chain.from_iterable( x['D2'] for x in _data() )) return min(vanes), max(vanes) def _points(part): diameters, values = [], [] for iter in _data(): p = iter['D2'] dias = [p[0], np.average(p), p[-1]] diameters.extend(dias) values.extend([iter[part]] * len(dias)) return diameters, values @memoized def get_coeffs(part, point): """Polynomial coefficients relating D2 to vane/shroud thickness at different points""" diameters, values = _points(part) values = [x[point] for x in values] return np.polyfit(diameters, values, 2) def plot(part): plt.figure() # Plot data x, y = _points(part) plt.plot(x, y, 'r.') # Plot fitted curve x = np.linspace(*get_limits()) for point in range(0, len(y[0])): y = np.polyval(get_coeffs(part, point), x) plt.plot(x, y, 'g-') plt.gca().set_title(part) plt.gca().set_xticks(np.arange(0, get_limits()[1] + get_limits()[0] + 1, 10)) plt.gca().set_yticks(np.arange(0, 1, 1. / 16)) plt.gca().set_xlim(0, get_limits()[1] + get_limits()[0]) plt.gca().set_ylim(0, 1) plt.minorticks_on() plt.grid() plt.xlabel('D2 - Impeller diameter [inch]') plt.ylabel(part + 'thickness [inch]') plt.draw() if __name__ == '__main__': plot('vane') plot('shroud') plt.show() @ureg.wraps('inch', ('inch')) def calc_vane_thickness(D2, point): """Minimum vane thickness, 0: outlet, 1:middle, 2:inlet""" startpoint, endpoint = get_limits() assert startpoint < D2 < endpoint return np.polyval(get_coeffs('vane', point), D2) @ureg.wraps('inch', ('inch')) def calc_shroud_thickness(D2, point): """Minimum back shroud thickness, 0:t1 at outlet, 1:t2 at 3/4*D2""" startpoint, endpoint = get_limits() assert startpoint < D2 < endpoint return np.polyval(get_coeffs('shroud', point), D2)
gpl-3.0
icdishb/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
mayblue9/scikit-learn
benchmarks/bench_rcv1_logreg_convergence.py
149
7173
# Authors: Tom Dupre la Tour <tom.dupre-la-tour@m4x.org> # Olivier Grisel <olivier.grisel@ensta.org> # # License: BSD 3 clause import matplotlib.pyplot as plt import numpy as np import gc import time from sklearn.externals.joblib import Memory from sklearn.linear_model import (LogisticRegression, SGDClassifier) from sklearn.datasets import fetch_rcv1 from sklearn.linear_model.sag import get_auto_step_size from sklearn.linear_model.sag_fast import get_max_squared_sum try: import lightning.classification as lightning_clf except ImportError: lightning_clf = None m = Memory(cachedir='.', verbose=0) # compute logistic loss def get_loss(w, intercept, myX, myy, C): n_samples = myX.shape[0] w = w.ravel() p = np.mean(np.log(1. + np.exp(-myy * (myX.dot(w) + intercept)))) print("%f + %f" % (p, w.dot(w) / 2. / C / n_samples)) p += w.dot(w) / 2. / C / n_samples return p # We use joblib to cache individual fits. Note that we do not pass the dataset # as argument as the hashing would be too slow, so we assume that the dataset # never changes. @m.cache() def bench_one(name, clf_type, clf_params, n_iter): clf = clf_type(**clf_params) try: clf.set_params(max_iter=n_iter, random_state=42) except: clf.set_params(n_iter=n_iter, random_state=42) st = time.time() clf.fit(X, y) end = time.time() try: C = 1.0 / clf.alpha / n_samples except: C = clf.C try: intercept = clf.intercept_ except: intercept = 0. train_loss = get_loss(clf.coef_, intercept, X, y, C) train_score = clf.score(X, y) test_score = clf.score(X_test, y_test) duration = end - st return train_loss, train_score, test_score, duration def bench(clfs): for (name, clf, iter_range, train_losses, train_scores, test_scores, durations) in clfs: print("training %s" % name) clf_type = type(clf) clf_params = clf.get_params() for n_iter in iter_range: gc.collect() train_loss, train_score, test_score, duration = bench_one( name, clf_type, clf_params, n_iter) train_losses.append(train_loss) train_scores.append(train_score) test_scores.append(test_score) durations.append(duration) print("classifier: %s" % name) print("train_loss: %.8f" % train_loss) print("train_score: %.8f" % train_score) print("test_score: %.8f" % test_score) print("time for fit: %.8f seconds" % duration) print("") print("") return clfs def plot_train_losses(clfs): plt.figure() for (name, _, _, train_losses, _, _, durations) in clfs: plt.plot(durations, train_losses, '-o', label=name) plt.legend(loc=0) plt.xlabel("seconds") plt.ylabel("train loss") def plot_train_scores(clfs): plt.figure() for (name, _, _, _, train_scores, _, durations) in clfs: plt.plot(durations, train_scores, '-o', label=name) plt.legend(loc=0) plt.xlabel("seconds") plt.ylabel("train score") plt.ylim((0.92, 0.96)) def plot_test_scores(clfs): plt.figure() for (name, _, _, _, _, test_scores, durations) in clfs: plt.plot(durations, test_scores, '-o', label=name) plt.legend(loc=0) plt.xlabel("seconds") plt.ylabel("test score") plt.ylim((0.92, 0.96)) def plot_dloss(clfs): plt.figure() pobj_final = [] for (name, _, _, train_losses, _, _, durations) in clfs: pobj_final.append(train_losses[-1]) indices = np.argsort(pobj_final) pobj_best = pobj_final[indices[0]] for (name, _, _, train_losses, _, _, durations) in clfs: log_pobj = np.log(abs(np.array(train_losses) - pobj_best)) / np.log(10) plt.plot(durations, log_pobj, '-o', label=name) plt.legend(loc=0) plt.xlabel("seconds") plt.ylabel("log(best - train_loss)") rcv1 = fetch_rcv1() X = rcv1.data n_samples, n_features = X.shape # consider the binary classification problem 'CCAT' vs the rest ccat_idx = rcv1.target_names.tolist().index('CCAT') y = rcv1.target.tocsc()[:, ccat_idx].toarray().ravel().astype(np.float64) y[y == 0] = -1 # parameters C = 1. fit_intercept = True tol = 1.0e-14 # max_iter range sgd_iter_range = list(range(1, 121, 10)) newton_iter_range = list(range(1, 25, 3)) lbfgs_iter_range = list(range(1, 242, 12)) liblinear_iter_range = list(range(1, 37, 3)) liblinear_dual_iter_range = list(range(1, 85, 6)) sag_iter_range = list(range(1, 37, 3)) clfs = [ ("LR-liblinear", LogisticRegression(C=C, tol=tol, solver="liblinear", fit_intercept=fit_intercept, intercept_scaling=1), liblinear_iter_range, [], [], [], []), ("LR-liblinear-dual", LogisticRegression(C=C, tol=tol, dual=True, solver="liblinear", fit_intercept=fit_intercept, intercept_scaling=1), liblinear_dual_iter_range, [], [], [], []), ("LR-SAG", LogisticRegression(C=C, tol=tol, solver="sag", fit_intercept=fit_intercept), sag_iter_range, [], [], [], []), ("LR-newton-cg", LogisticRegression(C=C, tol=tol, solver="newton-cg", fit_intercept=fit_intercept), newton_iter_range, [], [], [], []), ("LR-lbfgs", LogisticRegression(C=C, tol=tol, solver="lbfgs", fit_intercept=fit_intercept), lbfgs_iter_range, [], [], [], []), ("SGD", SGDClassifier(alpha=1.0 / C / n_samples, penalty='l2', loss='log', fit_intercept=fit_intercept, verbose=0), sgd_iter_range, [], [], [], [])] if lightning_clf is not None and not fit_intercept: alpha = 1. / C / n_samples # compute the same step_size than in LR-sag max_squared_sum = get_max_squared_sum(X) step_size = get_auto_step_size(max_squared_sum, alpha, "log", fit_intercept) clfs.append( ("Lightning-SVRG", lightning_clf.SVRGClassifier(alpha=alpha, eta=step_size, tol=tol, loss="log"), sag_iter_range, [], [], [], [])) clfs.append( ("Lightning-SAG", lightning_clf.SAGClassifier(alpha=alpha, eta=step_size, tol=tol, loss="log"), sag_iter_range, [], [], [], [])) # We keep only 200 features, to have a dense dataset, # and compare to lightning SAG, which seems incorrect in the sparse case. X_csc = X.tocsc() nnz_in_each_features = X_csc.indptr[1:] - X_csc.indptr[:-1] X = X_csc[:, np.argsort(nnz_in_each_features)[-200:]] X = X.toarray() print("dataset: %.3f MB" % (X.nbytes / 1e6)) # Split training and testing. Switch train and test subset compared to # LYRL2004 split, to have a larger training dataset. n = 23149 X_test = X[:n, :] y_test = y[:n] X = X[n:, :] y = y[n:] clfs = bench(clfs) plot_train_scores(clfs) plot_test_scores(clfs) plot_train_losses(clfs) plot_dloss(clfs) plt.show()
bsd-3-clause
Kyle-Crypton/CATL_Project
decisiontree.py
1
1533
import pydot from sklearn import tree from sklearn.ensemble import RandomForestClassifier from sklearn.externals.six import StringIO from db_operation import db_exec from decisiontree_extracting import tree_to_code, tree_to_code_db def DSTree(X, y, feature_names, class_names): # Undefined input variable package_name = 'EPP-14-225' print 'Generating Random Forest Classifier...' clf = RandomForestClassifier(n_estimators = 4) clf = clf.fit(X, y) # print 'Different importances of each features: %s' % clf.feature_importances_ print 'Removing the old package result...' sql = 'delete from dsresult where package=\'{}\''.format(package_name) db_exec('catl', sql) print 'Generating Tree plot...' for i in xrange(len(clf.estimators_)): dot_data = StringIO() # result_filename = 'classifying_result/classifying-{}.txt'.format(i) # tree_to_code(clf.estimators_[i], feature_names = feature_names, class_names = class_names, result_filename = result_filename) tree_to_code_db(clf.estimators_[i], feature_names = feature_names, class_names = class_names, package_name = package_name) print 'Generating %d plot...' % i tree.export_graphviz(clf.estimators_[i], out_file = dot_data, feature_names = feature_names, class_names = class_names, filled = True, rounded = True, special_characters = True, leaves_parallel = True) print 'Convering %d plot...' % i graph = pydot.graph_from_dot_data(dot_data.getvalue()) graph[0].write_png('classifying_result/classifying-%d.png' % i) if __name__ == '__main__': main()
mit
stephenliu1989/HK_DataMiner
hkdataminer/cluster/aplod_.py
1
17907
__author__ = 'LIU Song <liusong299@gmail.com>' __contributors__ = "Lizhe ZHU, Tiago Lobato Gimenes, Xuhui HUANG" __version__ = "0.91" # Copyright (c) 2016, Hong Kong University of Science and Technology (HKUST) # All rights reserved. # =============================================================================== # GLOBAL IMPORTS: import random import operator import time import numpy as np from multiprocessing import Pool from sklearn.base import BaseEstimator, ClusterMixin from sklearn.utils import check_array from sklearn.neighbors import NearestNeighbors from sklearn.metrics.pairwise import pairwise_distances_argmin from sklearn.utils.validation import check_is_fitted from metrics.pairwise import pairwise_distances # =============================================================================== # LOCAL IMPORTS: #import knn as knnn # =============================================================================== def FaissNearestNeighbors(X, eps, min_samples, nlist, nprobe, return_distance=False, IVFFlat=True, GPU=False): dimension = X.shape[1] if GPU is True: if IVFFlat is True: quantizer = faiss.IndexFlatL2(dimension) index_cpu = faiss.IndexIVFFlat(quantizer, dimension, nlist, faiss.METRIC_L2) # here we specify METRIC_L2, by default it performs inner-product search res = faiss.StandardGpuResources() # use a single GPU flat_config = faiss.GpuIndexFlatConfig() flat_config.device = 0 # make it an IVF GPU index index_gpu = faiss.index_cpu_to_gpu(res, 0, index_cpu) assert not index _gpu.is_trained index_gpu.train(X) assert index_gpu.is_trained # here we specify METRIC_L2, by default it performs inner-product search else: index_cpu = faiss.IndexFlatL2(dimension) res = faiss.StandardGpuResources() flat_config = faiss.GpuIndexFlatConfig() flat_config.device = 0 index_gpu = faiss.index_cpu_to_gpu(res, 0, index_cpu) index_gpu.add(X) n_samples = 10 k = min_samples samples = np.random.choice(len(X), n_samples) # print(samples) D, I = index_gpu.search(X[samples], k) # sanity check while np.max(D[:, k - 1]) < eps: k = k * 2 D, I = index_gpu.search(X[samples], k) # print(np.max(D[:, k - 1]), k, eps) index_gpu.nprobe = nprobe D, I = index_gpu.search(X, k) # actual search else: if IVFFlat is True: quantizer = faiss.IndexFlatL2(dimension) index_cpu = faiss.IndexIVFFlat(quantizer, dimension, nlist, faiss.METRIC_L2) # here we specify METRIC_L2, by default it performs inner-product search assert not index_cpu.is_trained index_cpu.train(X) assert index_cpu.is_trained # here we specify METRIC_L2, by default it performs inner-product search else: index_cpu = faiss.IndexFlatL2(dimension) index_cpu.add(X) n_samples = 10 k = min_samples samples = np.random.choice(len(X), n_samples) # print(samples) D, I = index_cpu.search(X[samples], k) # sanity check while np.max(D[:, k - 1]) < eps: k = k * 2 D, I = index_cpu.search(X[samples], k) # print(np.max(D[:, k - 1]), k, eps) index_cpu.nprobe = nprobe D, I = index_cpu.search(X, k) # actual search if return_distance is True: return D, I else: return D def run_knn(X, n_neighbors=100, n_samples=1000, metric='rmsd', algorithm='vp_tree'): # X = check_array(X, accept_sparse='csr') #print "Calculating pairwise ", metric, " distances of ", n_samples, " samples..." t0 = time.time() if metric is "rmsd": samples = random.sample(X, n_samples) whole_samples= reduce(operator.add, (samples[i] for i in xrange(len(samples)))) else: whole_samples = random.sample(X, n_samples) sample_dist_metric = pairwise_distances( whole_samples, whole_samples, metric=metric ) t1 = time.time() #print "time:", t1-t0, #print "Done." # Calculate neighborhood for all samples. This leaves the original point # in, which needs to be considered later #print "Calculating knn..." t0 = time.time() if metric is 'rmsd': shape_x = np.shape(X.xyz) knn = knnn.vp_tree_parallel( np.reshape(X.xyz, (shape_x[0] * shape_x[1] * shape_x[2])), shape_x[1] * 3, "rmsd_serial" ) distances_, indices = knn.query( np.linspace(0, len(X.xyz)-1, len(X.xyz), dtype='int'), n_neighbors ) else: if algorithm is 'vp_tree': shape_x = np.shape(X) #print "shape_x:", shape_x knn = knnn.vp_tree_parallel( np.reshape(X, (shape_x[0] * shape_x[1])), shape_x[1], "euclidean_serial" ) distances_, indices = knn.query( np.linspace(0, len(X)-1, len(X), dtype='int'), n_neighbors ) else: neighbors_model = NearestNeighbors(n_neighbors=n_neighbors, algorithm=algorithm, metric=metric) neighbors_model.fit(X) distances_, indices = neighbors_model.kneighbors(X, n_neighbors=n_neighbors, return_distance=True) t1 = time.time() #print "time:", t1-t0, #print "Done." # Calculate distance between sample, and find dc # np.savetxt("./sample_dist_metric.txt", sample_dist_metric, fmt="%f") #np.savetxt("./distances_.txt", distances_, fmt="%f") #np.savetxt("./indices.txt", indices, fmt="%d") return sample_dist_metric, distances_, indices def calculate_rho(X_len, n_neighbors, dc_2, indices, distances_): rho = np.zeros(X_len, dtype=np.float32) for i in xrange(0, X_len): for j in xrange(0,n_neighbors): index = indices[i,j] dist = distances_[i,j] gaussian = np.math.exp(-(dist**2/dc_2)) rho[i] += gaussian rho[index] += gauss return rho def aplod_clustering(X, weight=None, rho_cutoff=1.0, delta_cutoff=1.0, percent=0.1, n_neighbors=100, n_samples=1000, metric='rmsd', algorithm='auto', sample_dist_metric=None, distances_=None, indices=None, parallel=True): """Adaptive Partitioning by Local Density-peaks (APLoD) We present an efficient density-based adaptive-resolution clustering method APLoD for analyzing large-scale molecular dynamics (MD) trajectories. APLoD performs the k-nearest-neighbors search to estimate the density of MD conformations in a local fashion, which can group MD conformations in the same high-density region into a cluster. APLoD greatly improves the popular density peaks algorithm by reducing the running time and the memory usage by 2-3 orders of magnitude for systems ranging from alanine dipeptide to a 370-residue Maltose-binding protein. In addition, we demonstrate that APLoD can produce clusters with various sizes that are adaptive to the underlying density (i.e. larger clusters at low density regions, while smaller clusters at high density regions), which is a clear advantage over other popular clustering algorithms including k-centers and k-medoids. We anticipate that APLoD can be widely applied to split ultra-large MD datasets containing millions of conformations for subsequent construction of Markov State Models. Parameters ---------- X : array or sparse (CSR) matrix of shape (n_samples, n_features), or \ array of shape (n_samples, n_samples) A feature array, or array of distances between samples if ``metric='precomputed'``. rho_cutoff : float, optional The cut-off of the local density rho delta_cutoff : float, optional The cut-off of the distance delta from points of higher density percent : float, optional Average percentage of neighbours n_neighbors : int, optional The number of samples (or total weight) in a neighborhood for a point to be considered as a core point. This includes the point itself. metric : string, or callable The metric to use when calculating distance between instances in a feature array. If metric is a string or callable, it must be one of the options allowed by metrics.pairwise.calculate_distance for its metric parameter. If metric is "precomputed", X is assumed to be a distance matrix and must be square. algorithm : {'auto', 'ball_tree', 'kd_tree', 'brute'}, optional The algorithm to be used by the NearestNeighbors module to compute pointwise distances and find nearest neighbors. Returns ---------- cluster_centers_ : array, [n_clusters, n_features] Coordinates of cluster centers. labels_ : Labels of each point. Notes ---------- NONE References ---------- Song Liu, Lizhe Zhu and Xuhui Huang, "Adaptive Partitioning by Local ensity-peaks (APLoD): An efficient density-based clustering algorithm for analyzing molecular dynamics trajectories". Journal of Computational Chemistry XX/XX/2016: Vol.XXX No. XXX pp. XXXX-XXXX DOI: XXXX Alex Rodriguez, Alessandro Laio, "Clustering by fast search and find of APLoDs". Science 27 June 2014: Vol. 344 no. 6191 pp. 1492-1496 DOI: 10.1126/science.1242072 """ if rho_cutoff < 0.0: raise ValueError("rho must be non negative!") if delta_cutoff < 0.0 and not delta_cutoff == None: raise ValueError("delta must be non negative!") if algorithm is not "precomputed": sample_dist_metric, distances_, indices = run_knn(X=X, n_neighbors=n_neighbors, n_samples=n_samples, metric=metric, algorithm=algorithm) else: if sample_dist_metric is None: raise ValueError("sample_dist_metric must not be None!") if distances_ is None: raise ValueError("distances must not be None!") if indices is None: raise ValueError("indices must not be None!") # Calculate distance between sample, and find dc sample_dist = [] for i in xrange(0, n_samples): for j in xrange(i+1, n_samples): sample_dist.append(sample_dist_metric[i, j]) sorted_sample_dist=np.sort(sample_dist) index = int(round(n_samples*percent)) dc = sorted_sample_dist[index] # ----Cal rho: Gaussian kernel with neighbors # Calculating Rho using Gaussian kernel. X_len = len(X) rho = np.zeros(X_len, dtype=np.float32) dc_2 = dc**2 if weight is None: #Don't have a weight for i in xrange(0, X_len): for j in xrange(0,n_neighbors): index = indices[i,j] dist = distances_[i,j] gaussian = np.math.exp(-(dist**2/dc_2)) rho[i] += gaussian rho[index] += gaussian else: for i in xrange(0, X_len): for j in xrange(0,n_neighbors): index = indices[i,j] dist = distances_[i,j] gaussian = np.math.exp(-(dist**2/dc_2)) * weight[j] rho[i] += gaussian rho[index] += gaussian # Calculating Highest Rho and Max Distance. rho_argsorted = np.argsort(rho)[::-1] max_rho = rho[rho_argsorted[0]] max_dist = np.max(distances_) if delta_cutoff == None: delta_cutoff = max_dist delta = [max_dist for i in xrange(X_len)] nneigh = [i for i in xrange(X_len)] # Calculating Delta. for i in range(0, X_len): for j in range(0, n_neighbors): index = indices[i, j] if rho[index] > rho[i]: delta[i] = distances_[i, j] nneigh[i] = index break # Clustering Data. # Initially, all samples are noise. rho_cut_index = int(1.0 * X_len) - 1 rho_cut = rho[rho_argsorted[rho_cut_index]] distances_sorted = np.sort(distances_, axis=None) distances_index = int(1.0 * len(distances_sorted)) - 1 delta_cut = distances_sorted[distances_index] #print "rho_cut:", rho_cut, rho_cut_index #print "delta_cut", delta_cut, distances_index if metric is "rmsd:": labels_ = -np.ones(X.xyz.shape[0], dtype=np.intp) else: labels_ = -np.ones(X_len, dtype=np.intp) cluster_centers_list = [] cluster = 0 for i in range(len(rho_argsorted)): index = rho_argsorted[i] if labels_[index] == -1 and delta[index] >= delta_cut and rho[index] > rho_cut: labels_[index] = cluster cluster_centers_list.append(index) cluster += 1 else: if labels_[index] == -1 and labels_[nneigh[index]] != -1: labels_[index] = labels_[nneigh[index]] cluster_centers_ = cluster_centers_list return cluster_centers_, labels_ class APLoD(BaseEstimator, ClusterMixin): """Adaptive Partitioning by Local Density-peaks (APLoD) We present an efficient density-based adaptive-resolution clustering method APLoD for analyzing large-scale molecular dynamics (MD) trajectories. APLoD performs the k-nearest-neighbors search to estimate the density of MD conformations in a local fashion, which can group MD conformations in the same high-density region into a cluster. APLoD greatly improves the popular density peaks algorithm by reducing the running time and the memory usage by 2-3 orders of magnitude for systems ranging from alanine dipeptide to a 370-residue Maltose-binding protein. In addition, we demonstrate that APLoD can produce clusters with various sizes that are adaptive to the underlying density (i.e. larger clusters at low density regions, while smaller clusters at high density regions), which is a clear advantage over other popular clustering algorithms including k-centers and k-medoids. We anticipate that APLoD can be widely applied to split ultra-large MD datasets containing millions of conformations for subsequent construction of Markov State Models. Parameters ---------- rho_cutoff : float, optional The cut-off of the local density rho delta_cutoff : float, optional The cut-off of the distance delta from points of higher density percent : float, optional Average percentage of neighbours n_neighbors : int, optional The number of samples (or total weight) in a neighborhood for a point to be considered as a core point. This includes the point itself. metric : string, or callable The metric to use when calculating distance between instances in a feature array. If metric is a string or callable, it must be one of the options allowed by metrics.pairwise.calculate_distance for its metric parameter. If metric is "precomputed", X is assumed to be a distance matrix and must be square. algorithm : {'auto', 'ball_tree', 'kd_tree', 'brute'}, optional The algorithm to be used by the NearestNeighbors module to compute pointwise distances and find nearest neighbors. Returns ---------- cluster_centers_ : array, [n_clusters, n_features] Coordinates of cluster centers. labels_ : Labels of each point. Notes ---------- NONE References ---------- Song Liu, Lizhe Zhu and Xuhui Huang, "Adaptive Partitioning by Local ensity-peaks (APLoD): An efficient density-based clustering algorithm for analyzing molecular dynamics trajectories". Journal of Computational Chemistry XX/XX/2016: Vol.XXX No. XXX pp. XXXX-XXXX DOI: XXXX Alex Rodriguez, Alessandro Laio, "Clustering by fast search and find of APLoDs". Science 27 June 2014: Vol. 344 no. 6191 pp. 1492-1496 DOI: 10.1126/science.1242072 """ def __init__(self, rho_cutoff=1.0, delta_cutoff=1.0, percent=0.2, n_neighbors=100, n_samples=1000, metric='rmsd', algorithm='auto', sample_dist_metric=None, distances_=None, indices=None, parallel=True): self.rho_cutoff = rho_cutoff self.delta_cutoff = delta_cutoff self.percent = percent self.n_neighbors = n_neighbors self.n_samples = n_samples self.metric = metric self.algorithm = algorithm self.sample_dist_metric = sample_dist_metric self.distances_ = distances_ self.indices = indices self.parallel = parallel def fit(self, X, weight=None): """Perform clustering. Parameters ----------- X : array-like, shape=[n_samples, n_features] Samples to cluster. """ # X = check_array(X) print( "Doing APLoD clustering..." ) t0 = time.time() self.cluster_centers_, self.labels_ = \ aplod_clustering(X, weight=weight, rho_cutoff=self.rho_cutoff, delta_cutoff=self.delta_cutoff, percent=self.percent, n_neighbors=self.n_neighbors,n_samples=self.n_samples, metric=self.metric, algorithm=self.algorithm,sample_dist_metric=self.sample_dist_metric, distances_=self.distances_, indices=self.indices, parallel=self.parallel) t1 = time.time() print( "APLoD Time Cost:", t1-t0 ) return self def predict(self, X): """Predict the closest cluster each sample in X belongs to. Parameters ---------- X : {array-like, sparse matrix}, shape=[n_samples, n_features] New data to predict. Returns ------- labels : array, shape [n_samples,] Index of the cluster each sample belongs to. """ check_is_fitted(self, "cluster_centers_") return pairwise_distances_argmin(X, self.cluster_centers_)
apache-2.0
bgoodr/how-to
python/python_matplotlib/gantt_chart_basic.py
1
3472
# -*- mode: python; -*- # Execute this script using Bash script of the same name but without a file # extension. Use ../pdbwrapper/pdbwrapper instead of pdb for debugging. """ GANTT Chart with Matplotlib Sukhbinder Inspired from http://www.clowersresearch.com/main/gantt-charts-in-matplotlib/ """ import os import sys import argparse import datetime as dt import matplotlib.pyplot as plt import matplotlib.font_manager as font_manager import matplotlib.dates from matplotlib.dates import WEEKLY, DateFormatter, rrulewrapper, RRuleLocator import numpy as np def _create_date(datetxt): """Creates the date""" day, month, year = datetxt.split('-') date = dt.datetime(int(year), int(month), int(day)) mdate = matplotlib.dates.date2num(date) return mdate def CreateGanttChart(fname): """Create gantt charts with matplotlib Give file name. """ ylabels = [] customDates = [] textlist = open(fname).readlines() for tx in textlist: if not tx.startswith('#'): ylabel, startdate, enddate = tx.split(',') ylabels.append(ylabel.replace('\n', '')) customDates.append([_create_date(startdate.replace('\n', '')), _create_date(enddate.replace('\n', ''))]) ilen = len(ylabels) pos = np.arange(0.5, ilen * 0.5 + 0.5, 0.5) task_dates = {} for i, task in enumerate(ylabels): task_dates[task] = customDates[i] fig = plt.figure(figsize=(20, 8)) ax = fig.add_subplot(111) for i in range(len(ylabels)): start_date, end_date = task_dates[ylabels[i]] ax.barh((i * 0.5) + 0.5, end_date - start_date, left=start_date, height=0.3, align='center', edgecolor='lightgreen', color='orange', alpha=0.8) locsy, labelsy = plt.yticks(pos, ylabels) plt.setp(labelsy, fontsize=14) # ax.axis('tight') ax.set_ylim(ymin=-0.1, ymax=ilen * 0.5 + 0.5) ax.grid(color='g', linestyle=':') ax.xaxis_date() rule = rrulewrapper(WEEKLY, interval=1) loc = RRuleLocator(rule) # formatter = DateFormatter("%d-%b '%y") formatter = DateFormatter("%d-%b") ax.xaxis.set_major_locator(loc) ax.xaxis.set_major_formatter(formatter) labelsx = ax.get_xticklabels() plt.setp(labelsx, rotation=30, fontsize=10) font = font_manager.FontProperties(size='small') ax.legend(loc=1, prop=font) ax.invert_yaxis() fig.autofmt_xdate() plt.savefig(fname + '.svg') plt.show() def script_base(): 'The basename of the script file for usage.' return os.path.basename(os.path.splitext(sys.argv[0])[0]) description = r""" {script} -- Basic Gantt Chart Demonstrate the code at https://sukhbinder.wordpress.com/2016/05/10/quick-gantt-chart-with-matplotlib/ Example: {script} -f projectChart.txt """.format(script=script_base()) def main(): """ Main function """ # Parse command-line arguments: # https://docs.python.org/2/howto/argparse.html parser = argparse.ArgumentParser( prog=os.path.basename(os.path.splitext(sys.argv[0])[0]), # Avoid showing the .py file extension in the usage help description=description, formatter_class=argparse.RawDescriptionHelpFormatter) parser.add_argument('-f', '--project_file', help='Path to project file.', required=True) args = parser.parse_args(sys.argv[1:]) CreateGanttChart(args.project_file) if __name__ == '__main__': sys.exit(0 if main() else 1) # Return non-zero exit codes upon failure
mit
ninotoshi/tensorflow
tensorflow/contrib/learn/python/learn/estimators/rnn.py
1
8531
"""Recurrent Neural Network estimators.""" # Copyright 2015-present The Scikit Flow Authors. All Rights Reserved. # # Licensed under the Apache License, Version 2.0 (the "License"); # you may not use this file except in compliance with the License. # You may obtain a copy of the License at # # http://www.apache.org/licenses/LICENSE-2.0 # # Unless required by applicable law or agreed to in writing, software # distributed under the License is distributed on an "AS IS" BASIS, # WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. # See the License for the specific language governing permissions and # limitations under the License. from __future__ import absolute_import from __future__ import division from __future__ import print_function from tensorflow.contrib.learn.python.learn.estimators import _sklearn from tensorflow.contrib.learn.python.learn.estimators.base import TensorFlowEstimator from tensorflow.contrib.learn.python.learn import models def null_input_op_fn(X): """This function does no transformation on the inputs, used as default""" return X class TensorFlowRNNClassifier(TensorFlowEstimator, _sklearn.ClassifierMixin): """TensorFlow RNN Classifier model. Parameters: rnn_size: The size for rnn cell, e.g. size of your word embeddings. cell_type: The type of rnn cell, including rnn, gru, and lstm. num_layers: The number of layers of the rnn model. input_op_fn: Function that will transform the input tensor, such as creating word embeddings, byte list, etc. This takes an argument X for input and returns transformed X. bidirectional: boolean, Whether this is a bidirectional rnn. sequence_length: If sequence_length is provided, dynamic calculation is performed. This saves computational time when unrolling past max sequence length. initial_state: An initial state for the RNN. This must be a tensor of appropriate type and shape [batch_size x cell.state_size]. n_classes: Number of classes in the target. batch_size: Mini batch size. steps: Number of steps to run over data. optimizer: Optimizer name (or class), for example "SGD", "Adam", "Adagrad". learning_rate: If this is constant float value, no decay function is used. Instead, a customized decay function can be passed that accepts global_step as parameter and returns a Tensor. e.g. exponential decay function: def exp_decay(global_step): return tf.train.exponential_decay( learning_rate=0.1, global_step, decay_steps=2, decay_rate=0.001) class_weight: None or list of n_classes floats. Weight associated with classes for loss computation. If not given, all classes are supposed to have weight one. continue_training: when continue_training is True, once initialized model will be continuely trained on every call of fit. config: RunConfig object that controls the configurations of the session, e.g. num_cores, gpu_memory_fraction, etc. """ def __init__(self, rnn_size, n_classes, cell_type='gru', num_layers=1, input_op_fn=null_input_op_fn, initial_state=None, bidirectional=False, sequence_length=None, batch_size=32, steps=50, optimizer='Adagrad', learning_rate=0.1, class_weight=None, clip_gradients=5.0, continue_training=False, config=None, verbose=1): self.rnn_size = rnn_size self.cell_type = cell_type self.input_op_fn = input_op_fn self.bidirectional = bidirectional self.num_layers = num_layers self.sequence_length = sequence_length self.initial_state = initial_state super(TensorFlowRNNClassifier, self).__init__( model_fn=self._model_fn, n_classes=n_classes, batch_size=batch_size, steps=steps, optimizer=optimizer, learning_rate=learning_rate, class_weight=class_weight, clip_gradients=clip_gradients, continue_training=continue_training, config=config, verbose=verbose) def _model_fn(self, X, y): return models.get_rnn_model(self.rnn_size, self.cell_type, self.num_layers, self.input_op_fn, self.bidirectional, models.logistic_regression, self.sequence_length, self.initial_state)(X, y) @property def bias_(self): """Returns bias of the rnn layer.""" return self.get_tensor_value('logistic_regression/bias') @property def weights_(self): """Returns weights of the rnn layer.""" return self.get_tensor_value('logistic_regression/weights') class TensorFlowRNNRegressor(TensorFlowEstimator, _sklearn.RegressorMixin): """TensorFlow RNN Regressor model. Parameters: rnn_size: The size for rnn cell, e.g. size of your word embeddings. cell_type: The type of rnn cell, including rnn, gru, and lstm. num_layers: The number of layers of the rnn model. input_op_fn: Function that will transform the input tensor, such as creating word embeddings, byte list, etc. This takes an argument X for input and returns transformed X. bidirectional: boolean, Whether this is a bidirectional rnn. sequence_length: If sequence_length is provided, dynamic calculation is performed. This saves computational time when unrolling past max sequence length. initial_state: An initial state for the RNN. This must be a tensor of appropriate type and shape [batch_size x cell.state_size]. batch_size: Mini batch size. steps: Number of steps to run over data. optimizer: Optimizer name (or class), for example "SGD", "Adam", "Adagrad". learning_rate: If this is constant float value, no decay function is used. Instead, a customized decay function can be passed that accepts global_step as parameter and returns a Tensor. e.g. exponential decay function: def exp_decay(global_step): return tf.train.exponential_decay( learning_rate=0.1, global_step, decay_steps=2, decay_rate=0.001) continue_training: when continue_training is True, once initialized model will be continuely trained on every call of fit. config: RunConfig object that controls the configurations of the session, e.g. num_cores, gpu_memory_fraction, etc. verbose: Controls the verbosity, possible values: 0: the algorithm and debug information is muted. 1: trainer prints the progress. 2: log device placement is printed. """ def __init__(self, rnn_size, cell_type='gru', num_layers=1, input_op_fn=null_input_op_fn, initial_state=None, bidirectional=False, sequence_length=None, n_classes=0, batch_size=32, steps=50, optimizer='Adagrad', learning_rate=0.1, clip_gradients=5.0, continue_training=False, config=None, verbose=1): self.rnn_size = rnn_size self.cell_type = cell_type self.input_op_fn = input_op_fn self.bidirectional = bidirectional self.num_layers = num_layers self.sequence_length = sequence_length self.initial_state = initial_state super(TensorFlowRNNRegressor, self).__init__( model_fn=self._model_fn, n_classes=n_classes, batch_size=batch_size, steps=steps, optimizer=optimizer, learning_rate=learning_rate, clip_gradients=clip_gradients, continue_training=continue_training, config=config, verbose=verbose) def _model_fn(self, X, y): return models.get_rnn_model(self.rnn_size, self.cell_type, self.num_layers, self.input_op_fn, self.bidirectional, models.linear_regression, self.sequence_length, self.initial_state)(X, y) @property def bias_(self): """Returns bias of the rnn layer.""" return self.get_tensor_value('linear_regression/bias') @property def weights_(self): """Returns weights of the rnn layer.""" return self.get_tensor_value('linear_regression/weights')
apache-2.0
nrhine1/scikit-learn
sklearn/cluster/spectral.py
233
18153
# -*- coding: utf-8 -*- """Algorithms for spectral clustering""" # Author: Gael Varoquaux gael.varoquaux@normalesup.org # Brian Cheung # Wei LI <kuantkid@gmail.com> # License: BSD 3 clause import warnings import numpy as np from ..base import BaseEstimator, ClusterMixin from ..utils import check_random_state, as_float_array from ..utils.validation import check_array from ..utils.extmath import norm from ..metrics.pairwise import pairwise_kernels from ..neighbors import kneighbors_graph from ..manifold import spectral_embedding from .k_means_ import k_means def discretize(vectors, copy=True, max_svd_restarts=30, n_iter_max=20, random_state=None): """Search for a partition matrix (clustering) which is closest to the eigenvector embedding. Parameters ---------- vectors : array-like, shape: (n_samples, n_clusters) The embedding space of the samples. copy : boolean, optional, default: True Whether to copy vectors, or perform in-place normalization. max_svd_restarts : int, optional, default: 30 Maximum number of attempts to restart SVD if convergence fails n_iter_max : int, optional, default: 30 Maximum number of iterations to attempt in rotation and partition matrix search if machine precision convergence is not reached random_state: int seed, RandomState instance, or None (default) A pseudo random number generator used for the initialization of the of the rotation matrix Returns ------- labels : array of integers, shape: n_samples The labels of the clusters. References ---------- - Multiclass spectral clustering, 2003 Stella X. Yu, Jianbo Shi http://www1.icsi.berkeley.edu/~stellayu/publication/doc/2003kwayICCV.pdf Notes ----- The eigenvector embedding is used to iteratively search for the closest discrete partition. First, the eigenvector embedding is normalized to the space of partition matrices. An optimal discrete partition matrix closest to this normalized embedding multiplied by an initial rotation is calculated. Fixing this discrete partition matrix, an optimal rotation matrix is calculated. These two calculations are performed until convergence. The discrete partition matrix is returned as the clustering solution. Used in spectral clustering, this method tends to be faster and more robust to random initialization than k-means. """ from scipy.sparse import csc_matrix from scipy.linalg import LinAlgError random_state = check_random_state(random_state) vectors = as_float_array(vectors, copy=copy) eps = np.finfo(float).eps n_samples, n_components = vectors.shape # Normalize the eigenvectors to an equal length of a vector of ones. # Reorient the eigenvectors to point in the negative direction with respect # to the first element. This may have to do with constraining the # eigenvectors to lie in a specific quadrant to make the discretization # search easier. norm_ones = np.sqrt(n_samples) for i in range(vectors.shape[1]): vectors[:, i] = (vectors[:, i] / norm(vectors[:, i])) \ * norm_ones if vectors[0, i] != 0: vectors[:, i] = -1 * vectors[:, i] * np.sign(vectors[0, i]) # Normalize the rows of the eigenvectors. Samples should lie on the unit # hypersphere centered at the origin. This transforms the samples in the # embedding space to the space of partition matrices. vectors = vectors / np.sqrt((vectors ** 2).sum(axis=1))[:, np.newaxis] svd_restarts = 0 has_converged = False # If there is an exception we try to randomize and rerun SVD again # do this max_svd_restarts times. while (svd_restarts < max_svd_restarts) and not has_converged: # Initialize first column of rotation matrix with a row of the # eigenvectors rotation = np.zeros((n_components, n_components)) rotation[:, 0] = vectors[random_state.randint(n_samples), :].T # To initialize the rest of the rotation matrix, find the rows # of the eigenvectors that are as orthogonal to each other as # possible c = np.zeros(n_samples) for j in range(1, n_components): # Accumulate c to ensure row is as orthogonal as possible to # previous picks as well as current one c += np.abs(np.dot(vectors, rotation[:, j - 1])) rotation[:, j] = vectors[c.argmin(), :].T last_objective_value = 0.0 n_iter = 0 while not has_converged: n_iter += 1 t_discrete = np.dot(vectors, rotation) labels = t_discrete.argmax(axis=1) vectors_discrete = csc_matrix( (np.ones(len(labels)), (np.arange(0, n_samples), labels)), shape=(n_samples, n_components)) t_svd = vectors_discrete.T * vectors try: U, S, Vh = np.linalg.svd(t_svd) svd_restarts += 1 except LinAlgError: print("SVD did not converge, randomizing and trying again") break ncut_value = 2.0 * (n_samples - S.sum()) if ((abs(ncut_value - last_objective_value) < eps) or (n_iter > n_iter_max)): has_converged = True else: # otherwise calculate rotation and continue last_objective_value = ncut_value rotation = np.dot(Vh.T, U.T) if not has_converged: raise LinAlgError('SVD did not converge') return labels def spectral_clustering(affinity, n_clusters=8, n_components=None, eigen_solver=None, random_state=None, n_init=10, eigen_tol=0.0, assign_labels='kmeans'): """Apply clustering to a projection to the normalized laplacian. In practice Spectral Clustering is very useful when the structure of the individual clusters is highly non-convex or more generally when a measure of the center and spread of the cluster is not a suitable description of the complete cluster. For instance when clusters are nested circles on the 2D plan. If affinity is the adjacency matrix of a graph, this method can be used to find normalized graph cuts. Read more in the :ref:`User Guide <spectral_clustering>`. Parameters ----------- affinity : array-like or sparse matrix, shape: (n_samples, n_samples) The affinity matrix describing the relationship of the samples to embed. **Must be symmetric**. Possible examples: - adjacency matrix of a graph, - heat kernel of the pairwise distance matrix of the samples, - symmetric k-nearest neighbours connectivity matrix of the samples. n_clusters : integer, optional Number of clusters to extract. n_components : integer, optional, default is n_clusters Number of eigen vectors to use for the spectral embedding eigen_solver : {None, 'arpack', 'lobpcg', or 'amg'} The eigenvalue decomposition strategy to use. AMG requires pyamg to be installed. It can be faster on very large, sparse problems, but may also lead to instabilities random_state : int seed, RandomState instance, or None (default) A pseudo random number generator used for the initialization of the lobpcg eigen vectors decomposition when eigen_solver == 'amg' and by the K-Means initialization. n_init : int, optional, default: 10 Number of time the k-means algorithm will be run with different centroid seeds. The final results will be the best output of n_init consecutive runs in terms of inertia. eigen_tol : float, optional, default: 0.0 Stopping criterion for eigendecomposition of the Laplacian matrix when using arpack eigen_solver. assign_labels : {'kmeans', 'discretize'}, default: 'kmeans' The strategy to use to assign labels in the embedding space. There are two ways to assign labels after the laplacian embedding. k-means can be applied and is a popular choice. But it can also be sensitive to initialization. Discretization is another approach which is less sensitive to random initialization. See the 'Multiclass spectral clustering' paper referenced below for more details on the discretization approach. Returns ------- labels : array of integers, shape: n_samples The labels of the clusters. References ---------- - Normalized cuts and image segmentation, 2000 Jianbo Shi, Jitendra Malik http://citeseer.ist.psu.edu/viewdoc/summary?doi=10.1.1.160.2324 - A Tutorial on Spectral Clustering, 2007 Ulrike von Luxburg http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.165.9323 - Multiclass spectral clustering, 2003 Stella X. Yu, Jianbo Shi http://www1.icsi.berkeley.edu/~stellayu/publication/doc/2003kwayICCV.pdf Notes ------ The graph should contain only one connect component, elsewhere the results make little sense. This algorithm solves the normalized cut for k=2: it is a normalized spectral clustering. """ if assign_labels not in ('kmeans', 'discretize'): raise ValueError("The 'assign_labels' parameter should be " "'kmeans' or 'discretize', but '%s' was given" % assign_labels) random_state = check_random_state(random_state) n_components = n_clusters if n_components is None else n_components maps = spectral_embedding(affinity, n_components=n_components, eigen_solver=eigen_solver, random_state=random_state, eigen_tol=eigen_tol, drop_first=False) if assign_labels == 'kmeans': _, labels, _ = k_means(maps, n_clusters, random_state=random_state, n_init=n_init) else: labels = discretize(maps, random_state=random_state) return labels class SpectralClustering(BaseEstimator, ClusterMixin): """Apply clustering to a projection to the normalized laplacian. In practice Spectral Clustering is very useful when the structure of the individual clusters is highly non-convex or more generally when a measure of the center and spread of the cluster is not a suitable description of the complete cluster. For instance when clusters are nested circles on the 2D plan. If affinity is the adjacency matrix of a graph, this method can be used to find normalized graph cuts. When calling ``fit``, an affinity matrix is constructed using either kernel function such the Gaussian (aka RBF) kernel of the euclidean distanced ``d(X, X)``:: np.exp(-gamma * d(X,X) ** 2) or a k-nearest neighbors connectivity matrix. Alternatively, using ``precomputed``, a user-provided affinity matrix can be used. Read more in the :ref:`User Guide <spectral_clustering>`. Parameters ----------- n_clusters : integer, optional The dimension of the projection subspace. affinity : string, array-like or callable, default 'rbf' If a string, this may be one of 'nearest_neighbors', 'precomputed', 'rbf' or one of the kernels supported by `sklearn.metrics.pairwise_kernels`. Only kernels that produce similarity scores (non-negative values that increase with similarity) should be used. This property is not checked by the clustering algorithm. gamma : float Scaling factor of RBF, polynomial, exponential chi^2 and sigmoid affinity kernel. Ignored for ``affinity='nearest_neighbors'``. degree : float, default=3 Degree of the polynomial kernel. Ignored by other kernels. coef0 : float, default=1 Zero coefficient for polynomial and sigmoid kernels. Ignored by other kernels. n_neighbors : integer Number of neighbors to use when constructing the affinity matrix using the nearest neighbors method. Ignored for ``affinity='rbf'``. eigen_solver : {None, 'arpack', 'lobpcg', or 'amg'} The eigenvalue decomposition strategy to use. AMG requires pyamg to be installed. It can be faster on very large, sparse problems, but may also lead to instabilities random_state : int seed, RandomState instance, or None (default) A pseudo random number generator used for the initialization of the lobpcg eigen vectors decomposition when eigen_solver == 'amg' and by the K-Means initialization. n_init : int, optional, default: 10 Number of time the k-means algorithm will be run with different centroid seeds. The final results will be the best output of n_init consecutive runs in terms of inertia. eigen_tol : float, optional, default: 0.0 Stopping criterion for eigendecomposition of the Laplacian matrix when using arpack eigen_solver. assign_labels : {'kmeans', 'discretize'}, default: 'kmeans' The strategy to use to assign labels in the embedding space. There are two ways to assign labels after the laplacian embedding. k-means can be applied and is a popular choice. But it can also be sensitive to initialization. Discretization is another approach which is less sensitive to random initialization. kernel_params : dictionary of string to any, optional Parameters (keyword arguments) and values for kernel passed as callable object. Ignored by other kernels. Attributes ---------- affinity_matrix_ : array-like, shape (n_samples, n_samples) Affinity matrix used for clustering. Available only if after calling ``fit``. labels_ : Labels of each point Notes ----- If you have an affinity matrix, such as a distance matrix, for which 0 means identical elements, and high values means very dissimilar elements, it can be transformed in a similarity matrix that is well suited for the algorithm by applying the Gaussian (RBF, heat) kernel:: np.exp(- X ** 2 / (2. * delta ** 2)) Another alternative is to take a symmetric version of the k nearest neighbors connectivity matrix of the points. If the pyamg package is installed, it is used: this greatly speeds up computation. References ---------- - Normalized cuts and image segmentation, 2000 Jianbo Shi, Jitendra Malik http://citeseer.ist.psu.edu/viewdoc/summary?doi=10.1.1.160.2324 - A Tutorial on Spectral Clustering, 2007 Ulrike von Luxburg http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.165.9323 - Multiclass spectral clustering, 2003 Stella X. Yu, Jianbo Shi http://www1.icsi.berkeley.edu/~stellayu/publication/doc/2003kwayICCV.pdf """ def __init__(self, n_clusters=8, eigen_solver=None, random_state=None, n_init=10, gamma=1., affinity='rbf', n_neighbors=10, eigen_tol=0.0, assign_labels='kmeans', degree=3, coef0=1, kernel_params=None): self.n_clusters = n_clusters self.eigen_solver = eigen_solver self.random_state = random_state self.n_init = n_init self.gamma = gamma self.affinity = affinity self.n_neighbors = n_neighbors self.eigen_tol = eigen_tol self.assign_labels = assign_labels self.degree = degree self.coef0 = coef0 self.kernel_params = kernel_params def fit(self, X, y=None): """Creates an affinity matrix for X using the selected affinity, then applies spectral clustering to this affinity matrix. Parameters ---------- X : array-like or sparse matrix, shape (n_samples, n_features) OR, if affinity==`precomputed`, a precomputed affinity matrix of shape (n_samples, n_samples) """ X = check_array(X, accept_sparse=['csr', 'csc', 'coo'], dtype=np.float64) if X.shape[0] == X.shape[1] and self.affinity != "precomputed": warnings.warn("The spectral clustering API has changed. ``fit``" "now constructs an affinity matrix from data. To use" " a custom affinity matrix, " "set ``affinity=precomputed``.") if self.affinity == 'nearest_neighbors': connectivity = kneighbors_graph(X, n_neighbors=self.n_neighbors, include_self=True) self.affinity_matrix_ = 0.5 * (connectivity + connectivity.T) elif self.affinity == 'precomputed': self.affinity_matrix_ = X else: params = self.kernel_params if params is None: params = {} if not callable(self.affinity): params['gamma'] = self.gamma params['degree'] = self.degree params['coef0'] = self.coef0 self.affinity_matrix_ = pairwise_kernels(X, metric=self.affinity, filter_params=True, **params) random_state = check_random_state(self.random_state) self.labels_ = spectral_clustering(self.affinity_matrix_, n_clusters=self.n_clusters, eigen_solver=self.eigen_solver, random_state=random_state, n_init=self.n_init, eigen_tol=self.eigen_tol, assign_labels=self.assign_labels) return self @property def _pairwise(self): return self.affinity == "precomputed"
bsd-3-clause
reedessick/pointy-Poisson
concentrationMultiPopVectors.py
1
3445
#!/usr/bin/python usage = "concentrationMultiPopVectors.py [--options] vectors.txt" description = "a tool to make concentration diagrams of data stored in vectors.txt" author = "reed.essick@ligo.org" import numpy as np import matplotlib matplotlib.use("Agg") from matplotlib import pyplot as plt plt.rcParams['text.usetex'] = True from optparse import OptionParser #------------------------------------------------- parser = OptionParser(usage=usage, description=description) parser.add_option("-v", "--verbose", default=False, action="store_true") parser.add_option('-g', '--giniThr', default=0.9, type='float', help='a threshold on the gini index. Vectors with larger gini indexes are reported') parser.add_option('', '--nbins', default=20, type='int', help='the number of bins for the gini index histogram') parser.add_option("-o", "--output-dir", default=".", type="string") parser.add_option("-t", "--tag", default="", type="string") opts, args = parser.parse_args() if opts.tag: opts.tag = "_%s"%(opts.tag) if len(args)!=1: raise ValueError("Please supply exactly one input argument\n%s"%(usage)) vectors = args[0] #------------------------------------------------- if opts.verbose: print "reading vectors from : %s"%(vectors) ### extract headers file_obj = open(vectors, "r") chans = file_obj.readline().strip().split()[1:] ### skip first column because that is the filename Nchans = len(chans) if opts.verbose: print " found %d channels"%(Nchans) ### load vectors vects = [] names = [] for line in file_obj: line = line.strip().split() if len(line) != Nchans+1: raise ValueError("inconsistent data format in : %s"%(vectors)) vects.append( [float(_) for _ in line[1:]] ) names.append( line[0] ) vects = np.array(vects) if opts.verbose: print " found %d samples"%(len(vects)) #------------------------------------------------- ### plot concentration diagrams and histogram of gini indexes if opts.verbose: print "plotting concentration diagrams" fig = plt.figure(figsize=(10,6)) axC = plt.subplot(1,2,1) axH = plt.subplot(1,2,2) x = (np.arange(Nchans)+1.0)/Nchans dx = x[1]-x[0] gini = [] keepers = [] for name, vect in zip(names, vects): if np.any(vect): y = vect[:] y.sort() y = y[::-1] y = np.cumsum( y**2 ) y /= y[-1] else: y = x axC.plot( x, y, color='b', alpha=0.5 ) g = ( (np.sum( (y[1:]+y[:-1])*0.5 ) + 0.5*y[0]) * dx - 0.5 )*2 if g!=g: raise ValueError gini.append( g ) ### approximate the integral with trapzoids and subtract off half for gini index if g >= opts.giniThr: keepers.append( name ) gini = np.array(gini) bins = np.logspace( np.log10(1-max(gini)), 0, opts.nbins+1) axH.hist( 1.0-gini, bins=bins ) ### decorate axC.set_xscale('log') axC.set_xlabel('fraction of vector (len=%d)'%Nchans) axC.set_ylabel('fraction of norm') axH.set_xscale("log") axH.set_xlabel('1 - (gini index)') axH.set_ylabel('count') axC.plot([0,1], [0,1], 'k--') ### save figname = "%s/concentration%s.png"%(opts.output_dir, opts.tag) if opts.verbose: print figname fig.savefig(figname) plt.close(fig) ### write keepers to file filename = "%s/concentration%s.out"%(opts.output_dir, opts.tag) if opts.verbose: print "writing large gini names to : %s"%filename file_obj = open(filename, "w") for name in sorted(keepers): print >> file_obj, name file_obj.close()
mit
TomAugspurger/dota
dota/tests/test_scripts.py
1
9003
# -*- coding: utf-8 -*- import pathlib import unittest from unittest.mock import patch from os.path import expanduser try: from io import StringIO except ImportError: from StringIO import StringIO import requests from pandas.util.testing import network from numpy import nan import pandas as pd from pandas import Timestamp import pandas.util.testing as tm from dota.api import API, HistoryResponse, DetailsResponse from dota.scripts import get_details_by_id import dota.scripts.parsers as p import dota.scripts.json2hdf5 as h5 class TestGetByID(unittest.TestCase): def setUp(self): # Make some fake cached games pathlib.Path('details12345678.json').touch() pathlib.Path('1234.json').touch() def test_argparser(self): args = ['1234'] args = get_details_by_id.parser.parse_args(args) steam_id, key_path, data_dir = get_details_by_id.argparser(args) self.assertEqual(steam_id, 1234) self.assertEqual(key_path, pathlib.Path(expanduser('~/Dropbox/bin/api-keys.txt'))) self.assertEqual(data_dir, pathlib.Path(expanduser('~/sandbox/dota/data/'))) def test_get_details(self): # make fake new game 12345 # TODO: mock out HR / DR construction as well? hr = HistoryResponse({'status': 1, 'results_remaining': 0, 'num_results': 1, 'total_results': 1, 'matches': [{'match_id': 12345}]}) dr = DetailsResponse({'radiant_win': 1, 'match_id': 12345, 'players': [], 'negative_votes': 1, 'positive_votes': 1, 'lobby_type': 1, 'duration': 1, 'first_blood_time': 1, 'leagueid': 1, 'start_time': 1, 'dire_name': 1, 'radiant_name': 1, 'dire_team_id': 1, 'radiant_team_id': 1}) with patch.object(API, 'get_match_history', return_value=hr): with patch.object(API, 'get_match_details', return_value=dr): get_details_by_id.get_details(steam_id=1, key='fake', data_dir=pathlib.Path('.')) new = pathlib.Path('12345.json') self.assertTrue(new.exists()) def tearDown(self): pathlib.Path('details12345678.json').unlink() pathlib.Path('1234.json').unlink() try: pathlib.Path('12345.json').unlink() except FileNotFoundError: pass # class TestGetProMatches(unittest.TestCase): # # def test_fetch_new_match_ids(match_ids_path): # # # mocked class TestParsers(unittest.TestCase): # the tabbing and newlining is important def setUp(self): self.ex_hero = """"npc_dota_hero_antimage" { // General //------------------------------------------------------------------------------------------------------------- "HeroID" "1" // unique ID number for this hero. Do not change this once established or it will invalidate collected stats. "Ability4" "antimage_mana_void" // Ability 4 "ItemSlots" { "0" { "SlotIndex" "0" "SlotName" "weapon" "SlotText" "#LoadoutSlot_Weapon" "TextureWidth" "128" "TextureHeight" "256" "MaxPolygonsLOD0" "400" "MaxPolygonsLOD1" "350" } "Bot" { "HeroType" "DOTA_BOT_HARD_CARRY" "LaningInfo" { "SoloDesire" "1" } } } """ self.ex_item = """\t"item_blink" { // General //------------------------------------------------------------------------------------------------------------- "ID" "1" // unique ID number for this item. Do not change this once established or it will invalidate collected stats. "AbilityName" "item_blink" "AbilitySpecial" { "01" { "var_type" "FIELD_INTEGER" "blink_range" "1200" } } }""" self.ex_ability = """\t"antimage_blink" { // General //------------------------------------------------------------------------------------------------------------- "ID" "5004" // unique ID number for this ability. Do not change this once established or it will invalidate collected stats. "AbilityName" "antimage_blink" { "01" { "var_type" "FIELD_INTEGER" "blink_range" "1000 1075 1150 1150" } } }""" def test_parse_hero(self): f = StringIO(self.ex_hero) line = f.readline() result = p.get_ability_block(f, line) expected = [('name', 'npc_dota_hero_antimage'), ('HeroID', '1'), ('Ability4', 'antimage_mana_void'), ('SlotIndex', '0'), ('SlotName', 'weapon'), ('SlotText', '#LoadoutSlot_Weapon'), ('TextureWidth', '128'), ('TextureHeight', '256'), ('MaxPolygonsLOD0', '400'), ('MaxPolygonsLOD1', '350'), ('HeroType', 'DOTA_BOT_HARD_CARRY'), ('SoloDesire', '1')] self.assertEqual(result, expected) f.close() def test_parse_item(self): f = StringIO(self.ex_item) line = f.readline() result = p.get_item_block(f, line) expected = [('name', 'blink'), ('ID', '1'), ('AbilityName', 'item_blink'), ('var_type', 'FIELD_INTEGER'), ('blink_range', '1200')] self.assertEqual(result, expected) f.close() def test_parse_ability(self): f = StringIO(self.ex_ability) line = f.readline() result = p.get_ability_block(f, line) expected = [('name', 'antimage_blink'), ('ID', '5004'), ('AbilityName', 'antimage_blink'), ('var_type', 'FIELD_INTEGER'), ('blink_range', '1000 1075 1150 1150')] self.assertEqual(result, expected) f.close() class TestHDF5(unittest.TestCase): def setUp(self): self.dr = DetailsResponse.from_json('details_response.json') def test_add_by_side(self): # just a smoke test _data = {'duration': {0: 2857, 5: 2857}, 'game_mod': {0: 1, 5: 1}, 'team': {0: 1, 5: 0}, 'item_2': {0: 168, 5: 79}, 'hero_healing': {0: 0, 5: 1721}, 'kills': {0: 4, 5: 7}, 'dire_team_id': {0: None, 5: None}, 'hero_damage': {0: 6141, 5: 9766}, 'match_id': {0: 547519680, 5: 547519680}, 'deaths': {0: 10, 5: 4}, 'assists': {0: 5, 5: 14}, 'radiant_team_id': {0: None, 5: None}, 'gold_spent': {0: 12185, 5: 11910}, 'tower_status': {0: nan, 5: nan}, 'level': {0: 16, 5: 20}, 'start_time': {0: Timestamp('2014-03-04 03:43:14'), 5: Timestamp('2014-03-04 03:43:14')}, 'hero': {0: 62, 5: 102}, 'player_slot': {0: 128, 5: 2}, 'win': {0: False, 5: True}, 'item_5': {0: 46, 5: 46}, 'item_4': {0: 67, 5: 61}, 'account_id': {0: 82787032.0, 5: nan}, 'item_1': {0: 50, 5: 90}, 'item_0': {0: 36, 5: 180}, 'item_3': {0: 185, 5: 0}, 'last_hits': {0: 56, 5: 67}, 'denies': {0: 1, 5: 7}, 'barracks_status': {0: nan, 5: nan}, 'gold': {0: 16, 5: 3527}} expected = pd.DataFrame(_data).sort_index(axis=1) result = h5.format_df(self.dr).sort_index(axis=1).loc[[0, 5]] tm.assert_frame_equal(result, expected)
mit
HengfengLi/algorithms-impl
01.graham_scan/graham_scan.py
1
5192
# Re-write the C code from Computational Geometry in C - Section 3.5. # max # of points PMAX = 1000 P_origin = None class Coord: def __init__(self, x, y): self.x = x self.y = y def __str__(self): return "x:%.2f,y:%.2f" % (self.x, self.y) def __repr__(self): return self.__str__() class tsPoint: def __init__(self, id, coord): self.id = id self.coord = coord self.flag_deleted = False def __str__(self): return "vnum:%d,coord:%s,deleted:%s" \ % (self.id, self.coord, self.flag_deleted) def __repr__(self): return self.__str__() class tStackCell: def __init__(self, p): self.p = p self.next = None class tStack: def __init__(self): self.top = None self.num = 0 def pop(self): if self.num == 0: return None temp = self.top self.top = self.top.next self.num -= 1 return temp.p def push(self, p): c = tStackCell(p) c.next = self.top self.top = c self.num += 1 def values(self): t = self.top while t: yield t.p t = t.next def __str__(self): t = self.top output = "" while t: output += "vnum=%d\tx=%.2f\ty=%.2f\n" \ % (t.p.id, t.p.coord.x, t.p.coord.y) t = t.next return output def __repr__(self): return self.__str__() def area2(a, b, c): return (b.x-a.x) * (c.y-a.y) - (c.x-a.x)*(b.y-a.y) def compare(pi, pj): a = area2(P_origin.coord, pi.coord, pj.coord) if a > 0: return -1 if a < 0: return 1 # collinear with P[0] x = abs(pi.coord.x - P_origin.coord.x) - abs(pj.coord.x - P_origin.coord.x) y = abs(pi.coord.y - P_origin.coord.y) - abs(pj.coord.y - P_origin.coord.y) if x < 0 or y < 0: pi.flag_deleted = True return -1 elif x > 0 or y > 0: pj.flag_deleted = True return 1 else: # points are coincident if pi.id > pj.id: pj.flag_deleted = True else: pi.flag_deleted = True return 0 def swap(P, i, j): temp = P[i] P[i] = P[j] P[j] = temp def find_lowest(P): # get a copy P = P[:] # index of lowest m = 0 for i in range(1,len(P)): if (P[i].coord.y < P[m].coord.y or P[i].coord.y == P[m].coord.y) \ and (P[i].coord.x > P[m].coord.x): m = i swap(P, 0, m) return P def graham(P): # initalize stack stack = tStack() stack.push(P[0]) stack.push(P[1]) assert(stack.num == 2) # bottom two elements will never be removed i = 2 while i < len(P): # print "i", i p1 = stack.top.next.p p2 = stack.top.p # print area2(p1.coord, p2.coord, P[i].coord) if area2(p1.coord, p2.coord, P[i].coord) > 0: stack.push(P[i]) i += 1 else: # print "stack.pop" stack.pop() return stack def graham_scan(coords): global P_origin # construct the list of points P = [] for i in range(len(coords)): x, y = coords[i] P.append(tsPoint(i, Coord(x, y))) # actual # of points n = len(P) # find the right-most of lowest point P = find_lowest(P) print "lowest:", P[0] P_origin = P[0] # sort other points angularly new_P = [P[0]] + sorted(P[1:], cmp=compare) # squash new_P = filter(lambda p: p.flag_deleted != True ,new_P) # print new_P stack = graham(new_P) return [(p.coord.x, p.coord.y) for p in stack.values()] if __name__ == '__main__': import matplotlib.pyplot as plt coords = [(3,-2), (5,1), (7,4), (6,5), (4,2), (3,3), (3,5), (2,5), (0,5), \ (0,1), (-3,4), (-2,2), (0,0), (-3,2), (-5,2), (-5,1), (-5,-1), \ (1,-2), (-3,-2)] assert(len(coords) == 19) convex_hull_points = graham_scan(coords) fig = plt.figure(figsize=(10, 8)) ax = fig.add_subplot(111) ax.set_aspect('equal') ax.grid(True, which='both') # set the x-spine (see below for more info on `set_position`) ax.spines['left'].set_position('zero') # turn off the right spine/ticks ax.spines['right'].set_color('none') # set the y-spine ax.spines['bottom'].set_position('zero') # turn off the top spine/ticks ax.spines['top'].set_color('none') ax.xaxis.tick_bottom() ax.yaxis.tick_left() ax.set_xlim([-6,8]) ax.set_ylim([-3,6]) x1 = [p[0] for p in coords] y1 = [p[1] for p in coords] # "clip_on=False, zorder=100" makes the points are above axes and girds ax.scatter(x1, y1, c='red', clip_on=False, zorder=100) x2 = [p[0] for p in convex_hull_points + [convex_hull_points[0]]] y2 = [p[1] for p in convex_hull_points + [convex_hull_points[0]]] ax.plot(x2, y2, marker='o', clip_on=False, zorder=100) plt.show()
mit
heli522/scikit-learn
sklearn/ensemble/partial_dependence.py
251
15097
"""Partial dependence plots for tree ensembles. """ # Authors: Peter Prettenhofer # License: BSD 3 clause from itertools import count import numbers import numpy as np from scipy.stats.mstats import mquantiles from ..utils.extmath import cartesian from ..externals.joblib import Parallel, delayed from ..externals import six from ..externals.six.moves import map, range, zip from ..utils import check_array from ..tree._tree import DTYPE from ._gradient_boosting import _partial_dependence_tree from .gradient_boosting import BaseGradientBoosting def _grid_from_X(X, percentiles=(0.05, 0.95), grid_resolution=100): """Generate a grid of points based on the ``percentiles of ``X``. The grid is generated by placing ``grid_resolution`` equally spaced points between the ``percentiles`` of each column of ``X``. Parameters ---------- X : ndarray The data percentiles : tuple of floats The percentiles which are used to construct the extreme values of the grid axes. grid_resolution : int The number of equally spaced points that are placed on the grid. Returns ------- grid : ndarray All data points on the grid; ``grid.shape[1] == X.shape[1]`` and ``grid.shape[0] == grid_resolution * X.shape[1]``. axes : seq of ndarray The axes with which the grid has been created. """ if len(percentiles) != 2: raise ValueError('percentile must be tuple of len 2') if not all(0. <= x <= 1. for x in percentiles): raise ValueError('percentile values must be in [0, 1]') axes = [] for col in range(X.shape[1]): uniques = np.unique(X[:, col]) if uniques.shape[0] < grid_resolution: # feature has low resolution use unique vals axis = uniques else: emp_percentiles = mquantiles(X, prob=percentiles, axis=0) # create axis based on percentiles and grid resolution axis = np.linspace(emp_percentiles[0, col], emp_percentiles[1, col], num=grid_resolution, endpoint=True) axes.append(axis) return cartesian(axes), axes def partial_dependence(gbrt, target_variables, grid=None, X=None, percentiles=(0.05, 0.95), grid_resolution=100): """Partial dependence of ``target_variables``. Partial dependence plots show the dependence between the joint values of the ``target_variables`` and the function represented by the ``gbrt``. Read more in the :ref:`User Guide <partial_dependence>`. Parameters ---------- gbrt : BaseGradientBoosting A fitted gradient boosting model. target_variables : array-like, dtype=int The target features for which the partial dependecy should be computed (size should be smaller than 3 for visual renderings). grid : array-like, shape=(n_points, len(target_variables)) The grid of ``target_variables`` values for which the partial dependecy should be evaluated (either ``grid`` or ``X`` must be specified). X : array-like, shape=(n_samples, n_features) The data on which ``gbrt`` was trained. It is used to generate a ``grid`` for the ``target_variables``. The ``grid`` comprises ``grid_resolution`` equally spaced points between the two ``percentiles``. percentiles : (low, high), default=(0.05, 0.95) The lower and upper percentile used create the extreme values for the ``grid``. Only if ``X`` is not None. grid_resolution : int, default=100 The number of equally spaced points on the ``grid``. Returns ------- pdp : array, shape=(n_classes, n_points) The partial dependence function evaluated on the ``grid``. For regression and binary classification ``n_classes==1``. axes : seq of ndarray or None The axes with which the grid has been created or None if the grid has been given. Examples -------- >>> samples = [[0, 0, 2], [1, 0, 0]] >>> labels = [0, 1] >>> from sklearn.ensemble import GradientBoostingClassifier >>> gb = GradientBoostingClassifier(random_state=0).fit(samples, labels) >>> kwargs = dict(X=samples, percentiles=(0, 1), grid_resolution=2) >>> partial_dependence(gb, [0], **kwargs) # doctest: +SKIP (array([[-4.52..., 4.52...]]), [array([ 0., 1.])]) """ if not isinstance(gbrt, BaseGradientBoosting): raise ValueError('gbrt has to be an instance of BaseGradientBoosting') if gbrt.estimators_.shape[0] == 0: raise ValueError('Call %s.fit before partial_dependence' % gbrt.__class__.__name__) if (grid is None and X is None) or (grid is not None and X is not None): raise ValueError('Either grid or X must be specified') target_variables = np.asarray(target_variables, dtype=np.int32, order='C').ravel() if any([not (0 <= fx < gbrt.n_features) for fx in target_variables]): raise ValueError('target_variables must be in [0, %d]' % (gbrt.n_features - 1)) if X is not None: X = check_array(X, dtype=DTYPE, order='C') grid, axes = _grid_from_X(X[:, target_variables], percentiles, grid_resolution) else: assert grid is not None # dont return axes if grid is given axes = None # grid must be 2d if grid.ndim == 1: grid = grid[:, np.newaxis] if grid.ndim != 2: raise ValueError('grid must be 2d but is %dd' % grid.ndim) grid = np.asarray(grid, dtype=DTYPE, order='C') assert grid.shape[1] == target_variables.shape[0] n_trees_per_stage = gbrt.estimators_.shape[1] n_estimators = gbrt.estimators_.shape[0] pdp = np.zeros((n_trees_per_stage, grid.shape[0],), dtype=np.float64, order='C') for stage in range(n_estimators): for k in range(n_trees_per_stage): tree = gbrt.estimators_[stage, k].tree_ _partial_dependence_tree(tree, grid, target_variables, gbrt.learning_rate, pdp[k]) return pdp, axes def plot_partial_dependence(gbrt, X, features, feature_names=None, label=None, n_cols=3, grid_resolution=100, percentiles=(0.05, 0.95), n_jobs=1, verbose=0, ax=None, line_kw=None, contour_kw=None, **fig_kw): """Partial dependence plots for ``features``. The ``len(features)`` plots are arranged in a grid with ``n_cols`` columns. Two-way partial dependence plots are plotted as contour plots. Read more in the :ref:`User Guide <partial_dependence>`. Parameters ---------- gbrt : BaseGradientBoosting A fitted gradient boosting model. X : array-like, shape=(n_samples, n_features) The data on which ``gbrt`` was trained. features : seq of tuples or ints If seq[i] is an int or a tuple with one int value, a one-way PDP is created; if seq[i] is a tuple of two ints, a two-way PDP is created. feature_names : seq of str Name of each feature; feature_names[i] holds the name of the feature with index i. label : object The class label for which the PDPs should be computed. Only if gbrt is a multi-class model. Must be in ``gbrt.classes_``. n_cols : int The number of columns in the grid plot (default: 3). percentiles : (low, high), default=(0.05, 0.95) The lower and upper percentile used to create the extreme values for the PDP axes. grid_resolution : int, default=100 The number of equally spaced points on the axes. n_jobs : int The number of CPUs to use to compute the PDs. -1 means 'all CPUs'. Defaults to 1. verbose : int Verbose output during PD computations. Defaults to 0. ax : Matplotlib axis object, default None An axis object onto which the plots will be drawn. line_kw : dict Dict with keywords passed to the ``pylab.plot`` call. For one-way partial dependence plots. contour_kw : dict Dict with keywords passed to the ``pylab.plot`` call. For two-way partial dependence plots. fig_kw : dict Dict with keywords passed to the figure() call. Note that all keywords not recognized above will be automatically included here. Returns ------- fig : figure The Matplotlib Figure object. axs : seq of Axis objects A seq of Axis objects, one for each subplot. Examples -------- >>> from sklearn.datasets import make_friedman1 >>> from sklearn.ensemble import GradientBoostingRegressor >>> X, y = make_friedman1() >>> clf = GradientBoostingRegressor(n_estimators=10).fit(X, y) >>> fig, axs = plot_partial_dependence(clf, X, [0, (0, 1)]) #doctest: +SKIP ... """ import matplotlib.pyplot as plt from matplotlib import transforms from matplotlib.ticker import MaxNLocator from matplotlib.ticker import ScalarFormatter if not isinstance(gbrt, BaseGradientBoosting): raise ValueError('gbrt has to be an instance of BaseGradientBoosting') if gbrt.estimators_.shape[0] == 0: raise ValueError('Call %s.fit before partial_dependence' % gbrt.__class__.__name__) # set label_idx for multi-class GBRT if hasattr(gbrt, 'classes_') and np.size(gbrt.classes_) > 2: if label is None: raise ValueError('label is not given for multi-class PDP') label_idx = np.searchsorted(gbrt.classes_, label) if gbrt.classes_[label_idx] != label: raise ValueError('label %s not in ``gbrt.classes_``' % str(label)) else: # regression and binary classification label_idx = 0 X = check_array(X, dtype=DTYPE, order='C') if gbrt.n_features != X.shape[1]: raise ValueError('X.shape[1] does not match gbrt.n_features') if line_kw is None: line_kw = {'color': 'green'} if contour_kw is None: contour_kw = {} # convert feature_names to list if feature_names is None: # if not feature_names use fx indices as name feature_names = [str(i) for i in range(gbrt.n_features)] elif isinstance(feature_names, np.ndarray): feature_names = feature_names.tolist() def convert_feature(fx): if isinstance(fx, six.string_types): try: fx = feature_names.index(fx) except ValueError: raise ValueError('Feature %s not in feature_names' % fx) return fx # convert features into a seq of int tuples tmp_features = [] for fxs in features: if isinstance(fxs, (numbers.Integral,) + six.string_types): fxs = (fxs,) try: fxs = np.array([convert_feature(fx) for fx in fxs], dtype=np.int32) except TypeError: raise ValueError('features must be either int, str, or tuple ' 'of int/str') if not (1 <= np.size(fxs) <= 2): raise ValueError('target features must be either one or two') tmp_features.append(fxs) features = tmp_features names = [] try: for fxs in features: l = [] # explicit loop so "i" is bound for exception below for i in fxs: l.append(feature_names[i]) names.append(l) except IndexError: raise ValueError('features[i] must be in [0, n_features) ' 'but was %d' % i) # compute PD functions pd_result = Parallel(n_jobs=n_jobs, verbose=verbose)( delayed(partial_dependence)(gbrt, fxs, X=X, grid_resolution=grid_resolution, percentiles=percentiles) for fxs in features) # get global min and max values of PD grouped by plot type pdp_lim = {} for pdp, axes in pd_result: min_pd, max_pd = pdp[label_idx].min(), pdp[label_idx].max() n_fx = len(axes) old_min_pd, old_max_pd = pdp_lim.get(n_fx, (min_pd, max_pd)) min_pd = min(min_pd, old_min_pd) max_pd = max(max_pd, old_max_pd) pdp_lim[n_fx] = (min_pd, max_pd) # create contour levels for two-way plots if 2 in pdp_lim: Z_level = np.linspace(*pdp_lim[2], num=8) if ax is None: fig = plt.figure(**fig_kw) else: fig = ax.get_figure() fig.clear() n_cols = min(n_cols, len(features)) n_rows = int(np.ceil(len(features) / float(n_cols))) axs = [] for i, fx, name, (pdp, axes) in zip(count(), features, names, pd_result): ax = fig.add_subplot(n_rows, n_cols, i + 1) if len(axes) == 1: ax.plot(axes[0], pdp[label_idx].ravel(), **line_kw) else: # make contour plot assert len(axes) == 2 XX, YY = np.meshgrid(axes[0], axes[1]) Z = pdp[label_idx].reshape(list(map(np.size, axes))).T CS = ax.contour(XX, YY, Z, levels=Z_level, linewidths=0.5, colors='k') ax.contourf(XX, YY, Z, levels=Z_level, vmax=Z_level[-1], vmin=Z_level[0], alpha=0.75, **contour_kw) ax.clabel(CS, fmt='%2.2f', colors='k', fontsize=10, inline=True) # plot data deciles + axes labels deciles = mquantiles(X[:, fx[0]], prob=np.arange(0.1, 1.0, 0.1)) trans = transforms.blended_transform_factory(ax.transData, ax.transAxes) ylim = ax.get_ylim() ax.vlines(deciles, [0], 0.05, transform=trans, color='k') ax.set_xlabel(name[0]) ax.set_ylim(ylim) # prevent x-axis ticks from overlapping ax.xaxis.set_major_locator(MaxNLocator(nbins=6, prune='lower')) tick_formatter = ScalarFormatter() tick_formatter.set_powerlimits((-3, 4)) ax.xaxis.set_major_formatter(tick_formatter) if len(axes) > 1: # two-way PDP - y-axis deciles + labels deciles = mquantiles(X[:, fx[1]], prob=np.arange(0.1, 1.0, 0.1)) trans = transforms.blended_transform_factory(ax.transAxes, ax.transData) xlim = ax.get_xlim() ax.hlines(deciles, [0], 0.05, transform=trans, color='k') ax.set_ylabel(name[1]) # hline erases xlim ax.set_xlim(xlim) else: ax.set_ylabel('Partial dependence') if len(axes) == 1: ax.set_ylim(pdp_lim[1]) axs.append(ax) fig.subplots_adjust(bottom=0.15, top=0.7, left=0.1, right=0.95, wspace=0.4, hspace=0.3) return fig, axs
bsd-3-clause
cinai/identification-algorithms
algoritmo_3/Post Presentation/borrador.py
1
8741
import sys sys.path.append("..") import numpy as np import pandas as pd from geopy.distance import vincenty from scipy import stats import scipy.integrate as integrate from feature_tools import * from scipy.cluster.hierarchy import linkage, fcluster # Auxiliar Functions def split_sequence_by_weekdays(df_sequence): weekday = df_sequence.query('weekday != 5 and weekday != 6') weekend = df_sequence.query('weekday == 5 or weekday == 6') return [weekday.reset_index(drop=True), weekend.reset_index(drop=True)] # Funcion que busca una locacion en el arreglo mls y retorna el indice # buscar_locacion: [string] string -> int def buscar_locacion(mls,location): try: index_location = mls.index(location) except ValueError: index_location = -1 return index_location ### The big function #TODO: check if tiemposubida hay nan! para despues checkear timediff def get_features(df_sequence): # variables auxiliares par_subida = ""; par_bajada = "" last_stop = ""; last_lat = "";last_long = ""; last_trip_stop = ""; last_trip = -1; last_week_day = -1; card_type = -1 n_days = -1 # -1 para acceder al arreglo cuando es 1(0) traveled_days_bs = 0 traveled_days_in_between = 0 shortest_activities = []; longest_activities = [] locations = []; location_set = []; origin_location_set = [] last_origins = []; first_origins = []; last_origin = None start_times = []; end_times = []; an_end_time = None pi_locations = [] n_trips_per_day = [] n_trips = 0 rm = np.array([0,0]) distance = 0; max_distance = 0; min_distance = 10.0**8; a_trip_distance = 0 step_counter = 0 exclusive_bus_days = 0.0 bus_exclusive = False exclusive_metro_days = 0.0 metro_exclusive = False bus_counter = 0.0 # iteracion sobre las etapas # TODO: check if it can be somehow faster than this for index,stage in df_sequence.iterrows(): # Card Type Feature if card_type == -1 and pd.notnull(stage.adulto): card_type = stage.adulto weekday = stage.tiempo_subida.weekday() if weekday != last_week_day : if last_week_day != -1: # last origin feature if last_origin: last_origins.append(last_origin) last_origin = None if an_end_time: end_times.append(int(auxiliar_functions.hour_to_seconds(an_end_time))) an_end_time = None #que oasa si no hay tiempo??? start_times.append(int(auxiliar_functions.hour_to_seconds(stage.tiempo_subida))) par_subida = stage.par_subida par_bajada = stage.par_bajada #Si es un nuevo viaje debo checkear si hay nuevos indicadores #Max Distance and Min Distance Feature if stage.netapa == 1: if a_trip_distance > max_distance: max_distance = a_trip_distance if a_trip_distance < min_distance and a_trip_distance != 0: min_distance = a_trip_distance a_trip_distance = 0 last_trip_stop = "" last_origin = par_subida an_end_time = stage.tiempo_subida #Si existe par subida puedo fijarlo como paradero de origen #A veces existe paradero pero no la latitud if par_subida == par_subida: if stage.weekday != last_week_day: # first origin feature first_origins.append(par_subida) location_index = buscar_locacion(location_set,stage.par_subida) if location_index > -1: pi_locations[location_index] += 1 else: if stage.netapa == 1: origin_location_set.append(par_subida) location_set.append(stage.par_subida) pi_locations.append(1) # radius of gyration if stage.lat_subida == stage.lat_subida and stage.long_subida == stage.long_subida: locations.append(np.array([stage.lat_subida,stage.long_subida])) rm = rm + np.array([stage.lat_subida,stage.long_subida]) #others origin_stop = par_subida origin_lat = stage.lat_subida origin_long = stage.long_subida #distancia total y distancia parcial if last_stop != "": distance += vincenty((last_lat,last_long),(origin_lat,origin_long)).meters if last_trip_stop != "": a_trip_distance += vincenty((last_lat,last_long),(origin_lat,origin_long)).meters if par_bajada != par_bajada or stage.lat_bajada != stage.lat_bajada or stage.long_bajada != stage.long_bajada: last_stop = origin_stop last_lat = origin_lat last_long = origin_long last_trip_stop = origin_stop else : destinatination_stop = par_bajada destination_lat = stage.lat_bajada destination_long = stage.long_bajada distance += vincenty((origin_lat,origin_long),(destination_lat,destination_long)).meters a_trip_distance += vincenty((origin_lat,origin_long),(destination_lat,destination_long)).meters last_stop = destinatination_stop last_trip_stop = destinatination_stop last_lat = destination_lat last_long = destination_long #mean shortest activity if weekday != last_week_day : if last_week_day != -1: diff = abs(weekday - last_week_day)%6 if diff > 1: traveled_days_bs = traveled_days_in_between traveled_days_in_between = 0 traveled_days_in_between += 1 n_trips_per_day.append(n_trips) while(diff > 1): n_trips_per_day.append(0) diff -= 1 if bus_exclusive: exclusive_bus_days += 1 if metro_exclusive: exclusive_metro_days += 1 shortest_activities.append(np.nan) longest_activities.append(np.nan) bus_exclusive = True metro_exclusive = True last_trip = -1 n_days += 1 n_trips = 0 last_week_day = weekday if stage.tipo_transporte == "METRO": bus_exclusive = False if stage.tipo_transporte != "METRO": metro_exclusive = False bus_counter += 1 if stage.netapa == 1 : n_trips += 1 last_trip = stage.nviaje if stage.nviaje != 1: #msal: mean shortest activity length #mlal: mean longest activity length time_diff = auxiliar_functions.td_to_minutes(stage.diferencia_tiempo) #la diferencia de tiempo entre el ultimo viaje y #el nuevo viaje TODO:Fix#sobre estimado ya que considera el tiempo del ultimo viaje if shortest_activities[n_days] != shortest_activities[n_days]: shortest_activities[n_days] = time_diff longest_activities[n_days] = time_diff elif shortest_activities[n_days] > time_diff : shortest_activities[n_days] = time_diff if longest_activities[n_days] < time_diff: longest_activities[n_days] = time_diff step_counter += 1 traveled_days = n_days + 1 #n_days parte de 0 # capturar datos sobre el ultimo viaje if a_trip_distance > max_distance: max_distance = a_trip_distance if a_trip_distance < min_distance and a_trip_distance != 0: min_distance = a_trip_distance if last_origin: last_origins.append(last_origin) if bus_exclusive: exclusive_bus_days += 1 if metro_exclusive: exclusive_metro_days += 1 p100_exclusive_bus_days = exclusive_bus_days/traveled_days*100 p100_exclusive_metro_days = exclusive_metro_days/traveled_days*100 P100_bus_trips = bus_counter/step_counter*100 # percentage different last origins last_origin_set = set(last_origins) if len(last_origins) > 0: p100_diff_last_origin = len(last_origin_set)*1.0/len(last_origins)*100 else: p100_diff_last_origin = 0.0 first_origin_set = set(first_origins) if len(first_origins) > 0: p100_diff_first_origin = len(first_origin_set)*1.0/len(first_origins)*100 else: p100_diff_first_origin = 0.0 # start times start_time = int(np.mean(start_times)) if an_end_time: end_times.append(int(auxiliar_functions.hour_to_seconds(an_end_time))) end_time = int(np.mean(end_times)) traveled_days_bs = traveled_days_in_between if traveled_days_bs == 0 else traveled_days_bs #obtener probabilidad de estar en cada locacion pi_suma = sum(pi_locations) pi_locations[:] = [x*1.0/pi_suma for x in pi_locations] unc_entropy = 0.0 for pi in pi_locations: unc_entropy = unc_entropy + pi*np.log2(pi) unc_entropy = -unc_entropy if len(origin_location_set) > 0: random_entropy = np.log2(len(origin_location_set)) else: random_entropy = 0.0 #calcular rg rm = rm/len(locations) rg_suma = 0.0 #orden n :c for r in locations: rg_distance = vincenty((r[0],r[1]),(rm[0],rm[1])).meters rg_suma = rg_suma + rg_distance**2 if len(locations) > 0 : rg = (rg_suma/len(locations))**0.5 else: rg = 0.0 msal = np.nanmean(shortest_activities) mlal = np.nanmean(longest_activities) kmDistance = distance/1000 kmMaxDist = max_distance/1000 kmMinDist = min_distance/1000 card_type = int(card_type) n_trips_per_day.append(n_trips) # se entrega??? frequence_regularity = stats.mode(n_trips_per_day).count[0] return [msal,mlal,kmDistance,kmMaxDist,kmMinDist,rg,unc_entropy, \ random_entropy,p100_diff_last_origin,p100_diff_first_origin,card_type,\ start_time,end_time,traveled_days,traveled_days_bs,frequence_regularity,\ p100_exclusive_bus_days,p100_exclusive_metro_days,P100_bus_trips]
mit
aldian/tensorflow
tensorflow/examples/tutorials/word2vec/word2vec_basic.py
6
10430
# Copyright 2015 The TensorFlow Authors. All Rights Reserved. # # Licensed under the Apache License, Version 2.0 (the "License"); # you may not use this file except in compliance with the License. # You may obtain a copy of the License at # # http://www.apache.org/licenses/LICENSE-2.0 # # Unless required by applicable law or agreed to in writing, software # distributed under the License is distributed on an "AS IS" BASIS, # WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. # See the License for the specific language governing permissions and # limitations under the License. # ============================================================================== """Basic word2vec example.""" from __future__ import absolute_import from __future__ import division from __future__ import print_function import collections import math import os import random from tempfile import gettempdir import zipfile import numpy as np from six.moves import urllib from six.moves import xrange # pylint: disable=redefined-builtin import tensorflow as tf # Step 1: Download the data. url = 'http://mattmahoney.net/dc/' # pylint: disable=redefined-outer-name def maybe_download(filename, expected_bytes): """Download a file if not present, and make sure it's the right size.""" local_filename = os.path.join(gettempdir(), filename) if not os.path.exists(local_filename): local_filename, _ = urllib.request.urlretrieve(url + filename, local_filename) statinfo = os.stat(local_filename) if statinfo.st_size == expected_bytes: print('Found and verified', filename) else: print(statinfo.st_size) raise Exception('Failed to verify ' + local_filename + '. Can you get to it with a browser?') return local_filename filename = maybe_download('text8.zip', 31344016) # Read the data into a list of strings. def read_data(filename): """Extract the first file enclosed in a zip file as a list of words.""" with zipfile.ZipFile(filename) as f: data = tf.compat.as_str(f.read(f.namelist()[0])).split() return data vocabulary = read_data(filename) print('Data size', len(vocabulary)) # Step 2: Build the dictionary and replace rare words with UNK token. vocabulary_size = 50000 def build_dataset(words, n_words): """Process raw inputs into a dataset.""" count = [['UNK', -1]] count.extend(collections.Counter(words).most_common(n_words - 1)) dictionary = dict() for word, _ in count: dictionary[word] = len(dictionary) data = list() unk_count = 0 for word in words: index = dictionary.get(word, 0) if index == 0: # dictionary['UNK'] unk_count += 1 data.append(index) count[0][1] = unk_count reversed_dictionary = dict(zip(dictionary.values(), dictionary.keys())) return data, count, dictionary, reversed_dictionary # Filling 4 global variables: # data - list of codes (integers from 0 to vocabulary_size-1). # This is the original text but words are replaced by their codes # count - map of words(strings) to count of occurrences # dictionary - map of words(strings) to their codes(integers) # reverse_dictionary - maps codes(integers) to words(strings) data, count, dictionary, reverse_dictionary = build_dataset(vocabulary, vocabulary_size) del vocabulary # Hint to reduce memory. print('Most common words (+UNK)', count[:5]) print('Sample data', data[:10], [reverse_dictionary[i] for i in data[:10]]) data_index = 0 # Step 3: Function to generate a training batch for the skip-gram model. def generate_batch(batch_size, num_skips, skip_window): global data_index assert batch_size % num_skips == 0 assert num_skips <= 2 * skip_window batch = np.ndarray(shape=(batch_size), dtype=np.int32) labels = np.ndarray(shape=(batch_size, 1), dtype=np.int32) span = 2 * skip_window + 1 # [ skip_window target skip_window ] buffer = collections.deque(maxlen=span) if data_index + span > len(data): data_index = 0 buffer.extend(data[data_index:data_index + span]) data_index += span for i in range(batch_size // num_skips): context_words = [w for w in range(span) if w != skip_window] words_to_use = random.sample(context_words, num_skips) for j, context_word in enumerate(words_to_use): batch[i * num_skips + j] = buffer[skip_window] labels[i * num_skips + j, 0] = buffer[context_word] if data_index == len(data): buffer.extend(data[0:span]) data_index = span else: buffer.append(data[data_index]) data_index += 1 # Backtrack a little bit to avoid skipping words in the end of a batch data_index = (data_index + len(data) - span) % len(data) return batch, labels batch, labels = generate_batch(batch_size=8, num_skips=2, skip_window=1) for i in range(8): print(batch[i], reverse_dictionary[batch[i]], '->', labels[i, 0], reverse_dictionary[labels[i, 0]]) # Step 4: Build and train a skip-gram model. batch_size = 128 embedding_size = 128 # Dimension of the embedding vector. skip_window = 1 # How many words to consider left and right. num_skips = 2 # How many times to reuse an input to generate a label. num_sampled = 64 # Number of negative examples to sample. # We pick a random validation set to sample nearest neighbors. Here we limit the # validation samples to the words that have a low numeric ID, which by # construction are also the most frequent. These 3 variables are used only for # displaying model accuracy, they don't affect calculation. valid_size = 16 # Random set of words to evaluate similarity on. valid_window = 100 # Only pick dev samples in the head of the distribution. valid_examples = np.random.choice(valid_window, valid_size, replace=False) graph = tf.Graph() with graph.as_default(): # Input data. train_inputs = tf.placeholder(tf.int32, shape=[batch_size]) train_labels = tf.placeholder(tf.int32, shape=[batch_size, 1]) valid_dataset = tf.constant(valid_examples, dtype=tf.int32) # Ops and variables pinned to the CPU because of missing GPU implementation with tf.device('/cpu:0'): # Look up embeddings for inputs. embeddings = tf.Variable( tf.random_uniform([vocabulary_size, embedding_size], -1.0, 1.0)) embed = tf.nn.embedding_lookup(embeddings, train_inputs) # Construct the variables for the NCE loss nce_weights = tf.Variable( tf.truncated_normal([vocabulary_size, embedding_size], stddev=1.0 / math.sqrt(embedding_size))) nce_biases = tf.Variable(tf.zeros([vocabulary_size])) # Compute the average NCE loss for the batch. # tf.nce_loss automatically draws a new sample of the negative labels each # time we evaluate the loss. # Explanation of the meaning of NCE loss: # http://mccormickml.com/2016/04/19/word2vec-tutorial-the-skip-gram-model/ loss = tf.reduce_mean( tf.nn.nce_loss(weights=nce_weights, biases=nce_biases, labels=train_labels, inputs=embed, num_sampled=num_sampled, num_classes=vocabulary_size)) # Construct the SGD optimizer using a learning rate of 1.0. optimizer = tf.train.GradientDescentOptimizer(1.0).minimize(loss) # Compute the cosine similarity between minibatch examples and all embeddings. norm = tf.sqrt(tf.reduce_sum(tf.square(embeddings), 1, keep_dims=True)) normalized_embeddings = embeddings / norm valid_embeddings = tf.nn.embedding_lookup( normalized_embeddings, valid_dataset) similarity = tf.matmul( valid_embeddings, normalized_embeddings, transpose_b=True) # Add variable initializer. init = tf.global_variables_initializer() # Step 5: Begin training. num_steps = 100001 with tf.Session(graph=graph) as session: # We must initialize all variables before we use them. init.run() print('Initialized') average_loss = 0 for step in xrange(num_steps): batch_inputs, batch_labels = generate_batch( batch_size, num_skips, skip_window) feed_dict = {train_inputs: batch_inputs, train_labels: batch_labels} # We perform one update step by evaluating the optimizer op (including it # in the list of returned values for session.run() _, loss_val = session.run([optimizer, loss], feed_dict=feed_dict) average_loss += loss_val if step % 2000 == 0: if step > 0: average_loss /= 2000 # The average loss is an estimate of the loss over the last 2000 batches. print('Average loss at step ', step, ': ', average_loss) average_loss = 0 # Note that this is expensive (~20% slowdown if computed every 500 steps) if step % 10000 == 0: sim = similarity.eval() for i in xrange(valid_size): valid_word = reverse_dictionary[valid_examples[i]] top_k = 8 # number of nearest neighbors nearest = (-sim[i, :]).argsort()[1:top_k + 1] log_str = 'Nearest to %s:' % valid_word for k in xrange(top_k): close_word = reverse_dictionary[nearest[k]] log_str = '%s %s,' % (log_str, close_word) print(log_str) final_embeddings = normalized_embeddings.eval() # Step 6: Visualize the embeddings. # pylint: disable=missing-docstring # Function to draw visualization of distance between embeddings. def plot_with_labels(low_dim_embs, labels, filename): assert low_dim_embs.shape[0] >= len(labels), 'More labels than embeddings' plt.figure(figsize=(18, 18)) # in inches for i, label in enumerate(labels): x, y = low_dim_embs[i, :] plt.scatter(x, y) plt.annotate(label, xy=(x, y), xytext=(5, 2), textcoords='offset points', ha='right', va='bottom') plt.savefig(filename) try: # pylint: disable=g-import-not-at-top from sklearn.manifold import TSNE import matplotlib.pyplot as plt tsne = TSNE(perplexity=30, n_components=2, init='pca', n_iter=5000, method='exact') plot_only = 500 low_dim_embs = tsne.fit_transform(final_embeddings[:plot_only, :]) labels = [reverse_dictionary[i] for i in xrange(plot_only)] plot_with_labels(low_dim_embs, labels, os.path.join(gettempdir(), 'tsne.png')) except ImportError as ex: print('Please install sklearn, matplotlib, and scipy to show embeddings.') print(ex)
apache-2.0
xyguo/scikit-learn
sklearn/decomposition/tests/test_kernel_pca.py
74
8472
import numpy as np import scipy.sparse as sp from sklearn.utils.testing import (assert_array_almost_equal, assert_less, assert_equal, assert_not_equal, assert_raises) from sklearn.decomposition import PCA, KernelPCA from sklearn.datasets import make_circles from sklearn.linear_model import Perceptron from sklearn.pipeline import Pipeline from sklearn.model_selection import GridSearchCV from sklearn.metrics.pairwise import rbf_kernel def test_kernel_pca(): rng = np.random.RandomState(0) X_fit = rng.random_sample((5, 4)) X_pred = rng.random_sample((2, 4)) def histogram(x, y, **kwargs): # Histogram kernel implemented as a callable. assert_equal(kwargs, {}) # no kernel_params that we didn't ask for return np.minimum(x, y).sum() for eigen_solver in ("auto", "dense", "arpack"): for kernel in ("linear", "rbf", "poly", histogram): # histogram kernel produces singular matrix inside linalg.solve # XXX use a least-squares approximation? inv = not callable(kernel) # transform fit data kpca = KernelPCA(4, kernel=kernel, eigen_solver=eigen_solver, fit_inverse_transform=inv) X_fit_transformed = kpca.fit_transform(X_fit) X_fit_transformed2 = kpca.fit(X_fit).transform(X_fit) assert_array_almost_equal(np.abs(X_fit_transformed), np.abs(X_fit_transformed2)) # non-regression test: previously, gamma would be 0 by default, # forcing all eigenvalues to 0 under the poly kernel assert_not_equal(X_fit_transformed.size, 0) # transform new data X_pred_transformed = kpca.transform(X_pred) assert_equal(X_pred_transformed.shape[1], X_fit_transformed.shape[1]) # inverse transform if inv: X_pred2 = kpca.inverse_transform(X_pred_transformed) assert_equal(X_pred2.shape, X_pred.shape) def test_kernel_pca_invalid_parameters(): assert_raises(ValueError, KernelPCA, 10, fit_inverse_transform=True, kernel='precomputed') def test_kernel_pca_consistent_transform(): # X_fit_ needs to retain the old, unmodified copy of X state = np.random.RandomState(0) X = state.rand(10, 10) kpca = KernelPCA(random_state=state).fit(X) transformed1 = kpca.transform(X) X_copy = X.copy() X[:, 0] = 666 transformed2 = kpca.transform(X_copy) assert_array_almost_equal(transformed1, transformed2) def test_kernel_pca_sparse(): rng = np.random.RandomState(0) X_fit = sp.csr_matrix(rng.random_sample((5, 4))) X_pred = sp.csr_matrix(rng.random_sample((2, 4))) for eigen_solver in ("auto", "arpack"): for kernel in ("linear", "rbf", "poly"): # transform fit data kpca = KernelPCA(4, kernel=kernel, eigen_solver=eigen_solver, fit_inverse_transform=False) X_fit_transformed = kpca.fit_transform(X_fit) X_fit_transformed2 = kpca.fit(X_fit).transform(X_fit) assert_array_almost_equal(np.abs(X_fit_transformed), np.abs(X_fit_transformed2)) # transform new data X_pred_transformed = kpca.transform(X_pred) assert_equal(X_pred_transformed.shape[1], X_fit_transformed.shape[1]) # inverse transform # X_pred2 = kpca.inverse_transform(X_pred_transformed) # assert_equal(X_pred2.shape, X_pred.shape) def test_kernel_pca_linear_kernel(): rng = np.random.RandomState(0) X_fit = rng.random_sample((5, 4)) X_pred = rng.random_sample((2, 4)) # for a linear kernel, kernel PCA should find the same projection as PCA # modulo the sign (direction) # fit only the first four components: fifth is near zero eigenvalue, so # can be trimmed due to roundoff error assert_array_almost_equal( np.abs(KernelPCA(4).fit(X_fit).transform(X_pred)), np.abs(PCA(4).fit(X_fit).transform(X_pred))) def test_kernel_pca_n_components(): rng = np.random.RandomState(0) X_fit = rng.random_sample((5, 4)) X_pred = rng.random_sample((2, 4)) for eigen_solver in ("dense", "arpack"): for c in [1, 2, 4]: kpca = KernelPCA(n_components=c, eigen_solver=eigen_solver) shape = kpca.fit(X_fit).transform(X_pred).shape assert_equal(shape, (2, c)) def test_remove_zero_eig(): X = np.array([[1 - 1e-30, 1], [1, 1], [1, 1 - 1e-20]]) # n_components=None (default) => remove_zero_eig is True kpca = KernelPCA() Xt = kpca.fit_transform(X) assert_equal(Xt.shape, (3, 0)) kpca = KernelPCA(n_components=2) Xt = kpca.fit_transform(X) assert_equal(Xt.shape, (3, 2)) kpca = KernelPCA(n_components=2, remove_zero_eig=True) Xt = kpca.fit_transform(X) assert_equal(Xt.shape, (3, 0)) def test_kernel_pca_precomputed(): rng = np.random.RandomState(0) X_fit = rng.random_sample((5, 4)) X_pred = rng.random_sample((2, 4)) for eigen_solver in ("dense", "arpack"): X_kpca = KernelPCA(4, eigen_solver=eigen_solver).\ fit(X_fit).transform(X_pred) X_kpca2 = KernelPCA( 4, eigen_solver=eigen_solver, kernel='precomputed').fit( np.dot(X_fit, X_fit.T)).transform(np.dot(X_pred, X_fit.T)) X_kpca_train = KernelPCA( 4, eigen_solver=eigen_solver, kernel='precomputed').fit_transform(np.dot(X_fit, X_fit.T)) X_kpca_train2 = KernelPCA( 4, eigen_solver=eigen_solver, kernel='precomputed').fit( np.dot(X_fit, X_fit.T)).transform(np.dot(X_fit, X_fit.T)) assert_array_almost_equal(np.abs(X_kpca), np.abs(X_kpca2)) assert_array_almost_equal(np.abs(X_kpca_train), np.abs(X_kpca_train2)) def test_kernel_pca_invalid_kernel(): rng = np.random.RandomState(0) X_fit = rng.random_sample((2, 4)) kpca = KernelPCA(kernel="tototiti") assert_raises(ValueError, kpca.fit, X_fit) def test_gridsearch_pipeline(): # Test if we can do a grid-search to find parameters to separate # circles with a perceptron model. X, y = make_circles(n_samples=400, factor=.3, noise=.05, random_state=0) kpca = KernelPCA(kernel="rbf", n_components=2) pipeline = Pipeline([("kernel_pca", kpca), ("Perceptron", Perceptron())]) param_grid = dict(kernel_pca__gamma=2. ** np.arange(-2, 2)) grid_search = GridSearchCV(pipeline, cv=3, param_grid=param_grid) grid_search.fit(X, y) assert_equal(grid_search.best_score_, 1) def test_gridsearch_pipeline_precomputed(): # Test if we can do a grid-search to find parameters to separate # circles with a perceptron model using a precomputed kernel. X, y = make_circles(n_samples=400, factor=.3, noise=.05, random_state=0) kpca = KernelPCA(kernel="precomputed", n_components=2) pipeline = Pipeline([("kernel_pca", kpca), ("Perceptron", Perceptron())]) param_grid = dict(Perceptron__n_iter=np.arange(1, 5)) grid_search = GridSearchCV(pipeline, cv=3, param_grid=param_grid) X_kernel = rbf_kernel(X, gamma=2.) grid_search.fit(X_kernel, y) assert_equal(grid_search.best_score_, 1) def test_nested_circles(): # Test the linear separability of the first 2D KPCA transform X, y = make_circles(n_samples=400, factor=.3, noise=.05, random_state=0) # 2D nested circles are not linearly separable train_score = Perceptron().fit(X, y).score(X, y) assert_less(train_score, 0.8) # Project the circles data into the first 2 components of a RBF Kernel # PCA model. # Note that the gamma value is data dependent. If this test breaks # and the gamma value has to be updated, the Kernel PCA example will # have to be updated too. kpca = KernelPCA(kernel="rbf", n_components=2, fit_inverse_transform=True, gamma=2.) X_kpca = kpca.fit_transform(X) # The data is perfectly linearly separable in that space train_score = Perceptron().fit(X_kpca, y).score(X_kpca, y) assert_equal(train_score, 1.0)
bsd-3-clause
rwhitt2049/nimble
tests/test_events.py
1
13507
import numpy as np import numpy.testing as npt import pandas as pd from unittest import TestCase, main from nimble import Events class EvTestCase(TestCase): @staticmethod def assertStartStops(events, vstarts, vstops): npt.assert_array_equal(events._starts, vstarts) npt.assert_array_equal(events._stops, vstops) class TestDebouncing(EvTestCase): def setUp(self): condarr = np.array([0, 0, 1, 1, 0, 0, 0, 1, 1, 1, 0, 1]) self.cond = condarr > 0 def test_adeb(self): vstarts = np.array([2, 7]) vstops = np.array([4, 10]) events = Events(self.cond, period=1, adeb=2).find() self.assertStartStops(events, vstarts, vstops) def test_ddeb(self): vstarts = np.array([2, 7]) vstops = np.array([4, 12]) events = Events(self.cond, period=1, ddeb=2).find() self.assertStartStops(events, vstarts, vstops) def test_adeb_ddeb(self): vstarts = np.array([2]) vstops = np.array([12]) events = Events(self.cond, period=1, adeb=2, ddeb=3.1).find() self.assertStartStops(events, vstarts, vstops) def test_nonint_deb(self): vstarts = np.array([2, 7, 11]) vstops = np.array([4, 10, 12]) events = Events(self.cond, period=1, adeb=float(0.00000001), ddeb=float(0.99999999)).find() self.assertStartStops(events, vstarts, vstops) def test_period_100ms(self): vstarts = np.array([2, 7]) vstops = np.array([4, 12]) events = Events(self.cond, period=0.1, adeb=0.15, ddeb=0.2).find() self.assertStartStops(events, vstarts, vstops) def test_period_120ms(self): vstarts = np.array([2, 7]) vstops = np.array([4, 12]) events = Events(self.cond, period=0.12, adeb=0.15, ddeb=0.2).find() self.assertStartStops(events, vstarts, vstops) def test_no_events_found(self): vstarts = np.array([]) vstops = np.array([]) x = np.array([0, 0, 0, 0, 0, 0, 0, 0]) events = Events(x > 0, period=1, adeb=0.15, ddeb=0.2).find() self.assertStartStops(events, vstarts, vstops) def test_event_always_active(self): vstarts = np.array([0]) vstops = np.array([8]) x = np.array([0, 0, 0, 0, 0, 0, 0, 0]) events = Events(x == 0, period=1, adeb=0.15, ddeb=0.2).find() self.assertStartStops(events, vstarts, vstops) def test_end_conditions(self): vstarts = np.array([0, 6]) vstops = np.array([2, 8]) x = np.array([1, 1, 0, 0, 0, 0, 1, 1]) events = Events(x == 1, period=1, adeb=2, ddeb=2).find() self.assertStartStops(events, vstarts, vstops) class TestDurationFilter(EvTestCase): def setUp(self): condarr = np.array([0, 0, 1, 1, 0, 0, 0, 1, 1, 1, 0, 1]) self.cond = condarr > 0 def test_mindur(self): vstarts = np.array([2, 7]) vstops = np.array([4, 10]) events = Events(self.cond, period=1, mindur=2).find() self.assertStartStops(events, vstarts, vstops) def test_maxdur(self): vstarts = np.array([2, 11]) vstops = np.array([4, 12]) events = Events(self.cond, period=1, maxdur=2).find() self.assertStartStops(events, vstarts, vstops) def test_mindur_maxdur(self): vstarts = np.array([2]) vstops = np.array([4]) events = Events(self.cond, period=1, mindur=2, maxdur=2.5).find() self.assertStartStops(events, vstarts, vstops) def test_nonint_durs(self): vstarts = np.array([2]) vstops = np.array([4]) events = Events(self.cond, period=1, mindur=float(1.00000001), maxdur=float(2.99999999)).find() self.assertStartStops(events, vstarts, vstops) def test_period_100ms(self): vstarts = np.array([2]) vstops = np.array([4]) events = Events(self.cond, period=0.1, mindur=0.15, maxdur=0.2).find() self.assertStartStops(events, vstarts, vstops) def test_period_120ms(self): vstarts = np.array([2]) vstops = np.array([4]) events = Events(self.cond, period=0.12, mindur=0.15, maxdur=0.35).find() self.assertStartStops(events, vstarts, vstops) def test_no_events_found(self): vstarts = np.array([]) vstops = np.array([]) x = np.array([0, 0, 0, 0, 0, 0, 0, 0]) events = Events(x > 0, period=1, mindur=0.15, maxdur=0.2).find() self.assertStartStops(events, vstarts, vstops) def test_event_always_active(self): vstarts = np.array([0]) vstops = np.array([8]) x = np.array([0, 0, 0, 0, 0, 0, 0, 0]) events = Events(x == 0, period=1, mindur=0.15, maxdur=20).find() self.assertStartStops(events, vstarts, vstops) def test_end_conditions(self): vstarts = np.array([0, 6]) vstops = np.array([2, 8]) x = np.array([1, 1, 0, 0, 0, 0, 1, 1]) events = Events(x == 1, period=1, mindur=2, maxdur=2).find() self.assertStartStops(events, vstarts, vstops) class TestEventOffset(EvTestCase): def setUp(self): condarr = np.array([0, 0, 1, 1, 0, 0, 0, 1, 1, 1, 0, 1]) self.cond = condarr > 0 def test_startoffset(self): vstarts = np.array([1, 6, 10]) vstops = np.array([4, 10, 12]) events = Events(self.cond, period=1, startoffset=-1).find() self.assertStartStops(events, vstarts, vstops) def test_stopoffset(self): vstarts = np.array([2, 7, 11]) vstops = np.array([5, 11, 12]) events = Events(self.cond, period=1, stopoffset=1).find() self.assertStartStops(events, vstarts, vstops) def test_startoffset_stopoffset(self): vstarts = np.array([1, 6, 10]) vstops = np.array([5, 11, 12]) events = Events(self.cond, period=1, startoffset=-1, stopoffset=1).find() self.assertStartStops(events, vstarts, vstops) def test_period_100ms(self): vstarts = np.array([1, 6, 10]) vstops = np.array([5, 11, 12]) events = Events(self.cond, period=0.1, startoffset=-0.1, stopoffset=0.1).find() self.assertStartStops(events, vstarts, vstops) def test_period_120ms(self): vstarts = np.array([1, 6, 10]) vstops = np.array([5, 11, 12]) events = Events(self.cond, period=0.12, startoffset=-0.1, stopoffset=0.1).find() self.assertStartStops(events, vstarts, vstops) def test_no_events_found(self): vstarts = np.array([]) vstops = np.array([]) x = np.array([0, 0, 0, 0, 0, 0, 0, 0]) events = Events(x > 0, period=1, startoffset=-1, stopoffset=1).find() self.assertStartStops(events, vstarts, vstops) def test_event_always_active(self): vstarts = np.array([0]) vstops = np.array([8]) x = np.array([0, 0, 0, 0, 0, 0, 0, 0]) events = Events(x == 0, period=1, startoffset=-1, stopoffset=1).find() self.assertStartStops(events, vstarts, vstops) def test_end_conditions(self): vstarts = np.array([0, 5]) vstops = np.array([3, 8]) x = np.array([1, 1, 0, 0, 0, 0, 1, 1]) events = Events(x == 1, period=1, startoffset=-1, stopoffset=1).find() self.assertStartStops(events, vstarts, vstops) class TestAsArrayMethod(TestCase): def setUp(self): conditional_array = np.array([0, 1, 1, 1, 0, 0, 0, 1, 1, 0, 1, 1]) condition = (conditional_array > 0) self.events = Events(condition, period=1).find() def test_default_parameters(self): """Test as_array() with default settings""" validation_array = np.array([0, 1, 1, 1, 0, 0, 0, 1, 1, 0, 1, 1]) npt.assert_array_equal(validation_array, self.events.as_array()) def test_as_array_false_value(self): """Test as_array() with low value""" validation_array = np.array([-1, 1, 1, 1, -1, -1, -1, 1, 1, -1, 1, 1]) npt.assert_array_equal(validation_array, self.events.as_array( false_values=-1)) def test_as_array_true_value(self): """Test as_array() with high value""" validation_array = np.array([0, 5, 5, 5, 0, 0, 0, 5, 5, 0, 5, 5]) npt.assert_array_equal(validation_array, self.events.as_array( true_values=5)) def test_as_array_false_and_true_value(self): """Test as_array() with low and high values""" validation_array = np.array([-1, 5, 5, 5, -1, -1, -1, 5, 5, -1, 5, 5]) npt.assert_array_equal(validation_array, self.events.as_array( false_values=-1, true_values=5)) def test_type(self): typ = type(self.events.as_array(false_values=-1, true_values=5)) self.assertEqual(typ, np.ndarray) class TestAsSeries(TestCase): def setUp(self): conditional_array = np.array([0, 1, 1, 1, 0, 0, 0, 1, 1, 0, 1, 1]) condition = (conditional_array > 0) self.events = Events(condition, period=1).find() def test_default_parameters(self): """Test as_array() with default settings""" validation_series = pd.Series([0, 1, 1, 1, 0, 0, 0, 1, 1, 0, 1, 1]) npt.assert_array_equal(validation_series, self.events.as_series()) def test_as_array_false_value(self): """Test as_array() with low value""" validation_series = np.array([-1, 1, 1, 1, -1, -1, -1, 1, 1, -1, 1, 1]) npt.assert_array_equal(validation_series, self.events.as_series( false_values=-1)) def test_as_array_true_value(self): """Test as_array() with high value""" validation_series = np.array([0, 5, 5, 5, 0, 0, 0, 5, 5, 0, 5, 5]) npt.assert_array_equal(validation_series, self.events.as_series( true_values=5)) def test_as_array_false_and_true_value(self): """Test as_array() with low and high values""" validation_series = np.array([-1, 5, 5, 5, -1, -1, -1, 5, 5, -1, 5, 5]) npt.assert_array_equal(validation_series, self.events.as_series( false_values=-1, true_values=5)) def test_type(self): typ = type(self.events.as_series(false_values=-1, true_values=5)) self.assertEqual(typ, pd.core.series.Series) class TestDurations(TestCase): def setUp(self): condition_array = np.array([1, 0, 1, 1, 1, 1, 0, 0, 1, 1, 0, 0, 0, 1, 0, 0, 0, 1, 0, 0]) condition = (condition_array > 0) self.events = Events(condition, period=1/3, adeb=0.5, ddeb=1).find() def test_durations(self): # validation_array = np.array([0, 0, 1, 1, 1, 1, 1, 1, 1, 1, # 0, 0, 0, 0, 0, 0, 0, 0, 0, 0]) validation_durations = [(8 / 3)] npt.assert_array_equal(validation_durations, self.events.durations) class TestEventDetection(TestCase): def test_default_parameters(self): """Test event detection with only a supplied condition""" np.random.seed(10) validation_array = np.random.random_integers(0, 1, 100) condition = (validation_array > 0) events = Events(condition, period=1).find() npt.assert_array_equal(validation_array, events.as_array()) def test_multi_input_condition_event(self): """Test arrays that have multi-input conditions""" x = np.array([0, 1, 1, 1, 0, 0, 0, 1, 1, 0]) y = np.array([0, 0, 1, 1, 1, 0, 0, 1, 0, 1]) validation_array = np.array([0, 0, 1, 1, 0, 0, 0, 1, 0, 0]) condition = ((x > 0) & (y > 0)) events = Events(condition, period=1).find() npt.assert_array_equal(validation_array, events.as_array()) class TestSpecialMethods(TestCase): def setUp(self): condition_array = np.array([1, 0, 0, 1, 1, 1, 0, 0, 1, 1, 0, 0, 1]) self.condition = (condition_array > 0) self.events = Events(self.condition, period=1).find() def test__len__(self): self.assertEquals(4, len(self.events)) def test__eq__(self): other = Events(self.condition, period=1).find() self.assertEqual(self.events, other) class TestAttributes(TestCase): def setUp(self): condition_array = np.array([1, 0, 0, 1, 1, 1, 0, 0, 1, 1, 0, 0, 1]) self.condition = (condition_array > 0) def test_period(self): self.assertRaises(ValueError, Events, self.condition, period=0) def test_startoffset(self): self.assertRaises(ValueError, Events, self.condition, period=1, startoffset=1) def test_stopoffset(self): self.assertRaises(ValueError, Events, self.condition, period=0, stopoffset=-1) class TestProperties(TestCase): def setUp(self): self.events = Events(np.array([False, False]), period=0.12, adeb=1, ddeb=1, mindur=1, maxdur=1, startoffset=-1, stopoffset=1) def test_adeb(self): self.assertEqual(self.events._adeb, 9) def test_ddeb(self): self.assertEqual(self.events._adeb, 9) def test_mindur(self): self.assertEqual(self.events._mindur, 9) def test_maxdur(self): self.assertEqual(self.events._maxdur, 8) def test_startoffset(self): self.assertEqual(self.events._startoffset, -9) def test_stopoffset(self): self.assertEqual(self.events._stopoffset, 9) if __name__ == '__main__': main()
mit
toenuff/treadmill
tests/reports_test.py
1
5741
"""Unit test for treadmill.scheduler """ import datetime import time import unittest # Disable W0611: Unused import import tests.treadmill_test_deps # pylint: disable=W0611 import mock import pandas as pd from treadmill import scheduler from treadmill import reports def _construct_cell(): """Constructs a test cell.""" cell = scheduler.Cell('top') rack1 = scheduler.Bucket('rack:rack1', traits=0, level='rack') rack2 = scheduler.Bucket('rack:rack2', traits=0, level='rack') cell.add_node(rack1) cell.add_node(rack2) srv1 = scheduler.Server('srv1', [10, 20, 30], traits=3, valid_until=1000) srv2 = scheduler.Server('srv2', [10, 20, 30], traits=7, valid_until=2000) srv3 = scheduler.Server('srv3', [10, 20, 30], traits=0, valid_until=3000) srv4 = scheduler.Server('srv4', [10, 20, 30], traits=0, valid_until=4000) rack1.add_node(srv1) rack1.add_node(srv2) rack2.add_node(srv3) rack2.add_node(srv4) tenant1 = scheduler.Allocation() tenant2 = scheduler.Allocation() tenant3 = scheduler.Allocation() alloc1 = scheduler.Allocation([10, 10, 10], rank=100, traits=0) alloc2 = scheduler.Allocation([10, 10, 10], rank=100, traits=3) cell.partitions[None].allocation.add_sub_alloc('t1', tenant1) cell.partitions[None].allocation.add_sub_alloc('t2', tenant2) tenant1.add_sub_alloc('t3', tenant3) tenant2.add_sub_alloc('a1', alloc1) tenant3.add_sub_alloc('a2', alloc2) return cell class ReportsTest(unittest.TestCase): """treadmill.reports tests.""" def setUp(self): scheduler.DIMENSION_COUNT = 3 self.cell = _construct_cell() super(ReportsTest, self).setUp() def test_servers(self): """Tests servers report.""" df = reports.servers(self.cell) # print df # Sample data frame to see that the values are correct. self.assertEquals(df.ix['srv1']['memory'], 10) self.assertEquals(df.ix['srv2']['rack'], 'rack:rack1') # check valid until # XXX(boysson): There is a timezone bug here. # XXX(boysson): self.assertEquals(str(df.ix['srv1']['valid_until']), # XXX(boysson): '1969-12-31 19:16:40') # XXX(boysson): self.assertEquals(str(df.ix['srv4']['valid_until']), # XXX(boysson): '1969-12-31 20:06:40') def test_allocations(self): """Tests allocations report.""" df = reports.allocations(self.cell) # print df # cpu disk max_utilization memory rank # name # t2/a1 10 10 inf 10 100 # t1/t3/a2 10 10 inf 10 100 self.assertEquals(df.ix['-', 't2/a1']['cpu'], 10) self.assertEquals(df.ix['-', 't1/t3/a2']['cpu'], 10) # TODO: not implemented. # df_traits = reports.allocation_traits(self.cell) @mock.patch('time.time', mock.Mock(return_value=100)) def test_applications(self): """Tests application queue report.""" app1 = scheduler.Application('foo.xxx#1', 100, demand=[1, 1, 1], affinity='foo.xxx') app2 = scheduler.Application('foo.xxx#2', 100, demand=[1, 1, 1], affinity='foo.xxx') app3 = scheduler.Application('bla.xxx#3', 50, demand=[1, 1, 1], affinity='bla.xxx') (self.cell.partitions[None].allocation .get_sub_alloc('t1') .get_sub_alloc('t3') .get_sub_alloc('a2').add(app1)) (self.cell.partitions[None].allocation .get_sub_alloc('t1') .get_sub_alloc('t3') .get_sub_alloc('a2').add(app2)) (self.cell.partitions[None].allocation .get_sub_alloc('t2') .get_sub_alloc('a1').add(app3)) self.cell.schedule() apps_df = reports.apps(self.cell) # print apps_df # affinity allocation cpu data_retention_timeout disk memory \ # instance # foo.xxx#1 foo.xxx t1/t3/a2 1 0 1 1 # foo.xxx#2 foo.xxx t1/t3/a2 1 0 1 1 # bla.xxx#3 bla.xxx t2/a1 1 0 1 1 # # order pending rank server util # instance # foo.xxx#1 1.458152e+15 0 99 srv1 -0.135714 # foo.xxx#2 1.458152e+15 0 99 srv1 -0.128571 # bla.xxx#3 1.458152e+15 0 100 srv1 -0.121429 time.time.return_value = 100 self.assertEquals(apps_df.ix['foo.xxx#2']['cpu'], 1) util0 = reports.utilization(None, apps_df) time.time.return_value = 101 util1 = reports.utilization(util0, apps_df) # print util1 # name bla.xxx foo.xxx \ # count util disk cpu memory count util disk # 1969-12-31 19:00:00 1 -0.121429 1 1 1 2 -0.128571 2 # 1969-12-31 19:00:01 1 -0.121429 1 1 1 2 -0.128571 2 # # name # cpu memory # 1969-12-31 19:00:00 2 2 # 1969-12-31 19:00:01 2 2 time0 = pd.Timestamp(datetime.datetime.fromtimestamp(100)) time1 = pd.Timestamp(datetime.datetime.fromtimestamp(101)) self.assertEquals(util1.ix[time0]['bla.xxx']['cpu'], 1) self.assertEquals(util1.ix[time1]['foo.xxx']['count'], 2) if __name__ == '__main__': unittest.main()
apache-2.0
manashmndl/scikit-learn
sklearn/ensemble/tests/test_partial_dependence.py
365
6996
""" Testing for the partial dependence module. """ import numpy as np from numpy.testing import assert_array_equal from sklearn.utils.testing import assert_raises from sklearn.utils.testing import if_matplotlib from sklearn.ensemble.partial_dependence import partial_dependence from sklearn.ensemble.partial_dependence import plot_partial_dependence from sklearn.ensemble import GradientBoostingClassifier from sklearn.ensemble import GradientBoostingRegressor from sklearn import datasets # toy sample X = [[-2, -1], [-1, -1], [-1, -2], [1, 1], [1, 2], [2, 1]] y = [-1, -1, -1, 1, 1, 1] T = [[-1, -1], [2, 2], [3, 2]] true_result = [-1, 1, 1] # also load the boston dataset boston = datasets.load_boston() # also load the iris dataset iris = datasets.load_iris() def test_partial_dependence_classifier(): # Test partial dependence for classifier clf = GradientBoostingClassifier(n_estimators=10, random_state=1) clf.fit(X, y) pdp, axes = partial_dependence(clf, [0], X=X, grid_resolution=5) # only 4 grid points instead of 5 because only 4 unique X[:,0] vals assert pdp.shape == (1, 4) assert axes[0].shape[0] == 4 # now with our own grid X_ = np.asarray(X) grid = np.unique(X_[:, 0]) pdp_2, axes = partial_dependence(clf, [0], grid=grid) assert axes is None assert_array_equal(pdp, pdp_2) def test_partial_dependence_multiclass(): # Test partial dependence for multi-class classifier clf = GradientBoostingClassifier(n_estimators=10, random_state=1) clf.fit(iris.data, iris.target) grid_resolution = 25 n_classes = clf.n_classes_ pdp, axes = partial_dependence( clf, [0], X=iris.data, grid_resolution=grid_resolution) assert pdp.shape == (n_classes, grid_resolution) assert len(axes) == 1 assert axes[0].shape[0] == grid_resolution def test_partial_dependence_regressor(): # Test partial dependence for regressor clf = GradientBoostingRegressor(n_estimators=10, random_state=1) clf.fit(boston.data, boston.target) grid_resolution = 25 pdp, axes = partial_dependence( clf, [0], X=boston.data, grid_resolution=grid_resolution) assert pdp.shape == (1, grid_resolution) assert axes[0].shape[0] == grid_resolution def test_partial_dependecy_input(): # Test input validation of partial dependence. clf = GradientBoostingClassifier(n_estimators=10, random_state=1) clf.fit(X, y) assert_raises(ValueError, partial_dependence, clf, [0], grid=None, X=None) assert_raises(ValueError, partial_dependence, clf, [0], grid=[0, 1], X=X) # first argument must be an instance of BaseGradientBoosting assert_raises(ValueError, partial_dependence, {}, [0], X=X) # Gradient boosting estimator must be fit assert_raises(ValueError, partial_dependence, GradientBoostingClassifier(), [0], X=X) assert_raises(ValueError, partial_dependence, clf, [-1], X=X) assert_raises(ValueError, partial_dependence, clf, [100], X=X) # wrong ndim for grid grid = np.random.rand(10, 2, 1) assert_raises(ValueError, partial_dependence, clf, [0], grid=grid) @if_matplotlib def test_plot_partial_dependence(): # Test partial dependence plot function. clf = GradientBoostingRegressor(n_estimators=10, random_state=1) clf.fit(boston.data, boston.target) grid_resolution = 25 fig, axs = plot_partial_dependence(clf, boston.data, [0, 1, (0, 1)], grid_resolution=grid_resolution, feature_names=boston.feature_names) assert len(axs) == 3 assert all(ax.has_data for ax in axs) # check with str features and array feature names fig, axs = plot_partial_dependence(clf, boston.data, ['CRIM', 'ZN', ('CRIM', 'ZN')], grid_resolution=grid_resolution, feature_names=boston.feature_names) assert len(axs) == 3 assert all(ax.has_data for ax in axs) # check with list feature_names feature_names = boston.feature_names.tolist() fig, axs = plot_partial_dependence(clf, boston.data, ['CRIM', 'ZN', ('CRIM', 'ZN')], grid_resolution=grid_resolution, feature_names=feature_names) assert len(axs) == 3 assert all(ax.has_data for ax in axs) @if_matplotlib def test_plot_partial_dependence_input(): # Test partial dependence plot function input checks. clf = GradientBoostingClassifier(n_estimators=10, random_state=1) # not fitted yet assert_raises(ValueError, plot_partial_dependence, clf, X, [0]) clf.fit(X, y) assert_raises(ValueError, plot_partial_dependence, clf, np.array(X)[:, :0], [0]) # first argument must be an instance of BaseGradientBoosting assert_raises(ValueError, plot_partial_dependence, {}, X, [0]) # must be larger than -1 assert_raises(ValueError, plot_partial_dependence, clf, X, [-1]) # too large feature value assert_raises(ValueError, plot_partial_dependence, clf, X, [100]) # str feature but no feature_names assert_raises(ValueError, plot_partial_dependence, clf, X, ['foobar']) # not valid features value assert_raises(ValueError, plot_partial_dependence, clf, X, [{'foo': 'bar'}]) @if_matplotlib def test_plot_partial_dependence_multiclass(): # Test partial dependence plot function on multi-class input. clf = GradientBoostingClassifier(n_estimators=10, random_state=1) clf.fit(iris.data, iris.target) grid_resolution = 25 fig, axs = plot_partial_dependence(clf, iris.data, [0, 1], label=0, grid_resolution=grid_resolution) assert len(axs) == 2 assert all(ax.has_data for ax in axs) # now with symbol labels target = iris.target_names[iris.target] clf = GradientBoostingClassifier(n_estimators=10, random_state=1) clf.fit(iris.data, target) grid_resolution = 25 fig, axs = plot_partial_dependence(clf, iris.data, [0, 1], label='setosa', grid_resolution=grid_resolution) assert len(axs) == 2 assert all(ax.has_data for ax in axs) # label not in gbrt.classes_ assert_raises(ValueError, plot_partial_dependence, clf, iris.data, [0, 1], label='foobar', grid_resolution=grid_resolution) # label not provided assert_raises(ValueError, plot_partial_dependence, clf, iris.data, [0, 1], grid_resolution=grid_resolution)
bsd-3-clause
nrhine1/scikit-learn
sklearn/ensemble/tests/test_bagging.py
127
25365
""" Testing for the bagging ensemble module (sklearn.ensemble.bagging). """ # Author: Gilles Louppe # License: BSD 3 clause import numpy as np from sklearn.base import BaseEstimator from sklearn.utils.testing import assert_array_equal from sklearn.utils.testing import assert_array_almost_equal from sklearn.utils.testing import assert_equal from sklearn.utils.testing import assert_raises from sklearn.utils.testing import assert_greater from sklearn.utils.testing import assert_less from sklearn.utils.testing import assert_true from sklearn.utils.testing import assert_false from sklearn.utils.testing import assert_warns from sklearn.utils.testing import assert_warns_message from sklearn.dummy import DummyClassifier, DummyRegressor from sklearn.grid_search import GridSearchCV, ParameterGrid from sklearn.ensemble import BaggingClassifier, BaggingRegressor from sklearn.linear_model import Perceptron, LogisticRegression from sklearn.neighbors import KNeighborsClassifier, KNeighborsRegressor from sklearn.tree import DecisionTreeClassifier, DecisionTreeRegressor from sklearn.svm import SVC, SVR from sklearn.pipeline import make_pipeline from sklearn.feature_selection import SelectKBest from sklearn.cross_validation import train_test_split from sklearn.datasets import load_boston, load_iris, make_hastie_10_2 from sklearn.utils import check_random_state from scipy.sparse import csc_matrix, csr_matrix rng = check_random_state(0) # also load the iris dataset # and randomly permute it iris = load_iris() perm = rng.permutation(iris.target.size) iris.data = iris.data[perm] iris.target = iris.target[perm] # also load the boston dataset # and randomly permute it boston = load_boston() perm = rng.permutation(boston.target.size) boston.data = boston.data[perm] boston.target = boston.target[perm] def test_classification(): # Check classification for various parameter settings. rng = check_random_state(0) X_train, X_test, y_train, y_test = train_test_split(iris.data, iris.target, random_state=rng) grid = ParameterGrid({"max_samples": [0.5, 1.0], "max_features": [1, 2, 4], "bootstrap": [True, False], "bootstrap_features": [True, False]}) for base_estimator in [None, DummyClassifier(), Perceptron(), DecisionTreeClassifier(), KNeighborsClassifier(), SVC()]: for params in grid: BaggingClassifier(base_estimator=base_estimator, random_state=rng, **params).fit(X_train, y_train).predict(X_test) def test_sparse_classification(): # Check classification for various parameter settings on sparse input. class CustomSVC(SVC): """SVC variant that records the nature of the training set""" def fit(self, X, y): super(CustomSVC, self).fit(X, y) self.data_type_ = type(X) return self rng = check_random_state(0) X_train, X_test, y_train, y_test = train_test_split(iris.data, iris.target, random_state=rng) parameter_sets = [ {"max_samples": 0.5, "max_features": 2, "bootstrap": True, "bootstrap_features": True}, {"max_samples": 1.0, "max_features": 4, "bootstrap": True, "bootstrap_features": True}, {"max_features": 2, "bootstrap": False, "bootstrap_features": True}, {"max_samples": 0.5, "bootstrap": True, "bootstrap_features": False}, ] for sparse_format in [csc_matrix, csr_matrix]: X_train_sparse = sparse_format(X_train) X_test_sparse = sparse_format(X_test) for params in parameter_sets: # Trained on sparse format sparse_classifier = BaggingClassifier( base_estimator=CustomSVC(), random_state=1, **params ).fit(X_train_sparse, y_train) sparse_results = sparse_classifier.predict(X_test_sparse) # Trained on dense format dense_results = BaggingClassifier( base_estimator=CustomSVC(), random_state=1, **params ).fit(X_train, y_train).predict(X_test) sparse_type = type(X_train_sparse) types = [i.data_type_ for i in sparse_classifier.estimators_] assert_array_equal(sparse_results, dense_results) assert all([t == sparse_type for t in types]) def test_regression(): # Check regression for various parameter settings. rng = check_random_state(0) X_train, X_test, y_train, y_test = train_test_split(boston.data[:50], boston.target[:50], random_state=rng) grid = ParameterGrid({"max_samples": [0.5, 1.0], "max_features": [0.5, 1.0], "bootstrap": [True, False], "bootstrap_features": [True, False]}) for base_estimator in [None, DummyRegressor(), DecisionTreeRegressor(), KNeighborsRegressor(), SVR()]: for params in grid: BaggingRegressor(base_estimator=base_estimator, random_state=rng, **params).fit(X_train, y_train).predict(X_test) def test_sparse_regression(): # Check regression for various parameter settings on sparse input. rng = check_random_state(0) X_train, X_test, y_train, y_test = train_test_split(boston.data[:50], boston.target[:50], random_state=rng) class CustomSVR(SVR): """SVC variant that records the nature of the training set""" def fit(self, X, y): super(CustomSVR, self).fit(X, y) self.data_type_ = type(X) return self parameter_sets = [ {"max_samples": 0.5, "max_features": 2, "bootstrap": True, "bootstrap_features": True}, {"max_samples": 1.0, "max_features": 4, "bootstrap": True, "bootstrap_features": True}, {"max_features": 2, "bootstrap": False, "bootstrap_features": True}, {"max_samples": 0.5, "bootstrap": True, "bootstrap_features": False}, ] for sparse_format in [csc_matrix, csr_matrix]: X_train_sparse = sparse_format(X_train) X_test_sparse = sparse_format(X_test) for params in parameter_sets: # Trained on sparse format sparse_classifier = BaggingRegressor( base_estimator=CustomSVR(), random_state=1, **params ).fit(X_train_sparse, y_train) sparse_results = sparse_classifier.predict(X_test_sparse) # Trained on dense format dense_results = BaggingRegressor( base_estimator=CustomSVR(), random_state=1, **params ).fit(X_train, y_train).predict(X_test) sparse_type = type(X_train_sparse) types = [i.data_type_ for i in sparse_classifier.estimators_] assert_array_equal(sparse_results, dense_results) assert all([t == sparse_type for t in types]) assert_array_equal(sparse_results, dense_results) def test_bootstrap_samples(): # Test that bootstraping samples generate non-perfect base estimators. rng = check_random_state(0) X_train, X_test, y_train, y_test = train_test_split(boston.data, boston.target, random_state=rng) base_estimator = DecisionTreeRegressor().fit(X_train, y_train) # without bootstrap, all trees are perfect on the training set ensemble = BaggingRegressor(base_estimator=DecisionTreeRegressor(), max_samples=1.0, bootstrap=False, random_state=rng).fit(X_train, y_train) assert_equal(base_estimator.score(X_train, y_train), ensemble.score(X_train, y_train)) # with bootstrap, trees are no longer perfect on the training set ensemble = BaggingRegressor(base_estimator=DecisionTreeRegressor(), max_samples=1.0, bootstrap=True, random_state=rng).fit(X_train, y_train) assert_greater(base_estimator.score(X_train, y_train), ensemble.score(X_train, y_train)) def test_bootstrap_features(): # Test that bootstraping features may generate dupplicate features. rng = check_random_state(0) X_train, X_test, y_train, y_test = train_test_split(boston.data, boston.target, random_state=rng) ensemble = BaggingRegressor(base_estimator=DecisionTreeRegressor(), max_features=1.0, bootstrap_features=False, random_state=rng).fit(X_train, y_train) for features in ensemble.estimators_features_: assert_equal(boston.data.shape[1], np.unique(features).shape[0]) ensemble = BaggingRegressor(base_estimator=DecisionTreeRegressor(), max_features=1.0, bootstrap_features=True, random_state=rng).fit(X_train, y_train) for features in ensemble.estimators_features_: assert_greater(boston.data.shape[1], np.unique(features).shape[0]) def test_probability(): # Predict probabilities. rng = check_random_state(0) X_train, X_test, y_train, y_test = train_test_split(iris.data, iris.target, random_state=rng) with np.errstate(divide="ignore", invalid="ignore"): # Normal case ensemble = BaggingClassifier(base_estimator=DecisionTreeClassifier(), random_state=rng).fit(X_train, y_train) assert_array_almost_equal(np.sum(ensemble.predict_proba(X_test), axis=1), np.ones(len(X_test))) assert_array_almost_equal(ensemble.predict_proba(X_test), np.exp(ensemble.predict_log_proba(X_test))) # Degenerate case, where some classes are missing ensemble = BaggingClassifier(base_estimator=LogisticRegression(), random_state=rng, max_samples=5).fit(X_train, y_train) assert_array_almost_equal(np.sum(ensemble.predict_proba(X_test), axis=1), np.ones(len(X_test))) assert_array_almost_equal(ensemble.predict_proba(X_test), np.exp(ensemble.predict_log_proba(X_test))) def test_oob_score_classification(): # Check that oob prediction is a good estimation of the generalization # error. rng = check_random_state(0) X_train, X_test, y_train, y_test = train_test_split(iris.data, iris.target, random_state=rng) for base_estimator in [DecisionTreeClassifier(), SVC()]: clf = BaggingClassifier(base_estimator=base_estimator, n_estimators=100, bootstrap=True, oob_score=True, random_state=rng).fit(X_train, y_train) test_score = clf.score(X_test, y_test) assert_less(abs(test_score - clf.oob_score_), 0.1) # Test with few estimators assert_warns(UserWarning, BaggingClassifier(base_estimator=base_estimator, n_estimators=1, bootstrap=True, oob_score=True, random_state=rng).fit, X_train, y_train) def test_oob_score_regression(): # Check that oob prediction is a good estimation of the generalization # error. rng = check_random_state(0) X_train, X_test, y_train, y_test = train_test_split(boston.data, boston.target, random_state=rng) clf = BaggingRegressor(base_estimator=DecisionTreeRegressor(), n_estimators=50, bootstrap=True, oob_score=True, random_state=rng).fit(X_train, y_train) test_score = clf.score(X_test, y_test) assert_less(abs(test_score - clf.oob_score_), 0.1) # Test with few estimators assert_warns(UserWarning, BaggingRegressor(base_estimator=DecisionTreeRegressor(), n_estimators=1, bootstrap=True, oob_score=True, random_state=rng).fit, X_train, y_train) def test_single_estimator(): # Check singleton ensembles. rng = check_random_state(0) X_train, X_test, y_train, y_test = train_test_split(boston.data, boston.target, random_state=rng) clf1 = BaggingRegressor(base_estimator=KNeighborsRegressor(), n_estimators=1, bootstrap=False, bootstrap_features=False, random_state=rng).fit(X_train, y_train) clf2 = KNeighborsRegressor().fit(X_train, y_train) assert_array_equal(clf1.predict(X_test), clf2.predict(X_test)) def test_error(): # Test that it gives proper exception on deficient input. X, y = iris.data, iris.target base = DecisionTreeClassifier() # Test max_samples assert_raises(ValueError, BaggingClassifier(base, max_samples=-1).fit, X, y) assert_raises(ValueError, BaggingClassifier(base, max_samples=0.0).fit, X, y) assert_raises(ValueError, BaggingClassifier(base, max_samples=2.0).fit, X, y) assert_raises(ValueError, BaggingClassifier(base, max_samples=1000).fit, X, y) assert_raises(ValueError, BaggingClassifier(base, max_samples="foobar").fit, X, y) # Test max_features assert_raises(ValueError, BaggingClassifier(base, max_features=-1).fit, X, y) assert_raises(ValueError, BaggingClassifier(base, max_features=0.0).fit, X, y) assert_raises(ValueError, BaggingClassifier(base, max_features=2.0).fit, X, y) assert_raises(ValueError, BaggingClassifier(base, max_features=5).fit, X, y) assert_raises(ValueError, BaggingClassifier(base, max_features="foobar").fit, X, y) # Test support of decision_function assert_false(hasattr(BaggingClassifier(base).fit(X, y), 'decision_function')) def test_parallel_classification(): # Check parallel classification. rng = check_random_state(0) # Classification X_train, X_test, y_train, y_test = train_test_split(iris.data, iris.target, random_state=rng) ensemble = BaggingClassifier(DecisionTreeClassifier(), n_jobs=3, random_state=0).fit(X_train, y_train) # predict_proba ensemble.set_params(n_jobs=1) y1 = ensemble.predict_proba(X_test) ensemble.set_params(n_jobs=2) y2 = ensemble.predict_proba(X_test) assert_array_almost_equal(y1, y2) ensemble = BaggingClassifier(DecisionTreeClassifier(), n_jobs=1, random_state=0).fit(X_train, y_train) y3 = ensemble.predict_proba(X_test) assert_array_almost_equal(y1, y3) # decision_function ensemble = BaggingClassifier(SVC(), n_jobs=3, random_state=0).fit(X_train, y_train) ensemble.set_params(n_jobs=1) decisions1 = ensemble.decision_function(X_test) ensemble.set_params(n_jobs=2) decisions2 = ensemble.decision_function(X_test) assert_array_almost_equal(decisions1, decisions2) ensemble = BaggingClassifier(SVC(), n_jobs=1, random_state=0).fit(X_train, y_train) decisions3 = ensemble.decision_function(X_test) assert_array_almost_equal(decisions1, decisions3) def test_parallel_regression(): # Check parallel regression. rng = check_random_state(0) X_train, X_test, y_train, y_test = train_test_split(boston.data, boston.target, random_state=rng) ensemble = BaggingRegressor(DecisionTreeRegressor(), n_jobs=3, random_state=0).fit(X_train, y_train) ensemble.set_params(n_jobs=1) y1 = ensemble.predict(X_test) ensemble.set_params(n_jobs=2) y2 = ensemble.predict(X_test) assert_array_almost_equal(y1, y2) ensemble = BaggingRegressor(DecisionTreeRegressor(), n_jobs=1, random_state=0).fit(X_train, y_train) y3 = ensemble.predict(X_test) assert_array_almost_equal(y1, y3) def test_gridsearch(): # Check that bagging ensembles can be grid-searched. # Transform iris into a binary classification task X, y = iris.data, iris.target y[y == 2] = 1 # Grid search with scoring based on decision_function parameters = {'n_estimators': (1, 2), 'base_estimator__C': (1, 2)} GridSearchCV(BaggingClassifier(SVC()), parameters, scoring="roc_auc").fit(X, y) def test_base_estimator(): # Check base_estimator and its default values. rng = check_random_state(0) # Classification X_train, X_test, y_train, y_test = train_test_split(iris.data, iris.target, random_state=rng) ensemble = BaggingClassifier(None, n_jobs=3, random_state=0).fit(X_train, y_train) assert_true(isinstance(ensemble.base_estimator_, DecisionTreeClassifier)) ensemble = BaggingClassifier(DecisionTreeClassifier(), n_jobs=3, random_state=0).fit(X_train, y_train) assert_true(isinstance(ensemble.base_estimator_, DecisionTreeClassifier)) ensemble = BaggingClassifier(Perceptron(), n_jobs=3, random_state=0).fit(X_train, y_train) assert_true(isinstance(ensemble.base_estimator_, Perceptron)) # Regression X_train, X_test, y_train, y_test = train_test_split(boston.data, boston.target, random_state=rng) ensemble = BaggingRegressor(None, n_jobs=3, random_state=0).fit(X_train, y_train) assert_true(isinstance(ensemble.base_estimator_, DecisionTreeRegressor)) ensemble = BaggingRegressor(DecisionTreeRegressor(), n_jobs=3, random_state=0).fit(X_train, y_train) assert_true(isinstance(ensemble.base_estimator_, DecisionTreeRegressor)) ensemble = BaggingRegressor(SVR(), n_jobs=3, random_state=0).fit(X_train, y_train) assert_true(isinstance(ensemble.base_estimator_, SVR)) def test_bagging_with_pipeline(): estimator = BaggingClassifier(make_pipeline(SelectKBest(k=1), DecisionTreeClassifier()), max_features=2) estimator.fit(iris.data, iris.target) class DummyZeroEstimator(BaseEstimator): def fit(self, X, y): self.classes_ = np.unique(y) return self def predict(self, X): return self.classes_[np.zeros(X.shape[0], dtype=int)] def test_bagging_sample_weight_unsupported_but_passed(): estimator = BaggingClassifier(DummyZeroEstimator()) rng = check_random_state(0) estimator.fit(iris.data, iris.target).predict(iris.data) assert_raises(ValueError, estimator.fit, iris.data, iris.target, sample_weight=rng.randint(10, size=(iris.data.shape[0]))) def test_warm_start(random_state=42): # Test if fitting incrementally with warm start gives a forest of the # right size and the same results as a normal fit. X, y = make_hastie_10_2(n_samples=20, random_state=1) clf_ws = None for n_estimators in [5, 10]: if clf_ws is None: clf_ws = BaggingClassifier(n_estimators=n_estimators, random_state=random_state, warm_start=True) else: clf_ws.set_params(n_estimators=n_estimators) clf_ws.fit(X, y) assert_equal(len(clf_ws), n_estimators) clf_no_ws = BaggingClassifier(n_estimators=10, random_state=random_state, warm_start=False) clf_no_ws.fit(X, y) assert_equal(set([tree.random_state for tree in clf_ws]), set([tree.random_state for tree in clf_no_ws])) def test_warm_start_smaller_n_estimators(): # Test if warm start'ed second fit with smaller n_estimators raises error. X, y = make_hastie_10_2(n_samples=20, random_state=1) clf = BaggingClassifier(n_estimators=5, warm_start=True) clf.fit(X, y) clf.set_params(n_estimators=4) assert_raises(ValueError, clf.fit, X, y) def test_warm_start_equal_n_estimators(): # Test that nothing happens when fitting without increasing n_estimators X, y = make_hastie_10_2(n_samples=20, random_state=1) X_train, X_test, y_train, y_test = train_test_split(X, y, random_state=43) clf = BaggingClassifier(n_estimators=5, warm_start=True, random_state=83) clf.fit(X_train, y_train) y_pred = clf.predict(X_test) # modify X to nonsense values, this should not change anything X_train += 1. assert_warns_message(UserWarning, "Warm-start fitting without increasing n_estimators does not", clf.fit, X_train, y_train) assert_array_equal(y_pred, clf.predict(X_test)) def test_warm_start_equivalence(): # warm started classifier with 5+5 estimators should be equivalent to # one classifier with 10 estimators X, y = make_hastie_10_2(n_samples=20, random_state=1) X_train, X_test, y_train, y_test = train_test_split(X, y, random_state=43) clf_ws = BaggingClassifier(n_estimators=5, warm_start=True, random_state=3141) clf_ws.fit(X_train, y_train) clf_ws.set_params(n_estimators=10) clf_ws.fit(X_train, y_train) y1 = clf_ws.predict(X_test) clf = BaggingClassifier(n_estimators=10, warm_start=False, random_state=3141) clf.fit(X_train, y_train) y2 = clf.predict(X_test) assert_array_almost_equal(y1, y2) def test_warm_start_with_oob_score_fails(): # Check using oob_score and warm_start simultaneously fails X, y = make_hastie_10_2(n_samples=20, random_state=1) clf = BaggingClassifier(n_estimators=5, warm_start=True, oob_score=True) assert_raises(ValueError, clf.fit, X, y) def test_oob_score_removed_on_warm_start(): X, y = make_hastie_10_2(n_samples=2000, random_state=1) clf = BaggingClassifier(n_estimators=50, oob_score=True) clf.fit(X, y) clf.set_params(warm_start=True, oob_score=False, n_estimators=100) clf.fit(X, y) assert_raises(AttributeError, getattr, clf, "oob_score_")
bsd-3-clause
castelao/AutoQC
util/dbutils.py
1
7274
import io, math import numpy import pandas import sqlite3 import util.main as main def unpack_qc(value): 'unpack a qc result from the db' try: qc = numpy.load(io.BytesIO(value), allow_pickle=True) except: print('failed to unpack qc data - check db for missing entries.') qc = numpy.zeros(1, dtype=bool) return qc def summarize(levels): 'given an array of level qc decisions, return true iff any of the levels are flagged' return numpy.any(levels) def parse(results): 'parse the raw pickled text of a per-level qc result, and return True if any levels are flagged' return results.apply(unpack_qc).apply(summarize) def summarize_truth(levels): 'given an array of originator qc decisions, return true iff any of the levels are flagged, ignoring t=99 levels' return numpy.sum( [not levels.mask[i] and (x==3 or x==4) for i, x in enumerate(levels)]) >= 1 def parse_truth(results): return results.apply(unpack_qc).apply(summarize_truth) def get_n_levels_before_fail(results): nlevels = [] for result in results: n = 0 for qc in unpack_qc(result): if qc == False: n += 1 else: break nlevels.append(n) return nlevels def get_reversed_n_levels_before_fail(results): nlevels = [] for result in results: n = 0 for qc in unpack_qc(result)[::-1]: if qc == False: n -= 1 else: break nlevels.append(n) return nlevels def check_for_fail(results): fails = [] for result in results: answer = False for qc in unpack_qc(result): if qc == True: answer = True break fails.append(answer) return fails def unpack_qc_results(results): return [unpack_qc(result) for result in results] def db_to_df(table, filter_on_wire_break_test=False, filter_on_tests={}, n_to_extract=numpy.iinfo(numpy.int32).max, applyparse=True, targetdb='iquod.db'): ''' Reads the table from targetdb into a pandas dataframe. If filter_on_wire_break_test is True, the results from that test are used to exclude levels below a wire break from the test results and the wire break test is not returned. filter_on_tests is a generalised form of filter_on_wire_break and is used to exclude results; it takes a list of [testname, action], where levels failing <testname> are excluded towards the surface (if action is 'up'), towards depth (if action is 'down') and the whole profile deleted (if action is 'remove'). Set n_to_extract to limit the number of rows extracted to the specified number. ''' # what tests are available testNames = main.importQC('qctests') testNames.sort() # connect to database conn = sqlite3.connect(targetdb, isolation_level=None) cur = conn.cursor() # extract matrix of test results and true flags into a dataframe query = 'SELECT uid, truth' for test in testNames: query += ', ' + test.lower() query += ' FROM ' + table query += ' WHERE uid IN (SELECT uid FROM ' + table + ' ORDER BY RANDOM() LIMIT ' + str(n_to_extract) + ')' cur.execute(query) rawresults = cur.fetchall() sub = 1000 df_final = None for i in range(math.ceil(len(rawresults)/sub)): df = pandas.DataFrame(rawresults[i*sub:(i+1)*sub]).astype('bytes') df.columns = ['uid', 'Truth'] + testNames df = df.astype({'uid': 'int'}) if filter_on_wire_break_test: nlevels = get_n_levels_before_fail(df['CSIRO_wire_break']) del df['CSIRO_wire_break'] # No use for this now. testNames = df.columns[2:].values.tolist() for i in range(len(df.index)): for j in range(1, len(df.columns)): qc = unpack_qc(df.iloc[i, j]) # Some QC tests may return only one value so check for this. if len(qc) > 1: qc = qc[:nlevels[i]] df.iat[i, j] = main.pack_array(qc) todrop = set() for action in filter_on_tests: # Check if the action is relevant. if action == 'Optional' or action == 'At least one from group': continue # Initialise variables. nlevels = -1 outcomes = False qcresults = [] for testname in filter_on_tests[action]: for i in range(0, len(df.index)): if action == 'Remove above reject': nlevels = get_reversed_n_levels_before_fail([df[testname][i]])[0] elif action == 'Remove below reject': nlevels = get_n_levels_before_fail([df[testname][i]])[0] elif action == 'Remove profile': outcomes = check_for_fail([df[testname][i]])[0] elif action == 'Remove rejected levels': qcresults = unpack_qc_results([df[testname][i]])[0] else: raise NameError('Unrecognised action: ' + action) if (((action == 'Remove above reject' or action == 'Remove below reject') and nlevels == 0) or (action == 'Remove profile' and outcomes == True) or (action == 'Remove rejected levels' and numpy.count_nonzero(qcresults == False) == 0)): # Completely remove a profile if it has no valid levels or if it # has a fail and the action is to remove. todrop.add(i) elif (action != 'Remove profile'): for j in range(1, len(df.columns)): # Retain only the levels that passed testname. # Some QC tests may return only one value so check for this. qc = unpack_qc(df.iloc[i, j]) if len(qc) > 1: if action == 'Remove above reject': qc = qc[nlevels:] elif action == 'Remove below reject': qc = qc[:nlevels] elif action == 'Remove rejected levels': qc = qc[qcresults == False] df.iat[i, j] = main.pack_array(qc) del df[testname] # No need to keep this any longer. df.reset_index(inplace=True, drop=True) todrop = list(todrop) if len(todrop) > 0: df.drop(todrop, inplace=True) df.reset_index(inplace=True, drop=True) testNames = df.columns[2:].values.tolist() if applyparse: df[['Truth']] = df[['Truth']].apply(parse_truth) df[testNames] = df[testNames].apply(parse) if i == 0: df_final = df else: df_final = pandas.concat([df_final, df]) return df_final.reset_index(drop=True)
mit
imaculate/scikit-learn
sklearn/utils/__init__.py
17
12898
""" The :mod:`sklearn.utils` module includes various utilities. """ from collections import Sequence import numpy as np from scipy.sparse import issparse import warnings from .murmurhash import murmurhash3_32 from .validation import (as_float_array, assert_all_finite, check_random_state, column_or_1d, check_array, check_consistent_length, check_X_y, indexable, check_symmetric) from .deprecation import deprecated from .class_weight import compute_class_weight, compute_sample_weight from ..externals.joblib import cpu_count from ..exceptions import ConvergenceWarning as _ConvergenceWarning from ..exceptions import DataConversionWarning @deprecated("ConvergenceWarning has been moved into the sklearn.exceptions " "module. It will not be available here from version 0.19") class ConvergenceWarning(_ConvergenceWarning): pass __all__ = ["murmurhash3_32", "as_float_array", "assert_all_finite", "check_array", "check_random_state", "compute_class_weight", "compute_sample_weight", "column_or_1d", "safe_indexing", "check_consistent_length", "check_X_y", 'indexable', "check_symmetric"] def safe_mask(X, mask): """Return a mask which is safe to use on X. Parameters ---------- X : {array-like, sparse matrix} Data on which to apply mask. mask: array Mask to be used on X. Returns ------- mask """ mask = np.asarray(mask) if np.issubdtype(mask.dtype, np.int): return mask if hasattr(X, "toarray"): ind = np.arange(mask.shape[0]) mask = ind[mask] return mask def axis0_safe_slice(X, mask, len_mask): """ This mask is safer than safe_mask since it returns an empty array, when a sparse matrix is sliced with a boolean mask with all False, instead of raising an unhelpful error in older versions of SciPy. See: https://github.com/scipy/scipy/issues/5361 Also note that we can avoid doing the dot product by checking if the len_mask is not zero in _huber_loss_and_gradient but this is not going to be the bottleneck, since the number of outliers and non_outliers are typically non-zero and it makes the code tougher to follow. """ if len_mask != 0: return X[safe_mask(X, mask), :] return np.zeros(shape=(0, X.shape[1])) def safe_indexing(X, indices): """Return items or rows from X using indices. Allows simple indexing of lists or arrays. Parameters ---------- X : array-like, sparse-matrix, list. Data from which to sample rows or items. indices : array-like, list Indices according to which X will be subsampled. """ if hasattr(X, "iloc"): # Pandas Dataframes and Series try: return X.iloc[indices] except ValueError: # Cython typed memoryviews internally used in pandas do not support # readonly buffers. warnings.warn("Copying input dataframe for slicing.", DataConversionWarning) return X.copy().iloc[indices] elif hasattr(X, "shape"): if hasattr(X, 'take') and (hasattr(indices, 'dtype') and indices.dtype.kind == 'i'): # This is often substantially faster than X[indices] return X.take(indices, axis=0) else: return X[indices] else: return [X[idx] for idx in indices] def resample(*arrays, **options): """Resample arrays or sparse matrices in a consistent way The default strategy implements one step of the bootstrapping procedure. Parameters ---------- *arrays : sequence of indexable data-structures Indexable data-structures can be arrays, lists, dataframes or scipy sparse matrices with consistent first dimension. replace : boolean, True by default Implements resampling with replacement. If False, this will implement (sliced) random permutations. n_samples : int, None by default Number of samples to generate. If left to None this is automatically set to the first dimension of the arrays. If replace is False it should not be larger than the length of arrays. random_state : int or RandomState instance Control the shuffling for reproducible behavior. Returns ------- resampled_arrays : sequence of indexable data-structures Sequence of resampled views of the collections. The original arrays are not impacted. Examples -------- It is possible to mix sparse and dense arrays in the same run:: >>> X = np.array([[1., 0.], [2., 1.], [0., 0.]]) >>> y = np.array([0, 1, 2]) >>> from scipy.sparse import coo_matrix >>> X_sparse = coo_matrix(X) >>> from sklearn.utils import resample >>> X, X_sparse, y = resample(X, X_sparse, y, random_state=0) >>> X array([[ 1., 0.], [ 2., 1.], [ 1., 0.]]) >>> X_sparse # doctest: +ELLIPSIS +NORMALIZE_WHITESPACE <3x2 sparse matrix of type '<... 'numpy.float64'>' with 4 stored elements in Compressed Sparse Row format> >>> X_sparse.toarray() array([[ 1., 0.], [ 2., 1.], [ 1., 0.]]) >>> y array([0, 1, 0]) >>> resample(y, n_samples=2, random_state=0) array([0, 1]) See also -------- :func:`sklearn.utils.shuffle` """ random_state = check_random_state(options.pop('random_state', None)) replace = options.pop('replace', True) max_n_samples = options.pop('n_samples', None) if options: raise ValueError("Unexpected kw arguments: %r" % options.keys()) if len(arrays) == 0: return None first = arrays[0] n_samples = first.shape[0] if hasattr(first, 'shape') else len(first) if max_n_samples is None: max_n_samples = n_samples elif (max_n_samples > n_samples) and (not replace): raise ValueError("Cannot sample %d out of arrays with dim %d" "when replace is False" % (max_n_samples, n_samples)) check_consistent_length(*arrays) if replace: indices = random_state.randint(0, n_samples, size=(max_n_samples,)) else: indices = np.arange(n_samples) random_state.shuffle(indices) indices = indices[:max_n_samples] # convert sparse matrices to CSR for row-based indexing arrays = [a.tocsr() if issparse(a) else a for a in arrays] resampled_arrays = [safe_indexing(a, indices) for a in arrays] if len(resampled_arrays) == 1: # syntactic sugar for the unit argument case return resampled_arrays[0] else: return resampled_arrays def shuffle(*arrays, **options): """Shuffle arrays or sparse matrices in a consistent way This is a convenience alias to ``resample(*arrays, replace=False)`` to do random permutations of the collections. Parameters ---------- *arrays : sequence of indexable data-structures Indexable data-structures can be arrays, lists, dataframes or scipy sparse matrices with consistent first dimension. random_state : int or RandomState instance Control the shuffling for reproducible behavior. n_samples : int, None by default Number of samples to generate. If left to None this is automatically set to the first dimension of the arrays. Returns ------- shuffled_arrays : sequence of indexable data-structures Sequence of shuffled views of the collections. The original arrays are not impacted. Examples -------- It is possible to mix sparse and dense arrays in the same run:: >>> X = np.array([[1., 0.], [2., 1.], [0., 0.]]) >>> y = np.array([0, 1, 2]) >>> from scipy.sparse import coo_matrix >>> X_sparse = coo_matrix(X) >>> from sklearn.utils import shuffle >>> X, X_sparse, y = shuffle(X, X_sparse, y, random_state=0) >>> X array([[ 0., 0.], [ 2., 1.], [ 1., 0.]]) >>> X_sparse # doctest: +ELLIPSIS +NORMALIZE_WHITESPACE <3x2 sparse matrix of type '<... 'numpy.float64'>' with 3 stored elements in Compressed Sparse Row format> >>> X_sparse.toarray() array([[ 0., 0.], [ 2., 1.], [ 1., 0.]]) >>> y array([2, 1, 0]) >>> shuffle(y, n_samples=2, random_state=0) array([0, 1]) See also -------- :func:`sklearn.utils.resample` """ options['replace'] = False return resample(*arrays, **options) def safe_sqr(X, copy=True): """Element wise squaring of array-likes and sparse matrices. Parameters ---------- X : array like, matrix, sparse matrix copy : boolean, optional, default True Whether to create a copy of X and operate on it or to perform inplace computation (default behaviour). Returns ------- X ** 2 : element wise square """ X = check_array(X, accept_sparse=['csr', 'csc', 'coo'], ensure_2d=False) if issparse(X): if copy: X = X.copy() X.data **= 2 else: if copy: X = X ** 2 else: X **= 2 return X def gen_batches(n, batch_size): """Generator to create slices containing batch_size elements, from 0 to n. The last slice may contain less than batch_size elements, when batch_size does not divide n. Examples -------- >>> from sklearn.utils import gen_batches >>> list(gen_batches(7, 3)) [slice(0, 3, None), slice(3, 6, None), slice(6, 7, None)] >>> list(gen_batches(6, 3)) [slice(0, 3, None), slice(3, 6, None)] >>> list(gen_batches(2, 3)) [slice(0, 2, None)] """ start = 0 for _ in range(int(n // batch_size)): end = start + batch_size yield slice(start, end) start = end if start < n: yield slice(start, n) def gen_even_slices(n, n_packs, n_samples=None): """Generator to create n_packs slices going up to n. Pass n_samples when the slices are to be used for sparse matrix indexing; slicing off-the-end raises an exception, while it works for NumPy arrays. Examples -------- >>> from sklearn.utils import gen_even_slices >>> list(gen_even_slices(10, 1)) [slice(0, 10, None)] >>> list(gen_even_slices(10, 10)) #doctest: +ELLIPSIS [slice(0, 1, None), slice(1, 2, None), ..., slice(9, 10, None)] >>> list(gen_even_slices(10, 5)) #doctest: +ELLIPSIS [slice(0, 2, None), slice(2, 4, None), ..., slice(8, 10, None)] >>> list(gen_even_slices(10, 3)) [slice(0, 4, None), slice(4, 7, None), slice(7, 10, None)] """ start = 0 if n_packs < 1: raise ValueError("gen_even_slices got n_packs=%s, must be >=1" % n_packs) for pack_num in range(n_packs): this_n = n // n_packs if pack_num < n % n_packs: this_n += 1 if this_n > 0: end = start + this_n if n_samples is not None: end = min(n_samples, end) yield slice(start, end, None) start = end def _get_n_jobs(n_jobs): """Get number of jobs for the computation. This function reimplements the logic of joblib to determine the actual number of jobs depending on the cpu count. If -1 all CPUs are used. If 1 is given, no parallel computing code is used at all, which is useful for debugging. For n_jobs below -1, (n_cpus + 1 + n_jobs) are used. Thus for n_jobs = -2, all CPUs but one are used. Parameters ---------- n_jobs : int Number of jobs stated in joblib convention. Returns ------- n_jobs : int The actual number of jobs as positive integer. Examples -------- >>> from sklearn.utils import _get_n_jobs >>> _get_n_jobs(4) 4 >>> jobs = _get_n_jobs(-2) >>> assert jobs == max(cpu_count() - 1, 1) >>> _get_n_jobs(0) Traceback (most recent call last): ... ValueError: Parameter n_jobs == 0 has no meaning. """ if n_jobs < 0: return max(cpu_count() + 1 + n_jobs, 1) elif n_jobs == 0: raise ValueError('Parameter n_jobs == 0 has no meaning.') else: return n_jobs def tosequence(x): """Cast iterable x to a Sequence, avoiding a copy if possible.""" if isinstance(x, np.ndarray): return np.asarray(x) elif isinstance(x, Sequence): return x else: return list(x)
bsd-3-clause
berkeley-stat159/project-iota
code/utils/linear_modeling/block_linear_modeling_script.py
1
8205
from __future__ import division import numpy as np import pandas as pd import numpy.linalg as npl import matplotlib.pyplot as plt import matplotlib.colors import nibabel as nib from scipy.stats import t as t_dist from nilearn import image from nilearn.plotting import plot_stat_map import linear_modeling from sys import argv """ set the directory to project-iota and run below command on terminal: python block_linear_modeling_script.py task001_run001 """ f1 = argv[1] # task001_run001 # Load the image as an image object img = nib.load('../../../data/sub001/BOLD/' + f1 + '/filtered_func_data_mni.nii.gz') # Load the pre-written convolved time course start = np.loadtxt('../../../data/convo/' + f1 + '_conv001.txt')[4:] end = np.loadtxt('../../../data/convo/' + f1 + '_conv004.txt')[4:] convo = np.loadtxt('../../../data/convo/' + f1 + '_conv005.txt')[4:] # Load the image data as an array and drop the first 4 3D volumes from the array data = img.get_data()[..., 4:] # Building design X matrix design = np.ones((len(convo), 4)) design[:, 1] = start design[:, 2] = end design[:, 3] = convo # Show the design matrix graphically plt.figure(figsize=(8,6)) plt.imshow(design, aspect=0.05, cmap='gray', interpolation = 'nearest') plt.savefig('../../../data/design_matrix/block_design_mat.png') # reshape data to 2D vol_shape, n_time = data.shape[:-1], data.shape[-1] # Smoothing raw data set mean_data = np.mean(data, -1) plt.figure(0) plt.hist(np.ravel(mean_data), bins=100) line = plt.axvline(8000, ls='--', color = 'red') plt.xlabel('Voxels') plt.ylabel('Frequency') plt.title('Mean Volume Over Time') plt.savefig('../../../data/design_matrix/block_mean_data.png') mask = mean_data > 8000 smooth_data = linear_modeling.smoothing(data, mask) # test on OLS residual = linear_modeling.OLS(design, smooth_data) # Block generalized linear regression betas_hat, errors, s2, df = linear_modeling.beta_est(smooth_data, design) #(4, 194287) np.savetxt('../../../data/beta/' + f1 + '_betas_hat_block.txt', betas_hat.T, newline='\r\n') print('The mean MRSS across all voxels using block study conditions is ' + str(np.mean(s2))) # Filling back to raw data shape beta_vols = np.zeros(vol_shape + (betas_hat.shape[0],)) #(91, 109, 91, 4) beta_vols[mask] = betas_hat.T # set regions outside mask as missing with np.nan mean_data[~mask] = np.nan beta_vols[~mask] = np.nan # T-test on null hypothesis, assume only input variance of beta3 [0,0,0,1] t_value, p_value = linear_modeling.t_stat(design, [0,1,1,1], betas_hat, s2, df) #(1, 194287) (1, 194287) np.savetxt('../../../data/beta/' + f1 + '_p-value_block.txt', p_value, newline='\r\n') np.savetxt('../../../data/beta/' + f1 + '_T-value_block.txt', t_value, newline='\r\n') # Filling T, P value back to raw data shape (91, 109, 91) t_vols = np.zeros(vol_shape + (t_value.shape[0],)) t_vols[mask, :] = t_value.T p_vols = np.ones(vol_shape + (p_value.shape[0],)) p_vols[mask, :] = p_value.T # Hypothesis test on heteroskedasticity stat_table = linear_modeling.white_test(residual, design) # 3868 print("Total are", len(stat_table), "Voxels, but there are only :", sum(stat_table < (0.05/133)), "voxels whose variance of errors keep constant") np.savetxt('../../../data/GLS/' + f1 + '_white_test_block.txt', stat_table, newline='\r\n') #======================================================================================================== # Loading color value for cmap cmap_values = np.loadtxt('../../../data/color_map.txt') nice_cmap = matplotlib.colors.ListedColormap(cmap_values, 'color_map') # Visualizing beta_hat for the middle slice in gray fig, axes = plt.subplots(nrows=4, ncols=4) for i, ax in zip(range(25,58,2), axes.flat): im = ax.imshow(mean_data[:, i, :,], cmap='gray', alpha=0.5) io = ax.imshow(beta_vols[:, i, :, 3], cmap=nice_cmap, alpha=0.5) fig.subplots_adjust(right=0.85) cax = fig.add_axes([0.9, 0.15, 0.03, 0.7]) fig.suptitle("Middle Level for beta_hat", fontsize=20) fig.colorbar(io, cax=cax) plt.savefig("../../../data/maps/block_beta_middle_map.png") # Visualizing p values for the middle slice in gray fig, axes = plt.subplots(nrows=4, ncols=4) for i, ax in zip(range(25,58,2), axes.flat): im = ax.imshow(mean_data[:, i, :,], cmap='gray', alpha=0.5) io = ax.imshow(p_vols[:, i, :, 0], cmap=nice_cmap, alpha=0.5) fig.subplots_adjust(right=0.85) cax = fig.add_axes([0.9, 0.15, 0.03, 0.7]) fig.suptitle("Middle Level for P-value", fontsize=20) fig.colorbar(io, cax=cax) plt.savefig("../../../data/maps/block_p_middle_map.png") # Visualizing t values for the middle slice fig, axes = plt.subplots(nrows=4, ncols=4) for i, ax in zip(range(25,58,2), axes.flat): im = ax.imshow(mean_data[:, i, :,], cmap='gray', alpha=0.5) i0 = ax.imshow(t_vols[:, i, :, 0], cmap = nice_cmap, alpha=0.5) fig.subplots_adjust(right=0.85) cax = fig.add_axes([0.9, 0.15, 0.03, 0.7]) fig.colorbar(io, cax=cax) plt.savefig("../../../data/maps/block_t_middle_map.png") # Visualizing beta_hat for the front slice in gray fig, axes = plt.subplots(nrows=4, ncols=4) for i, ax in zip(range(25,58,2), axes.flat): im = ax.imshow(mean_data[i, :, :,], cmap='gray', alpha=0.5) io = ax.imshow(beta_vols[i, :, :, 3], cmap=nice_cmap, alpha=0.5) fig.subplots_adjust(right=0.85) cax = fig.add_axes([0.9, 0.15, 0.03, 0.7]) fig.suptitle("Front Level for beta_hat", fontsize=20) fig.colorbar(io, cax=cax) plt.savefig("../../../data/maps/block_beta_front_map.png") # Visualizing p values for the front slice in gray fig, axes = plt.subplots(nrows=4, ncols=4) for i, ax in zip(range(25,58,2), axes.flat): im = ax.imshow(mean_data[i, :, :,], cmap='gray', alpha=0.5) io = ax.imshow(p_vols[i, :, :, 0], cmap=nice_cmap, alpha=0.5) fig.subplots_adjust(right=0.85) cax = fig.add_axes([0.9, 0.15, 0.03, 0.7]) fig.suptitle("Front Level for P-value", fontsize=20) fig.colorbar(io, cax=cax) plt.savefig("../../../data/maps/block_p_front_map.png") # Visualizing t values for the front slice fig, axes = plt.subplots(nrows=4, ncols=4) for i, ax in zip(range(25,58,2), axes.flat): im = ax.imshow(mean_data[i, :, :,], cmap='gray', alpha=0.5) i0 = ax.imshow(t_vols[i, :, :, 0], cmap = nice_cmap, alpha=0.5) fig.subplots_adjust(right=0.85) cax = fig.add_axes([0.9, 0.15, 0.03, 0.7]) fig.colorbar(io, cax=cax) plt.savefig("../../../data/maps/block_t_front_map.png") # Visualizing beta_hat for the back slice in gray fig, axes = plt.subplots(nrows=4, ncols=4) for i, ax in zip(range(25,58,2), axes.flat): im = ax.imshow(mean_data[:, :, i,], cmap='gray', alpha=0.5) io = ax.imshow(beta_vols[:, :, i, 3], cmap=nice_cmap, alpha=0.5) fig.subplots_adjust(right=0.85) cax = fig.add_axes([0.9, 0.15, 0.03, 0.7]) fig.suptitle("Back Level for beta_hat", fontsize=20) fig.colorbar(io, cax=cax) plt.savefig("../../../data/maps/block_beta_back_map.png") # Visualizing p values for the back slice in gray fig, axes = plt.subplots(nrows=4, ncols=4) for i, ax in zip(range(25,58,2), axes.flat): im = ax.imshow(mean_data[:, :, i,], cmap='gray', alpha=0.5) io = ax.imshow(p_vols[:, :, i, 0], cmap=nice_cmap, alpha=0.5) fig.subplots_adjust(right=0.85) cax = fig.add_axes([0.9, 0.15, 0.03, 0.7]) fig.suptitle("Back Level for P-value", fontsize=20) fig.colorbar(io, cax=cax) plt.savefig("../../../data/maps/block_p_back_map.png") # Visualizing t values for the back slice fig, axes = plt.subplots(nrows=4, ncols=4) for i, ax in zip(range(25,58,2), axes.flat): im = ax.imshow(mean_data[:, :, i,], cmap='gray', alpha=0.5) i0 = ax.imshow(t_vols[:, :, i, 0], cmap = nice_cmap, alpha=0.5) fig.subplots_adjust(right=0.85) cax = fig.add_axes([0.9, 0.15, 0.03, 0.7]) fig.colorbar(io, cax=cax) plt.savefig("../../../data/maps/block_t_back_map.png") # generate p-map linear_modeling.p_map(1, 1, p_vols, 0.05) plt.savefig("../../../data/maps/block_p_map_0_05.png") linear_modeling.p_map(1, 1, p_vols, 0.05/133) plt.savefig("../../../data/maps/block_p_map.png") # P-value of auxilliary regression plt.figure() plt.plot(range(stat_table.shape[0]), stat_table) plt.xlabel('Voxel') plt.ylabel('P-value of auxilliary regression') line = plt.axhline(0.01, ls='--', color = 'red') plt.title('Hypothesis test on Heteroscedasticity') plt.savefig("../../../data/GLS/block_p_auxi.png")
bsd-3-clause
ky822/scikit-learn
sklearn/decomposition/tests/test_nmf.py
130
6059
import numpy as np from scipy import linalg from sklearn.decomposition import nmf from sklearn.utils.testing import assert_true from sklearn.utils.testing import assert_false from sklearn.utils.testing import raises from sklearn.utils.testing import assert_array_almost_equal from sklearn.utils.testing import assert_greater from sklearn.utils.testing import assert_less random_state = np.random.mtrand.RandomState(0) @raises(ValueError) def test_initialize_nn_input(): # Test NNDSVD behaviour on negative input nmf._initialize_nmf(-np.ones((2, 2)), 2) def test_initialize_nn_output(): # Test that NNDSVD does not return negative values data = np.abs(random_state.randn(10, 10)) for var in (None, 'a', 'ar'): W, H = nmf._initialize_nmf(data, 10, random_state=0) assert_false((W < 0).any() or (H < 0).any()) def test_initialize_close(): # Test NNDSVD error # Test that _initialize_nmf error is less than the standard deviation of # the entries in the matrix. A = np.abs(random_state.randn(10, 10)) W, H = nmf._initialize_nmf(A, 10) error = linalg.norm(np.dot(W, H) - A) sdev = linalg.norm(A - A.mean()) assert_true(error <= sdev) def test_initialize_variants(): # Test NNDSVD variants correctness # Test that the variants 'a' and 'ar' differ from basic NNDSVD only where # the basic version has zeros. data = np.abs(random_state.randn(10, 10)) W0, H0 = nmf._initialize_nmf(data, 10, variant=None) Wa, Ha = nmf._initialize_nmf(data, 10, variant='a') War, Har = nmf._initialize_nmf(data, 10, variant='ar', random_state=0) for ref, evl in ((W0, Wa), (W0, War), (H0, Ha), (H0, Har)): assert_true(np.allclose(evl[ref != 0], ref[ref != 0])) @raises(ValueError) def test_projgrad_nmf_fit_nn_input(): # Test model fit behaviour on negative input A = -np.ones((2, 2)) m = nmf.ProjectedGradientNMF(n_components=2, init=None, random_state=0) m.fit(A) def test_projgrad_nmf_fit_nn_output(): # Test that the decomposition does not contain negative values A = np.c_[5 * np.ones(5) - np.arange(1, 6), 5 * np.ones(5) + np.arange(1, 6)] for init in (None, 'nndsvd', 'nndsvda', 'nndsvdar'): model = nmf.ProjectedGradientNMF(n_components=2, init=init, random_state=0) transf = model.fit_transform(A) assert_false((model.components_ < 0).any() or (transf < 0).any()) def test_projgrad_nmf_fit_close(): # Test that the fit is not too far away pnmf = nmf.ProjectedGradientNMF(5, init='nndsvda', random_state=0) X = np.abs(random_state.randn(6, 5)) assert_less(pnmf.fit(X).reconstruction_err_, 0.05) def test_nls_nn_output(): # Test that NLS solver doesn't return negative values A = np.arange(1, 5).reshape(1, -1) Ap, _, _ = nmf._nls_subproblem(np.dot(A.T, -A), A.T, A, 0.001, 100) assert_false((Ap < 0).any()) def test_nls_close(): # Test that the NLS results should be close A = np.arange(1, 5).reshape(1, -1) Ap, _, _ = nmf._nls_subproblem(np.dot(A.T, A), A.T, np.zeros_like(A), 0.001, 100) assert_true((np.abs(Ap - A) < 0.01).all()) def test_projgrad_nmf_transform(): # Test that NMF.transform returns close values # (transform uses scipy.optimize.nnls for now) A = np.abs(random_state.randn(6, 5)) m = nmf.ProjectedGradientNMF(n_components=5, init='nndsvd', random_state=0) transf = m.fit_transform(A) assert_true(np.allclose(transf, m.transform(A), atol=1e-2, rtol=0)) def test_n_components_greater_n_features(): # Smoke test for the case of more components than features. A = np.abs(random_state.randn(30, 10)) nmf.ProjectedGradientNMF(n_components=15, sparseness='data', random_state=0).fit(A) def test_projgrad_nmf_sparseness(): # Test sparseness # Test that sparsity constraints actually increase sparseness in the # part where they are applied. A = np.abs(random_state.randn(10, 10)) m = nmf.ProjectedGradientNMF(n_components=5, random_state=0).fit(A) data_sp = nmf.ProjectedGradientNMF(n_components=5, sparseness='data', random_state=0).fit(A).data_sparseness_ comp_sp = nmf.ProjectedGradientNMF(n_components=5, sparseness='components', random_state=0).fit(A).comp_sparseness_ assert_greater(data_sp, m.data_sparseness_) assert_greater(comp_sp, m.comp_sparseness_) def test_sparse_input(): # Test that sparse matrices are accepted as input from scipy.sparse import csc_matrix A = np.abs(random_state.randn(10, 10)) A[:, 2 * np.arange(5)] = 0 T1 = nmf.ProjectedGradientNMF(n_components=5, init='random', random_state=999).fit_transform(A) A_sparse = csc_matrix(A) pg_nmf = nmf.ProjectedGradientNMF(n_components=5, init='random', random_state=999) T2 = pg_nmf.fit_transform(A_sparse) assert_array_almost_equal(pg_nmf.reconstruction_err_, linalg.norm(A - np.dot(T2, pg_nmf.components_), 'fro')) assert_array_almost_equal(T1, T2) # same with sparseness T2 = nmf.ProjectedGradientNMF( n_components=5, init='random', sparseness='data', random_state=999).fit_transform(A_sparse) T1 = nmf.ProjectedGradientNMF( n_components=5, init='random', sparseness='data', random_state=999).fit_transform(A) def test_sparse_transform(): # Test that transform works on sparse data. Issue #2124 from scipy.sparse import csc_matrix A = np.abs(random_state.randn(5, 4)) A[A > 1.0] = 0 A = csc_matrix(A) model = nmf.NMF(random_state=42) A_fit_tr = model.fit_transform(A) A_tr = model.transform(A) # This solver seems pretty inconsistent assert_array_almost_equal(A_fit_tr, A_tr, decimal=2)
bsd-3-clause
mjudsp/Tsallis
sklearn/linear_model/setup.py
146
1713
import os from os.path import join import numpy from sklearn._build_utils import get_blas_info def configuration(parent_package='', top_path=None): from numpy.distutils.misc_util import Configuration config = Configuration('linear_model', parent_package, top_path) cblas_libs, blas_info = get_blas_info() if os.name == 'posix': cblas_libs.append('m') config.add_extension('cd_fast', sources=['cd_fast.c'], libraries=cblas_libs, include_dirs=[join('..', 'src', 'cblas'), numpy.get_include(), blas_info.pop('include_dirs', [])], extra_compile_args=blas_info.pop('extra_compile_args', []), **blas_info) config.add_extension('sgd_fast', sources=['sgd_fast.c'], include_dirs=[join('..', 'src', 'cblas'), numpy.get_include(), blas_info.pop('include_dirs', [])], libraries=cblas_libs, extra_compile_args=blas_info.pop('extra_compile_args', []), **blas_info) config.add_extension('sag_fast', sources=['sag_fast.c'], include_dirs=numpy.get_include()) # add other directories config.add_subpackage('tests') return config if __name__ == '__main__': from numpy.distutils.core import setup setup(**configuration(top_path='').todict())
bsd-3-clause
orbingol/NURBS-Python
docs/conf.py
1
6225
# -*- coding: utf-8 -*- # # NURBS-Python documentation build configuration file, created by # sphinx-quickstart on Fri Mar 10 21:16:25 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 import geomdl 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.doctest', 'sphinx.ext.todo', 'sphinx.ext.coverage', 'sphinx.ext.imgmath', 'sphinx.ext.ifconfig', 'sphinx.ext.githubpages', 'sphinx.ext.autosummary', 'sphinx.ext.graphviz', 'sphinx.ext.inheritance_diagram', 'matplotlib.sphinxext.plot_directive'] # Inheritance diagram configuration inheritance_graph_attrs = dict(rankdir="LR", ratio='compress') # List of modules to be mocked # autodoc_mock_imports = ['enum', 'numpy', 'matplotlib', 'mpl_toolkits', 'plotly', 'vtk'] autodoc_mock_imports = ['vtk'] # Set MPL backend for visualization os.environ['MPLBACKEND'] = "Agg" # # Order of functions in the documentation; default is 'alphabetical' # autodoc_member_order = 'bysource' autosummary_generate = False # 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 = u'NURBS-Python' copyright = u'2016-2019, Onur Rauf Bingol' author = geomdl.__author__ description = geomdl.__description__ # 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 = geomdl.__version__ # The full version, including alpha/beta/rc tags. release = geomdl.__version__ # 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 = 'default' # 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'] html_copy_source = False html_show_sourcelink = False # -- Options for HTMLHelp output ------------------------------------------ # Output file base name for HTML help builder. htmlhelp_basename = 'NURBS-Python_doc' # -- 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, 'NURBS-Python.tex', u'NURBS-Python Documentation', u'Onur Rauf Bingol', '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, 'nurbs-python', u'NURBS-Python 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, 'NURBS-Python', u'NURBS-Python Documentation', author, 'NURBS-Python', description, 'Miscellaneous'), ] # -- Options for Epub output ---------------------------------------------- # Bibliographic Dublin Core info. epub_title = project epub_author = author epub_publisher = author epub_copyright = copyright # The unique identifier of the text. This can be a ISBN number # or the project homepage. # # epub_identifier = '' # A unique identification for the text. # # epub_uid = '' # A list of files that should not be packed into the epub file. epub_exclude_files = ['search.html']
mit
f3r/scikit-learn
sklearn/cross_decomposition/tests/test_pls.py
23
14318
import numpy as np from sklearn.utils.testing import (assert_array_almost_equal, assert_array_equal, assert_true, assert_raise_message) from sklearn.datasets import load_linnerud from sklearn.cross_decomposition import pls_, CCA from nose.tools import assert_equal def test_pls(): d = load_linnerud() X = d.data Y = d.target # 1) Canonical (symmetric) PLS (PLS 2 blocks canonical mode A) # =========================================================== # Compare 2 algo.: nipals vs. svd # ------------------------------ pls_bynipals = pls_.PLSCanonical(n_components=X.shape[1]) pls_bynipals.fit(X, Y) pls_bysvd = pls_.PLSCanonical(algorithm="svd", n_components=X.shape[1]) pls_bysvd.fit(X, Y) # check equalities of loading (up to the sign of the second column) assert_array_almost_equal( pls_bynipals.x_loadings_, pls_bysvd.x_loadings_, decimal=5, err_msg="nipals and svd implementations lead to different x loadings") assert_array_almost_equal( pls_bynipals.y_loadings_, pls_bysvd.y_loadings_, decimal=5, err_msg="nipals and svd implementations lead to different y loadings") # Check PLS properties (with n_components=X.shape[1]) # --------------------------------------------------- plsca = pls_.PLSCanonical(n_components=X.shape[1]) plsca.fit(X, Y) T = plsca.x_scores_ P = plsca.x_loadings_ Wx = plsca.x_weights_ U = plsca.y_scores_ Q = plsca.y_loadings_ Wy = plsca.y_weights_ def check_ortho(M, err_msg): K = np.dot(M.T, M) assert_array_almost_equal(K, np.diag(np.diag(K)), err_msg=err_msg) # Orthogonality of weights # ~~~~~~~~~~~~~~~~~~~~~~~~ check_ortho(Wx, "x weights are not orthogonal") check_ortho(Wy, "y weights are not orthogonal") # Orthogonality of latent scores # ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ check_ortho(T, "x scores are not orthogonal") check_ortho(U, "y scores are not orthogonal") # Check X = TP' and Y = UQ' (with (p == q) components) # ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ # center scale X, Y Xc, Yc, x_mean, y_mean, x_std, y_std =\ pls_._center_scale_xy(X.copy(), Y.copy(), scale=True) assert_array_almost_equal(Xc, np.dot(T, P.T), err_msg="X != TP'") assert_array_almost_equal(Yc, np.dot(U, Q.T), err_msg="Y != UQ'") # Check that rotations on training data lead to scores # ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ Xr = plsca.transform(X) assert_array_almost_equal(Xr, plsca.x_scores_, err_msg="rotation on X failed") Xr, Yr = plsca.transform(X, Y) assert_array_almost_equal(Xr, plsca.x_scores_, err_msg="rotation on X failed") assert_array_almost_equal(Yr, plsca.y_scores_, err_msg="rotation on Y failed") # "Non regression test" on canonical PLS # -------------------------------------- # The results were checked against the R-package plspm pls_ca = pls_.PLSCanonical(n_components=X.shape[1]) pls_ca.fit(X, Y) x_weights = np.array( [[-0.61330704, 0.25616119, -0.74715187], [-0.74697144, 0.11930791, 0.65406368], [-0.25668686, -0.95924297, -0.11817271]]) # x_weights_sign_flip holds columns of 1 or -1, depending on sign flip # between R and python x_weights_sign_flip = pls_ca.x_weights_ / x_weights x_rotations = np.array( [[-0.61330704, 0.41591889, -0.62297525], [-0.74697144, 0.31388326, 0.77368233], [-0.25668686, -0.89237972, -0.24121788]]) x_rotations_sign_flip = pls_ca.x_rotations_ / x_rotations y_weights = np.array( [[+0.58989127, 0.7890047, 0.1717553], [+0.77134053, -0.61351791, 0.16920272], [-0.23887670, -0.03267062, 0.97050016]]) y_weights_sign_flip = pls_ca.y_weights_ / y_weights y_rotations = np.array( [[+0.58989127, 0.7168115, 0.30665872], [+0.77134053, -0.70791757, 0.19786539], [-0.23887670, -0.00343595, 0.94162826]]) y_rotations_sign_flip = pls_ca.y_rotations_ / y_rotations # x_weights = X.dot(x_rotation) # Hence R/python sign flip should be the same in x_weight and x_rotation assert_array_almost_equal(x_rotations_sign_flip, x_weights_sign_flip) # This test that R / python give the same result up to colunm # sign indeterminacy assert_array_almost_equal(np.abs(x_rotations_sign_flip), 1, 4) assert_array_almost_equal(np.abs(x_weights_sign_flip), 1, 4) assert_array_almost_equal(y_rotations_sign_flip, y_weights_sign_flip) assert_array_almost_equal(np.abs(y_rotations_sign_flip), 1, 4) assert_array_almost_equal(np.abs(y_weights_sign_flip), 1, 4) # 2) Regression PLS (PLS2): "Non regression test" # =============================================== # The results were checked against the R-packages plspm, misOmics and pls pls_2 = pls_.PLSRegression(n_components=X.shape[1]) pls_2.fit(X, Y) x_weights = np.array( [[-0.61330704, -0.00443647, 0.78983213], [-0.74697144, -0.32172099, -0.58183269], [-0.25668686, 0.94682413, -0.19399983]]) x_weights_sign_flip = pls_2.x_weights_ / x_weights x_loadings = np.array( [[-0.61470416, -0.24574278, 0.78983213], [-0.65625755, -0.14396183, -0.58183269], [-0.51733059, 1.00609417, -0.19399983]]) x_loadings_sign_flip = pls_2.x_loadings_ / x_loadings y_weights = np.array( [[+0.32456184, 0.29892183, 0.20316322], [+0.42439636, 0.61970543, 0.19320542], [-0.13143144, -0.26348971, -0.17092916]]) y_weights_sign_flip = pls_2.y_weights_ / y_weights y_loadings = np.array( [[+0.32456184, 0.29892183, 0.20316322], [+0.42439636, 0.61970543, 0.19320542], [-0.13143144, -0.26348971, -0.17092916]]) y_loadings_sign_flip = pls_2.y_loadings_ / y_loadings # x_loadings[:, i] = Xi.dot(x_weights[:, i]) \forall i assert_array_almost_equal(x_loadings_sign_flip, x_weights_sign_flip, 4) assert_array_almost_equal(np.abs(x_loadings_sign_flip), 1, 4) assert_array_almost_equal(np.abs(x_weights_sign_flip), 1, 4) assert_array_almost_equal(y_loadings_sign_flip, y_weights_sign_flip, 4) assert_array_almost_equal(np.abs(y_loadings_sign_flip), 1, 4) assert_array_almost_equal(np.abs(y_weights_sign_flip), 1, 4) # 3) Another non-regression test of Canonical PLS on random dataset # ================================================================= # The results were checked against the R-package plspm n = 500 p_noise = 10 q_noise = 5 # 2 latents vars: np.random.seed(11) l1 = np.random.normal(size=n) l2 = np.random.normal(size=n) latents = np.array([l1, l1, l2, l2]).T X = latents + np.random.normal(size=4 * n).reshape((n, 4)) Y = latents + np.random.normal(size=4 * n).reshape((n, 4)) X = np.concatenate( (X, np.random.normal(size=p_noise * n).reshape(n, p_noise)), axis=1) Y = np.concatenate( (Y, np.random.normal(size=q_noise * n).reshape(n, q_noise)), axis=1) np.random.seed(None) pls_ca = pls_.PLSCanonical(n_components=3) pls_ca.fit(X, Y) x_weights = np.array( [[0.65803719, 0.19197924, 0.21769083], [0.7009113, 0.13303969, -0.15376699], [0.13528197, -0.68636408, 0.13856546], [0.16854574, -0.66788088, -0.12485304], [-0.03232333, -0.04189855, 0.40690153], [0.1148816, -0.09643158, 0.1613305], [0.04792138, -0.02384992, 0.17175319], [-0.06781, -0.01666137, -0.18556747], [-0.00266945, -0.00160224, 0.11893098], [-0.00849528, -0.07706095, 0.1570547], [-0.00949471, -0.02964127, 0.34657036], [-0.03572177, 0.0945091, 0.3414855], [0.05584937, -0.02028961, -0.57682568], [0.05744254, -0.01482333, -0.17431274]]) x_weights_sign_flip = pls_ca.x_weights_ / x_weights x_loadings = np.array( [[0.65649254, 0.1847647, 0.15270699], [0.67554234, 0.15237508, -0.09182247], [0.19219925, -0.67750975, 0.08673128], [0.2133631, -0.67034809, -0.08835483], [-0.03178912, -0.06668336, 0.43395268], [0.15684588, -0.13350241, 0.20578984], [0.03337736, -0.03807306, 0.09871553], [-0.06199844, 0.01559854, -0.1881785], [0.00406146, -0.00587025, 0.16413253], [-0.00374239, -0.05848466, 0.19140336], [0.00139214, -0.01033161, 0.32239136], [-0.05292828, 0.0953533, 0.31916881], [0.04031924, -0.01961045, -0.65174036], [0.06172484, -0.06597366, -0.1244497]]) x_loadings_sign_flip = pls_ca.x_loadings_ / x_loadings y_weights = np.array( [[0.66101097, 0.18672553, 0.22826092], [0.69347861, 0.18463471, -0.23995597], [0.14462724, -0.66504085, 0.17082434], [0.22247955, -0.6932605, -0.09832993], [0.07035859, 0.00714283, 0.67810124], [0.07765351, -0.0105204, -0.44108074], [-0.00917056, 0.04322147, 0.10062478], [-0.01909512, 0.06182718, 0.28830475], [0.01756709, 0.04797666, 0.32225745]]) y_weights_sign_flip = pls_ca.y_weights_ / y_weights y_loadings = np.array( [[0.68568625, 0.1674376, 0.0969508], [0.68782064, 0.20375837, -0.1164448], [0.11712173, -0.68046903, 0.12001505], [0.17860457, -0.6798319, -0.05089681], [0.06265739, -0.0277703, 0.74729584], [0.0914178, 0.00403751, -0.5135078], [-0.02196918, -0.01377169, 0.09564505], [-0.03288952, 0.09039729, 0.31858973], [0.04287624, 0.05254676, 0.27836841]]) y_loadings_sign_flip = pls_ca.y_loadings_ / y_loadings assert_array_almost_equal(x_loadings_sign_flip, x_weights_sign_flip, 4) assert_array_almost_equal(np.abs(x_weights_sign_flip), 1, 4) assert_array_almost_equal(np.abs(x_loadings_sign_flip), 1, 4) assert_array_almost_equal(y_loadings_sign_flip, y_weights_sign_flip, 4) assert_array_almost_equal(np.abs(y_weights_sign_flip), 1, 4) assert_array_almost_equal(np.abs(y_loadings_sign_flip), 1, 4) # Orthogonality of weights # ~~~~~~~~~~~~~~~~~~~~~~~~ check_ortho(pls_ca.x_weights_, "x weights are not orthogonal") check_ortho(pls_ca.y_weights_, "y weights are not orthogonal") # Orthogonality of latent scores # ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ check_ortho(pls_ca.x_scores_, "x scores are not orthogonal") check_ortho(pls_ca.y_scores_, "y scores are not orthogonal") def test_PLSSVD(): # Let's check the PLSSVD doesn't return all possible component but just # the specificied number d = load_linnerud() X = d.data Y = d.target n_components = 2 for clf in [pls_.PLSSVD, pls_.PLSRegression, pls_.PLSCanonical]: pls = clf(n_components=n_components) pls.fit(X, Y) assert_equal(n_components, pls.y_scores_.shape[1]) def test_univariate_pls_regression(): # Ensure 1d Y is correctly interpreted d = load_linnerud() X = d.data Y = d.target clf = pls_.PLSRegression() # Compare 1d to column vector model1 = clf.fit(X, Y[:, 0]).coef_ model2 = clf.fit(X, Y[:, :1]).coef_ assert_array_almost_equal(model1, model2) def test_predict_transform_copy(): # check that the "copy" keyword works d = load_linnerud() X = d.data Y = d.target clf = pls_.PLSCanonical() X_copy = X.copy() Y_copy = Y.copy() clf.fit(X, Y) # check that results are identical with copy assert_array_almost_equal(clf.predict(X), clf.predict(X.copy(), copy=False)) assert_array_almost_equal(clf.transform(X), clf.transform(X.copy(), copy=False)) # check also if passing Y assert_array_almost_equal(clf.transform(X, Y), clf.transform(X.copy(), Y.copy(), copy=False)) # check that copy doesn't destroy # we do want to check exact equality here assert_array_equal(X_copy, X) assert_array_equal(Y_copy, Y) # also check that mean wasn't zero before (to make sure we didn't touch it) assert_true(np.all(X.mean(axis=0) != 0)) def test_scale_and_stability(): # We test scale=True parameter # This allows to check numerical stability over platforms as well d = load_linnerud() X1 = d.data Y1 = d.target # causes X[:, -1].std() to be zero X1[:, -1] = 1.0 # From bug #2821 # Test with X2, T2 s.t. clf.x_score[:, 1] == 0, clf.y_score[:, 1] == 0 # This test robustness of algorithm when dealing with value close to 0 X2 = np.array([[0., 0., 1.], [1., 0., 0.], [2., 2., 2.], [3., 5., 4.]]) Y2 = np.array([[0.1, -0.2], [0.9, 1.1], [6.2, 5.9], [11.9, 12.3]]) for (X, Y) in [(X1, Y1), (X2, Y2)]: X_std = X.std(axis=0, ddof=1) X_std[X_std == 0] = 1 Y_std = Y.std(axis=0, ddof=1) Y_std[Y_std == 0] = 1 X_s = (X - X.mean(axis=0)) / X_std Y_s = (Y - Y.mean(axis=0)) / Y_std for clf in [CCA(), pls_.PLSCanonical(), pls_.PLSRegression(), pls_.PLSSVD()]: clf.set_params(scale=True) X_score, Y_score = clf.fit_transform(X, Y) clf.set_params(scale=False) X_s_score, Y_s_score = clf.fit_transform(X_s, Y_s) assert_array_almost_equal(X_s_score, X_score) assert_array_almost_equal(Y_s_score, Y_score) # Scaling should be idempotent clf.set_params(scale=True) X_score, Y_score = clf.fit_transform(X_s, Y_s) assert_array_almost_equal(X_s_score, X_score) assert_array_almost_equal(Y_s_score, Y_score) def test_pls_errors(): d = load_linnerud() X = d.data Y = d.target for clf in [pls_.PLSCanonical(), pls_.PLSRegression(), pls_.PLSSVD()]: clf.n_components = 4 assert_raise_message(ValueError, "Invalid number of components", clf.fit, X, Y)
bsd-3-clause
prisae/empymod
empymod/scripts/fdesign.py
1
42420
r""" :mod:`empymod.scripts.fdesign` -- Digital Linear Filter (DLF) design ==================================================================== The add-on fdesign can be used to design digital linear filters for the Hankel or Fourier transform, or for any linear transform ([Ghos70]_). For this included or provided theoretical transform pairs can be used. Alternatively, one can use the EM modeller empymod to use the responses to an arbitrary 1D model as numerical transform pair. More information can be found in the following places: - The article about fdesign is in the repo https://github.com/emsig/article-fdesign - Example notebooks to design a filter can be found in the repo https://empymod.readthedocs.io/en/stable/examples This filter designing tool uses the direct matrix inversion method as described in [Kong07]_ and is based on scripts by [Key12]_. The whole project of `fdesign` started with the Matlab scripts from Kerry Key, which he used to design his filters for [Key09]_, [Key12]_. Fruitful discussions with Evert Slob and Kerry Key improved the add-on substantially. Note that the use of empymod to create numerical transform pairs is, as of now, only implemented for the Hankel transform. Implemented analytical transform pairs -------------------------------------- The following tables list the transform pairs which are implemented by default. Any other transform pair can be provided as input. A transform pair is defined in the following way: .. code-block:: python from empymod.scripts import fdesign def my_tp_pair(var): '''My transform pair.''' def lhs(l): return func(l, var) def rhs(r): return func(r, var) return fdesign.Ghosh(name, lhs, rhs) Here, `name` must be one of `j0`, `j1`, `sin`, or `cos`, depending what type of transform pair it is. Additional variables are provided with `var`. The evaluation points of the `lhs` are denoted by `l`, and the evaluation points of the `rhs` are denoted as `r`. As an example here the implemented transform pair `j0_1` .. code-block:: python def j0_1(a=1): '''Hankel transform pair J0_1 ([Ande75]_).''' def lhs(l): return l*np.exp(-a*l**2) def rhs(r): return np.exp(-r**2/(4*a))/(2*a) return Ghosh('j0', lhs, rhs) Implemented Hankel transforms ----------------------------- - `j0_1` [Ande75]_ .. math:: :label: j01 \int^\infty_0 l \exp\left(-al^2\right) J_0(lr) dl = \frac{\exp\left(\frac{-r^2}{4a}\right)}{2a} - `j0_2` [Ande75]_ .. math:: :label: j02 \int^\infty_0 \exp\left(-al\right) J_0(lr) dl = \frac{1}{\sqrt{a^2+r^2}} - `j0_3` [GuSi97]_ .. math:: :label: j03 \int^\infty_0 l\exp\left(-al\right) J_0(lr) dl = \frac{a}{(a^2 + r^2)^{3/2}} - `j0_4` [ChCo82]_ .. math:: :label: j04 \int^\infty_0 \frac{l}{\beta} \exp\left(-\beta z_v \right) J_0(lr) dl = \frac{\exp\left(-\gamma R\right)}{R} - `j0_5` [ChCo82]_ .. math:: :label: j05 \int^\infty_0 l \exp\left(-\beta z_v \right) J_0(lr) dl = \frac{ z_v (\gamma R + 1)}{R^3}\exp\left(-\gamma R\right) - `j1_1` [Ande75]_ .. math:: :label: j11 \int^\infty_0 l^2 \exp\left(-al^2\right) J_1(lr) dl = \frac{r}{4a^2} \exp\left(-\frac{r^2}{4a}\right) - `j1_2` [Ande75]_ .. math:: :label: j12 \int^\infty_0 \exp\left(-al\right) J_1(lr) dl = \frac{\sqrt{a^2+r^2}-a}{r\sqrt{a^2 + r^2}} - `j1_3` [Ande75]_ .. math:: :label: j13 \int^\infty_0 l \exp\left(-al\right) J_1(lr) dl = \frac{r}{(a^2 + r^2)^{3/2}} - `j1_4` [ChCo82]_ .. math:: :label: j14 \int^\infty_0 \frac{l^2}{\beta} \exp\left(-\beta z_v \right) J_1(lr) dl = \frac{r(\gamma R+1)}{R^3}\exp\left(-\gamma R\right) - `j1_5` [ChCo82]_ .. math:: :label: j15 \int^\infty_0 l^2 \exp\left(-\beta z_v \right) J_1(lr) dl = \frac{r z_v(\gamma^2R^2+3\gamma R+3)}{R^5}\exp\left(-\gamma R\right) Where .. math:: a >0, r>0 .. math:: z_v = |z_{rec} - z_{src}| .. math:: R = \sqrt{r^2 + z_v^2} .. math:: \gamma = \sqrt{2j\pi\mu_0f/\rho} .. math:: \beta = \sqrt{l^2 + \gamma^2} Implemented Fourier transforms ------------------------------ - `sin_1` [Ande75]_ .. math:: :label: sin1 \int^\infty_0 l\exp\left(-a^2l^2\right) \sin(lr) dl = \frac{\sqrt{\pi}r}{4a^3} \exp\left(-\frac{r^2}{4a^2}\right) - `sin_2` [Ande75]_ .. math:: :label: sin2 \int^\infty_0 \exp\left(-al\right) \sin(lr) dl = \frac{r}{a^2 + r^2} - `sin_3` [Ande75]_ .. math:: :label: sin3 \int^\infty_0 \frac{l}{a^2+l^2} \sin(lr) dl = \frac{\pi}{2} \exp\left(-ar\right) - `cos_1` [Ande75]_ .. math:: :label: cos1 \int^\infty_0 \exp\left(-a^2l^2\right) \cos(lr) dl = \frac{\sqrt{\pi}}{2a} \exp\left(-\frac{r^2}{4a^2}\right) - `cos_2` [Ande75]_ .. math:: :label: cos2 \int^\infty_0 \exp\left(-al\right) \cos(lr) dl = \frac{a}{a^2 + r^2} - `cos_3` [Ande75]_ .. math:: :label: cos3 \int^\infty_0 \frac{1}{a^2+l^2} \cos(lr) dl = \frac{\pi}{2a} \exp\left(-ar\right) """ # Copyright 2016-2021 The empymod Developers. # # This file is part of empymod. # # 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. import os import numpy as np from copy import deepcopy as dc from scipy.constants import mu_0 from scipy.optimize import brute, fmin_powell # Optional imports try: import matplotlib.pyplot as plt except ImportError: plt = False plt_msg = "* WARNING :: `matplotlib` is not installed, no figures shown." from empymod.filters import DigitalFilter from empymod.model import dipole, dipole_k from empymod.filters import key_201_2009 as j0j1filt from empymod.filters import key_201_CosSin_2012 as sincosfilt from empymod.utils import printstartfinish, timedelta, default_timer __all__ = ['design', 'save_filter', 'load_filter', 'plot_result', 'print_result', 'Ghosh', 'j0_1', 'j0_2', 'j0_3', 'j0_4', 'j0_5', 'j1_1', 'j1_2', 'j1_3', 'j1_4', 'j1_5', 'sin_1', 'sin_2', 'sin_3', 'cos_1', 'cos_2', 'cos_3', 'empy_hankel'] # 1. PRINCIPAL FILTER DESIGNING ROUTINES def design(n, spacing, shift, fI, fC=False, r=None, r_def=(1, 1, 2), reim=None, cvar='amp', error=0.01, name=None, full_output=False, finish=False, save=True, path='filters', verb=2, plot=1): r"""Digital linear filter (DLF) design This routine can be used to design digital linear filters for the Hankel or Fourier transform, or for any linear transform ([Ghos70]_). For this included or provided theoretical transform pairs can be used. Alternatively, one can use the EM modeller empymod to use the responses to an arbitrary 1D model as numerical transform pair. This filter designing tool uses the direct matrix inversion method as described in [Kong07]_ and is based on scripts by [Key12]_. The tool is an add-on to the electromagnetic modeller empymod [Wert17]_. Fruitful discussions with Evert Slob and Kerry Key improved the add-on substantially. Example notebooks of its usage can be found in the documentation-gallery, https://empymod.readthedocs.io/en/stable/examples Parameters ---------- n : int Filter length. spacing: float or tuple (start, stop, num) Spacing between filter points. If tuple, it corresponds to the input for np.linspace with endpoint=True. shift: float or tuple (start, stop, num) Shift of base from zero. If tuple, it corresponds to the input for np.linspace with endpoint=True. fI, fC : transform pairs Theoretical or numerical transform pair(s) for the inversion (I) and for the check of goodness (fC). fC is optional. If not provided, fI is used for both fI and fC. r : array, optional Right-hand side evaluation points for the check of goodness (fC). Defaults to r = np.logspace(0, 5, 1000), which are a lot of evaluation points, and depending on the transform pair way too long r's. r_def : tuple (add_left, add_right, factor), optional Definition of the right-hand side evaluation points r of the inversion. r is derived from the base values, default is (1, 1, 2). - rmin = log10(1/max(base)) - add_left - rmax = log10(1/min(base)) + add_right - r = logspace(rmin, rmax, factor*n) reim : np.real or np.imag, optional Which part of complex transform pairs is used for the inversion. Defaults to np.real. cvar : string {'amp', 'r'}, optional If 'amp', the inversion minimizes the amplitude. If 'r', the inversion maximizes the right-hand side evaluation point r. Defaults is 'amp'. error : float, optional Up to which relative error the transformation is considered good in the evaluation of the goodness. Default is 0.01 (1 %). name : str, optional Name of the filter. Defaults to dlf_+str(n). full_output : bool, optional If True, returns best filter and output from scipy.optimize.brute; else only filter. Default is False. finish : None, True, or callable, optional If callable, it is passed through to scipy.optimize.brute: minimization function to find minimize best result from brute-force approach. Default is None. You can simply provide True in order to use scipy.optimize.fmin_powell(). Set this to None if you are only interested in the actually provided spacing/shift-values. save : bool, optional If True, best filter is saved to plain text files in ./filters/. Can be loaded with fdesign.load_filter(name). If full, the inversion output is stored too. You can add '.gz' to `name`, which will then save the full inversion output in a compressed file instead of plain text. path : string, optional Absolute or relative path where output will be saved if `save=True`. Default is 'filters'. verb : {0, 1, 2}, optional Level of verbosity, default is 2: - 0: Print nothing. - 1: Print warnings. - 2: Print additional time, progress, and result plot : {0, 1, 2, 3}, optional Level of plot-verbosity, default is 1: - 0: Plot nothing. - 1: Plot brute-force result - 2: Plot additional theoretical transform pairs, and best inv. - 3: Plot additional inversion result (can result in lots of plots depending on spacing and shift) If you are using a notebook, use %matplotlib notebook to have all inversion results appear in the same plot. Returns ------- filter : empymod.filter.DigitalFilter instance Best filter for the input parameters. full : tuple Output from scipy.optimize.brute with full_output=True. (Returned when `full_output` is True.) """ # === 1. LET'S START ============ t0 = printstartfinish(verb) # Check plot with matplotlib (soft dependency) if plot > 0 and not plt: plot = 0 if verb > 0: print(plt_msg) # Ensure fI, fC are lists def check_f(f): if hasattr(f, 'name'): # put into list if single tp f = [f, ] else: # ensure list (works for lists, tuples, arrays) f = list(f) return f if not fC: # copy fI if fC not provided fC = dc(fI) fI = check_f(fI) if fI[0].name == 'j2': raise ValueError("j2 (jointly j0 and j1) is only implemented for " "fC, not for fI!") fC = check_f(fC) # Check default input values if finish and not callable(finish): finish = fmin_powell if name is None: name = 'dlf_'+str(n) if r is None: r = np.logspace(0, 5, 1000) if reim not in [np.real, np.imag]: reim = np.real # Get spacing and shift slices, cast r ispacing = _ls2ar(spacing, 'spacing') ishift = _ls2ar(shift, 'shift') r = np.atleast_1d(r) # Initialize log-dict to keep track in brute-force minimization-function. log = {'cnt1': -1, # Counter 'cnt2': -1, # %-counter; v Total number of iterations v 'totnr': np.arange(*ispacing).size*np.arange(*ishift).size, 'time': t0, # Timer 'warn-r': 0} # Warning for short r # === 2. THEORETICAL MODEL rhs ============ # Calculate rhs for i, f in enumerate(fC): fC[i].rhs = f.rhs(r) # Plot if plot > 1: _call_qc_transform_pairs(n, ispacing, ishift, fI, fC, r, r_def, reim) # === 3. RUN BRUTE FORCE OVER THE GRID ============ full = brute(_get_min_val, (ispacing, ishift), full_output=True, args=(n, fI, fC, r, r_def, error, reim, cvar, verb, plot, log), finish=finish) # Add cvar-information to full: 0 for 'amp', 1 for 'r' if cvar == 'r': full += (1, ) else: full += (0, ) # Finish output from brute/fmin; depending if finish or not if verb > 1: print("") if callable(finish): print("") # Get best filter (full[0] contains spacing/shift of the best result). dlf = _calculate_filter(n, full[0][0], full[0][1], fI, r_def, reim, name) # If verbose, print result if verb > 1: print_result(dlf, full) # === 4. FINISHED ============ printstartfinish(verb, t0) # If plot, show result if plot > 0: print("* QC: Overview of brute-force inversion:") plot_result(dlf, full, False) if plot > 1: print("* QC: Inversion result of best filter (minimum amplitude):") _get_min_val(full[0], n, fI, fC, r, r_def, error, reim, cvar, 0, plot+1, log) # Save if desired if save: if full_output: save_filter(name, dlf, full, path=path) else: save_filter(name, dlf, path=path) # Output, depending on full_output if full_output: return dlf, full else: return dlf def save_filter(name, filt, full=None, path='filters'): r"""Save DLF-filter and inversion output to plain text files.""" # First we'll save the filter using its internal routine. # This will create the directory ./filters if it doesn't exist already. filt.tofile(path) # If full, we store the inversion output if full: # Get file name path = os.path.abspath(path) if len(name.split('.')) == 2: suffix = '.gz' else: suffix = '' fullfile = os.path.join(path, name.split('.')[0]+'_full.txt' + suffix) # Get number of spacing and shift values nspace, nshift = full[3].shape # Create header header = 'Full inversion output from empymod.fdesign.design\n' header += 'Line 11: Nr of spacing values\n' header += 'Line 12: Nr of shift values\n' header += 'Line 13: Best spacing value\n' header += 'Line 14: Best shift value\n' header += 'Line 15: Min amplitude or max offset\n' header += f'Lines 16-{nspace+15}: Spacing matrix ' header += f'({nspace} x {nshift})\n' header += f'Lines {nspace+16}-{2*nspace+15}: Spacing matrix ' header += f'({nspace} x {nshift})\n' header += f'Lines {2*nspace+16}-{3*nspace+15}: Spacing ' header += f'matrix ({nspace} x {nshift})\n' header += f'Line {3*nspace+16}: Integer: 0: min amp, 1: max r' # Create arrays; put single values in arrays of nshift values nr_spacing = np.r_[nspace, np.zeros(nshift-1)] nr_shift = np.r_[nshift, np.zeros(nshift-1)] best_spacing = np.r_[full[0][0], np.zeros(nshift-1)] best_shift = np.r_[full[0][1], np.zeros(nshift-1)] min_value = np.r_[np.atleast_1d(full[1]), np.zeros(nshift-1)] min_max = np.r_[full[4], np.zeros(nshift-1)] # Collect all in one array fullsave = np.vstack((nr_spacing, nr_shift, best_spacing, best_shift, min_value, full[2][0], full[2][1], full[3], min_max)) # Save array np.savetxt(fullfile, fullsave, header=header) def load_filter(name, full=False, path='filters', filter_coeff=None): r"""Load saved DLF-filter and inversion output from text files.""" # First we'll get the filter using its internal routine. if filter_coeff is None: filt = DigitalFilter(name.split('.')[0]) else: filt = DigitalFilter(name.split('.')[0], filter_coeff=filter_coeff) filt.fromfile(path) # If full, we get the inversion output if full: # Try to get the inversion result. If files are not found, most likely # because they were not stored, we only return the filter try: # Get file name path = os.path.abspath(path) if len(name.split('.')) == 2: suffix = '.gz' else: suffix = '' fullfile = os.path.join(path, name.split('.')[0] + '_full.txt' + suffix) # Read data out = np.loadtxt(fullfile) except IOError: return filt # Collect inversion-result tuple nspace = int(out[0][0]) nshift = int(out[1][0]) space_shift_matrix = np.zeros((2, nspace, nshift)) space_shift_matrix[0, :, :] = out[5:nspace+5, :] space_shift_matrix[1, :, :] = out[nspace+5:2*nspace+5, :] out = (np.array([out[2][0], out[3][0]]), out[4][0], space_shift_matrix, out[2*nspace+5:3*nspace+5, :], int(out[3*nspace+5, 0])) return filt, out else: return filt # 2 PLOTTING ROUTINES (for QC or direct use) # # 2.a Public plotting routines for QC or direct use def plot_result(filt, full, prntres=True): r"""QC the inversion result. Parameters ---------- - filt, full as returned from fdesign.design with full_output=True - If prntres is True, it calls fdesign.print_result as well. """ # Check matplotlib (soft dependency) if not plt: print(plt_msg) return if prntres: print_result(filt, full) # Get spacing and shift values from full output of brute spacing = full[2][0, :, 0] shift = full[2][1, 0, :] # Get minimum field values from full output of brute minfield = np.squeeze(full[3]) plt.figure("Brute force result", figsize=(9.5, 4.5)) plt.subplots_adjust(wspace=.4, bottom=0.2) # Figure 1: Only if more than 1 spacing or more than 1 shift # Figure of minfield, depending if spacing/shift are vectors or floats if spacing.size > 1 or shift.size > 1: plt.subplot(121) if full[4] == 0: # Min amp plt.title("Minimal recovered fields") ylabel = 'Minimal recovered amplitude (log10)' field = np.log10(minfield) cmap = plt.cm.viridis else: # Max r plt.title("Maximum recovered r") ylabel = 'Maximum recovered r' field = 1/minfield cmap = plt.cm.viridis_r if shift.size == 1: # (a) if only one shift value, plt.plot(spacing, field) plt.xlabel('Spacing') plt.ylabel(ylabel) elif spacing.size == 1: # (b) if only one spacing value plt.plot(shift, field) plt.xlabel('Shift') plt.ylabel(ylabel) else: # (c) if several spacing and several shift values field = np.ma.masked_where(np.isinf(minfield), field) plt.pcolormesh(shift, spacing, field, cmap=cmap, shading='nearest') plt.xlim([shift[0]-np.diff(shift[:2])/2, shift[-1]+np.diff(shift[-2:])/2]) plt.ylim([spacing[0]-np.diff(spacing[:2])/2, spacing[-1]+np.diff(spacing[-2:])/2]) plt.ylabel('Spacing') plt.xlabel('Shift') plt.colorbar() # Figure 2: Filter values if spacing.size > 1 or shift.size > 1: plt.subplot(122) plt.title('Filter values of best filter') # Check for old filters without `filt.filter_coeff`. if hasattr(filt, 'filter_coeff'): filter_coeff = filt.filter_coeff else: filter_coeff = ['j0', 'j1', 'sin', 'cos'] # Loop over filters. for attr in filter_coeff: if hasattr(filt, attr): plt.plot(np.log10(filt.base), np.log10(np.abs(getattr(filt, attr))), '.-', lw=.5, label='abs('+attr+')') plt.plot(np.log10(filt.base), np.log10(-getattr(filt, attr)), '.', color='k', ms=4) plt.plot(np.inf, 0, '.', color='k', ms=4, label='Neg. values') plt.xlabel('Base (log10)') plt.ylabel('Abs(Amplitude) (log10)') plt.legend(loc='best') plt.gcf().canvas.draw() # To force draw in notebook while running plt.show() def print_result(filt, full=None): r"""Print best filter information. Parameters ---------- - filt, full as returned from fdesign.design with full_output=True """ print(f" Filter length : {filt.base.size}") print(" Best filter") if full: # If full provided, we have more information if full[4] == 0: # Min amp print(f" > Min field : {full[1]:g}") else: # Max amp r = 1/full[1] print(f" > Max r : {r:g}") spacing = full[0][0] shift = full[0][1] else: # Print what we can without full n = filt.base.size a = filt.base[-1] b = filt.base[-2] spacing = np.log(a)-np.log(b) shift = np.log(a)-spacing*(n//2) print(f" > Spacing : {spacing:1.10g}") print(f" > Shift : {shift:1.10g}") print(f" > Base min/max : {filt.base.min():e} / {filt.base.max():e}") # # 2.b Private plotting routines for QC def _call_qc_transform_pairs(n, ispacing, ishift, fI, fC, r, r_def, reim): r"""QC the input transform pairs.""" print("* QC: Input transform-pairs:") print(" fC: x-range defined through `n`, `spacing`, `shift`, and " "`r`-parameters; b-range defined through `r`-parameter.") print(" fI: x- and b-range defined through `n`, `spacing`, " "`shift`, and `r_def`-parameters.") # Calculate min/max k, from minimum and maximum spacing/shift minspace = np.arange(*ispacing).min() maxspace = np.arange(*ispacing).max() minshift = np.arange(*ishift).min() maxshift = np.arange(*ishift).max() maxbase = np.exp(maxspace*(n//2) + maxshift) minbase = np.exp(maxspace*(-n//2+1) + minshift) # For fC-r (k defined with same amount of points as r) kmax = maxbase/r.min() kmin = minbase/r.max() k = np.logspace(np.log10(kmin), np.log10(kmax) + minspace, r.size) # For fI-r rI = np.logspace(np.log10(1/maxbase) - r_def[0], np.log10(1/minbase) + r_def[1], r_def[2]*n) kmaxI = maxbase/rI.min() kminI = minbase/rI.max() kI = np.logspace(np.log10(kminI), np.log10(kmaxI) + minspace, r_def[2]*n) # Plot QC fig, axs = plt.subplots(figsize=(9.5, 6), nrows=2, ncols=2, num="Transform pairs") axs = axs.ravel() plt.subplots_adjust(wspace=.3, hspace=.4) _plot_transform_pairs(fC, r, k, axs[:2], 'fC') if reim == np.real: tit = 'RE(fI)' else: tit = 'IM(fI)' _plot_transform_pairs(fI, rI, kI, axs[2:], tit) fig.canvas.draw() # To force draw in notebook while running plt.show() def _plot_transform_pairs(fCI, r, k, axes, tit): r"""Plot the input transform pairs.""" # Plot lhs plt.sca(axes[0]) plt.title('|' + tit + ' lhs|') for f in fCI: if f.name == 'j2': lhs = f.lhs(k) plt.loglog(k, np.abs(lhs[0]), lw=2, label='j0') plt.loglog(k, np.abs(lhs[1]), lw=2, label='j1') else: plt.loglog(k, np.abs(f.lhs(k)), lw=2, label=f.name) if tit != 'fC': plt.xlabel('l') plt.legend(loc='best') # Plot rhs plt.sca(axes[1]) plt.title('|' + tit + ' rhs|') # Transform pair rhs for f in fCI: if tit == 'fC': plt.loglog(r, np.abs(f.rhs), lw=2, label=f.name) else: plt.loglog(r, np.abs(f.rhs(r)), lw=2, label=f.name) # Transform with Key in the case of Hankel or Fourier transform. for f in fCI: if f.name in ['j0', 'j1', 'j2', 'cos', 'sin']: if f.name[1] in ['0', '1', '2'] and f.name[0] == 'j': filt = j0j1filt() else: filt = sincosfilt() kk = filt.base/r[:, None] if f.name == 'j2': lhs = f.lhs(kk) kr0 = np.dot(lhs[0], getattr(filt, 'j0'))/r kr1 = np.dot(lhs[1], getattr(filt, 'j1'))/r**2 kr = kr0+kr1 else: kr = np.dot(f.lhs(kk), getattr(filt, f.name))/r plt.loglog(r, np.abs(kr), '-.', lw=2, label=filt.name) if tit != 'fC': plt.xlabel('r') plt.legend(loc='best') def _plot_inversion(f, rhs, r, k, imin, spacing, shift, cvar): r"""QC the resulting filter.""" # Check matplotlib (soft dependency) if not plt: print(plt_msg) return plt.figure("Inversion result "+f.name, figsize=(9.5, 4)) plt.subplots_adjust(wspace=.3, bottom=0.2) plt.clf() tk = np.logspace(np.log10(k.min()), np.log10(k.max()), r.size) plt.suptitle(f.name+'; Spacing ::'+str(spacing)+'; Shift ::'+str(shift)) # Plot lhs plt.subplot(121) plt.title('|lhs|') if f.name == 'j2': lhs = f.lhs(tk) plt.loglog(tk, np.abs(lhs[0]), lw=2, label='Theoretical J0') plt.loglog(tk, np.abs(lhs[1]), lw=2, label='Theoretical J1') else: plt.loglog(tk, np.abs(f.lhs(tk)), lw=2, label='Theoretical') plt.xlabel('l') plt.legend(loc='best') # Plot rhs plt.subplot(122) plt.title('|rhs|') # Transform pair rhs plt.loglog(r, np.abs(f.rhs), lw=2, label='Theoretical') # Transform with filter plt.loglog(r, np.abs(rhs), '-.', lw=2, label='This filter') # Plot minimum amplitude or max r, respectively if cvar == 'amp': label = 'Min. Amp' else: label = 'Max. r' plt.loglog(r[imin], np.abs(rhs[imin]), 'go', label=label) plt.xlabel('r') plt.legend(loc='best') plt.gcf().canvas.draw() # To force draw in notebook while running plt.show() # 3. ANALYTICAL TRANSFORM PAIRS class Ghosh: r"""Simple Class for Theoretical Transform Pairs. Named after D. P. Ghosh, honouring his 1970 Ph.D. thesis with which he introduced the digital filter method to geophysics ([Ghos70]_). """ def __init__(self, name, lhs, rhs): r"""Add the filter name, lhs, and rhs.""" self.name = name self.lhs = lhs self.rhs = rhs # # 3.a Hankel J0 transform pairs def j0_1(a=1): r"""Hankel transform pair J0_1 ([Ande75]_).""" def lhs(x): return x*np.exp(-a*x**2) def rhs(b): return np.exp(-b**2/(4*a))/(2*a) return Ghosh('j0', lhs, rhs) def j0_2(a=1): r"""Hankel transform pair J0_2 ([Ande75]_).""" def lhs(x): return np.exp(-a*x) def rhs(b): return 1/np.sqrt(b**2 + a**2) return Ghosh('j0', lhs, rhs) def j0_3(a=1): r"""Hankel transform pair J0_3 ([GuSi97]_).""" def lhs(x): return x*np.exp(-a*x) def rhs(b): return a/(b**2 + a**2)**1.5 return Ghosh('j0', lhs, rhs) def j0_4(f=1, rho=0.3, z=50): r"""Hankel transform pair J0_4 ([ChCo82]_). Parameters ---------- f : float Frequency (Hz) rho : float Resistivity (Ohm.m) z : float Vertical distance between source and receiver (m) """ gam = np.sqrt(2j*np.pi*mu_0*f/rho) def lhs(x): beta = np.sqrt(x**2 + gam**2) return x*np.exp(-beta*np.abs(z))/beta def rhs(b): R = np.sqrt(b**2 + z**2) return np.exp(-gam*R)/R return Ghosh('j0', lhs, rhs) def j0_5(f=1, rho=0.3, z=50): r"""Hankel transform pair J0_5 ([ChCo82]_). Parameters ---------- f : float Frequency (Hz) rho : float Resistivity (Ohm.m) z : float Vertical distance between source and receiver (m) """ gam = np.sqrt(2j*np.pi*mu_0*f/rho) def lhs(x): beta = np.sqrt(x**2 + gam**2) return x*np.exp(-beta*np.abs(z)) def rhs(b): R = np.sqrt(b**2 + z**2) return np.abs(z)*(gam*R + 1)*np.exp(-gam*R)/R**3 return Ghosh('j0', lhs, rhs) # # 3.b Hankel J1 transform pairs def j1_1(a=1): r"""Hankel transform pair J1_1 ([Ande75]_).""" def lhs(x): return x**2*np.exp(-a*x**2) def rhs(b): return b/(4*a**2)*np.exp(-b**2/(4*a)) return Ghosh('j1', lhs, rhs) def j1_2(a=1): r"""Hankel transform pair J1_2 ([Ande75]_).""" def lhs(x): return np.exp(-a*x) def rhs(b): return (np.sqrt(b**2 + a**2) - a)/(b*np.sqrt(b**2 + a**2)) return Ghosh('j1', lhs, rhs) def j1_3(a=1): r"""Hankel transform pair J1_3 ([Ande75]_).""" def lhs(x): return x*np.exp(-a*x) def rhs(b): return b/(b**2 + a**2)**1.5 return Ghosh('j1', lhs, rhs) def j1_4(f=1, rho=0.3, z=50): r"""Hankel transform pair J1_4 ([ChCo82]_). Parameters ---------- f : float Frequency (Hz) rho : float Resistivity (Ohm.m) z : float Vertical distance between source and receiver (m) """ gam = np.sqrt(2j*np.pi*mu_0*f/rho) def lhs(x): beta = np.sqrt(x**2 + gam**2) return x**2*np.exp(-beta*np.abs(z))/beta def rhs(b): R = np.sqrt(b**2 + z**2) return b*(gam*R + 1)*np.exp(-gam*R)/R**3 return Ghosh('j1', lhs, rhs) def j1_5(f=1, rho=0.3, z=50): r"""Hankel transform pair J1_5 ([ChCo82]_). Parameters ---------- f : float Frequency (Hz) rho : float Resistivity (Ohm.m) z : float Vertical distance between source and receiver (m) """ gam = np.sqrt(2j*np.pi*mu_0*f/rho) def lhs(x): beta = np.sqrt(x**2 + gam**2) return x**2*np.exp(-beta*np.abs(z)) def rhs(b): R = np.sqrt(b**2 + z**2) return np.abs(z)*b*(gam**2*R**2 + 3*gam*R + 3)*np.exp(-gam*R)/R**5 return Ghosh('j1', lhs, rhs) # # 3.c Fourier sine transform pairs def sin_1(a=1, inverse=False): r"""Fourier sine transform pair sin_1 ([Ande75]_).""" def lhs(x): return x*np.exp(-a**2*x**2) def rhs(b): return np.sqrt(np.pi)*b*np.exp(-b**2/(4*a**2))/(4*a**3) if inverse: return Ghosh('sin', rhs, lhs) else: return Ghosh('sin', lhs, rhs) def sin_2(a=1, inverse=False): r"""Fourier sine transform pair sin_2 ([Ande75]_).""" def lhs(x): return np.exp(-a*x) def rhs(b): return b/(b**2 + a**2) if inverse: return Ghosh('sin', rhs, lhs) else: return Ghosh('sin', lhs, rhs) def sin_3(a=1, inverse=False): r"""Fourier sine transform pair sin_3 ([Ande75]_).""" def lhs(x): return x/(a**2 + x**2) def rhs(b): return np.pi*np.exp(-a*b)/2 if inverse: return Ghosh('sin', rhs, lhs) else: return Ghosh('sin', lhs, rhs) # # 3.d Fourier cosine transform pairs def cos_1(a=1, inverse=False): r"""Fourier cosine transform pair cos_1 ([Ande75]_).""" def lhs(x): return np.exp(-a**2*x**2) def rhs(b): return np.sqrt(np.pi)*np.exp(-b**2/(4*a**2))/(2*a) if inverse: return Ghosh('cos', rhs, lhs) else: return Ghosh('cos', lhs, rhs) def cos_2(a=1, inverse=False): r"""Fourier cosine transform pair cos_2 ([Ande75]_).""" def lhs(x): return np.exp(-a*x) def rhs(b): return a/(b**2 + a**2) if inverse: return Ghosh('cos', rhs, lhs) else: return Ghosh('cos', lhs, rhs) def cos_3(a=1, inverse=False): r"""Fourier cosine transform pair cos_3 ([Ande75]_).""" def lhs(x): return 1/(a**2 + x**2) def rhs(b): return np.pi*np.exp(-a*b)/(2*a) if inverse: return Ghosh('cos', rhs, lhs) else: return Ghosh('cos', lhs, rhs) # # 3.e Modeller def empy_hankel(ftype, zsrc, zrec, res, freqtime, depth=None, aniso=None, epermH=None, epermV=None, mpermH=None, mpermV=None, htarg=None, verblhs=0, verbrhs=0): r"""Numerical transform pair with empymod. All parameters except `ftype`, `verblhs`, and `verbrhs` correspond to the input parameters to `empymod.dipole`. See there for more information. Note that if depth=None or [], the analytical full-space solutions will be used (much faster). Parameters ---------- ftype : str or list of strings Either of: {'j0', 'j1', 'j2', ['j0', 'j1']} - `'j0'`: Analyze J0-term with ab=11, angle=45° - `'j1'`: Analyze J1-term with ab=31, angle=0° - `'j2'`: Analyze J0- and J1-terms jointly with ab=12, angle=45° - `['j0', 'j1']` : Same as calling empy_hankel twice, once with 'j0' and one with 'j1'; can be provided like this to fdesign.design. Note that ftype='j2' only works for fC, not for fI. verblhs, verbrhs: int verb-values provided to empymod for lhs and rhs. """ if htarg is None: htarg = {} # Loop over ftypes, if there are several if isinstance(ftype, list): out = [] for f in ftype: out.append(empy_hankel(f, zsrc, zrec, res, freqtime, depth, aniso, epermH, epermV, mpermH, mpermV, htarg, verblhs, verbrhs)) return out # Collect model model = {'src': [0, 0, zsrc], 'depth': depth, 'res': res, 'aniso': aniso, 'epermH': epermH, 'epermV': epermV, 'mpermH': mpermH, 'mpermV': mpermV} # Finalize model depending on ftype if ftype == 'j0': # J0: 11, 45° model['ab'] = 11 x = 1/np.sqrt(2) y = 1/np.sqrt(2) elif ftype == 'j1': # J1: 31, 0° model['ab'] = 31 x = 1 y = 0 elif ftype == 'j2': # J2: 12, 45° model['ab'] = 12 x = 1/np.sqrt(2) y = 1/np.sqrt(2) # rhs: empymod.model.dipole # If depth=[], the analytical full-space solution will be used internally def rhs(r): out = dipole(rec=[r*x, r*y, zrec], ht='qwe', xdirect=True, verb=verbrhs, htarg=htarg, freqtime=freqtime, **model) return out # lhs: empymod.model.dipole_k def lhs(k): lhs0, lhs1 = dipole_k(rec=[x, y, zrec], wavenumber=k, verb=verblhs, freq=freqtime, **model) if ftype == 'j0': return lhs0 elif ftype == 'j1': return lhs1 elif ftype == 'j2': return (lhs0, lhs1) return Ghosh(ftype, lhs, rhs) # 4. NON-USER-FACING ROUTINES def _get_min_val(spaceshift, *params): r"""Calculate minimum resolved amplitude or maximum r.""" # Get parameters from tuples spacing, shift = spaceshift n, fI, fC, r, r_def, error, reim, cvar, verb, plot, log = params # Get filter for these parameters dlf = _calculate_filter(n, spacing, shift, fI, r_def, reim, 'filt') # Calculate rhs-response with this filter k = dlf.base/r[:, None] # Loop over transforms for i, f in enumerate(fC): # Calculate lhs and rhs; rhs depends on ftype lhs = f.lhs(k) if f.name == 'j2': rhs0 = np.dot(lhs[0], getattr(dlf, 'j0'))/r rhs1 = np.dot(lhs[1], getattr(dlf, 'j1'))/r**2 rhs = rhs0 + rhs1 else: rhs = np.dot(lhs, getattr(dlf, f.name))/r # Get relative error rel_error = np.abs((rhs - f.rhs)/f.rhs) # Get indices where relative error is bigger than error imin0 = np.where(rel_error > error)[0] # Find first occurrence of failure if np.all(rhs == 0) or np.all(np.isnan(rhs)): # if all rhs are zeros or nans, the filter is useless imin0 = 0 elif imin0.size == 0: # if imin0.size == 0: # empty array, all rel_error < error. imin0 = rhs.size-1 # set to last r if verb > 0 and log['warn-r'] == 0: print(f"* WARNING :: all data have error < {error}; " "choose larger r or set error-level higher.") log['warn-r'] = 1 # Only do this once else: # Kind of a dirty hack: Permit to jump up to four bad values, # resulting for instance from high rel_error from zero crossings # of the transform pair. Should be made an input argument or # generally improved. if imin0.size > 4: imin0 = np.max([0, imin0[4]-5]) else: # just take the first one (no jumping allowed; normal case) imin0 = np.max([0, imin0[0]-1]) # Note that both version yield the same result if the failure is # consistent. # Depending on cvar, store minimum amplitude or 1/maxr if cvar == 'amp': min_val0 = np.abs(rhs[imin0]) else: min_val0 = 1/r[imin0] # Check if this inversion is better than previous ones if i == 0: # First run, store these values imin = dc(imin0) min_val = dc(min_val0) else: # Replace imin, min_val if this one is better if min_val0 > min_val: min_val = dc(min_val0) imin = dc(imin0) # QC plot if plot > 2: _plot_inversion(f, rhs, r, k, imin0, spacing, shift, cvar) # If verbose, print progress if verb > 1: log = _print_count(log) # If there is no point with rel_error < error (imin=0) it returns np.inf. return np.where(imin == 0, np.inf, min_val) def _calculate_filter(n, spacing, shift, fI, r_def, reim, name): r"""Calculate filter for this spacing, shift, n.""" # Base :: For this n/spacing/shift base = np.exp(spacing*(np.arange(n)-n//2) + shift) # r :: Start/end is defined by base AND r_def[0]/r_def[1] # Overdetermined system if r_def[2] > 1 r = np.logspace(np.log10(1/np.max(base)) - r_def[0], np.log10(1/np.min(base)) + r_def[1], int(r_def[2]*n)) # k :: Get required k-values (matrix of shape (r.size, base.size)) k = base/r[:, None] # Create filter instance dlf = DigitalFilter(name.split('.')[0]) dlf.base = base dlf.factor = np.around(np.average(base[1:]/base[:-1]), 15) dlf.filter_coeff = [] # Loop over transforms for f in fI: # Add current filter name. dlf.filter_coeff.append(f.name) # Calculate lhs and rhs for inversion lhs = reim(f.lhs(k)) rhs = reim(f.rhs(r)*r) # Calculate filter values: Solve lhs*J=rhs using linalg.qr. # If factoring fails (qr) or if matrix is singular or square (solve) it # will raise a LinAlgError. Error is ignored and zeros are returned # instead. try: qq, rr = np.linalg.qr(lhs) J = np.linalg.solve(rr, rhs.dot(qq)) except np.linalg.LinAlgError: J = np.zeros((base.size,)) setattr(dlf, f.name, J) return dlf def _ls2ar(inp, strinp): r"""Convert float or linspace-input to arange/slice-input for brute.""" # Check if input is 1 or 3 elements (float, list, tuple, array) if np.size(inp) == 1: start = np.squeeze(inp) stop = start+1 num = 1 elif np.size(inp) == 3: start = inp[0] stop = inp[1] num = inp[2] else: raise ValueError(f"<{strinp}> must be a float or a tuple of 3 elements" f" (start, stop, num); <{strinp} provided: {inp}") # Re-arrange it to be compatible with np.arange/slice for brute if num < 2 or start == stop: stop = start step = 1 else: step = (stop-start)/(num-1) return (start, stop+step/2, step) def _print_count(log): r"""Print run-count information.""" log['cnt2'] += 1 # Current number cp = log['cnt2']/log['totnr']*100 # Percentage if log['cnt2'] == 0: # Not sure about this; brute seems to call the pass # function with the first arguments twice... elif log['cnt2'] > log['totnr']: # fmin-status print(f" fmin fct calls : {log['cnt2']-log['totnr']}", end='\r') elif int(cp) > log['cnt1'] or cp < 1 or log['cnt2'] == log['totnr']: # Get seconds since start sec = int(default_timer() - log['time']) # Get estimate of remaining time, as string tleft = str(timedelta(seconds=int(100*sec/cp - sec))) # Print progress pstr = f" brute fct calls : {log['cnt2']}/{log['totnr']}" if log['totnr'] > 100: pstr += f" ({int(cp)} %); est: {tleft} " print(pstr, end='\r') if log['cnt2'] == log['totnr']: # Empty previous line print(" "*len(pstr), end='\r') # Print final brute-message print(f" brute fct calls : {log['totnr']}") # Update percentage cnt1 log['cnt1'] = cp return log
apache-2.0
fabioticconi/scikit-learn
sklearn/utils/random.py
37
10511
# Author: Hamzeh Alsalhi <ha258@cornell.edu> # # License: BSD 3 clause from __future__ import division import numpy as np import scipy.sparse as sp import operator import array from sklearn.utils import check_random_state from sklearn.utils.fixes import astype from ._random import sample_without_replacement __all__ = ['sample_without_replacement', 'choice'] # This is a backport of np.random.choice from numpy 1.7 # The function can be removed when we bump the requirements to >=1.7 def choice(a, size=None, replace=True, p=None, random_state=None): """ choice(a, size=None, replace=True, p=None) Generates a random sample from a given 1-D array .. versionadded:: 1.7.0 Parameters ----------- a : 1-D array-like or int If an ndarray, a random sample is generated from its elements. If an int, the random sample is generated as if a was np.arange(n) size : int or tuple of ints, optional Output shape. Default is None, in which case a single value is returned. replace : boolean, optional Whether the sample is with or without replacement. p : 1-D array-like, optional The probabilities associated with each entry in a. If not given the sample assumes a uniform distribution over all entries in a. random_state : int, RandomState instance or None, optional (default=None) If int, random_state is the seed used by the random number generator; If RandomState instance, random_state is the random number generator; If None, the random number generator is the RandomState instance used by `np.random`. Returns -------- samples : 1-D ndarray, shape (size,) The generated random samples Raises ------- ValueError If a is an int and less than zero, if a or p are not 1-dimensional, if a is an array-like of size 0, if p is not a vector of probabilities, if a and p have different lengths, or if replace=False and the sample size is greater than the population size See Also --------- randint, shuffle, permutation Examples --------- Generate a uniform random sample from np.arange(5) of size 3: >>> np.random.choice(5, 3) # doctest: +SKIP array([0, 3, 4]) >>> #This is equivalent to np.random.randint(0,5,3) Generate a non-uniform random sample from np.arange(5) of size 3: >>> np.random.choice(5, 3, p=[0.1, 0, 0.3, 0.6, 0]) # doctest: +SKIP array([3, 3, 0]) Generate a uniform random sample from np.arange(5) of size 3 without replacement: >>> np.random.choice(5, 3, replace=False) # doctest: +SKIP array([3,1,0]) >>> #This is equivalent to np.random.shuffle(np.arange(5))[:3] Generate a non-uniform random sample from np.arange(5) of size 3 without replacement: >>> np.random.choice(5, 3, replace=False, p=[0.1, 0, 0.3, 0.6, 0]) ... # doctest: +SKIP array([2, 3, 0]) Any of the above can be repeated with an arbitrary array-like instead of just integers. For instance: >>> aa_milne_arr = ['pooh', 'rabbit', 'piglet', 'Christopher'] >>> np.random.choice(aa_milne_arr, 5, p=[0.5, 0.1, 0.1, 0.3]) ... # doctest: +SKIP array(['pooh', 'pooh', 'pooh', 'Christopher', 'piglet'], dtype='|S11') """ random_state = check_random_state(random_state) # Format and Verify input a = np.array(a, copy=False) if a.ndim == 0: try: # __index__ must return an integer by python rules. pop_size = operator.index(a.item()) except TypeError: raise ValueError("a must be 1-dimensional or an integer") if pop_size <= 0: raise ValueError("a must be greater than 0") elif a.ndim != 1: raise ValueError("a must be 1-dimensional") else: pop_size = a.shape[0] if pop_size is 0: raise ValueError("a must be non-empty") if None != p: p = np.array(p, dtype=np.double, ndmin=1, copy=False) if p.ndim != 1: raise ValueError("p must be 1-dimensional") if p.size != pop_size: raise ValueError("a and p must have same size") if np.any(p < 0): raise ValueError("probabilities are not non-negative") if not np.allclose(p.sum(), 1): raise ValueError("probabilities do not sum to 1") shape = size if shape is not None: size = np.prod(shape, dtype=np.intp) else: size = 1 # Actual sampling if replace: if None != p: cdf = p.cumsum() cdf /= cdf[-1] uniform_samples = random_state.random_sample(shape) idx = cdf.searchsorted(uniform_samples, side='right') # searchsorted returns a scalar idx = np.array(idx, copy=False) else: idx = random_state.randint(0, pop_size, size=shape) else: if size > pop_size: raise ValueError("Cannot take a larger sample than " "population when 'replace=False'") if None != p: if np.sum(p > 0) < size: raise ValueError("Fewer non-zero entries in p than size") n_uniq = 0 p = p.copy() found = np.zeros(shape, dtype=np.int) flat_found = found.ravel() while n_uniq < size: x = random_state.rand(size - n_uniq) if n_uniq > 0: p[flat_found[0:n_uniq]] = 0 cdf = np.cumsum(p) cdf /= cdf[-1] new = cdf.searchsorted(x, side='right') _, unique_indices = np.unique(new, return_index=True) unique_indices.sort() new = new.take(unique_indices) flat_found[n_uniq:n_uniq + new.size] = new n_uniq += new.size idx = found else: idx = random_state.permutation(pop_size)[:size] if shape is not None: idx.shape = shape if shape is None and isinstance(idx, np.ndarray): # In most cases a scalar will have been made an array idx = idx.item(0) # Use samples as indices for a if a is array-like if a.ndim == 0: return idx if shape is not None and idx.ndim == 0: # If size == () then the user requested a 0-d array as opposed to # a scalar object when size is None. However a[idx] is always a # scalar and not an array. So this makes sure the result is an # array, taking into account that np.array(item) may not work # for object arrays. res = np.empty((), dtype=a.dtype) res[()] = a[idx] return res return a[idx] def random_choice_csc(n_samples, classes, class_probability=None, random_state=None): """Generate a sparse random matrix given column class distributions Parameters ---------- n_samples : int, Number of samples to draw in each column. classes : list of size n_outputs of arrays of size (n_classes,) List of classes for each column. class_probability : list of size n_outputs of arrays of size (n_classes,) Optional (default=None). Class distribution of each column. If None the uniform distribution is assumed. random_state : int, RandomState instance or None, optional (default=None) If int, random_state is the seed used by the random number generator; If RandomState instance, random_state is the random number generator; If None, the random number generator is the RandomState instance used by `np.random`. Returns ------- random_matrix : sparse csc matrix of size (n_samples, n_outputs) """ data = array.array('i') indices = array.array('i') indptr = array.array('i', [0]) for j in range(len(classes)): classes[j] = np.asarray(classes[j]) if classes[j].dtype.kind != 'i': raise ValueError("class dtype %s is not supported" % classes[j].dtype) classes[j] = astype(classes[j], np.int64, copy=False) # use uniform distribution if no class_probability is given if class_probability is None: class_prob_j = np.empty(shape=classes[j].shape[0]) class_prob_j.fill(1 / classes[j].shape[0]) else: class_prob_j = np.asarray(class_probability[j]) if np.sum(class_prob_j) != 1.0: raise ValueError("Probability array at index {0} does not sum to " "one".format(j)) if class_prob_j.shape[0] != classes[j].shape[0]: raise ValueError("classes[{0}] (length {1}) and " "class_probability[{0}] (length {2}) have " "different length.".format(j, classes[j].shape[0], class_prob_j.shape[0])) # If 0 is not present in the classes insert it with a probability 0.0 if 0 not in classes[j]: classes[j] = np.insert(classes[j], 0, 0) class_prob_j = np.insert(class_prob_j, 0, 0.0) # If there are nonzero classes choose randomly using class_probability rng = check_random_state(random_state) if classes[j].shape[0] > 1: p_nonzero = 1 - class_prob_j[classes[j] == 0] nnz = int(n_samples * p_nonzero) ind_sample = sample_without_replacement(n_population=n_samples, n_samples=nnz, random_state=random_state) indices.extend(ind_sample) # Normalize probabilites for the nonzero elements classes_j_nonzero = classes[j] != 0 class_probability_nz = class_prob_j[classes_j_nonzero] class_probability_nz_norm = (class_probability_nz / np.sum(class_probability_nz)) classes_ind = np.searchsorted(class_probability_nz_norm.cumsum(), rng.rand(nnz)) data.extend(classes[j][classes_j_nonzero][classes_ind]) indptr.append(len(indices)) return sp.csc_matrix((data, indices, indptr), (n_samples, len(classes)), dtype=int)
bsd-3-clause
oemof/feedinlib
src/feedinlib/open_FRED.py
1
17002
from itertools import chain from itertools import groupby from typing import Dict from typing import List from typing import Tuple from typing import Union import oedialect # noqa: F401 import open_FRED.cli as ofr import pandas as pd import sqlalchemy as sqla from geoalchemy2.elements import WKTElement as WKTE from geoalchemy2.shape import to_shape from pandas import DataFrame as DF from pandas import Series from pandas import Timedelta as TD from pandas import to_datetime as tdt from shapely.geometry import Point from sqlalchemy.orm import sessionmaker from .dedup import deduplicate #: The type of variable selectors. A selector should always contain the #: name of the variable to select and optionally the height to select, #: if only a specific one is desired. Selector = Union[Tuple[str], Tuple[str, int]] TRANSLATIONS: Dict[str, Dict[str, List[Selector]]] = { "windpowerlib": { "wind_speed": [("VABS_AV",)], "temperature": [("T",)], "roughness_length": [("Z0",)], "pressure": [("P",)], }, "pvlib": { "wind_speed": [("VABS_AV", 10)], "temp_air": [("T", 10)], "pressure": [("P", 10)], "dhi": [("ASWDIFD_S", 0)], "ghi": [("ASWDIFD_S", 0), ("ASWDIR_S", 0)], "dni": [("ASWDIRN_S", 0)], }, } def defaultdb(): engine = getattr(defaultdb, "engine", None) or sqla.create_engine( "postgresql+oedialect://openenergy-platform.org" ) defaultdb.engine = engine session = ( getattr(defaultdb, "session", None) or sessionmaker(bind=engine)() ) defaultdb.session = session metadata = sqla.MetaData(schema="climate", bind=engine, reflect=False) return {"session": session, "db": ofr.mapped_classes(metadata)} class Weather: """ Load weather measurements from an openFRED conforming database. Note that you need a database storing weather data using the openFRED schema in order to use this class. There is one publicly available at https://openenergy-platform.org Now you can simply instantiate a `Weather` object via e.g.: Examples -------- >>> from shapely.geometry import Point >>> point = Point(9.7311, 53.3899) >>> weather = Weather( ... start="2007-04-05 06:00", ... stop="2007-04-05 07:31", ... locations=[point], ... heights=[10], ... variables="pvlib", ... **defaultdb() ... ) Instead of the special values `"pvlib"` and `"windpowerlib"` you can also supply a list of variables, like e.g. `["P", "T", "Z0"]`, to retrieve from the database. After initialization, you can use e.g. `weather.df(point, "pvlib")` to retrieve a `DataFrame` with weather data from the measurement location closest to the given `point`. Parameters ---------- start : Anything `pandas.to_datetime` can convert to a timestamp Load weather data starting from this date. stop : Anything `pandas.to_datetime` can convert to a timestamp Don't load weather data before this date. locations : list of :shapely:`Point` Weather measurements are collected from measurement locations closest to the the given points. location_ids : list of int Weather measurements are collected from measurement locations having primary keys, i.e. IDs, in this list. Use this e.g. if you know you're using the same location(s) for multiple queries and you don't want the overhead of doing the same nearest point query multiple times. heights : list of numeric Limit selected timeseries to these heights. If `variables` contains a variable which isn't height dependent, i.e. it has only one height, namely `0`, the corresponding timeseries is always selected. Don't select the correspoding variable, in order to avoid this. Defaults to `None` which means no restriction on height levels. variables : list of str or one of "pvlib" or "windpowerlib" Load the weather variables specified in the given list, or the variables necessary to calculate a feedin using `"pvlib"` or `"windpowerlib"`. Defaults to `None` which means no restriction on loaded variables. regions : list of :shapely:`Polygon` Weather measurements are collected from measurement locations contained within the given polygons. session : `sqlalchemy.orm.Session` db : dict of mapped classes """ def __init__( self, start, stop, locations, location_ids=None, heights=None, variables=None, regions=None, session=None, db=None, ): self.session = session self.db = db if self.session is None and self.db is None: return variables = { "windpowerlib": ["P", "T", "VABS_AV", "Z0"], "pvlib": [ "ASWDIFD_S", "ASWDIRN_S", "ASWDIR_S", "P", "T", "VABS_AV", ], None: variables, }[variables if variables in ["pvlib", "windpowerlib"] else None] self.locations = ( {(p.x, p.y): self.location(p) for p in locations} if locations is not None else {} ) self.regions = ( {WKTE(r, srid=4326): self.within(r) for r in regions} if regions is not None else {} ) if location_ids is None: location_ids = [] self.location_ids = set( [ d.id for d in chain(self.locations.values(), *self.regions.values()) ] + location_ids ) self.locations = { k: to_shape(self.locations[k].point) for k in self.locations } self.locations.update( { (p.x, p.y): p for p in chain( self.locations.values(), ( to_shape(location.point) for region in self.regions.values() for location in region ), ) } ) self.regions = { k: [to_shape(location.point) for location in self.regions[k]] for k in self.regions } series = sorted( session.query( db["Series"], db["Variable"], db["Timespan"], db["Location"] ) .join(db["Series"].variable) .join(db["Series"].timespan) .join(db["Series"].location) .filter((db["Series"].location_id.in_(self.location_ids))) .filter( True if variables is None else db["Variable"].name.in_(variables) ) .filter( True if heights is None else (db["Series"].height.in_(chain([0], heights))) ) .filter( (db["Timespan"].stop >= tdt(start)) & (db["Timespan"].start <= tdt(stop)) ) .all(), key=lambda p: ( p[3].id, p[1].name, p[0].height, p[2].start, p[2].stop, ), ) self.series = { k: [ ( segment_start.tz_localize("UTC") if segment_start.tz is None else segment_start, segment_stop.tz_localize("UTC") if segment_stop.tz is None else segment_stop, value, ) for (series, variable, timespan, location) in g for (segment, value) in zip(timespan.segments, series.values) for segment_start in [tdt(segment[0])] for segment_stop in [tdt(segment[1])] if segment_start >= tdt(start) and segment_stop <= tdt(stop) ] for k, g in groupby( series, key=lambda p: ( (to_shape(p[3].point).x, to_shape(p[3].point).y), p[1].name, p[0].height, ), ) } self.series = {k: deduplicate(self.series[k]) for k in self.series} self.variables = { k: sorted(set(h for _, h in g)) for k, g in groupby( sorted((name, height) for _, name, height in self.series), key=lambda p: p[0], ) } self.variables = {k: {"heights": v} for k, v in self.variables.items()} @classmethod def from_df(klass, df): assert isinstance(df.columns, pd.MultiIndex), ( "DataFrame's columns aren't a `pandas.indexes.multi.MultiIndex`.\n" "Got `{}` instead." ).format(type(df.columns)) assert len(df.columns.levels) == 2, ( "DataFrame's columns have more than two levels.\nGot: {}.\n" "Should be exactly two, the first containing variable names and " "the\n" "second containing matching height levels." ) variables = { variable: {"heights": [vhp[1] for vhp in variable_height_pairs]} for variable, variable_height_pairs in groupby( df.columns.values, key=lambda variable_height_pair: variable_height_pair[0], ) } locations = {xy: Point(xy[0], xy[1]) for xy in df.index.values} series = { (xy, *variable_height_pair): df.loc[xy, variable_height_pair] for xy in df.index.values for variable_height_pair in df.columns.values } instance = klass(start=None, stop=None, locations=None) instance.locations = locations instance.series = series instance.variables = variables return instance def location(self, point: Point): """ Get the measurement location closest to the given `point`. """ point = WKTE(point.to_wkt(), srid=4326) return ( self.session.query(self.db["Location"]) .order_by(self.db["Location"].point.distance_centroid(point)) .first() ) def within(self, region=None): """ Get all measurement locations within the given `region`. """ region = WKTE(region.to_wkt(), srid=4326) return ( self.session.query(self.db["Location"]) .filter(self.db["Location"].point.ST_Within(region)) .all() ) def to_csv(self, path): df = self.df() df = df.applymap( # Unzip, i.e. convert a list of tuples to a tuple of lists, the # list of triples in each DataFrame cell and convert the result to # a JSON string. Unzipping is necessary because the pandas' # `to_json` wouldn't format the `Timestamps` correctly otherwise. lambda s: pd.Series(pd.Series(xs) for xs in zip(*s)).to_json( date_format="iso" ) ) return df.to_csv(path, quotechar="'") @classmethod def from_csv(cls, path_or_buffer): df = pd.read_csv( path_or_buffer, # This is necessary because the automatic conversion isn't precise # enough. converters={0: float, 1: float}, header=[0, 1], index_col=[0, 1], quotechar="'", ) df.columns.set_levels( [df.columns.levels[0], [float(c) for c in df.columns.levels[1]]], inplace=True, ) df = df.applymap(lambda s: pd.read_json(s, typ="series")) # Reading the JSON string back in yields a weird format. Instead of a # nested `Series` we get a `Series` containing three dictionaries. The # `dict`s "emulate" a `Series` since their keys are string # representations of integers and their values are the actual values # that would be stored at the corresponding position in a `Series`. So # we have to manually reformat the data we get back. Since there's no # point in doing two conversions, we don't convert it back to nested # `Series`, but immediately to `list`s of `(start, stop, value)` # triples. df = df.applymap( lambda s: list( zip( *[ [ # The `Timestamp`s in the inner `Series`/`dict`s # where also not converted, so we have to do this # manually, too. pd.to_datetime(v, utc=True) if n in [0, 1] else v for k, v in sorted( s[n].items(), key=lambda kv: int(kv[0]) ) ] for n in s.index ] ) ) ) return cls.from_df(df) def df(self, location=None, lib=None): if lib is None and location is None: columns = sorted(set((n, h) for (xy, n, h) in self.series)) index = sorted(xy for xy in set(xy for (xy, n, h) in self.series)) data = { (n, h): [self.series[xy, n, h] for xy in index] for (n, h) in columns } return DF(index=pd.MultiIndex.from_tuples(index), data=data) if lib is None: raise NotImplementedError( "Arbitrary dataframes not supported yet.\n" 'Please use one of `lib="pvlib"` or `lib="windpowerlib"`.' ) xy = (location.x, location.y) location = ( self.locations[xy] if xy in self.locations else to_shape(self.location(location).point) if self.session is not None else min( self.locations.values(), key=lambda point: location.distance(point), ) ) point = (location.x, location.y) index = ( [ dhi[0] + (dhi[1] - dhi[0]) / 2 for dhi in self.series[point, "ASWDIFD_S", 0] ] if lib == "pvlib" else [ wind_speed[0] for wind_speed in self.series[ point, "VABS_AV", self.variables["VABS_AV"]["heights"][0] ] ] if lib == "windpowerlib" else [] ) def to_series(v, h): s = self.series[point, v, h] return Series([p[2] for p in s], index=[p[0] for p in s]) series = { (k[0] if lib == "pvlib" else k): sum( to_series(*p, *k[1:]) for p in TRANSLATIONS[lib][k[0]] ) for k in ( [ ("dhi",), ("dni",), ("ghi",), ("pressure",), ("temp_air",), ("wind_speed",), ] if lib == "pvlib" else [ (v, h) for v in [ "pressure", "roughness_length", "temperature", "wind_speed", ] for h in self.variables[TRANSLATIONS[lib][v][0][0]][ "heights" ] ] if lib == "windpowerlib" else [(v,) for v in self.variables] ) } if lib == "pvlib": series["temp_air"] = ( (series["temp_air"] - 273.15) .resample("15min") .interpolate()[series["dhi"].index] ) series["pressure"] = ( series["pressure"] .resample("15min") .interpolate()[series["dhi"].index] ) ws = series["wind_speed"] for k in series["wind_speed"].keys(): ws[k + TD("15min")] = ws[k] ws.sort_index(inplace=True) if lib == "windpowerlib": roughness = TRANSLATIONS[lib]["roughness_length"][0][0] series.update( { ("roughness_length", h): series["roughness_length", h] .resample("30min") .interpolate()[index] for h in self.variables[roughness]["heights"] } ) series.update({k: series[k][index] for k in series}) return DF(index=index, data={k: series[k].values for k in series})
mit
dhennes/pykep
PyKEP/trajopt/_mga_lt_nep.py
2
15675
from PyGMO.problem import base as base_problem from PyKEP.core import epoch, fb_con, EARTH_VELOCITY, AU, MU_SUN from PyKEP.planet import jpl_lp from PyKEP.sims_flanagan import leg, spacecraft, sc_state class mga_lt_nep(base_problem): """ This class is a PyGMO (http://esa.github.io/pygmo/) problem representing a low-thrust interplanetary trajectory modelled as a Multiple Gravity Assist trajectory with sims_flanagan legs - Yam, C.H., di Lorenzo, D., and Izzo, D., Low-Thrust Trajectory Design as a Constrained Global Optimization Problem, Proceedings of the Institution of Mechanical Engineers, Part G: Journal of Aerospace Engineering, 225(11), pp.1243-1251, 2011. The decision vector (chromosome) is:: [t0] + [T1, mf1, Vxi1, Vyi1, Vzi1, Vxf1, Vyf1, Vzf1] + [T2, mf2, Vxi2, Vyi2, Vzi2, Vxf2, Vyf2, Vzf2] + ... + [throttles1] + [throttles2] + ... .. note:: The resulting problem is non linearly constrained. The resulting trajectory is not time-bounded. """ def __init__(self, seq=[jpl_lp('earth'), jpl_lp('venus'), jpl_lp('earth')], n_seg=[10] * 2, t0=[epoch(0), epoch(1000)], tof=[[200, 500], [200, 500]], vinf_dep=2.5, vinf_arr=2.0, mass=4000.0, Tmax=1.0, Isp=2000.0, fb_rel_vel=6, multi_objective=False, high_fidelity=False): """ prob = mga_lt_nep(seq = [jpl_lp('earth'),jpl_lp('venus'),jpl_lp('earth')], n_seg = [10]*2, t0 = [epoch(0),epoch(1000)], tof = [[200,500],[200,500]], Vinf_dep=2.5, Vinf_arr=2.0, mass=4000.0, Tmax=1.0, Isp=2000.0, multi_objective = False, fb_rel_vel = 6, high_fidelity=False) - seq: list of PyKEP.planet defining the encounter sequence for the trajectoty (including the initial planet) - n_seg: list of integers containing the number of segments to be used for each leg (len(n_seg) = len(seq)-1) - t0: list of PyKEP epochs defining the launch window - tof: minimum and maximum time of each leg (days) - vinf_dep: maximum launch hyperbolic velocity allowed (in km/sec) - vinf_arr: maximum arrival hyperbolic velocity allowed (in km/sec) - mass: spacecraft starting mass - Tmax: maximum thrust - Isp: engine specific impulse - fb_rel_vel = determines the bounds on the maximum allowed relative velocity at all fly-bys (in km/sec) - multi-objective: when True defines the problem as a multi-objective problem, returning total DV and time of flight - high_fidelity = makes the trajectory computations slower, but actually dynamically feasible. """ # 1) We compute the problem dimensions .... and call the base problem constructor self.__n_legs = len(seq) - 1 n_fb = self.__n_legs - 1 # 1a) The decision vector length dim = 1 + self.__n_legs * 8 + sum(n_seg) * 3 # 1b) The total number of constraints (mismatch + fly-by + boundary + throttles c_dim = self.__n_legs * 7 + n_fb * 2 + 2 + sum(n_seg) # 1c) The number of inequality constraints (boundary + fly-by angle + throttles) c_ineq_dim = 2 + n_fb + sum(n_seg) # 1d) the number of objectives f_dim = multi_objective + 1 # First we call the constructor for the base PyGMO problem # As our problem is n dimensional, box-bounded (may be multi-objective), we write # (dim, integer dim, number of obj, number of con, number of inequality con, tolerance on con violation) super(mga_lt_nep, self).__init__(dim, 0, f_dim, c_dim, c_ineq_dim, 1e-4) # 2) We then define some class data members # public: self.seq = seq # private: self.__n_seg = n_seg self.__vinf_dep = vinf_dep * 1000 self.__vinf_arr = vinf_arr * 1000 self.__sc = spacecraft(mass, Tmax, Isp) self.__leg = leg() self.__leg.set_mu(MU_SUN) self.__leg.set_spacecraft(self.__sc) self.__leg.high_fidelity = high_fidelity fb_rel_vel *= 1000 # 3) We compute the bounds lb = [t0[0].mjd2000] + [0, mass / 2, -fb_rel_vel, -fb_rel_vel, -fb_rel_vel, -fb_rel_vel, -fb_rel_vel, -fb_rel_vel] * self.__n_legs + [-1, -1, -1] * sum(self.__n_seg) ub = [t0[1].mjd2000] + [1, mass, fb_rel_vel, fb_rel_vel, fb_rel_vel, fb_rel_vel, fb_rel_vel, fb_rel_vel] * self.__n_legs + [1, 1, 1] * sum(self.__n_seg) # 3a ... and account for the bounds on the vinfs...... lb[3:6] = [-self.__vinf_dep] * 3 ub[3:6] = [self.__vinf_dep] * 3 lb[-sum(self.__n_seg) * 3 - 3:-sum(self.__n_seg) * 3] = [-self.__vinf_arr] * 3 ub[-sum(self.__n_seg) * 3 - 3:-sum(self.__n_seg) * 3] = [self.__vinf_arr] * 3 # 3b... and for the time of flight lb[1:1 + 8 * self.__n_legs:8] = [el[0] for el in tof] ub[1:1 + 8 * self.__n_legs:8] = [el[1] for el in tof] # 4) And we set the bounds self.set_bounds(lb, ub) # Objective function def _objfun_impl(self, x): if self.f_dimension == 1: return (-x[2 + (self.__n_legs - 1) * 8],) else: return (-x[2 + (self.__n_legs - 1) * 8], sum(x[1:1 + 8 * self.__n_legs:8])) # Constraints function def _compute_constraints_impl(self, x): # 1 - We decode the chromosome extracting the time of flights T = list([0] * (self.__n_legs)) for i in range(self.__n_legs): T[i] = x[1 + i * 8] # 2 - We compute the epochs and ephemerides of the planetary encounters t_P = list([None] * (self.__n_legs + 1)) r_P = list([None] * (self.__n_legs + 1)) v_P = list([None] * (self.__n_legs + 1)) for i, planet in enumerate(self.seq): t_P[i] = epoch(x[0] + sum(T[0:i])) r_P[i], v_P[i] = self.seq[i].eph(t_P[i]) # 3 - We iterate through legs to compute mismatches and throttles constraints ceq = list() cineq = list() m0 = self.__sc.mass for i in range(self.__n_legs): # First Leg v = [a + b for a, b in zip(v_P[i], x[(3 + i * 8):(6 + i * 8)])] x0 = sc_state(r_P[i], v, m0) v = [a + b for a, b in zip(v_P[i + 1], x[(6 + i * 8):(9 + i * 8)])] xe = sc_state(r_P[i + 1], v, x[2 + i * 8]) throttles = x[(1 + 8 * self.__n_legs + 3 * sum(self.__n_seg[:i])):(1 + 8 * self.__n_legs + 3 * sum(self.__n_seg[:i]) + 3 * self.__n_seg[i])] self.__leg.set(t_P[i], x0, throttles, t_P[i + 1], xe) # update mass! m0 = x[2 + 8 * i] ceq.extend(self.__leg.mismatch_constraints()) cineq.extend(self.__leg.throttles_constraints()) # Adding the boundary constraints # departure v_dep_con = (x[3] ** 2 + x[4] ** 2 + x[5] ** 2 - self.__vinf_dep ** 2) / (EARTH_VELOCITY ** 2) # arrival v_arr_con = (x[6 + (self.__n_legs - 1) * 8] ** 2 + x[7 + (self.__n_legs - 1) * 8] ** 2 + x[8 + (self.__n_legs - 1) * 8] ** 2 - self.__vinf_arr ** 2) / (EARTH_VELOCITY ** 2) cineq.append(v_dep_con * 100) cineq.append(v_arr_con * 100) # We add the fly-by constraints for i in range(self.__n_legs - 1): DV_eq, alpha_ineq = fb_con(x[6 + i * 8:9 + i * 8], x[11 + i * 8:14 + i * 8], self.seq[i + 1]) ceq.append(DV_eq / (EARTH_VELOCITY ** 2)) cineq.append(alpha_ineq) # Making the mismatches non dimensional for i in range(self.__n_legs): ceq[0 + i * 7] /= AU ceq[1 + i * 7] /= AU ceq[2 + i * 7] /= AU ceq[3 + i * 7] /= EARTH_VELOCITY ceq[4 + i * 7] /= EARTH_VELOCITY ceq[5 + i * 7] /= EARTH_VELOCITY ceq[6 + i * 7] /= self.__sc.mass # We assemble the constraint vector retval = list() retval.extend(ceq) retval.extend(cineq) return retval # And this helps visualizing the trajectory def plot(self, x, ax=None): """ ax = prob.plot(x, ax=None) - x: encoded trajectory - ax: matplotlib axis where to plot. If None figure and axis will be created - [out] ax: matplotlib axis where to plot Plots the trajectory represented by a decision vector x on the 3d axis ax Example:: ax = prob.plot(x) """ import matplotlib as mpl from mpl_toolkits.mplot3d import Axes3D import matplotlib.pyplot as plt from PyKEP import epoch, AU from PyKEP.sims_flanagan import sc_state from PyKEP.orbit_plots import plot_planet, plot_sf_leg # Creating the axis if necessary if ax is None: mpl.rcParams['legend.fontsize'] = 10 fig = plt.figure() axis = fig.gca(projection='3d') else: axis = ax # Plotting the Sun ........ axis.scatter([0], [0], [0], color='y') # Plotting the legs ....... # 1 - We decode the chromosome extracting the time of flights T = list([0] * (self.__n_legs)) for i in range(self.__n_legs): T[i] = x[1 + i * 8] # 2 - We compute the epochs and ephemerides of the planetary encounters t_P = list([None] * (self.__n_legs + 1)) r_P = list([None] * (self.__n_legs + 1)) v_P = list([None] * (self.__n_legs + 1)) for i, planet in enumerate(self.seq): t_P[i] = epoch(x[0] + sum(T[0:i])) r_P[i], v_P[i] = self.seq[i].eph(t_P[i]) # 3 - We iterate through legs to compute mismatches and throttles constraints ceq = list() cineq = list() m0 = self.__sc.mass for i in range(self.__n_legs): # First Leg v = [a + b for a, b in zip(v_P[i], x[(3 + i * 8):(6 + i * 8)])] x0 = sc_state(r_P[i], v, m0) v = [a + b for a, b in zip(v_P[i + 1], x[(6 + i * 8):(11 + i * 8)])] xe = sc_state(r_P[i + 1], v, x[2 + i * 8]) throttles = x[(1 + 8 * self.__n_legs + 3 * sum(self.__n_seg[:i])):(1 + 8 * self.__n_legs + 3 * sum(self.__n_seg[:i]) + 3 * self.__n_seg[i])] self.__leg.set(t_P[i], x0, throttles, t_P[i + 1], xe) # update mass! m0 = x[2 + 8 * i] plot_sf_leg(self.__leg, units=AU, N=10, ax=axis) # Plotting planets for i, planet in enumerate(self.seq): plot_planet(planet, t_P[i], units=AU, legend=True, color=(0.7, 0.7, 1), ax = axis) plt.show() return axis def high_fidelity(self, boolean): """ prob.high_fidelity(status) - status: either True or False (True sets high fidelity on) Sets the trajectory high fidelity mode Example:: prob.high_fidelity(True) """ # We avoid here that objfun and constraint are kept that have been evaluated wrt a different fidelity self.reset_caches() # We set the propagation fidelity self.__leg.high_fidelity = boolean def ic_from_mga_1dsm(self, x): """ x_lt = prob.ic_from_mga_1dsm(x_mga) - x_mga: compatible trajectory as encoded by an mga_1dsm problem Returns an initial guess for the low-thrust trajectory, converting the mga_1dsm solution x_dsm. The user is responsible that x_mga makes sense (i.e. it is a viable mga_1dsm representation). The conversion is done by importing in the low-thrust encoding a) the launch date b) all the legs durations, c) the in and out relative velocities at each planet. All throttles are put to zero. Example:: x_lt= prob.ic_from_mga_1dsm(x_mga) """ from math import pi, cos, sin, acos from scipy.linalg import norm from PyKEP import propagate_lagrangian, lambert_problem, DAY2SEC, fb_prop retval = list([0.0] * self.dimension) # 1 - we 'decode' the chromosome recording the various times of flight (days) in the list T T = list([0] * (self.__n_legs)) for i in range(len(T)): T[i] = log(x[2 + 4 * i]) total = sum(T) T = [x[1] * time / total for time in T] retval[0] = x[0] for i in range(self.__n_legs): retval[1 + 8 * i] = T[i] retval[2 + 8 * i] = self.__sc.mass # 2 - We compute the epochs and ephemerides of the planetary encounters t_P = list([None] * (self.__n_legs + 1)) r_P = list([None] * (self.__n_legs + 1)) v_P = list([None] * (self.__n_legs + 1)) DV = list([None] * (self.__n_legs + 1)) for i, planet in enumerate(self.seq): t_P[i] = epoch(x[0] + sum(T[0:i])) r_P[i], v_P[i] = self.seq[i].eph(t_P[i]) # 3 - We start with the first leg theta = 2 * pi * x[1] phi = acos(2 * x[2] - 1) - pi / 2 Vinfx = x[3] * cos(phi) * cos(theta) Vinfy = x[3] * cos(phi) * sin(theta) Vinfz = x[3] * sin(phi) retval[3:6] = [Vinfx, Vinfy, Vinfz] v0 = [a + b for a, b in zip(v_P[0], [Vinfx, Vinfy, Vinfz])] r, v = propagate_lagrangian(r_P[0], v0, x[4] * T[0] * DAY2SEC, MU_SUN) # Lambert arc to reach seq[1] dt = (1 - x[4]) * T[0] * DAY2SEC l = lambert_problem(r, r_P[1], dt, MU_SUN) v_end_l = l.get_v2()[0] v_beg_l = l.get_v1()[0] retval[6:9] = [a - b for a, b in zip(v_end_l, v_P[1])] # 4 - And we proceed with each successive leg for i in range(1, self.__n_legs): # Fly-by v_out = fb_prop(v_end_l, v_P[i], x[7 + (i - 1) * 4] * self.seq[i].radius, x[6 + (i - 1) * 4], self.seq[i].mu_self) retval[3 + i * 8:6 + i * 8] = [a - b for a, b in zip(v_out, v_P[i])] # s/c propagation before the DSM r, v = propagate_lagrangian(r_P[i], v_out, x[8 + (i - 1) * 4] * T[i] * DAY2SEC, MU_SUN) # Lambert arc to reach Earth during (1-nu2)*T2 (second segment) dt = (1 - x[8 + (i - 1) * 4]) * T[i] * DAY2SEC l = lambert_problem(r, r_P[i + 1], dt, MU_SUN) v_end_l = l.get_v2()[0] v_beg_l = l.get_v1()[0] # DSM occuring at time nu2*T2 DV[i] = norm([a - b for a, b in zip(v_beg_l, v)]) retval[6 + i * 8:9 + i * 8] = [a - b for a, b in zip(v_end_l, v_P[i + 1])] return retval def double_segments(self, x): """ x_doubled = prob.double_segments(x) - x: compatible trajectory as encoded by an mga_1dsm mga_lt_nep Returns the decision vector encoding a low trust trajectory having double the number of segments with respect to x and a 'similar' throttle history. In case high fidelity is True, and x is a feasible trajectory, the returned decision vector also encodes a feasible trajectory that can be further optimized Example:: prob = traj.mga_lt_nep(nseg=[[10],[20]]) pop = population(prob,1) .......OPTIMIZE....... x = prob.double_segments(pop.champion.x) prob = traj.mga_lt_nep(nseg=[[20],[40]]) pop = population(prob) pop.push_back(x) .......OPTIMIZE AGAIN...... """ y = list() y.extend(x[:-sum(self.__n_seg) * 3]) for i in range(sum(self.__n_seg)): y.extend(x[-(sum(self.__n_seg) - i) * 3:-(sum(self.__n_seg) - 1 - i) * 3] * 2) y.extend(x[-3:] * 2) return y
gpl-3.0
astocko/statsmodels
statsmodels/stats/anova.py
25
13433
from statsmodels.compat.python import lrange, lmap import numpy as np from scipy import stats from pandas import DataFrame, Index from statsmodels.formula.formulatools import (_remove_intercept_patsy, _has_intercept, _intercept_idx) def _get_covariance(model, robust): if robust is None: return model.cov_params() elif robust == "hc0": se = model.HC0_se return model.cov_HC0 elif robust == "hc1": se = model.HC1_se return model.cov_HC1 elif robust == "hc2": se = model.HC2_se return model.cov_HC2 elif robust == "hc3": se = model.HC3_se return model.cov_HC3 else: # pragma: no cover raise ValueError("robust options %s not understood" % robust) #NOTE: these need to take into account weights ! def anova_single(model, **kwargs): """ ANOVA table for one fitted linear model. Parameters ---------- model : fitted linear model results instance A fitted linear model typ : int or str {1,2,3} or {"I","II","III"} Type of sum of squares to use. **kwargs** scale : float Estimate of variance, If None, will be estimated from the largest model. Default is None. test : str {"F", "Chisq", "Cp"} or None Test statistics to provide. Default is "F". Notes ----- Use of this function is discouraged. Use anova_lm instead. """ test = kwargs.get("test", "F") scale = kwargs.get("scale", None) typ = kwargs.get("typ", 1) robust = kwargs.get("robust", None) if robust: robust = robust.lower() endog = model.model.endog exog = model.model.exog nobs = exog.shape[0] response_name = model.model.endog_names design_info = model.model.data.design_info exog_names = model.model.exog_names # +1 for resids n_rows = (len(design_info.terms) - _has_intercept(design_info) + 1) pr_test = "PR(>%s)" % test names = ['df', 'sum_sq', 'mean_sq', test, pr_test] table = DataFrame(np.zeros((n_rows, 5)), columns = names) if typ in [1,"I"]: return anova1_lm_single(model, endog, exog, nobs, design_info, table, n_rows, test, pr_test, robust) elif typ in [2, "II"]: return anova2_lm_single(model, design_info, n_rows, test, pr_test, robust) elif typ in [3, "III"]: return anova3_lm_single(model, design_info, n_rows, test, pr_test, robust) elif typ in [4, "IV"]: raise NotImplemented("Type IV not yet implemented") else: # pragma: no cover raise ValueError("Type %s not understood" % str(typ)) def anova1_lm_single(model, endog, exog, nobs, design_info, table, n_rows, test, pr_test, robust): """ ANOVA table for one fitted linear model. Parameters ---------- model : fitted linear model results instance A fitted linear model **kwargs** scale : float Estimate of variance, If None, will be estimated from the largest model. Default is None. test : str {"F", "Chisq", "Cp"} or None Test statistics to provide. Default is "F". Notes ----- Use of this function is discouraged. Use anova_lm instead. """ #maybe we should rethink using pinv > qr in OLS/linear models? effects = getattr(model, 'effects', None) if effects is None: q,r = np.linalg.qr(exog) effects = np.dot(q.T, endog) arr = np.zeros((len(design_info.terms), len(design_info.column_names))) slices = [design_info.slice(name) for name in design_info.term_names] for i,slice_ in enumerate(slices): arr[i, slice_] = 1 sum_sq = np.dot(arr, effects**2) #NOTE: assumes intercept is first column idx = _intercept_idx(design_info) sum_sq = sum_sq[~idx] term_names = np.array(design_info.term_names) # want boolean indexing term_names = term_names[~idx] index = term_names.tolist() table.index = Index(index + ['Residual']) table.ix[index, ['df', 'sum_sq']] = np.c_[arr[~idx].sum(1), sum_sq] if test == 'F': table.ix[:n_rows, test] = ((table['sum_sq']/table['df'])/ (model.ssr/model.df_resid)) table.ix[:n_rows, pr_test] = stats.f.sf(table["F"], table["df"], model.df_resid) # fill in residual table.ix['Residual', ['sum_sq','df', test, pr_test]] = (model.ssr, model.df_resid, np.nan, np.nan) table['mean_sq'] = table['sum_sq'] / table['df'] return table #NOTE: the below is not agnostic about formula... def anova2_lm_single(model, design_info, n_rows, test, pr_test, robust): """ ANOVA type II table for one fitted linear model. Parameters ---------- model : fitted linear model results instance A fitted linear model **kwargs** scale : float Estimate of variance, If None, will be estimated from the largest model. Default is None. test : str {"F", "Chisq", "Cp"} or None Test statistics to provide. Default is "F". Notes ----- Use of this function is discouraged. Use anova_lm instead. Type II Sum of Squares compares marginal contribution of terms. Thus, it is not particularly useful for models with significant interaction terms. """ terms_info = design_info.terms[:] # copy terms_info = _remove_intercept_patsy(terms_info) names = ['sum_sq', 'df', test, pr_test] table = DataFrame(np.zeros((n_rows, 4)), columns = names) cov = _get_covariance(model, None) robust_cov = _get_covariance(model, robust) col_order = [] index = [] for i, term in enumerate(terms_info): # grab all varaibles except interaction effects that contain term # need two hypotheses matrices L1 is most restrictive, ie., term==0 # L2 is everything except term==0 cols = design_info.slice(term) L1 = lrange(cols.start, cols.stop) L2 = [] term_set = set(term.factors) for t in terms_info: # for the term you have other_set = set(t.factors) if term_set.issubset(other_set) and not term_set == other_set: col = design_info.slice(t) # on a higher order term containing current `term` L1.extend(lrange(col.start, col.stop)) L2.extend(lrange(col.start, col.stop)) L1 = np.eye(model.model.exog.shape[1])[L1] L2 = np.eye(model.model.exog.shape[1])[L2] if L2.size: LVL = np.dot(np.dot(L1,robust_cov),L2.T) from scipy import linalg orth_compl,_ = linalg.qr(LVL) r = L1.shape[0] - L2.shape[0] # L1|2 # use the non-unique orthogonal completion since L12 is rank r L12 = np.dot(orth_compl[:,-r:].T, L1) else: L12 = L1 r = L1.shape[0] #from IPython.core.debugger import Pdb; Pdb().set_trace() if test == 'F': f = model.f_test(L12, cov_p=robust_cov) table.ix[i, test] = test_value = f.fvalue table.ix[i, pr_test] = f.pvalue # need to back out SSR from f_test table.ix[i, 'df'] = r col_order.append(cols.start) index.append(term.name()) table.index = Index(index + ['Residual']) table = table.ix[np.argsort(col_order + [model.model.exog.shape[1]+1])] # back out sum of squares from f_test ssr = table[test] * table['df'] * model.ssr/model.df_resid table['sum_sq'] = ssr # fill in residual table.ix['Residual', ['sum_sq','df', test, pr_test]] = (model.ssr, model.df_resid, np.nan, np.nan) return table def anova3_lm_single(model, design_info, n_rows, test, pr_test, robust): n_rows += _has_intercept(design_info) terms_info = design_info.terms names = ['sum_sq', 'df', test, pr_test] table = DataFrame(np.zeros((n_rows, 4)), columns = names) cov = _get_covariance(model, robust) col_order = [] index = [] for i, term in enumerate(terms_info): # grab term, hypothesis is that term == 0 cols = design_info.slice(term) L1 = np.eye(model.model.exog.shape[1])[cols] L12 = L1 r = L1.shape[0] if test == 'F': f = model.f_test(L12, cov_p=cov) table.ix[i, test] = test_value = f.fvalue table.ix[i, pr_test] = f.pvalue # need to back out SSR from f_test table.ix[i, 'df'] = r #col_order.append(cols.start) index.append(term.name()) table.index = Index(index + ['Residual']) #NOTE: Don't need to sort because terms are an ordered dict now #table = table.ix[np.argsort(col_order + [model.model.exog.shape[1]+1])] # back out sum of squares from f_test ssr = table[test] * table['df'] * model.ssr/model.df_resid table['sum_sq'] = ssr # fill in residual table.ix['Residual', ['sum_sq','df', test, pr_test]] = (model.ssr, model.df_resid, np.nan, np.nan) return table def anova_lm(*args, **kwargs): """ ANOVA table for one or more fitted linear models. Parameters ---------- args : fitted linear model results instance One or more fitted linear models scale : float Estimate of variance, If None, will be estimated from the largest model. Default is None. test : str {"F", "Chisq", "Cp"} or None Test statistics to provide. Default is "F". typ : str or int {"I","II","III"} or {1,2,3} The type of ANOVA test to perform. See notes. robust : {None, "hc0", "hc1", "hc2", "hc3"} Use heteroscedasticity-corrected coefficient covariance matrix. If robust covariance is desired, it is recommended to use `hc3`. Returns ------- anova : DataFrame A DataFrame containing. Notes ----- Model statistics are given in the order of args. Models must have been fit using the formula api. See Also -------- model_results.compare_f_test, model_results.compare_lm_test Examples -------- >>> import statsmodels.api as sm >>> from statsmodels.formula.api import ols >>> moore = sm.datasets.get_rdataset("Moore", "car", ... cache=True) # load data >>> data = moore.data >>> data = data.rename(columns={"partner.status" : ... "partner_status"}) # make name pythonic >>> moore_lm = ols('conformity ~ C(fcategory, Sum)*C(partner_status, Sum)', ... data=data).fit() >>> table = sm.stats.anova_lm(moore_lm, typ=2) # Type 2 ANOVA DataFrame >>> print table """ typ = kwargs.get('typ', 1) ### Farm Out Single model ANOVA Type I, II, III, and IV ### if len(args) == 1: model = args[0] return anova_single(model, **kwargs) try: assert typ in [1,"I"] except: raise ValueError("Multiple models only supported for type I. " "Got type %s" % str(typ)) ### COMPUTE ANOVA TYPE I ### # if given a single model if len(args) == 1: return anova_single(*args, **kwargs) # received multiple fitted models test = kwargs.get("test", "F") scale = kwargs.get("scale", None) n_models = len(args) model_formula = [] pr_test = "Pr(>%s)" % test names = ['df_resid', 'ssr', 'df_diff', 'ss_diff', test, pr_test] table = DataFrame(np.zeros((n_models, 6)), columns = names) if not scale: # assume biggest model is last scale = args[-1].scale table["ssr"] = lmap(getattr, args, ["ssr"]*n_models) table["df_resid"] = lmap(getattr, args, ["df_resid"]*n_models) table.ix[1:, "df_diff"] = -np.diff(table["df_resid"].values) table["ss_diff"] = -table["ssr"].diff() if test == "F": table["F"] = table["ss_diff"] / table["df_diff"] / scale table[pr_test] = stats.f.sf(table["F"], table["df_diff"], table["df_resid"]) # for earlier scipy - stats.f.sf(np.nan, 10, 2) -> 0 not nan table[pr_test][table['F'].isnull()] = np.nan return table if __name__ == "__main__": import pandas from statsmodels.formula.api import ols # in R #library(car) #write.csv(Moore, "moore.csv", row.names=FALSE) moore = pandas.read_table('moore.csv', delimiter=",", skiprows=1, names=['partner_status','conformity', 'fcategory','fscore']) moore_lm = ols('conformity ~ C(fcategory, Sum)*C(partner_status, Sum)', data=moore).fit() mooreB = ols('conformity ~ C(partner_status, Sum)', data=moore).fit() # for each term you just want to test vs the model without its # higher-order terms # using Monette-Fox slides and Marden class notes for linear algebra / # orthogonal complement # https://netfiles.uiuc.edu/jimarden/www/Classes/STAT324/ table = anova_lm(moore_lm, typ=2)
bsd-3-clause
vortex-ape/scikit-learn
sklearn/ensemble/partial_dependence.py
5
15362
"""Partial dependence plots for tree ensembles. """ # Authors: Peter Prettenhofer # License: BSD 3 clause from itertools import count import numbers import numpy as np from scipy.stats.mstats import mquantiles from ..utils.extmath import cartesian from ..utils import Parallel, delayed from ..externals import six from ..externals.six.moves import map, range, zip from ..utils import check_array from ..utils.validation import check_is_fitted from ..tree._tree import DTYPE from ._gradient_boosting import _partial_dependence_tree from .gradient_boosting import BaseGradientBoosting def _grid_from_X(X, percentiles=(0.05, 0.95), grid_resolution=100): """Generate a grid of points based on the ``percentiles of ``X``. The grid is generated by placing ``grid_resolution`` equally spaced points between the ``percentiles`` of each column of ``X``. Parameters ---------- X : ndarray The data percentiles : tuple of floats The percentiles which are used to construct the extreme values of the grid axes. grid_resolution : int The number of equally spaced points that are placed on the grid. Returns ------- grid : ndarray All data points on the grid; ``grid.shape[1] == X.shape[1]`` and ``grid.shape[0] == grid_resolution * X.shape[1]``. axes : seq of ndarray The axes with which the grid has been created. """ if len(percentiles) != 2: raise ValueError('percentile must be tuple of len 2') if not all(0. <= x <= 1. for x in percentiles): raise ValueError('percentile values must be in [0, 1]') axes = [] emp_percentiles = mquantiles(X, prob=percentiles, axis=0) for col in range(X.shape[1]): uniques = np.unique(X[:, col]) if uniques.shape[0] < grid_resolution: # feature has low resolution use unique vals axis = uniques else: # create axis based on percentiles and grid resolution axis = np.linspace(emp_percentiles[0, col], emp_percentiles[1, col], num=grid_resolution, endpoint=True) axes.append(axis) return cartesian(axes), axes def partial_dependence(gbrt, target_variables, grid=None, X=None, percentiles=(0.05, 0.95), grid_resolution=100): """Partial dependence of ``target_variables``. Partial dependence plots show the dependence between the joint values of the ``target_variables`` and the function represented by the ``gbrt``. Read more in the :ref:`User Guide <partial_dependence>`. Parameters ---------- gbrt : BaseGradientBoosting A fitted gradient boosting model. target_variables : array-like, dtype=int The target features for which the partial dependecy should be computed (size should be smaller than 3 for visual renderings). grid : array-like, shape=(n_points, len(target_variables)) The grid of ``target_variables`` values for which the partial dependecy should be evaluated (either ``grid`` or ``X`` must be specified). X : array-like, shape=(n_samples, n_features) The data on which ``gbrt`` was trained. It is used to generate a ``grid`` for the ``target_variables``. The ``grid`` comprises ``grid_resolution`` equally spaced points between the two ``percentiles``. percentiles : (low, high), default=(0.05, 0.95) The lower and upper percentile used create the extreme values for the ``grid``. Only if ``X`` is not None. grid_resolution : int, default=100 The number of equally spaced points on the ``grid``. Returns ------- pdp : array, shape=(n_classes, n_points) The partial dependence function evaluated on the ``grid``. For regression and binary classification ``n_classes==1``. axes : seq of ndarray or None The axes with which the grid has been created or None if the grid has been given. Examples -------- >>> samples = [[0, 0, 2], [1, 0, 0]] >>> labels = [0, 1] >>> from sklearn.ensemble import GradientBoostingClassifier >>> gb = GradientBoostingClassifier(random_state=0).fit(samples, labels) >>> kwargs = dict(X=samples, percentiles=(0, 1), grid_resolution=2) >>> partial_dependence(gb, [0], **kwargs) # doctest: +SKIP (array([[-4.52..., 4.52...]]), [array([ 0., 1.])]) """ if not isinstance(gbrt, BaseGradientBoosting): raise ValueError('gbrt has to be an instance of BaseGradientBoosting') check_is_fitted(gbrt, 'estimators_') if (grid is None and X is None) or (grid is not None and X is not None): raise ValueError('Either grid or X must be specified') target_variables = np.asarray(target_variables, dtype=np.int32, order='C').ravel() if any([not (0 <= fx < gbrt.n_features_) for fx in target_variables]): raise ValueError('target_variables must be in [0, %d]' % (gbrt.n_features_ - 1)) if X is not None: X = check_array(X, dtype=DTYPE, order='C') grid, axes = _grid_from_X(X[:, target_variables], percentiles, grid_resolution) else: assert grid is not None # dont return axes if grid is given axes = None # grid must be 2d if grid.ndim == 1: grid = grid[:, np.newaxis] if grid.ndim != 2: raise ValueError('grid must be 2d but is %dd' % grid.ndim) grid = np.asarray(grid, dtype=DTYPE, order='C') assert grid.shape[1] == target_variables.shape[0] n_trees_per_stage = gbrt.estimators_.shape[1] n_estimators = gbrt.estimators_.shape[0] pdp = np.zeros((n_trees_per_stage, grid.shape[0],), dtype=np.float64, order='C') for stage in range(n_estimators): for k in range(n_trees_per_stage): tree = gbrt.estimators_[stage, k].tree_ _partial_dependence_tree(tree, grid, target_variables, gbrt.learning_rate, pdp[k]) return pdp, axes def plot_partial_dependence(gbrt, X, features, feature_names=None, label=None, n_cols=3, grid_resolution=100, percentiles=(0.05, 0.95), n_jobs=None, verbose=0, ax=None, line_kw=None, contour_kw=None, **fig_kw): """Partial dependence plots for ``features``. The ``len(features)`` plots are arranged in a grid with ``n_cols`` columns. Two-way partial dependence plots are plotted as contour plots. Read more in the :ref:`User Guide <partial_dependence>`. Parameters ---------- gbrt : BaseGradientBoosting A fitted gradient boosting model. X : array-like, shape=(n_samples, n_features) The data on which ``gbrt`` was trained. features : seq of ints, strings, or tuples of ints or strings If seq[i] is an int or a tuple with one int value, a one-way PDP is created; if seq[i] is a tuple of two ints, a two-way PDP is created. If feature_names is specified and seq[i] is an int, seq[i] must be < len(feature_names). If seq[i] is a string, feature_names must be specified, and seq[i] must be in feature_names. feature_names : seq of str Name of each feature; feature_names[i] holds the name of the feature with index i. label : object The class label for which the PDPs should be computed. Only if gbrt is a multi-class model. Must be in ``gbrt.classes_``. n_cols : int The number of columns in the grid plot (default: 3). grid_resolution : int, default=100 The number of equally spaced points on the axes. percentiles : (low, high), default=(0.05, 0.95) The lower and upper percentile used to create the extreme values for the PDP axes. n_jobs : int or None, optional (default=None) ``None`` means 1 unless in a :obj:`joblib.parallel_backend` context. ``-1`` means using all processors. See :term:`Glossary <n_jobs>` for more details. verbose : int Verbose output during PD computations. Defaults to 0. ax : Matplotlib axis object, default None An axis object onto which the plots will be drawn. line_kw : dict Dict with keywords passed to the ``matplotlib.pyplot.plot`` call. For one-way partial dependence plots. contour_kw : dict Dict with keywords passed to the ``matplotlib.pyplot.plot`` call. For two-way partial dependence plots. **fig_kw : dict Dict with keywords passed to the figure() call. Note that all keywords not recognized above will be automatically included here. Returns ------- fig : figure The Matplotlib Figure object. axs : seq of Axis objects A seq of Axis objects, one for each subplot. Examples -------- >>> from sklearn.datasets import make_friedman1 >>> from sklearn.ensemble import GradientBoostingRegressor >>> X, y = make_friedman1() >>> clf = GradientBoostingRegressor(n_estimators=10).fit(X, y) >>> fig, axs = plot_partial_dependence(clf, X, [0, (0, 1)]) #doctest: +SKIP ... """ import matplotlib.pyplot as plt from matplotlib import transforms from matplotlib.ticker import MaxNLocator from matplotlib.ticker import ScalarFormatter if not isinstance(gbrt, BaseGradientBoosting): raise ValueError('gbrt has to be an instance of BaseGradientBoosting') check_is_fitted(gbrt, 'estimators_') # set label_idx for multi-class GBRT if hasattr(gbrt, 'classes_') and np.size(gbrt.classes_) > 2: if label is None: raise ValueError('label is not given for multi-class PDP') label_idx = np.searchsorted(gbrt.classes_, label) if gbrt.classes_[label_idx] != label: raise ValueError('label %s not in ``gbrt.classes_``' % str(label)) else: # regression and binary classification label_idx = 0 X = check_array(X, dtype=DTYPE, order='C') if gbrt.n_features_ != X.shape[1]: raise ValueError('X.shape[1] does not match gbrt.n_features_') if line_kw is None: line_kw = {'color': 'green'} if contour_kw is None: contour_kw = {} # convert feature_names to list if feature_names is None: # if not feature_names use fx indices as name feature_names = [str(i) for i in range(gbrt.n_features_)] elif isinstance(feature_names, np.ndarray): feature_names = feature_names.tolist() def convert_feature(fx): if isinstance(fx, six.string_types): try: fx = feature_names.index(fx) except ValueError: raise ValueError('Feature %s not in feature_names' % fx) return fx # convert features into a seq of int tuples tmp_features = [] for fxs in features: if isinstance(fxs, (numbers.Integral,) + six.string_types): fxs = (fxs,) try: fxs = np.array([convert_feature(fx) for fx in fxs], dtype=np.int32) except TypeError: raise ValueError('features must be either int, str, or tuple ' 'of int/str') if not (1 <= np.size(fxs) <= 2): raise ValueError('target features must be either one or two') tmp_features.append(fxs) features = tmp_features names = [] try: for fxs in features: l = [] # explicit loop so "i" is bound for exception below for i in fxs: l.append(feature_names[i]) names.append(l) except IndexError: raise ValueError('All entries of features must be less than ' 'len(feature_names) = {0}, got {1}.' .format(len(feature_names), i)) # compute PD functions pd_result = Parallel(n_jobs=n_jobs, verbose=verbose)( delayed(partial_dependence)(gbrt, fxs, X=X, grid_resolution=grid_resolution, percentiles=percentiles) for fxs in features) # get global min and max values of PD grouped by plot type pdp_lim = {} for pdp, axes in pd_result: min_pd, max_pd = pdp[label_idx].min(), pdp[label_idx].max() n_fx = len(axes) old_min_pd, old_max_pd = pdp_lim.get(n_fx, (min_pd, max_pd)) min_pd = min(min_pd, old_min_pd) max_pd = max(max_pd, old_max_pd) pdp_lim[n_fx] = (min_pd, max_pd) # create contour levels for two-way plots if 2 in pdp_lim: Z_level = np.linspace(*pdp_lim[2], num=8) if ax is None: fig = plt.figure(**fig_kw) else: fig = ax.get_figure() fig.clear() n_cols = min(n_cols, len(features)) n_rows = int(np.ceil(len(features) / float(n_cols))) axs = [] for i, fx, name, (pdp, axes) in zip(count(), features, names, pd_result): ax = fig.add_subplot(n_rows, n_cols, i + 1) if len(axes) == 1: ax.plot(axes[0], pdp[label_idx].ravel(), **line_kw) else: # make contour plot assert len(axes) == 2 XX, YY = np.meshgrid(axes[0], axes[1]) Z = pdp[label_idx].reshape(list(map(np.size, axes))).T CS = ax.contour(XX, YY, Z, levels=Z_level, linewidths=0.5, colors='k') ax.contourf(XX, YY, Z, levels=Z_level, vmax=Z_level[-1], vmin=Z_level[0], alpha=0.75, **contour_kw) ax.clabel(CS, fmt='%2.2f', colors='k', fontsize=10, inline=True) # plot data deciles + axes labels deciles = mquantiles(X[:, fx[0]], prob=np.arange(0.1, 1.0, 0.1)) trans = transforms.blended_transform_factory(ax.transData, ax.transAxes) ylim = ax.get_ylim() ax.vlines(deciles, [0], 0.05, transform=trans, color='k') ax.set_xlabel(name[0]) ax.set_ylim(ylim) # prevent x-axis ticks from overlapping ax.xaxis.set_major_locator(MaxNLocator(nbins=6, prune='lower')) tick_formatter = ScalarFormatter() tick_formatter.set_powerlimits((-3, 4)) ax.xaxis.set_major_formatter(tick_formatter) if len(axes) > 1: # two-way PDP - y-axis deciles + labels deciles = mquantiles(X[:, fx[1]], prob=np.arange(0.1, 1.0, 0.1)) trans = transforms.blended_transform_factory(ax.transAxes, ax.transData) xlim = ax.get_xlim() ax.hlines(deciles, [0], 0.05, transform=trans, color='k') ax.set_ylabel(name[1]) # hline erases xlim ax.set_xlim(xlim) else: ax.set_ylabel('Partial dependence') if len(axes) == 1: ax.set_ylim(pdp_lim[1]) axs.append(ax) fig.subplots_adjust(bottom=0.15, top=0.7, left=0.1, right=0.95, wspace=0.4, hspace=0.3) return fig, axs
bsd-3-clause
simiden/BangsimonStocks
stockGUI.py
2
14430
import wx import warnings import os import matplotlib import wx.lib.hyperlink as hl import wx.lib.scrolledpanel import wx.lib.calendar as cal matplotlib.use('WXAgg') from matplotlib.figure import Figure from matplotlib.backends.backend_wxagg import FigureCanvasWxAgg as FigCanvas, NavigationToolbar2WxAgg as NavigationToolbar from stockInfo import stockInfo from stockPlot import stockPlot from stockUtil import * from stockAnalysis import Beta, BuyOrSell from datetime import timedelta,date,datetime import webbrowser #: Default values used on start an when fetching new data DEFAULT_TICKER = "GOOG" DEFAULT_PERIOD = 26 class initialFrame(wx.Frame): """ The main frame of the application """ title = "Bangsimon Stocks" def __init__(self): #Create everything super(initialFrame,self).__init__( None, -1, self.title,) self.Bind(wx.EVT_CLOSE, self.on_exit) self.create_menu() self.create_status_bar() print "Fetching initial data" self.create_main_panel() print "Plotting initial data" self.draw_figure() def create_menu(self): """Creates the menubar""" self.menubar = wx.MenuBar() menu_file = wx.Menu() m_new = menu_file.Append(-1, "&New ticker\tCtrl-N", "Choose new ticker to track") self.Bind(wx.EVT_MENU, self.on_new, m_new) m_expt = menu_file.Append(-1, "&Save plot\tCtrl-S", "Save plot to file") self.Bind(wx.EVT_MENU, self.on_save_plot, m_expt) menu_file.AppendSeparator() m_exit = menu_file.Append(-1, "E&xit\tCtrl-X", "Exit") self.Bind(wx.EVT_MENU, self.on_exit, m_exit) plot = wx.Menu() options = ['Adj Close','Open' ,'High', 'Low', 'Close', 'Avg. Price'] #Use map instead of multible copy paste M = map( (lambda x: self.Bind(wx.EVT_MENU,self.plot_handler, plot.AppendRadioItem(-1,x))),options) plot.AppendSeparator() #We want these to be on the same graph, option to turn on or off self.Bind(wx.EVT_MENU,self.plot_handler,plot.AppendCheckItem(-1, "Simple Moving Average")) self.Bind(wx.EVT_MENU,self.plot_handler,plot.AppendCheckItem(-1, "Volume")) dates = wx.Menu() self.Bind(wx.EVT_MENU,self.changeFromDate,dates.Append(-1, "Change From Date")) self.Bind(wx.EVT_MENU,self.changeToDate,dates.Append(-1, "Change To Date")) comp = wx.Menu() self.Bind(wx.EVT_MENU,self.tiProfile,comp.Append(-1, "Profile")) self.Bind(wx.EVT_MENU,self.tiKeys,comp.Append(-1, "Key Statistics")) self.menubar.SetMenus([(menu_file,"&File"),(plot, "&Plot"),(dates,"&Dates"),(comp, "&Company")]) self.SetMenuBar(self.menubar) def create_main_panel(self): """ Creates the main panel and everything""" self.panel = wx.Panel(self) self.panel.stockObj = stockInfo(DEFAULT_TICKER) #Put up some default values that are used in plot self.panel.currentAttr = "Adj Close" td = self.panel.stockObj.toDate - timedelta(weeks=DEFAULT_PERIOD) if self.panel.stockObj.validDate(td): self.panel.fromDate = td else: self.panel.fromDate = self.panel.stockObj.fromDate self.panel.toDate = self.panel.stockObj.toDate self.panel.MovingAvg = False self.panel.Volume = False self.panel.MovingAvgN = 20 self.panel.Beta = Beta(self.panel.stockObj,self.panel.fromDate, self.panel.toDate) #adding the pllot self.fig = matplotlib.pyplot.gcf() self.canvas = FigCanvas(self.panel, -1, self.fig) #Add slider to change n of moving average self.slider_label = wx.StaticText(self.panel, -1, "Moving Average N: ") self.slider_width = wx.Slider(self.panel, -1, value=20, minValue=20, maxValue=200, style=wx.SL_AUTOTICKS | wx.SL_LABELS) self.slider_width.SetTickFreq(10, 1) self.Bind(wx.EVT_COMMAND_SCROLL_THUMBTRACK, self.on_slider_width, self.slider_width) self.Bind(wx.EVT_COMMAND_SCROLL_CHANGED, self.on_slider_width, self.slider_width) #Toolbar of chart self.toolbar = NavigationToolbar(self.canvas) self.SetToolBar(self.toolbar) self.toolbar.Realize()#: Windows fix, does not work #We use boxes to get a dynamic layout self.vbox = wx.BoxSizer(wx.VERTICAL) self.vbox.Add(self.canvas, 0, wx.LEFT | wx.TOP | wx.EXPAND) self.hbox = wx.BoxSizer(wx.HORIZONTAL) flags = wx.ALIGN_LEFT | wx.ALL | wx.ALIGN_CENTER_VERTICAL self.hbox.AddSpacer(30) self.hbox.Add(self.slider_label, 0, flag=flags) self.hbox.Add(self.slider_width, 1, border=3, flag=flags |wx.EXPAND) self.vbox.Add(self.hbox, 0, flag = wx.ALIGN_LEFT | wx.TOP| wx.EXPAND) self.vbox.AddSpacer(10) #Add NewsFeed self.RssBox = wx.BoxSizer(wx.VERTICAL) self.RssPanel = wx.lib.scrolledpanel.ScrolledPanel(self.panel) self.RssPanel.SetMinSize((-1,100)) self.RssPanel.SetSizer(self.RssBox) self.updateRSS() self.RssBox.Fit(self.RssPanel) self.RssPanel.SetupScrolling() self.vbox.Add(self.RssPanel,1, flag= wx.EXPAND | wx.ALIGN_CENTER) self.panel.SetSizer(self.vbox) self.vbox.Fit(self) self.updateCurrentData() def updateRSS(self): """Fetches news for the graph""" self.RssBox.Clear() rss = self.panel.stockObj.getRSS() self.hyperlinks = map( (lambda p:hl.HyperLinkCtrl(self.RssPanel,wx.ID_ANY,label=str(p[0]),URL = str(p[1]))),rss) for i in self.hyperlinks: self.RssBox.Add(i,0,flag= wx.EXPAND |wx.ALIGN_CENTER) self.RssBox.Layout() def create_status_bar(self): """Creates the statusbar""" self.statusbar = self.CreateStatusBar() def draw_figure(self): """Plots the graph""" self.flash_status_message("Plotting...") self.fig.clear() self.fig.subplots_adjust(top=0.82) self.fig = stockPlot(self.panel.stockObj,self.panel.currentAttr, self.panel.fromDate, self.panel.toDate, self.panel.MovingAvg, self.panel.MovingAvgN, self.panel.Volume) self.plotInformation() self.canvas.draw() self.flash_status_message("Plotting...Done") def plotInformation(self): """Prints additional data on graph""" self.updateCurrentData() #Put title on graph self.fig.suptitle(self.panel.currentData['name'],fontsize="16",fontweight="bold",url='http://finance.yahoo.com/q/pr?s='+self.panel.stockObj.ticker+'+Key+Statistics',picker=True,color="b") Cd = lambda c : str(self.panel.currentData[c]) #Current information on graph currentDataString1 = "Price: %s, Market Cap: %s\n\ 52 week high/low: %s/%s,\n\ Beta of period: %s" % (Cd('price'), Cd('market_cap'), Cd('52_week_high'), Cd('52_week_low'), str(self.panel.Beta)) currentDataString2 = "Short ratio: %s, 50 MAvg: %s\n\ Earnings per share: %s\n\ Data indicates you should %s" % (Cd('short_ratio'), Cd('50day_moving_avg'), Cd('earnings_per_share'), self.panel.BuyOrSell) self.fig.text(0.13, 0.965,"Current:\n" + currentDataString1, horizontalalignment='left', verticalalignment='top', multialignment='center', transform = self.fig.axes[0].transAxes) self.fig.text(0.87, 0.965,"Current:\n" + currentDataString2, horizontalalignment='right', verticalalignment='top', multialignment='center', transform = self.fig.axes[0].transAxes) #These two functions are used to open the information pages def tiKeys(self,event): webbrowser.open('http://finance.yahoo.com/q/ks?s='+self.panel.stockObj.ticker+'+Key+Statistics') def tiProfile(self,event): webbrowser.open('http://finance.yahoo.com/q/pr?s='+self.panel.stockObj.ticker+'+Profile') def updateCurrentData(self): """Fetches current data from yahoo""" self.panel.currentData = self.panel.stockObj.getCurrent() if BuyOrSell(self.panel.stockObj) == 1: self.panel.BuyOrSell = "buy" else: self.panel.BuyOrSell = "sell" def on_slider_width(self, event): """Handles the changing of the slider, updates the value used""" self.panel.MovingAvgN = self.slider_width.GetValue() self.draw_figure() def on_new(self, event): """Handles creating new tickers""" prompt = wx.TextEntryDialog(self, "Enter new ticker", "New ticker",self.panel.stockObj.ticker) prompt.ShowModal() #Use this loop and recursion to ensure we get a legal value try: self.flash_status_message("Fetching data...") self.panel.stockObj = stockInfo(prompt.GetValue()) self.flash_status_message("Fetching data...Done") if not (self.panel.stockObj.validDate(self.panel.fromDate) and self.panel.stockObj.validDate(self.panel.toDate)): td = self.panel.stockObj.toDate - timedelta(weeks=DEFAULT_PERIOD) if self.panel.stockObj.validDate(td): self.panel.fromDate = td else: self.panel.fromDate = self.panel.stockObj.fromDate self.panel.toDate = self.panel.stockObj.toDate self.panel.Beta = Beta(self.panel.stockObj,self.panel.fromDate, self.panel.toDate) self.updateCurrentData() self.updateRSS() self.draw_figure() except ValueError: msg = wx.MessageDialog(self, "Invalid Ticker", "Error", wx.OK|wx.ICON_ERROR) msg.ShowModal() self.on_new(None) def plot_handler(self,event): """Handles the changing of the plot.""" menus = self.GetMenuBar().GetMenus() #Grab plot menu from the menubar plotmenu = filter( (lambda f: True if "Plot" in f[1] else False ), menus) mIs = plotmenu[0][0].GetMenuItems() #Check what happened for mI in mIs: label = mI.GetItemLabelText() if mI.GetKind() is 2: if mI.IsChecked(): self.panel.currentAttr = label # find whether sMA is on. if mI.GetKind() is 1: if label == "Simple Moving Average": self.panel.MovingAvg = mI.IsChecked() if label == "Volume": self.panel.Volume = mI.IsChecked() self.updateCurrentData() self.draw_figure() def on_save_plot(self, event): """Handles the saving of the plot""" #We use the saving function in the toolbar self.toolbar.save(None) def on_exit(self, event): """Exits program""" self.timeroff.Stop() self.Destroy() quit() def changeFromDate(self,event): """Changes the from date of the graph""" day,month,year = self.panel.fromDate.day,self.panel.fromDate.month,self.panel.fromDate.year dlg = cal.CalenDlg(self.panel,month,day,year) dlg.y_spin.SetRange(self.panel.stockObj.fromDate.year,self.panel.stockObj.toDate.year) dlg.Centre() if dlg.ShowModal() == wx.ID_OK: r = dlg.result r = r[3] + " " + r[2] + " " + r[1] resDate = datetime.strptime(r,"%Y %B %d").date() else: return #Ensure we get a valid date if self.panel.stockObj.validDate(resDate) and (compareDates(resDate,self.panel.toDate) < 0 ): self.panel.fromDate = resDate self.panel.Beta = Beta(self.panel.stockObj,self.panel.fromDate, self.panel.toDate) self.draw_figure() else: msg = wx.MessageDialog(self, "Invalid Date, date must be within range %s to %s, and fromDate < toDate" % (self.panel.stockObj.fromDate,self.panel.stockObj.toDate), "Error", wx.OK|wx.ICON_ERROR) msg.ShowModal() self.changeFromDate(None) def changeToDate(self,event): """Changes the to date of the graph""" day,month,year = self.panel.toDate.day,self.panel.toDate.month,self.panel.toDate.year dlg = cal.CalenDlg(self.panel,month,day,year) dlg.y_spin.SetRange(self.panel.stockObj.fromDate.year,self.panel.stockObj.toDate.year) dlg.Centre() if dlg.ShowModal() == wx.ID_OK: r = dlg.result r = r[3] + " " + r[2] + " " + r[1] resDate = datetime.strptime(r,"%Y %B %d").date() else: return #Ensure we get a valid date if self.panel.stockObj.validDate(resDate) and (compareDates(self.panel.fromDate,resDate) < 0 ): self.panel.toDate = resDate self.panel.Beta = Beta(self.panel.stockObj,self.panel.fromDate, self.panel.toDate) self.draw_figure() else: msg = wx.MessageDialog(self, "Invalid Date, date must be within range %s to %s and fromDate < toDate" % (self.panel.stockObj.fromDate,self.panel.stockObj.toDate), "Error", wx.OK|wx.ICON_ERROR) msg.ShowModal() self.changeToDate(None) def flash_status_message(self, msg, flash_len_ms=1500): """Flashes status message on status bar, so that it wont appear to have frozen""" self.statusbar.SetStatusText(msg) self.timeroff = wx.Timer(self) self.Bind( wx.EVT_TIMER, self.on_flash_status_off, self.timeroff) self.timeroff.Start(flash_len_ms, oneShot=True) def on_flash_status_off(self, event): self.statusbar.SetStatusText('') if __name__ == "__main__": app = wx.App(False) app.frame = initialFrame() app.frame.Show() app.MainLoop()
gpl-3.0
degoldschmidt/ribeirolab-codeconversion
python/flyPAD/fp_swarmbox.py
1
6802
import numpy as np import pandas as pd import matplotlib matplotlib.use("TkAgg") import matplotlib.pyplot as plt import seaborn as sns sns.set_style("ticks") sns.despine(left=True) def conj(conditions, printit=False): outstr = "" for ind, cond in enumerate(conditions): outstr += "Label == " outstr += "'" outstr += cond outstr += "'" if ind < len(conditions)-1: outstr += " | " if printit: print(outstr) return outstr def filtered(_data, _ID, _date, _temp, _labels=[]): _data = _data.query("Id == '" + _ID + "'") _data = _data.query("Date == " +_date) if len(_temp) > 0 : _data = _data.query("Temp == '" +_temp+"'") if len(_labels) > 0: _data = _data.query(conj(_labels)) return _data def scatter(_ax, _data, _ID, _date, _temp, _labels, _lim=8., _showdata=False): #_data = filtered(_data, _ID, _date, _temp, _labels=_labels) if len(_labels) == 0: _labels = _data["Label"].unique() cY = _data[_data["Label"] == "emptySplitGal4"]["MedianY"].unique()[0] cS = _data[_data["Label"] == "emptySplitGal4"]["MedianS"].unique()[0] _data["MedianY"] /= cY _data["MedianS"] /= cS ax = sns.FacetGrid(_data, hue="Label", palette=sns.color_palette("colorblind", n_colors=14), size=5) ax.map(plt.scatter, "MedianY", "MedianS", s=10, linewidth=.5, edgecolor="white") datax = np.array(_data["DataY"])/cY datay = np.array(_data["DataS"])/cS if _showdata: plt.plot(datax, datay, c="k", alpha=0.5, marker='.', ls = "None", markersize=2.5) x = np.arange(0.0, 20.0, 5.0) a = 25 Sy1 = np.tan(np.pi*a/180)*(x-1) + 1 ## Sy2 = np.tan(-np.pi*a/180)*(x-1) + 1 Yy1 = np.tan(np.pi*(90-a)/180)*(x-1) + 1 Yy2 = np.tan(np.pi*(90+a)/180)*(x-1) + 1 plt.plot(x, Sy1, c='#f30000', ls="dotted", lw=0.5, alpha=0.5) plt.plot(x, Sy2, c='#f30000', ls="dotted", lw=0.5, alpha=0.5) plt.plot(x, Yy1, c='#0000f3', ls="dotted", lw=0.5, alpha=0.5) plt.plot(x, Yy2, c='#0000f3', ls="dotted", lw=0.5, alpha=0.5) plt.axhline(y=1.0, xmin=0.0, xmax=1., linewidth=0.5, color = 'r', ls = "-", alpha=0.5) plt.axvline(x=1.0, ymin=0.0, ymax=1., linewidth=0.5, color = 'b', ls = "-", alpha=0.5) for label in _labels: _x = _data[_data["Label"] == label]["MedianY"].unique()[0] _y = _data[_data["Label"] == label]["MedianS"].unique()[0] plt.text(_x+0.01, _y+0.01, label, fontsize=8) plt.xlim([0.,_lim]) plt.ylim([0.,_lim]) plt.xlabel("Norm. median #sips yeast") plt.ylabel("Norm. median #sips sucrose") return ax def swarmbox( _ax, _data, _x, _y, _pval, _s, ps=2, _onlybox=True, _grouped=""): if not _onlybox: if len(_grouped)==0: _ax = sns.swarmplot(x=_x, y=_y, hue="Signif"+_s, data=_data, size=ps, ax=_ax, palette=dict(yes = 'r', no = 'k', control = 'b')) else: _ax = sns.swarmplot(x=_x, y=_y, hue=_grouped, data=_data, size=ps, ax=_ax, palette="RdBu_r", split=True, edgecolor="gray") if len(_grouped)==0: _ax = sns.boxplot(x=_x, y=_y, data=_data, width=0.4, linewidth=0.5, showcaps=False,boxprops={'facecolor':'.85'}, showfliers=False,whiskerprops={'linewidth':0}, ax=_ax) _ax = sns.pointplot(x=_x, y=_y, hue="Signif"+_s, data=_data, estimator=np.median, ci=None, join=False, color="0.5", markers="_", scale=0.75, ax=_ax, palette=dict(yes = 'r', no = 'k', control = 'b' )) else: _ax = sns.boxplot(x=_x, y=_y, data=_data, hue=_grouped, width=0.4, linewidth=0.5, showcaps=False, showfliers=False,whiskerprops={'linewidth':0}, palette="RdBu_r", ax=_ax) #_ax = sns.pointplot(x=_x, y=_y, hue="Signif"+_s, data=_data, estimator=np.median, ci=None, join=False, color="0.5", markers="_", scale=0.75, ax=_ax, palette=dict(yes = 'r', no = 'k', control = 'b' )) #_ax = sns.violinplot(x=_x, y=_y, hue=_grouped, data=_data, split=True, inner="stick", palette="RdBu_r"); return _ax def screenplot(_axes, _dataframe, _ID, _date, _temp, _sort="Y", _title="", _labels=[], _fsuff="", _onlybox=True, _grouped=""): Substr = ["10% Yeast", "20 mM Sucrose"] sr = ["Y", "S"] if _title == "": title = _ID.replace("_", " ") else: title = _title Df = _dataframe #filtered(_dataframe, _ID, _date, _temp, _labels=_labels) #print(Df["Temp"].unique()) if _sort == "Y": labelorder = (Df[Df.Temp == '30ºC'].sort_values("MedianY"))["Label"].unique() else: labelorder = (Df[Df.Temp == '30ºC'].sort_values("MedianS"))["Label"].unique() Df = Df.set_index('Label') Df = Df.loc[labelorder] Df.reset_index(level=['Label'], inplace=True) for i, ax in enumerate(_axes): s = sr[i] Labels = Df["Label"].unique() if len(_grouped) > 0: Df30 = Df[Df.Temp == '30ºC'] pVals = np.array( [ Df30[Df30.Label == label]["pVal"+s].unique()[0] for label in Labels ] ) print(sr[i]) for jj, label in enumerate(Labels): print(label, np.log10(1./pVals[jj])) else: pVals = np.array( [ Df[Df.Label == label]["pVal"+s].unique()[0] for label in Labels ] ) cmedian = Df[Df.Label == "emptySplitGal4"]["Median"+s].unique()[0] dmedian = np.nanmedian(Df[Df.Label == "emptySplitGal4"]["Data"+s]) print(cmedian, dmedian) ax2 = ax.twinx() ax2.plot(np.log10(1./pVals), 'k-', linewidth=0.5) ax = swarmbox(ax, Df, "Label", "Data"+s, np.log10(1./np.array(pVals[i])), s, _onlybox = _onlybox, _grouped=_grouped) #ax.set_ylim(1.4, 1.8) if _grouped == "": ax.axhline(y=dmedian, xmin=0.0, xmax=1., linewidth=1, color = 'b', ls = "dotted", alpha=0.5) ax.set_xticklabels(Labels, rotation=60, ha='right') ax.grid(which='major', axis='y', linestyle='--') ax.tick_params(axis='both', direction='out', labelsize=9, pad=1) ax.tick_params(axis='y', labelsize=10) [lab.set_color("red") for j, lab in enumerate(ax.get_xticklabels()) if np.log10(1./np.array(pVals[j])) > 2.] xticks = [item.get_text() for item in ax.get_xticklabels()] for ix, item in enumerate(xticks): if xticks[ix] == 'emptySplitGal4': xticks[ix] = 'control' ax.set_xticklabels(xticks) [lab.set_color("blue") for j, lab in enumerate(ax.get_xticklabels()) if lab.get_text() == "control"] ax.set_xlabel("Split-Gal4 Label", fontsize=8, fontweight='bold') ax.set_ylabel(title) ax2.set_ylabel("log10(1/p)") ax.set_title(Substr[i], fontsize=12, loc='left', fontweight='bold') ax.legend(loc='upper left', title=" p < 0.01", labelspacing=0.25, handletextpad=-0.2, borderpad=0.,fontsize=8) return _axes
gpl-3.0
ryfeus/lambda-packs
Tensorflow_Pandas_Numpy/source3.6/pandas/io/sas/sas7bdat.py
3
27470
""" Read SAS7BDAT files Based on code written by Jared Hobbs: https://bitbucket.org/jaredhobbs/sas7bdat See also: https://github.com/BioStatMatt/sas7bdat Partial documentation of the file format: https://cran.r-project.org/web/packages/sas7bdat/vignettes/sas7bdat.pdf Reference for binary data compression: http://collaboration.cmc.ec.gc.ca/science/rpn/biblio/ddj/Website/articles/CUJ/1992/9210/ross/ross.htm """ import pandas as pd from pandas import compat from pandas.io.common import get_filepath_or_buffer, BaseIterator from pandas.errors import EmptyDataError import numpy as np import struct import pandas.io.sas.sas_constants as const from pandas.io.sas._sas import Parser class _subheader_pointer(object): pass class _column(object): pass # SAS7BDAT represents a SAS data file in SAS7BDAT format. class SAS7BDATReader(BaseIterator): """ Read SAS files in SAS7BDAT format. Parameters ---------- path_or_buf : path name or buffer Name of SAS file or file-like object pointing to SAS file contents. index : column identifier, defaults to None Column to use as index. convert_dates : boolean, defaults to True Attempt to convert dates to Pandas datetime values. Note that some rarely used SAS date formats may be unsupported. blank_missing : boolean, defaults to True Convert empty strings to missing values (SAS uses blanks to indicate missing character variables). chunksize : int, defaults to None Return SAS7BDATReader object for iterations, returns chunks with given number of lines. encoding : string, defaults to None String encoding. convert_text : bool, defaults to True If False, text variables are left as raw bytes. convert_header_text : bool, defaults to True If False, header text, including column names, are left as raw bytes. """ def __init__(self, path_or_buf, index=None, convert_dates=True, blank_missing=True, chunksize=None, encoding=None, convert_text=True, convert_header_text=True): self.index = index self.convert_dates = convert_dates self.blank_missing = blank_missing self.chunksize = chunksize self.encoding = encoding self.convert_text = convert_text self.convert_header_text = convert_header_text self.default_encoding = "latin-1" self.compression = "" self.column_names_strings = [] self.column_names = [] self.column_types = [] self.column_formats = [] self.columns = [] self._current_page_data_subheader_pointers = [] self._cached_page = None self._column_data_lengths = [] self._column_data_offsets = [] self._current_row_in_file_index = 0 self._current_row_on_page_index = 0 self._current_row_in_file_index = 0 self._path_or_buf, _, _, _ = get_filepath_or_buffer(path_or_buf) if isinstance(self._path_or_buf, compat.string_types): self._path_or_buf = open(self._path_or_buf, 'rb') self.handle = self._path_or_buf self._get_properties() self._parse_metadata() def close(self): try: self.handle.close() except AttributeError: pass def _get_properties(self): # Check magic number self._path_or_buf.seek(0) self._cached_page = self._path_or_buf.read(288) if self._cached_page[0:len(const.magic)] != const.magic: self.close() raise ValueError("magic number mismatch (not a SAS file?)") # Get alignment information align1, align2 = 0, 0 buf = self._read_bytes(const.align_1_offset, const.align_1_length) if buf == const.u64_byte_checker_value: align2 = const.align_2_value self.U64 = True self._int_length = 8 self._page_bit_offset = const.page_bit_offset_x64 self._subheader_pointer_length = const.subheader_pointer_length_x64 else: self.U64 = False self._page_bit_offset = const.page_bit_offset_x86 self._subheader_pointer_length = const.subheader_pointer_length_x86 self._int_length = 4 buf = self._read_bytes(const.align_2_offset, const.align_2_length) if buf == const.align_1_checker_value: align1 = const.align_2_value total_align = align1 + align2 # Get endianness information buf = self._read_bytes(const.endianness_offset, const.endianness_length) if buf == b'\x01': self.byte_order = "<" else: self.byte_order = ">" # Get encoding information buf = self._read_bytes(const.encoding_offset, const.encoding_length)[0] if buf in const.encoding_names: self.file_encoding = const.encoding_names[buf] else: self.file_encoding = "unknown (code=%s)" % str(buf) # Get platform information buf = self._read_bytes(const.platform_offset, const.platform_length) if buf == b'1': self.platform = "unix" elif buf == b'2': self.platform = "windows" else: self.platform = "unknown" buf = self._read_bytes(const.dataset_offset, const.dataset_length) self.name = buf.rstrip(b'\x00 ') if self.convert_header_text: self.name = self.name.decode( self.encoding or self.default_encoding) buf = self._read_bytes(const.file_type_offset, const.file_type_length) self.file_type = buf.rstrip(b'\x00 ') if self.convert_header_text: self.file_type = self.file_type.decode( self.encoding or self.default_encoding) # Timestamp is epoch 01/01/1960 epoch = pd.datetime(1960, 1, 1) x = self._read_float(const.date_created_offset + align1, const.date_created_length) self.date_created = epoch + pd.to_timedelta(x, unit='s') x = self._read_float(const.date_modified_offset + align1, const.date_modified_length) self.date_modified = epoch + pd.to_timedelta(x, unit='s') self.header_length = self._read_int(const.header_size_offset + align1, const.header_size_length) # Read the rest of the header into cached_page. buf = self._path_or_buf.read(self.header_length - 288) self._cached_page += buf if len(self._cached_page) != self.header_length: self.close() raise ValueError("The SAS7BDAT file appears to be truncated.") self._page_length = self._read_int(const.page_size_offset + align1, const.page_size_length) self._page_count = self._read_int(const.page_count_offset + align1, const.page_count_length) buf = self._read_bytes(const.sas_release_offset + total_align, const.sas_release_length) self.sas_release = buf.rstrip(b'\x00 ') if self.convert_header_text: self.sas_release = self.sas_release.decode( self.encoding or self.default_encoding) buf = self._read_bytes(const.sas_server_type_offset + total_align, const.sas_server_type_length) self.server_type = buf.rstrip(b'\x00 ') if self.convert_header_text: self.server_type = self.server_type.decode( self.encoding or self.default_encoding) buf = self._read_bytes(const.os_version_number_offset + total_align, const.os_version_number_length) self.os_version = buf.rstrip(b'\x00 ') if self.convert_header_text: self.os_version = self.os_version.decode( self.encoding or self.default_encoding) buf = self._read_bytes(const.os_name_offset + total_align, const.os_name_length) buf = buf.rstrip(b'\x00 ') if len(buf) > 0: self.os_name = buf.decode(self.encoding or self.default_encoding) else: buf = self._read_bytes(const.os_maker_offset + total_align, const.os_maker_length) self.os_name = buf.rstrip(b'\x00 ') if self.convert_header_text: self.os_name = self.os_name.decode( self.encoding or self.default_encoding) def __next__(self): da = self.read(nrows=self.chunksize or 1) if da is None: raise StopIteration return da # Read a single float of the given width (4 or 8). def _read_float(self, offset, width): if width not in (4, 8): self.close() raise ValueError("invalid float width") buf = self._read_bytes(offset, width) fd = "f" if width == 4 else "d" return struct.unpack(self.byte_order + fd, buf)[0] # Read a single signed integer of the given width (1, 2, 4 or 8). def _read_int(self, offset, width): if width not in (1, 2, 4, 8): self.close() raise ValueError("invalid int width") buf = self._read_bytes(offset, width) it = {1: "b", 2: "h", 4: "l", 8: "q"}[width] iv = struct.unpack(self.byte_order + it, buf)[0] return iv def _read_bytes(self, offset, length): if self._cached_page is None: self._path_or_buf.seek(offset) buf = self._path_or_buf.read(length) if len(buf) < length: self.close() msg = "Unable to read {:d} bytes from file position {:d}." raise ValueError(msg.format(length, offset)) return buf else: if offset + length > len(self._cached_page): self.close() raise ValueError("The cached page is too small.") return self._cached_page[offset:offset + length] def _parse_metadata(self): done = False while not done: self._cached_page = self._path_or_buf.read(self._page_length) if len(self._cached_page) <= 0: break if len(self._cached_page) != self._page_length: self.close() raise ValueError( "Failed to read a meta data page from the SAS file.") done = self._process_page_meta() def _process_page_meta(self): self._read_page_header() pt = [const.page_meta_type, const.page_amd_type] + const.page_mix_types if self._current_page_type in pt: self._process_page_metadata() return ((self._current_page_type in [256] + const.page_mix_types) or (self._current_page_data_subheader_pointers is not None)) def _read_page_header(self): bit_offset = self._page_bit_offset tx = const.page_type_offset + bit_offset self._current_page_type = self._read_int(tx, const.page_type_length) tx = const.block_count_offset + bit_offset self._current_page_block_count = self._read_int( tx, const.block_count_length) tx = const.subheader_count_offset + bit_offset self._current_page_subheaders_count = ( self._read_int(tx, const.subheader_count_length)) def _process_page_metadata(self): bit_offset = self._page_bit_offset for i in range(self._current_page_subheaders_count): pointer = self._process_subheader_pointers( const.subheader_pointers_offset + bit_offset, i) if pointer.length == 0: continue if pointer.compression == const.truncated_subheader_id: continue subheader_signature = self._read_subheader_signature( pointer.offset) subheader_index = ( self._get_subheader_index(subheader_signature, pointer.compression, pointer.ptype)) self._process_subheader(subheader_index, pointer) def _get_subheader_index(self, signature, compression, ptype): index = const.subheader_signature_to_index.get(signature) if index is None: f1 = ((compression == const.compressed_subheader_id) or (compression == 0)) f2 = (ptype == const.compressed_subheader_type) if (self.compression != "") and f1 and f2: index = const.SASIndex.data_subheader_index else: self.close() raise ValueError("Unknown subheader signature") return index def _process_subheader_pointers(self, offset, subheader_pointer_index): subheader_pointer_length = self._subheader_pointer_length total_offset = (offset + subheader_pointer_length * subheader_pointer_index) subheader_offset = self._read_int(total_offset, self._int_length) total_offset += self._int_length subheader_length = self._read_int(total_offset, self._int_length) total_offset += self._int_length subheader_compression = self._read_int(total_offset, 1) total_offset += 1 subheader_type = self._read_int(total_offset, 1) x = _subheader_pointer() x.offset = subheader_offset x.length = subheader_length x.compression = subheader_compression x.ptype = subheader_type return x def _read_subheader_signature(self, offset): subheader_signature = self._read_bytes(offset, self._int_length) return subheader_signature def _process_subheader(self, subheader_index, pointer): offset = pointer.offset length = pointer.length if subheader_index == const.SASIndex.row_size_index: processor = self._process_rowsize_subheader elif subheader_index == const.SASIndex.column_size_index: processor = self._process_columnsize_subheader elif subheader_index == const.SASIndex.column_text_index: processor = self._process_columntext_subheader elif subheader_index == const.SASIndex.column_name_index: processor = self._process_columnname_subheader elif subheader_index == const.SASIndex.column_attributes_index: processor = self._process_columnattributes_subheader elif subheader_index == const.SASIndex.format_and_label_index: processor = self._process_format_subheader elif subheader_index == const.SASIndex.column_list_index: processor = self._process_columnlist_subheader elif subheader_index == const.SASIndex.subheader_counts_index: processor = self._process_subheader_counts elif subheader_index == const.SASIndex.data_subheader_index: self._current_page_data_subheader_pointers.append(pointer) return else: raise ValueError("unknown subheader index") processor(offset, length) def _process_rowsize_subheader(self, offset, length): int_len = self._int_length lcs_offset = offset lcp_offset = offset if self.U64: lcs_offset += 682 lcp_offset += 706 else: lcs_offset += 354 lcp_offset += 378 self.row_length = self._read_int( offset + const.row_length_offset_multiplier * int_len, int_len) self.row_count = self._read_int( offset + const.row_count_offset_multiplier * int_len, int_len) self.col_count_p1 = self._read_int( offset + const.col_count_p1_multiplier * int_len, int_len) self.col_count_p2 = self._read_int( offset + const.col_count_p2_multiplier * int_len, int_len) mx = const.row_count_on_mix_page_offset_multiplier * int_len self._mix_page_row_count = self._read_int(offset + mx, int_len) self._lcs = self._read_int(lcs_offset, 2) self._lcp = self._read_int(lcp_offset, 2) def _process_columnsize_subheader(self, offset, length): int_len = self._int_length offset += int_len self.column_count = self._read_int(offset, int_len) if (self.col_count_p1 + self.col_count_p2 != self.column_count): print("Warning: column count mismatch (%d + %d != %d)\n", self.col_count_p1, self.col_count_p2, self.column_count) # Unknown purpose def _process_subheader_counts(self, offset, length): pass def _process_columntext_subheader(self, offset, length): offset += self._int_length text_block_size = self._read_int(offset, const.text_block_size_length) buf = self._read_bytes(offset, text_block_size) cname_raw = buf[0:text_block_size].rstrip(b"\x00 ") cname = cname_raw if self.convert_header_text: cname = cname.decode(self.encoding or self.default_encoding) self.column_names_strings.append(cname) if len(self.column_names_strings) == 1: compression_literal = "" for cl in const.compression_literals: if cl in cname_raw: compression_literal = cl self.compression = compression_literal offset -= self._int_length offset1 = offset + 16 if self.U64: offset1 += 4 buf = self._read_bytes(offset1, self._lcp) compression_literal = buf.rstrip(b"\x00") if compression_literal == "": self._lcs = 0 offset1 = offset + 32 if self.U64: offset1 += 4 buf = self._read_bytes(offset1, self._lcp) self.creator_proc = buf[0:self._lcp] elif compression_literal == const.rle_compression: offset1 = offset + 40 if self.U64: offset1 += 4 buf = self._read_bytes(offset1, self._lcp) self.creator_proc = buf[0:self._lcp] elif self._lcs > 0: self._lcp = 0 offset1 = offset + 16 if self.U64: offset1 += 4 buf = self._read_bytes(offset1, self._lcs) self.creator_proc = buf[0:self._lcp] if self.convert_header_text: if hasattr(self, "creator_proc"): self.creator_proc = self.creator_proc.decode( self.encoding or self.default_encoding) def _process_columnname_subheader(self, offset, length): int_len = self._int_length offset += int_len column_name_pointers_count = (length - 2 * int_len - 12) // 8 for i in range(column_name_pointers_count): text_subheader = offset + const.column_name_pointer_length * \ (i + 1) + const.column_name_text_subheader_offset col_name_offset = offset + const.column_name_pointer_length * \ (i + 1) + const.column_name_offset_offset col_name_length = offset + const.column_name_pointer_length * \ (i + 1) + const.column_name_length_offset idx = self._read_int( text_subheader, const.column_name_text_subheader_length) col_offset = self._read_int( col_name_offset, const.column_name_offset_length) col_len = self._read_int( col_name_length, const.column_name_length_length) name_str = self.column_names_strings[idx] self.column_names.append(name_str[col_offset:col_offset + col_len]) def _process_columnattributes_subheader(self, offset, length): int_len = self._int_length column_attributes_vectors_count = ( length - 2 * int_len - 12) // (int_len + 8) self.column_types = np.empty( column_attributes_vectors_count, dtype=np.dtype('S1')) self._column_data_lengths = np.empty( column_attributes_vectors_count, dtype=np.int64) self._column_data_offsets = np.empty( column_attributes_vectors_count, dtype=np.int64) for i in range(column_attributes_vectors_count): col_data_offset = (offset + int_len + const.column_data_offset_offset + i * (int_len + 8)) col_data_len = (offset + 2 * int_len + const.column_data_length_offset + i * (int_len + 8)) col_types = (offset + 2 * int_len + const.column_type_offset + i * (int_len + 8)) x = self._read_int(col_data_offset, int_len) self._column_data_offsets[i] = x x = self._read_int(col_data_len, const.column_data_length_length) self._column_data_lengths[i] = x x = self._read_int(col_types, const.column_type_length) if x == 1: self.column_types[i] = b'd' else: self.column_types[i] = b's' def _process_columnlist_subheader(self, offset, length): # unknown purpose pass def _process_format_subheader(self, offset, length): int_len = self._int_length text_subheader_format = ( offset + const.column_format_text_subheader_index_offset + 3 * int_len) col_format_offset = (offset + const.column_format_offset_offset + 3 * int_len) col_format_len = (offset + const.column_format_length_offset + 3 * int_len) text_subheader_label = ( offset + const.column_label_text_subheader_index_offset + 3 * int_len) col_label_offset = (offset + const.column_label_offset_offset + 3 * int_len) col_label_len = offset + const.column_label_length_offset + 3 * int_len x = self._read_int(text_subheader_format, const.column_format_text_subheader_index_length) format_idx = min(x, len(self.column_names_strings) - 1) format_start = self._read_int( col_format_offset, const.column_format_offset_length) format_len = self._read_int( col_format_len, const.column_format_length_length) label_idx = self._read_int( text_subheader_label, const.column_label_text_subheader_index_length) label_idx = min(label_idx, len(self.column_names_strings) - 1) label_start = self._read_int( col_label_offset, const.column_label_offset_length) label_len = self._read_int(col_label_len, const.column_label_length_length) label_names = self.column_names_strings[label_idx] column_label = label_names[label_start: label_start + label_len] format_names = self.column_names_strings[format_idx] column_format = format_names[format_start: format_start + format_len] current_column_number = len(self.columns) col = _column() col.col_id = current_column_number col.name = self.column_names[current_column_number] col.label = column_label col.format = column_format col.ctype = self.column_types[current_column_number] col.length = self._column_data_lengths[current_column_number] self.column_formats.append(column_format) self.columns.append(col) def read(self, nrows=None): if (nrows is None) and (self.chunksize is not None): nrows = self.chunksize elif nrows is None: nrows = self.row_count if len(self.column_types) == 0: self.close() raise EmptyDataError("No columns to parse from file") if self._current_row_in_file_index >= self.row_count: return None m = self.row_count - self._current_row_in_file_index if nrows > m: nrows = m nd = (self.column_types == b'd').sum() ns = (self.column_types == b's').sum() self._string_chunk = np.empty((ns, nrows), dtype=np.object) self._byte_chunk = np.empty((nd, 8 * nrows), dtype=np.uint8) self._current_row_in_chunk_index = 0 p = Parser(self) p.read(nrows) rslt = self._chunk_to_dataframe() if self.index is not None: rslt = rslt.set_index(self.index) return rslt def _read_next_page(self): self._current_page_data_subheader_pointers = [] self._cached_page = self._path_or_buf.read(self._page_length) if len(self._cached_page) <= 0: return True elif len(self._cached_page) != self._page_length: self.close() msg = ("failed to read complete page from file " "(read {:d} of {:d} bytes)") raise ValueError(msg.format(len(self._cached_page), self._page_length)) self._read_page_header() if self._current_page_type == const.page_meta_type: self._process_page_metadata() pt = [const.page_meta_type, const.page_data_type] pt += [const.page_mix_types] if self._current_page_type not in pt: return self._read_next_page() return False def _chunk_to_dataframe(self): n = self._current_row_in_chunk_index m = self._current_row_in_file_index ix = range(m - n, m) rslt = pd.DataFrame(index=ix) js, jb = 0, 0 for j in range(self.column_count): name = self.column_names[j] if self.column_types[j] == b'd': rslt[name] = self._byte_chunk[jb, :].view( dtype=self.byte_order + 'd') rslt[name] = np.asarray(rslt[name], dtype=np.float64) if self.convert_dates: unit = None if self.column_formats[j] in const.sas_date_formats: unit = 'd' elif self.column_formats[j] in const.sas_datetime_formats: unit = 's' if unit: rslt[name] = pd.to_datetime(rslt[name], unit=unit, origin="1960-01-01") jb += 1 elif self.column_types[j] == b's': rslt[name] = self._string_chunk[js, :] if self.convert_text and (self.encoding is not None): rslt[name] = rslt[name].str.decode( self.encoding or self.default_encoding) if self.blank_missing: ii = rslt[name].str.len() == 0 rslt.loc[ii, name] = np.nan js += 1 else: self.close() raise ValueError("unknown column type %s" % self.column_types[j]) return rslt
mit
yukke42/machine-learning
2/p29_fitting.py
1
1360
import numpy as np import pandas as pd import matplotlib.pyplot as plt class Perceptron(object): def __init__(self, eta=0.01, n_iter=10): self.eta = eta self.n_iter = n_iter def fit(self, X, Y): """ paramater # X.shape = [n_samples, n_features] # Y.shape = [n_samples] return # object """ self.w_ = np.zeros(1 + X.shape[1]) self.errors_ = [] for _ in range(self.n_iter): errors = 0 for xi, target in zip(X, y): update = self.eta * (target - self.predict(xi)) self.w_[1:] += update * xi self.w_[0] += update errors += int(update != 0.0) self.errors_.append(errors) return self def net_input(self, X): return np.dot(X, self.w_[1:]) + self.w_[0] def predict(self, X): return np.where(self.net_input(X) >= 0.0, 1, -1) df = pd.read_csv('http://archive.ics.uci.edu/ml/machine-learning-databases/iris/iris.data', header=None) y = df.iloc[0:100, 4].values y = np.where(y == 'Iris-setosa', -1, 1) X = df.iloc[0:100, [0,2]].values ppn = Perceptron(eta=0.01, n_iter=10) ppn.fit(X, y) plt.plot(range(1, len(ppn.errors_) + 1), ppn.errors_, marker='o') plt.xlabel('Epochs') plt.ylabel('Number of misclassificaton') plt.show()
mit
aasensio/elecciones2016
sondeos.py
2
6818
# -*- coding: utf-8 -*- import numpy as np import xlrd import numbers import matplotlib.pyplot as pl import seaborn as sn import datetime as dt import matplotlib.dates as mdates import scipy.integrate as integ import scipy.interpolate as interp from ipdb import set_trace as stop import nestle import pyiacsun as ps from numba import jit import emcee import transforms as tr def euler( f, x0, t ): """Euler's method to solve x' = f(x,t) with x(t[0]) = x0. USAGE: x = euler(f, x0, t) INPUT: f - function of x and t equal to dx/dt. x may be multivalued, in which case it should a list or a NumPy array. In this case f must return a NumPy array with the same dimension as x. x0 - the initial condition(s). Specifies the value of x when t = t[0]. Can be either a scalar or a list or NumPy array if a system of equations is being solved. t - list or NumPy array of t values to compute solution at. t[0] is the the initial condition point, and the difference h=t[i+1]-t[i] determines the step size h. OUTPUT: x - NumPy array containing solution values corresponding to each entry in t array. If a system is being solved, x will be an array of arrays. """ n = len( t ) x = np.array( [x0] * n ) for i in range( n - 1 ): x[i+1] = x[i] + ( t[i+1] - t[i] ) * f( x[i], t[i] ) return x class sondeos(object): def __init__(self, nNodes): book = xlrd.open_workbook("sondeos.xlsx") sh = book.sheet_by_index(0) PP = [] PSOE = [] IU = [] UPyD = [] Podemos = [] Ciudadanos = [] fecha = [] mesEsp = ['ene', 'feb', 'mar', 'abr', 'may', 'jun', 'jul', 'ago', 'sep', 'oct', 'nov', 'dic'] mesEng = ['jan', 'feb', 'mar', 'apr', 'may', 'jun', 'jul', 'aug', 'sep', 'oct', 'nov', 'dec'] for rx in range(2,sh.nrows): row = sh.row_values(rx) res = row[2] out = bytes(res, 'utf-8') res = out.replace(b'\xe2\x80\x93', b'-').decode('utf-8').lower() for i in range(12): res = res.replace(mesEsp[i], mesEng[i]) res = res.replace('.', '') guion = res.find('-') if (guion != -1): res = res[guion+1:] out = res.split(' ') if ((len(out) > 1) and (res.find(')') == -1) ): if (len(out) == 2): res = '1 '+res PP.append(row[3]) PSOE.append(row[4]) IU.append(row[5]) UPyD.append(row[6]) Podemos.append(row[16]) Ciudadanos.append(row[17]) fecha.append(dt.datetime.strptime(res, "%d %b %Y").date()) partidos = [PP, PSOE, IU, UPyD, Podemos, Ciudadanos] nSondeos = len(PP) # Now clean the lists to transform percentages to numbers for partido in partidos: for i in range(nSondeos): if (not isinstance(partido[i], numbers.Number)): findPct = partido[i].find('%') if (findPct != -1): res = 0.01*float(partido[i][0:findPct].replace(',', '.')) partido[i] = res else: partido[i] = 0 PP = np.asarray(PP)[::-1] PSOE = np.asarray(PSOE)[::-1] IU = np.asarray(IU)[::-1] UPyD = np.asarray(UPyD)[::-1] Podemos = np.asarray(Podemos)[::-1] Ciudadanos = np.asarray(Ciudadanos)[::-1] fecha = np.asarray(fecha)[::-1] delta = np.zeros(len(fecha)) for i in range(len(fecha)): delta[i] = (fecha[i]-fecha[0]).days partidos = [PP, PSOE, IU, UPyD, Podemos, Ciudadanos] colors = ["blue", "red", "green", "magenta", "violet", "orange"] self.obsTime = delta self.party = np.asarray(partidos).T self.nParties = self.party.shape[1] self.nNodes = nNodes self.timeNodes = np.linspace(delta[0], delta[-1], self.nNodes) self.initialCondition = np.zeros(self.nParties) for i in range(self.nParties): self.initialCondition[i] = self.party[0,i] ind = np.all(self.party != 0, axis=1) self.party = self.party[ind,:] self.obsTime = self.obsTime[ind] self.nTimes = len(self.obsTime) ind = np.argsort(self.obsTime) self.obsTime = self.obsTime[ind] for i in range(6): self.party[:,i] = self.party[ind,i] self.obsTime -= self.obsTime[0] self.low = -1 self.up = 1 #@profile def funODE(self, y, t0): ind = np.where() return matrix.dot(y) #@profile def logLikelihood(self, thetaIn): theta, lnJactheta = tr.lrBoundedForward(thetaIn, self.low, self.up) matrix = theta.reshape((self.nNodes,self.nParties,self.nParties)) self.matrix = np.zeros((self.nTimes,self.nParties,self.nParties)) for i in range(self.nParties): for j in range(self.nParties): tmp = interp.UnivariateSpline(self.timeNodes, matrix[:,i,j]) self.matrix[:,i,j] = tmp(self.obsTime) out = np.zeros((self.nTimes,self.nParties)) out[0,:] = self.initialCondition for i in range(self.nTimes-1): out[i+1,:] = out[i,:] + ( self.obsTime[i+1] - self.obsTime[i] ) * self.matrix[i,:,:].dot(out[i,:]) logL = np.sum( (out[1:,:] - self.party[1:,:])**2 / 0.1**2 ) #print(logL) return logL + np.sum(lnJactheta) def prior_transform(self, x): return (self.up - self.low) * x + self.low def sample(self): res = nestle.sample(self.logLikelihood, self.prior_transform, self.nNodes*36, method='single', npoints=1000) def sample_emcee(self, nIterations): ndim = self.nNodes*36 self.nwalkers = 2 * ndim self.theta0 = np.zeros(ndim) p0 = [self.theta0 + 1e-4*np.random.randn(ndim) for i in range(self.nwalkers)] self.sampler = emcee.EnsembleSampler(self.nwalkers, ndim, self.logLikelihood) loop = 0 self.chain = np.zeros((nIterations,self.nwalkers,ndim)) for result in self.sampler.sample(p0, iterations=nIterations, storechain=False): out, _ = tr.lrBoundedForward(result[0], self.low, self.up) self.chain[loop,:,:] = out ps.util.progressbar(loop, nIterations, text='sampling') loop += 1 out = sondeos(4) out.sample_emcee(1000) np.save('sampling.mcmc', out.chain)
mit
zertan/Menace
menace/bin/addStrainCoverage.py
2
3094
#!/usr/bin/env python import numpy as np import pandas import xmltodict import os import sys #import time def chunks(l, n): """Yield successive n-sized chunks from l.""" for i in range(0, len(l), n): yield l[i:i+n] def binData(x,binSize): l=np.ceil((len(x)/binSize)) out=np.zeros(l+1) tmp=chunks(x,binSize) for i,val in enumerate(tmp): out[i]=np.sum(val) return out def interp(data,length): calls=0 while len(data)!=length: calls+=1 length1=len(data) cov=np.sum(data)/float(length1) diff=length-length1 binSize=int(np.ceil(length1/float(diff))) if binSize==0 or diff>length1/float(2.3): break chunks1=chunks(data,int(binSize)) #data2=data #print("nr " + str(diff)) vals=[] insert_ind=[] for i,val in enumerate(chunks1): binSize2=min(len(val),binSize) insert_ind.append(i*binSize+np.round(binSize2/float(2))) vals.append(np.mean(val)) vals=np.array(vals) insert_ind=np.array(insert_ind) #print(str(data.shape)) #print(str(insert_ind.shape)) #print(str(vals.shape)) #print(np.array_str(vals)) data=np.insert(data,insert_ind,vals) #print(str(data.shape)) cov2=np.sum(data)/length data=cov/cov2*data #print("k") if calls>=10: return [] #print(str(calls)) return data originFrame=pandas.read_csv(os.path.join(sys.argv[1],'extra','origins.txt'),delimiter=" ",index_col=0) #print(originFrame.to_string()) #originFrame=originFrame.transpose() #print(originFrame.to_string()) #print(sys.argv[3]) #print(originFrame.index.values) #print(originFrame.loc[sys.argv[2]]['Origin']) #for i,arg in enumerate(sys.argv[2:]): # print(originFrame.loc[:arg]) data=[] origin=[] genomeLen=[] bacteriaName=[] ind=0 for i,arg in enumerate(sys.argv[3:]): #print(arg+".depth") try: tmpData=np.array(pandas.read_csv(arg+".depth",delimiter=" ")).astype('float') data.append(tmpData) #ind=ind+1 with open(os.path.join(sys.argv[2],'Headers',arg+".xml")) as fd: obj = xmltodict.parse(fd.read()) #genomeLen.append(int(obj['DocSum']['Item'][8]['#text'])) bacteriaName.append(obj['DocSum']['Item'][1]['#text']) genomeLen.append(int(len(tmpData))) origin.append(int(originFrame.loc[arg]['Origin'])) data[ind]=np.roll(data[ind],-origin[ind]) ind=ind+1 except IOError as e: print(arg+" depth not found.") except ValueError as e: print(arg+" origin not found.") if not data or len(data)==1: sys.exit() #print("Len data: "+str(len(data))) #ind=np.where(np.max(genomeLen)) #print(str(ind)) #print(np.array_str(ind)) #print(str(genomeLen)) ind=genomeLen.index(max(genomeLen)) genomeLen=max(genomeLen)#[int(ind[0])] #print(str(genomeLen)) print("ind "+str(ind))# + "len "+str(len(genomeLen))) #print(str(len(data[ind]))) dataLen=len(data[ind]) data2=np.array(data[ind]).flatten() del data[ind] #print("init shape") bap=data2.shape #print(str(genomeLen)) for i,val in enumerate(data): tmp=interp(val,dataLen) print(sys.argv[3+i]+" tmp shape: "+ str(tmp.shape) + " init shape: "+str(bap)) if tmp.shape==data2.shape: data2=np.add(data2,tmp) print(sys.argv[3]) np.save(sys.argv[3], data2)
gpl-2.0
nudles/incubator-singa
examples/gan/vanilla.py
5
8295
# # Licensed to the Apache Software Foundation (ASF) under one # or more contributor license agreements. See the NOTICE file # distributed with this work for additional information # regarding copyright ownership. The ASF licenses this file # to you under the Apache License, Version 2.0 (the # "License"); you may not use this file except in compliance # with the License. You may obtain a copy of the License at # # http://www.apache.org/licenses/LICENSE-2.0 # # Unless required by applicable law or agreed to in writing, # software distributed under the License is distributed on an # "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY # KIND, either express or implied. See the License for the # specific language governing permissions and limitations # under the License. # from singa import device from singa import initializer from singa import layer from singa import loss from singa import net as ffnet from singa import optimizer from singa import tensor import argparse import matplotlib.pyplot as plt import numpy as np import os from utils import load_data from utils import print_log class VANILLA(): def __init__(self, dev, rows=28, cols=28, channels=1, noise_size=100, hidden_size=128, batch=128, interval=1000, learning_rate=0.001, epochs=1000000, dataset_filepath='mnist.pkl.gz', file_dir='vanilla_images/'): self.dev = dev self.rows = rows self.cols = cols self.channels = channels self.feature_size = self.rows * self.cols * self.channels self.noise_size = noise_size self.hidden_size = hidden_size self.batch = batch self.batch_size = self.batch//2 self.interval = interval self.learning_rate = learning_rate self.epochs = epochs self.dataset_filepath = dataset_filepath self.file_dir = file_dir self.g_w0_specs = {'init': 'xavier',} self.g_b0_specs = {'init': 'constant', 'value': 0,} self.g_w1_specs = {'init': 'xavier',} self.g_b1_specs = {'init': 'constant', 'value': 0,} self.gen_net = ffnet.FeedForwardNet(loss.SigmoidCrossEntropy(),) self.gen_net_fc_0 = layer.Dense(name='g_fc_0', num_output=self.hidden_size, use_bias=True, W_specs=self.g_w0_specs, b_specs=self.g_b0_specs, input_sample_shape=(self.noise_size,)) self.gen_net_relu_0 = layer.Activation(name='g_relu_0', mode='relu',input_sample_shape=(self.hidden_size,)) self.gen_net_fc_1 = layer.Dense(name='g_fc_1', num_output=self.feature_size, use_bias=True, W_specs=self.g_w1_specs, b_specs=self.g_b1_specs, input_sample_shape=(self.hidden_size,)) self.gen_net_sigmoid_1 = layer.Activation(name='g_relu_1', mode='sigmoid', input_sample_shape=(self.feature_size,)) self.gen_net.add(self.gen_net_fc_0) self.gen_net.add(self.gen_net_relu_0) self.gen_net.add(self.gen_net_fc_1) self.gen_net.add(self.gen_net_sigmoid_1) for (p, specs) in zip(self.gen_net.param_values(), self.gen_net.param_specs()): filler = specs.filler if filler.type == 'gaussian': p.gaussian(filler.mean, filler.std) elif filler.type == 'xavier': initializer.xavier(p) else: p.set_value(0) print(specs.name, filler.type, p.l1()) self.gen_net.to_device(self.dev) self.d_w0_specs = {'init': 'xavier',} self.d_b0_specs = {'init': 'constant', 'value': 0,} self.d_w1_specs = {'init': 'xavier',} self.d_b1_specs = {'init': 'constant', 'value': 0,} self.dis_net = ffnet.FeedForwardNet(loss.SigmoidCrossEntropy(),) self.dis_net_fc_0 = layer.Dense(name='d_fc_0', num_output=self.hidden_size, use_bias=True, W_specs=self.d_w0_specs, b_specs=self.d_b0_specs, input_sample_shape=(self.feature_size,)) self.dis_net_relu_0 = layer.Activation(name='d_relu_0', mode='relu',input_sample_shape=(self.hidden_size,)) self.dis_net_fc_1 = layer.Dense(name='d_fc_1', num_output=1, use_bias=True, W_specs=self.d_w1_specs, b_specs=self.d_b1_specs, input_sample_shape=(self.hidden_size,)) self.dis_net.add(self.dis_net_fc_0) self.dis_net.add(self.dis_net_relu_0) self.dis_net.add(self.dis_net_fc_1) for (p, specs) in zip(self.dis_net.param_values(), self.dis_net.param_specs()): filler = specs.filler if filler.type == 'gaussian': p.gaussian(filler.mean, filler.std) elif filler.type == 'xavier': initializer.xavier(p) else: p.set_value(0) print(specs.name, filler.type, p.l1()) self.dis_net.to_device(self.dev) self.combined_net = ffnet.FeedForwardNet(loss.SigmoidCrossEntropy(), ) for l in self.gen_net.layers: self.combined_net.add(l) for l in self.dis_net.layers: self.combined_net.add(l) self.combined_net.to_device(self.dev) def train(self): train_data, _, _, _, _, _ = load_data(self.dataset_filepath) opt_0 = optimizer.Adam(lr=self.learning_rate) # optimizer for discriminator opt_1 = optimizer.Adam(lr=self.learning_rate) # optimizer for generator, aka the combined model for (p, specs) in zip(self.dis_net.param_names(), self.dis_net.param_specs()): opt_0.register(p, specs) for (p, specs) in zip(self.gen_net.param_names(), self.gen_net.param_specs()): opt_1.register(p, specs) for epoch in range(self.epochs): idx = np.random.randint(0, train_data.shape[0], self.batch_size) real_imgs = train_data[idx] real_imgs = tensor.from_numpy(real_imgs) real_imgs.to_device(self.dev) noise = tensor.Tensor((self.batch_size, self.noise_size)) noise.uniform(-1, 1) noise.to_device(self.dev) fake_imgs = self.gen_net.forward(flag=False, x=noise) real_labels = tensor.Tensor((self.batch_size, 1)) fake_labels = tensor.Tensor((self.batch_size, 1)) real_labels.set_value(1.0) fake_labels.set_value(0.0) real_labels.to_device(self.dev) fake_labels.to_device(self.dev) grads, (d_loss_real, _) = self.dis_net.train(real_imgs, real_labels) for (s, p ,g) in zip(self.dis_net.param_names(), self.dis_net.param_values(), grads): opt_0.apply_with_lr(epoch, self.learning_rate, g, p, str(s), epoch) grads, (d_loss_fake, _) = self.dis_net.train(fake_imgs, fake_labels) for (s, p ,g) in zip(self.dis_net.param_names(), self.dis_net.param_values(), grads): opt_0.apply_with_lr(epoch, self.learning_rate, g, p, str(s), epoch) d_loss = d_loss_real + d_loss_fake noise = tensor.Tensor((self.batch_size, self.noise_size)) noise.uniform(-1,1) noise.to_device(self.dev) real_labels = tensor.Tensor((self.batch_size, 1)) real_labels.set_value(1.0) real_labels.to_device(self.dev) grads, (g_loss, _) = self.combined_net.train(noise, real_labels) for (s, p ,g) in zip(self.gen_net.param_names(), self.gen_net.param_values(), grads): opt_1.apply_with_lr(epoch, self.learning_rate, g, p, str(s), epoch) if epoch % self.interval == 0: self.save_image(epoch) print_log('The {} epoch, G_LOSS: {}, D_LOSS: {}'.format(epoch, g_loss, d_loss)) def save_image(self, epoch): rows = 5 cols = 5 channels = self.channels noise = tensor.Tensor((rows*cols*channels, self.noise_size)) noise.uniform(-1, 1) noise.to_device(self.dev) gen_imgs = self.gen_net.forward(flag=False, x=noise) gen_imgs = tensor.to_numpy(gen_imgs) show_imgs = np.reshape(gen_imgs, (gen_imgs.shape[0], self.rows, self.cols, self.channels)) fig, axs = plt.subplots(rows, cols) cnt = 0 for r in range(rows): for c in range(cols): axs[r,c].imshow(show_imgs[cnt, :, :, 0], cmap='gray') axs[r,c].axis('off') cnt += 1 fig.savefig("{}{}.png".format(self.file_dir, epoch)) plt.close() if __name__ == '__main__': parser = argparse.ArgumentParser(description='Train GAN over MNIST') parser.add_argument('filepath', type=str, help='the dataset path') parser.add_argument('--use_gpu', action='store_true') args = parser.parse_args() if args.use_gpu: print('Using GPU') dev = device.create_cuda_gpu() layer.engine = 'cudnn' else: print('Using CPU') dev = device.get_default_device() layer.engine = 'singacpp' if not os.path.exists('vanilla_images/'): os.makedirs('vanilla_images/') rows = 28 cols = 28 channels = 1 noise_size = 100 hidden_size = 128 batch = 128 interval = 1000 learning_rate = 0.001 epochs = 1000000 dataset_filepath = 'mnist.pkl.gz' file_dir = 'vanilla_images/' vanilla = VANILLA(dev, rows, cols, channels, noise_size, hidden_size, batch, interval, learning_rate, epochs, dataset_filepath, file_dir) vanilla.train()
apache-2.0
sppalkia/weld
python/grizzly/grizzly/grizzly_impl.py
2
48957
"""Contains implementations for each ported operation in Pandas. Attributes: decoder_ (NumPyEncoder): Description encoder_ (NumPyDecoder): Description """ from encoders import * from weld.weldobject import * encoder_ = NumPyEncoder() decoder_ = NumPyDecoder() def get_field(expr, field): """ Fetch a field from a struct expr """ weld_obj = WeldObject(encoder_, decoder_) struct_var = weld_obj.update(expr) if isinstance(expr, WeldObject): struct_var = expr.obj_id weld_obj.dependencies[struct_var] = expr weld_template = """ %(struct)s.$%(field)s """ weld_obj.weld_code = weld_template % {"struct":struct_var, "field":field} return weld_obj def unique(array, ty): """ Returns a new array-of-arrays with all duplicate arrays removed. Args: array (WeldObject / Numpy.ndarray): Input array ty (WeldType): Type of each element in the input array Returns: A WeldObject representing this computation """ weld_obj = WeldObject(encoder_, decoder_) array_var = weld_obj.update(array) if isinstance(array, WeldObject): array_var = array.obj_id weld_obj.dependencies[array_var] = array weld_template = """ map( tovec( result( for( map( %(array)s, |p: %(ty)s| {p,0} ), dictmerger[%(ty)s,i32,+], |b, i, e| merge(b,e) ) ) ), |p: {%(ty)s, i32}| p.$0 ) """ weld_obj.weld_code = weld_template % {"array": array_var, "ty": ty} return weld_obj def aggr(array, op, initial_value, ty): """ Returns sum of elements in the array. Args: array (WeldObject / Numpy.ndarray): Input array op (str): Op string used to aggregate the array (+ / *) initial_value (int): Initial value for aggregation ty (WeldType): Type of each element in the input array Returns: A WeldObject representing this computation """ weld_obj = WeldObject(encoder_, decoder_) array_var = weld_obj.update(array) if isinstance(array, WeldObject): array_var = array.obj_id weld_obj.dependencies[array_var] = array weld_template = """ result( for( %(array)s, merger[%(ty)s,%(op)s], |b, i, e| merge(b, e) ) ) """ weld_obj.weld_code = weld_template % { "array": array_var, "ty": ty, "op": op} return weld_obj def mask(array, predicates, new_value, ty): """ Returns a new array, with each element in the original array satisfying the passed-in predicate set to `new_value` Args: array (WeldObject / Numpy.ndarray): Input array predicates (WeldObject / Numpy.ndarray<bool>): Predicate set new_value (WeldObject / Numpy.ndarray / str): mask value ty (WeldType): Type of each element in the input array Returns: A WeldObject representing this computation """ weld_obj = WeldObject(encoder_, decoder_) array_var = weld_obj.update(array) if isinstance(array, WeldObject): array_var = array.obj_id weld_obj.dependencies[array_var] = array predicates_var = weld_obj.update(predicates) if isinstance(predicates, WeldObject): predicates_var = predicates.obj_id weld_obj.dependencies[predicates_var] = predicates if str(ty).startswith("vec"): new_value_var = weld_obj.update(new_value) if isinstance(new_value, WeldObject): new_value_var = new_value.obj_id weld_obj.dependencies[new_value_var] = new_value else: new_value_var = "%s(%s)" % (ty, str(new_value)) weld_template = """ map( zip(%(array)s, %(predicates)s), |p: {%(ty)s, bool}| if (p.$1, %(new_value)s, p.$0) ) """ weld_obj.weld_code = weld_template % { "array": array_var, "predicates": predicates_var, "new_value": new_value_var, "ty": ty} return weld_obj def filter(array, predicates, ty=None): """ Returns a new array, with each element in the original array satisfying the passed-in predicate set to `new_value` Args: array (WeldObject / Numpy.ndarray): Input array predicates (WeldObject / Numpy.ndarray<bool>): Predicate set ty (WeldType): Type of each element in the input array Returns: A WeldObject representing this computation """ weld_obj = WeldObject(encoder_, decoder_) array_var = weld_obj.update(array) if isinstance(array, WeldObject): array_var = array.obj_id weld_obj.dependencies[array_var] = array predicates_var = weld_obj.update(predicates) if isinstance(predicates, WeldObject): predicates_var = predicates.obj_id weld_obj.dependencies[predicates_var] = predicates weld_template = """ result( for( zip(%(array)s, %(predicates)s), appender, |b, i, e| if (e.$1, merge(b, e.$0), b) ) ) """ weld_obj.weld_code = weld_template % { "array": array_var, "predicates": predicates_var} return weld_obj def pivot_filter(pivot_array, predicates, ty=None): """ Returns a new array, with each element in the original array satisfying the passed-in predicate set to `new_value` Args: array (WeldObject / Numpy.ndarray): Input array predicates (WeldObject / Numpy.ndarray<bool>): Predicate set ty (WeldType): Type of each element in the input array Returns: A WeldObject representing this computation """ weld_obj = WeldObject(encoder_, decoder_) pivot_array_var = weld_obj.update(pivot_array) if isinstance(pivot_array, WeldObject): pivot_array_var = pivot_array.obj_id weld_obj.dependencies[pivot_array_var] = pivot_array predicates_var = weld_obj.update(predicates) if isinstance(predicates, WeldObject): predicates_var = predicates.obj_id weld_obj.dependencies[predicates_var] = predicates weld_template = """ let index_filtered = result( for( zip(%(array)s.$0, %(predicates)s), appender, |b, i, e| if (e.$1, merge(b, e.$0), b) ) ); let pivot_filtered = map( %(array)s.$1, |x| result( for( zip(x, %(predicates)s), appender, |b, i, e| if (e.$1, merge(b, e.$0), b) ) ) ); {index_filtered, pivot_filtered, %(array)s.$2} """ weld_obj.weld_code = weld_template % { "array": pivot_array_var, "predicates": predicates_var} return weld_obj def isin(array, predicates, ty): """ Checks if elements in array is also in predicates # TODO: better parameter naming Args: array (WeldObject / Numpy.ndarray): Input array predicates (WeldObject / Numpy.ndarray<bool>): Predicate set ty (WeldType): Type of each element in the input array Returns: A WeldObject representing this computation """ weld_obj = WeldObject(encoder_, decoder_) array_var = weld_obj.update(array) if isinstance(array, WeldObject): array_var = array.obj_id weld_obj.dependencies[array_var] = array predicates_var = weld_obj.update(predicates) if isinstance(predicates, WeldObject): predicates_var = predicates.obj_id weld_obj.dependencies[predicates_var] = predicates weld_template = """ let check_dict = result( for( map( %(predicate)s, |p: %(ty)s| {p,0} ), dictmerger[%(ty)s,i32,+], |b, i, e| merge(b,e) ) ); map( %(array)s, |x: %(ty)s| keyexists(check_dict, x) ) """ weld_obj.weld_code = weld_template % { "array": array_var, "predicate": predicates_var, "ty": ty} return weld_obj def element_wise_op(array, other, op, ty): """ Operation of series and other, element-wise (binary operator add) Args: array (WeldObject / Numpy.ndarray): Input array other (WeldObject / Numpy.ndarray): Second Input array op (str): Op string used to compute element-wise operation (+ / *) ty (WeldType): Type of each element in the input array Returns: A WeldObject representing this computation """ weld_obj = WeldObject(encoder_, decoder_) array_var = weld_obj.update(array) if isinstance(array, WeldObject): array_var = array.obj_id weld_obj.dependencies[array_var] = array other_var = weld_obj.update(other) if isinstance(other, WeldObject): other_var = other.obj_id weld_obj.dependencies[other_var] = other weld_template = """ map( zip(%(array)s, %(other)s), |a| a.$0 %(op)s a.$1 ) """ weld_obj.weld_code = weld_template % {"array": array_var, "other": other_var, "ty": ty, "op": op} return weld_obj def unzip_columns(expr, column_types): """ Zip together multiple columns. Args: columns (WeldObject / Numpy.ndarray): lust of columns Returns: A WeldObject representing this computation """ weld_obj = WeldObject(encoder_, decoder_) column_appenders = [] struct_fields = [] result_fields = [] for i, column_type in enumerate(column_types): column_appenders.append("appender[%s]" % column_type) struct_fields.append("merge(b.$%s, e.$%s)" % (i, i)) result_fields.append("result(unzip_builder.$%s)" % i) appender_string = "{%s}" % ", ".join(column_appenders) struct_string = "{%s}" % ", ".join(struct_fields) result_string = "{%s}" % ", ".join(result_fields) expr_var = weld_obj.update(expr) if isinstance(expr, WeldObject): expr_var = expr.obj_id weld_obj.dependencies[expr_var] = expr weld_template = """ let unzip_builder = for( %(expr)s, %(appenders)s, |b,i,e| %(struct_builder)s ); %(result)s """ weld_obj.weld_code = weld_template % {"expr": expr_var, "appenders": appender_string, "struct_builder": struct_string, "result": result_string} return weld_obj def sort(expr, field = None, keytype=None, ascending=True): """ Sorts the vector. If the field parameter is provided then the sort operators on a vector of structs where the sort key is the field of the struct. Args: expr (WeldObject) field (Int) """ weld_obj = WeldObject(encoder_, decoder_) expr_var = weld_obj.update(expr) if isinstance(expr, WeldObject): expr_var = expr.obj_id weld_obj.dependencies[expr_var] = expr if field is not None: key_str = "x.$%s" % field else: key_str = "x" if not ascending: # The type is not necessarily f64. key_str = key_str + "* %s(-1)" % keytype weld_template = """ sort(%(expr)s, |x| %(key)s) """ weld_obj.weld_code = weld_template % {"expr":expr_var, "key":key_str} return weld_obj def slice_vec(expr, start, stop): """ Slices the vector. Args: expr (WeldObject) start (Long) stop (Long) """ weld_obj = WeldObject(encoder_, decoder_) expr_var = weld_obj.update(expr) if isinstance(expr, WeldObject): expr_var = expr.obj_id weld_obj.dependencies[expr_var] = expr weld_template = """ slice(%(expr)s, %(start)sL, %(stop)sL) """ weld_obj.weld_code = weld_template % {"expr":expr_var, "start":start, "stop":stop} return weld_obj def zip_columns(columns): """ Zip together multiple columns. Args: columns (WeldObject / Numpy.ndarray): lust of columns Returns: A WeldObject representing this computation """ weld_obj = WeldObject(encoder_, decoder_) column_vars = [] for column in columns: col_var = weld_obj.update(column) if isinstance(column, WeldObject): col_var = column.obj_id weld_obj.dependencies[col_var] = column column_vars.append(col_var) arrays = ", ".join(column_vars) weld_template = """ result( for( zip(%(array)s), appender, |b, i, e| merge(b, e) ) ) """ weld_obj.weld_code = weld_template % { "array": arrays, } return weld_obj def compare(array, other, op, ty_str): """ Performs passed-in comparison op between every element in the passed-in array and other, and returns an array of booleans. Args: array (WeldObject / Numpy.ndarray): Input array other (WeldObject / Numpy.ndarray): Second input array op (str): Op string used for element-wise comparison (== >= <= !=) ty (WeldType): Type of each element in the input array Returns: A WeldObject representing this computation """ weld_obj = WeldObject(encoder_, decoder_) array_var = weld_obj.update(array) if isinstance(array, WeldObject): array_var = array.obj_id weld_obj.dependencies[array_var] = array # Strings need to be encoded into vec[char] array. # Constants can be added directly to NVL snippet. if isinstance(other, str) or isinstance(other, WeldObject): other_var = weld_obj.update(other) if isinstance(other, WeldObject): other_var = tmp.obj_id weld_obj.dependencies[other_var] = other else: other_var = "%s(%s)" % (ty_str, str(other)) weld_template = """ map( %(array)s, |a: %(ty)s| a %(op)s %(other)s ) """ weld_obj.weld_code = weld_template % {"array": array_var, "other": other_var, "op": op, "ty": ty_str} return weld_obj def slice(array, start, size, ty): """ Returns a new array-of-arrays with each array truncated, starting at index `start` for `length` characters. Args: array (WeldObject / Numpy.ndarray): Input array start (int): starting index size (int): length to truncate at ty (WeldType): Type of each element in the input array Returns: A WeldObject representing this computation """ weld_obj = WeldObject(encoder_, decoder_) array_var = weld_obj.update(array) if isinstance(array, WeldObject): array_var = array.obj_id weld_obj.dependencies[array_var] = array weld_template = """ map( %(array)s, |array: %(ty)s| slice(array, %(start)dL, %(size)dL) ) """ weld_obj.weld_code = weld_template % {"array": array_var, "start": start, "ty": ty, "size": size} return weld_obj def to_lower(array, ty): """ Returns a new array of strings that are converted to lowercase Args: array (WeldObject / Numpy.ndarray): Input array start (int): starting index size (int): length to truncate at ty (WeldType): Type of each element in the input array Returns: A WeldObject representing this computation """ weld_obj = WeldObject(encoder_, decoder_) array_var = weld_obj.update(array) if isinstance(array, WeldObject): array_var = array.obj_id weld_obj.dependencies[array_var] = array weld_template = """ map( %(array)s, |array: vec[i8]| map(array, |b:i8| if(b <= i8(90), b + i8(32), b)) ) """ weld_obj.weld_code = weld_template % {"array": array_var, "ty": ty} return weld_obj def contains(array, ty, string): """ Checks if given string is contained in each string in the array. Output is a vec of booleans. Args: array (WeldObject / Numpy.ndarray): Input array start (int): starting index size (int): length to truncate at ty (WeldType): Type of each element in the input array Returns: A WeldObject representing this computation """ weld_obj = WeldObject(encoder_, decoder_) string_obj = weld_obj.update(string) if isinstance(string, WeldObject): string_obj = string.obj_id weld_obj.dependencies[string_obj] = string array_var = weld_obj.update(array) if isinstance(array, WeldObject): array_var = array.obj_id weld_obj.dependencies[array_var] = array (start, end) = 0, len(string) # Some odd bug where iterating on str and slicing str results # in a segfault weld_template = """ map( %(array)s, |str: vec[%(ty)s]| let tstr = str; result( for( str, merger[i8,+](i8(0)), |b,i,e| if(slice(tstr, i, i64(%(end)s)) == %(cmpstr)s, merge(b, i8(1)), b ) ) ) > i8(0) ) """ weld_obj.weld_code = weld_template % {"array": array_var, "ty": ty, "start": start, "end": end, "cmpstr": string_obj} return weld_obj def count(array, ty): """ Return number of non-NA/null observations in the Series TODO : Filter out NaN's once Weld supports NaN's Args: array (WeldObject / Numpy.ndarray): Input array ty (WeldType): Type of each element in the input array Returns: A WeldObject representing this computation """ weld_obj = WeldObject(encoder_, decoder_) array_var = weld_obj.update(array) if isinstance(array, WeldObject): array_var = array.obj_id weld_obj.dependencies[array_var] = array weld_template = """ len(%(array)s) """ weld_obj.weld_code = weld_template % {"array": array_var} return weld_obj def join(expr1, expr2, d1_keys, d2_keys, keys_type, d1_vals, df1_vals_ty, d2_vals, df2_vals_ty): """ Computes a join on two tables """ weld_obj = WeldObject(encoder_, decoder_) df1_var = weld_obj.update(expr1) if isinstance(expr1, WeldObject): df1_var = expr1.obj_id weld_obj.dependencies[df1_var] = expr1 df2_var = weld_obj.update(expr2) if isinstance(expr2, WeldObject): df2_var = expr2.obj_id weld_obj.dependencies[df2_var] = expr2 d1_key_fields = ", ".join(["e.$%s" % k for k in d1_keys]) if len(d1_keys) > 1: d1_key_struct = "{%s}" % (d1_key_fields) else: d1_key_struct = d1_key_fields d1_val_fields = ", ".join(["e.$%s" % k for k in d1_vals]) d2_key_fields = ", ".join(["e.$%s" % k for k in d2_keys]) if len(d2_keys) > 1: d2_key_struct = "{%s}" % (d2_key_fields) else: d2_key_struct = d2_key_fields d2_val_fields = ", ".join(["e.$%s" % k for k in d2_vals]) d2_val_fields2 = ", ".join(["e2.$%s" % i for i, k in enumerate(d2_vals)]) d2_val_struct = "{%s}" % (d2_val_fields) weld_template = """ let df2_join_table = result( for( %(df2)s, groupmerger[%(kty)s, %(df2ty)s], |b, i, e| merge(b, {%(df2key)s, %(df2vals)s}) ) ); result(for( %(df1)s, appender, |b, i, e| for( lookup(df2_join_table, %(df1key)s), b, |b2, i2, e2| merge(b, {%(df1key)s, %(df1vals)s, %(df2vals2)s}) ) )) """ weld_obj.weld_code = weld_template % {"df1":df1_var, "df1key":d1_key_struct, "df1vals": d1_val_fields, "df2":df2_var, "kty":keys_type, "df2ty":df2_vals_ty, "df2key":d2_key_struct, "df2vals":d2_val_struct, "df2vals2":d2_val_fields2} return weld_obj def pivot_table(expr, value_index, value_ty, index_index, index_ty, columns_index, columns_ty, aggfunc): """ Constructs a pivot table where the index_index and columns_index are used as keys and the value_index is used as the value which is aggregated. """ weld_obj = WeldObject(encoder_, decoder_) zip_var = weld_obj.update(expr) if isinstance(expr, WeldObject): zip_var = expr.obj_id weld_obj.dependencies[zip_var] = expr if aggfunc == 'sum': weld_template = """ let bs = for( %(zip_expr)s, {dictmerger[{%(ity)s,%(cty)s},%(vty)s,+], dictmerger[%(ity)s,i64,+], dictmerger[%(cty)s,i64,+]}, |b, i, e| {merge(b.$0, {{e.$%(id)s, e.$%(cd)s}, e.$%(vd)s}), merge(b.$1, {e.$%(id)s, 1L}), merge(b.$2, {e.$%(cd)s, 1L})} ); let agg_dict = result(bs.$0); let ind_vec = sort(map(tovec(result(bs.$1)), |x| x.$0), |x, y| compare(x,y)); let col_vec = map(tovec(result(bs.$2)), |x| x.$0); let pivot = map( col_vec, |x:%(cty)s| map(ind_vec, |y:%(ity)s| f64(lookup(agg_dict, {y, x}))) ); {ind_vec, pivot, col_vec} """ elif aggfunc == 'mean': weld_template = """ let bs = for( %(zip_expr)s, {dictmerger[{%(ity)s,%(cty)s},{%(vty)s, i64},+], dictmerger[%(ity)s,i64,+], dictmerger[%(cty)s,i64,+]}, |b, i, e| {merge(b.$0, {{e.$%(id)s, e.$%(cd)s}, {e.$%(vd)s, 1L}}), merge(b.$1, {e.$%(id)s, 1L}), merge(b.$2, {e.$%(cd)s, 1L})} ); let agg_dict = result(bs.$0); let ind_vec = sort(map(tovec(result(bs.$1)), |x| x.$0), |x, y| compare(x,y)); let col_vec = map(tovec(result(bs.$2)), |x| x.$0); let pivot = map( col_vec, |x:%(cty)s| map(ind_vec, |y:%(ity)s| ( let sum_len_pair = lookup(agg_dict, {y, x}); f64(sum_len_pair.$0) / f64(sum_len_pair.$1)) ) ); {ind_vec, pivot, col_vec} """ else: raise Exception("Aggregate operation %s not supported." % aggfunc) weld_obj.weld_code = weld_template % {"zip_expr": zip_var, "ity": index_ty, "cty": columns_ty, "vty": value_ty, "id": index_index, "cd": columns_index, "vd": value_index} return weld_obj def get_pivot_column(pivot, column_name, column_type): weld_obj = WeldObject(encoder_, decoder_) pivot_var = weld_obj.update(pivot) if isinstance(pivot, WeldObject): pivot_var = pivot.obj_id weld_obj.dependencies[pivot_var] = pivot column_name_var = weld_obj.update(column_name) if isinstance(column_name, WeldObject): column_name_var = column_name.obj_id weld_obj.dependencies[column_name_var] = column_name weld_template = """ let col_dict = result(for( %(piv)s.$2, dictmerger[%(cty)s,i64,+], |b, i, e| merge(b, {e, i}) )); {%(piv)s.$0, lookup(%(piv)s.$1, lookup(col_dict, %(colnm)s))} """ weld_obj.weld_code = weld_template % {"piv":pivot_var, "cty":column_type, "colnm":column_name_var} return weld_obj def pivot_sort(pivot, column_name, index_type, column_type, pivot_type): weld_obj = WeldObject(encoder_, decoder_) pivot_var = weld_obj.update(pivot) if isinstance(pivot, WeldObject): pivot_var = pivot.obj_id weld_obj.dependencies[pivot_var] = pivot column_name_var = weld_obj.update(column_name) if isinstance(column_name, WeldObject): column_name_var = column_name.obj_id weld_obj.dependencies[column_name_var] = column_name # Note the key_column is hardcoded for the movielens workload # diff is located at the 2nd index. weld_template = """ let key_col = lookup(%(piv)s.$1, 2L); let sorted_indices = map( sort( result( for( key_col, appender[{%(pvty)s,i64}], |b,i,e| merge(b, {e,i}) ) ), |x,y| compare(x.$0, y.$0) ), |x| x.$1 ); let new_piv = map( %(piv)s.$1, |x| result( for( x, appender[%(pvty)s], |b,i,e| merge(b, lookup(x, lookup(sorted_indices, i))) ) ) ); let new_index = result( for( %(piv)s.$0, appender[%(idty)s], |b,i,e| merge(b, lookup(%(piv)s.$0, lookup(sorted_indices, i))) ) ); {new_index, new_piv, %(piv)s.$2} """ weld_obj.weld_code = weld_template % {"piv": pivot_var, "cty": column_type, "idty": index_type, "colnm": column_name_var, "pvty": pivot_type} return weld_obj def set_pivot_column(pivot, column_name, item, pivot_type, column_type): weld_obj = WeldObject(encoder_, decoder_) pivot_var = weld_obj.update(pivot) if isinstance(pivot, WeldObject): pivot_var = pivot.obj_id weld_obj.dependencies[pivot_var] = pivot column_name_var = weld_obj.update(column_name) if isinstance(column_name, WeldObject): column_name_var = column_name.obj_id weld_obj.dependencies[column_name_var] = column_name item_var = weld_obj.update(item) if isinstance(item, WeldObject): item_var = item.obj_id weld_obj.dependencies[item_var] = item weld_template = """ let pv_cols = for( %(piv)s.$1, appender[%(pvty)s], |b, i, e| merge(b, e) ); let col_names = for( %(piv)s.$2, appender[%(cty)s], |b, i, e| merge(b, e) ); let new_pivot_cols = result(merge(pv_cols, %(item)s)); let new_col_names = result(merge(col_names, %(colnm)s)); {%(piv)s.$0, new_pivot_cols, new_col_names} """ weld_obj.weld_code = weld_template % {"piv":pivot_var, "cty":column_type, "pvty":pivot_type, "item":item_var, "colnm":column_name_var} return weld_obj def pivot_sum(pivot, value_type): weld_obj = WeldObject(encoder_, decoder_) pivot_var = weld_obj.update(pivot) if isinstance(pivot, WeldObject): pivot_var = pivot.obj_id weld_obj.dependencies[pivot_var] = pivot weld_template = """ result(for( %(piv)s.$0, appender[%(pty)s], |b1,i1,e1| merge(b1, result(for( %(piv)s.$1, merger[%(pty)s,+], |b2, i2, e2| merge(b2, lookup(e2, i1)) )) ) )) """ weld_obj.weld_code = weld_template % {"piv":pivot_var, "pty":value_type} return weld_obj def pivot_div(pivot, series, vec_type, val_type): weld_obj = WeldObject(encoder_, decoder_) pivot_var = weld_obj.update(pivot) if isinstance(pivot, WeldObject): pivot_var = pivot.obj_id weld_obj.dependencies[pivot_var] = pivot series_var = weld_obj.update(series) if isinstance(series, WeldObject): series_var = series.obj_id weld_obj.dependencies[series_var] = series weld_template = """ {%(piv)s.$0, map( %(piv)s.$1, |v:%(vty)s| result(for( v, appender[f64], |b, i, e| merge(b, f64(e) / f64(lookup(%(srs)s, i))) )) ), %(piv)s.$2 } """ weld_obj.weld_code = weld_template % {"piv":pivot_var, "pty":val_type, "vty":vec_type, "srs":series_var} return weld_obj def groupby_sum(columns, column_tys, grouping_columns, grouping_column_tys): """ Groups the given columns by the corresponding grouping column value, and aggregate by summing values. Args: columns (List<WeldObject>): List of columns as WeldObjects column_tys (List<str>): List of each column data ty grouping_column (WeldObject): Column to group rest of columns by Returns: A WeldObject representing this computation """ weld_obj = WeldObject(encoder_, decoder_) if len(grouping_columns) == 1 and len(grouping_column_tys) == 1: grouping_column_var = weld_obj.update(grouping_columns[0]) if isinstance(grouping_columns[0], WeldObject): grouping_column_var = grouping_columns[0].weld_code grouping_column_ty_str = "%s" % grouping_column_tys[0] else: grouping_column_vars = [] for column in grouping_columns: column_var = weld_obj.update(column) if isinstance(column_var, WeldObject): column_var = column_var.weld_code grouping_column_vars.append(column_var) grouping_column_var = ", ".join(grouping_column_vars) grouping_column_tys = [str(ty) for ty in grouping_column_tys] grouping_column_ty_str = ", ".join(grouping_column_tys) grouping_column_ty_str = "{%s}" % grouping_column_ty_str columns_var_list = [] for column in columns: column_var = weld_obj.update(column) if isinstance(column, WeldObject): column_var = column.obj_id weld_obj.dependencies[column_var] = column columns_var_list.append(column_var) if len(columns_var_list) == 1 and len(grouping_columns) == 1: columns_var = columns_var_list[0] tys_str = column_tys[0] result_str = "merge(b, e)" elif len(columns_var_list) == 1 and len(grouping_columns) > 1: columns_var = columns_var_list[0] tys_str = column_tys[0] key_str_list = [] for i in xrange(0, len(grouping_columns)): key_str_list.append("e.$%d" % i) key_str = "{%s}" % ", ".join(key_str_list) value_str = "e.$" + str(len(grouping_columns)) result_str_list = [key_str, value_str] result_str = "merge(b, {%s})" % ", ".join(result_str_list) elif len(columns_var_list) > 1 and len(grouping_columns) == 1: columns_var = "%s" % ", ".join(columns_var_list) column_tys = [str(ty) for ty in column_tys] tys_str = "{%s}" % ", ".join(column_tys) key_str = "e.$0" value_str_list = [] for i in xrange(1, len(columns) + 1): value_str_list.append("e.$%d" % i) value_str = "{%s}" % ", ".join(value_str_list) result_str_list = [key_str, value_str] result_str = "merge(b, {%s})" % ", ".join(result_str_list) else: columns_var = "%s" % ", ".join(columns_var_list) column_tys = [str(ty) for ty in column_tys] tys_str = "{%s}" % ", ".join(column_tys) key_str_list = [] key_size = len(grouping_columns) value_size = len(columns) for i in xrange(0, key_size): key_str_list.append("e.$%d" % i) key_str = "{%s}" % ", ".join(key_str_list) value_str_list = [] for i in xrange(key_size, key_size + value_size): value_str_list.append("e.$%d" % i) value_str = "{%s}" % ", ".join(value_str_list) result_str_list = [key_str, value_str] result_str = "merge(b, {%s})" % ", ".join(result_str_list) weld_template = """ tovec( result( for( zip(%(grouping_column)s, %(columns)s), dictmerger[%(gty)s, %(ty)s, +], |b, i, e| %(result)s ) ) ) """ weld_obj.weld_code = weld_template % {"grouping_column": grouping_column_var, "columns": columns_var, "result": result_str, "ty": tys_str, "gty": grouping_column_ty_str} return weld_obj def groupby_std(columns, column_tys, grouping_columns, grouping_column_tys): """ Groups the given columns by the corresponding grouping column value, and aggregate by summing values. Args: columns (List<WeldObject>): List of columns as WeldObjects column_tys (List<str>): List of each column data ty grouping_column (WeldObject): Column to group rest of columns by Returns: A WeldObject representing this computation """ weld_obj = WeldObject(encoder_, decoder_) if len(grouping_columns) == 1 and len(grouping_column_tys) == 1: grouping_column_var = weld_obj.update(grouping_columns[0]) if isinstance(grouping_columns[0], WeldObject): grouping_column_var = grouping_columns[0].weld_code grouping_column_ty_str = "%s" % grouping_column_tys[0] else: grouping_column_vars = [] for column in grouping_columns: column_var = weld_obj.update(column) if isinstance(column_var, WeldObject): column_var = column_var.weld_code grouping_column_vars.append(column_var) grouping_column_var = ", ".join(grouping_column_vars) grouping_column_tys = [str(ty) for ty in grouping_column_tys] grouping_column_ty_str = ", ".join(grouping_column_tys) grouping_column_ty_str = "{%s}" % grouping_column_ty_str columns_var_list = [] for column in columns: column_var = weld_obj.update(column) if isinstance(column, WeldObject): column_var = column.obj_id weld_obj.dependencies[column_var] = column columns_var_list.append(column_var) if len(columns_var_list) == 1 and len(grouping_columns) == 1: columns_var = columns_var_list[0] tys_str = column_tys[0] result_str = "merge(b, e)" # TODO : The above change needs to apply for all result strings # These currently break at the moment elif len(columns_var_list) == 1 and len(grouping_columns) > 1: columns_var = columns_var_list[0] tys_str = column_tys[0] key_str_list = [] for i in xrange(0, len(grouping_columns)): key_str_list.append("e.$%d" % i) key_str = "{%s}" % ", ".join(key_str_list) value_str = "e.$" + str(len(grouping_columns)) result_str_list = [key_str, value_str] result_str = "merge(b, {%s, 1L})" % ", ".join(result_str_list) elif len(columns_var_list) > 1 and len(grouping_columns) == 1: columns_var = "%s" % ", ".join(columns_var_list) column_tys = [str(ty) for ty in column_tys] tys_str = "{%s}" % ", ".join(column_tys) key_str = "e.$0" value_str_list = [] for i in xrange(1, len(columns) + 1): value_str_list.append("e.$%d" % i) value_str = "{%s}" % ", ".join(value_str_list) result_str_list = [key_str, value_str] result_str = "merge(b, %s)" % ", ".join(result_str_list) else: columns_var = "%s" % ", ".join(columns_var_list) column_tys = [str(ty) for ty in column_tys] tys_str = "{%s}" % ", ".join(column_tys) key_str_list = [] key_size = len(grouping_columns) value_size = len(columns) for i in xrange(0, key_size): key_str_list.append("e.$%d" % i) key_str = "{%s}" % ", ".join(key_str_list) value_str_list = [] for i in xrange(key_size, key_size + value_size): value_str_list.append("e.$%d" % i) value_str = "{%s}" % ", ".join(value_str_list) result_str_list = [key_str, value_str] result_str = "merge(b, %s)" % ", ".join(result_str_list) # TODO Need to implement exponent operator # The mean dict's e.$1.$0 assumes this is a scalar vector and not a struct vector # Also pandas normalizes by n - 1 weld_template = """ let sum_dict = result( for( zip(%(grouping_column)s, %(columns)s), groupmerger[%(gty)s, %(ty)s], |b, i, e| %(result)s ) ); map( sort(tovec(sum_dict), |x| x.$0), |e| {e.$0, (let sum = result(for(e.$1, merger[%(ty)s,+], |b,i,a| merge(b, a))); let m = f64(sum) / f64(len(e.$1)); let msqr = result(for(e.$1, merger[f64,+], |b,i,a| merge(b, (f64(a)-m)*(f64(a)-m)))); sqrt(msqr / f64(len(e.$1) - 1L)) )} ) """ weld_obj.weld_code = weld_template % {"grouping_column": grouping_column_var, "columns": columns_var, "result": result_str, "ty": tys_str, "gty": grouping_column_ty_str} return weld_obj def groupby_size(columns, column_tys, grouping_columns, grouping_column_tys): """ Groups the given columns by the corresponding grouping column value, and aggregate by summing values. Args: columns (List<WeldObject>): List of columns as WeldObjects column_tys (List<str>): List of each column data ty grouping_column (WeldObject): Column to group rest of columns by Returns: A WeldObject representing this computation """ weld_obj = WeldObject(encoder_, decoder_) if len(grouping_columns) == 1 and len(grouping_column_tys) == 1: grouping_column_var = weld_obj.update(grouping_columns[0]) if isinstance(grouping_columns[0], WeldObject): grouping_column_var = grouping_columns[0].weld_code grouping_column_ty_str = "%s" % grouping_column_tys[0] else: grouping_column_vars = [] for column in grouping_columns: column_var = weld_obj.update(column) if isinstance(column_var, WeldObject): column_var = column_var.weld_code grouping_column_vars.append(column_var) grouping_column_var = ", ".join(grouping_column_vars) grouping_column_var = "zip(%s)" % grouping_column_var grouping_column_tys = [str(ty) for ty in grouping_column_tys] grouping_column_ty_str = ", ".join(grouping_column_tys) grouping_column_ty_str = "{%s}" % grouping_column_ty_str weld_template = """ let group = sort( tovec( result( for( %(grouping_column)s, dictmerger[%(gty)s, i64, +], |b, i, e| merge(b, {e, 1L}) ) ) ), |x:{%(gty)s, i64}, y:{%(gty)s, i64}| compare(x.$0, y.$0) ); { map( group, |x:{%(gty)s,i64}| x.$0 ), map( group, |x:{%(gty)s,i64}| x.$1 ) } """ weld_obj.weld_code = weld_template % {"grouping_column": grouping_column_var, "gty": grouping_column_ty_str} return weld_obj def groupby_sort(columns, column_tys, grouping_columns, grouping_column_tys, key_index, ascending): """ Groups the given columns by the corresponding grouping column value, and aggregate by summing values. Args: columns (List<WeldObject>): List of columns as WeldObjects column_tys (List<str>): List of each column data ty grouping_column (WeldObject): Column to group rest of columns by Returns: A WeldObject representing this computation """ weld_obj = WeldObject(encoder_, decoder_) if len(grouping_columns) == 1 and len(grouping_column_tys) == 1: grouping_column_var = weld_obj.update(grouping_columns[0]) if isinstance(grouping_columns[0], WeldObject): grouping_column_var = grouping_columns[0].weld_code grouping_column_ty_str = "%s" % grouping_column_tys[0] else: grouping_column_vars = [] for column in grouping_columns: column_var = weld_obj.update(column) if isinstance(column, WeldObject): column_var = column.obj_id weld_obj.dependencies[column_var] = column grouping_column_vars.append(column_var) grouping_column_var = ", ".join(grouping_column_vars) grouping_column_tys = [str(ty) for ty in grouping_column_tys] grouping_column_ty_str = ", ".join(grouping_column_tys) grouping_column_ty_str = "{%s}" % grouping_column_ty_str columns_var_list = [] for column in columns: column_var = weld_obj.update(column) if isinstance(column, WeldObject): column_var = column.obj_id weld_obj.dependencies[column_var] = column columns_var_list.append(column_var) if len(columns_var_list) == 1 and len(grouping_columns) == 1: columns_var = columns_var_list[0] tys_str = column_tys[0] result_str = "merge(b, e)" elif len(columns_var_list) == 1 and len(grouping_columns) > 1: columns_var = columns_var_list[0] tys_str = column_tys[0] key_str_list = [] for i in xrange(0, len(grouping_columns)): key_str_list.append("e.$%d" % i) key_str = "{%s}" % ", ".join(key_str_list) value_str = "e.$" + str(len(grouping_columns)) result_str_list = [key_str, value_str] result_str = "merge(b, {%s})" % ", ".join(result_str_list) elif len(columns_var_list) > 1 and len(grouping_columns) == 1: columns_var = "%s" % ", ".join(columns_var_list) column_tys = [str(ty) for ty in column_tys] tys_str = "{%s}" % ", ".join(column_tys) key_str = "e.$0" value_str_list = [] for i in xrange(1, len(columns) + 1): value_str_list.append("e.$%d" % i) value_str = "{%s}" % ", ".join(value_str_list) result_str_list = [key_str, value_str] result_str = "merge(b, {%s})" % ", ".join(result_str_list) else: columns_var = "%s" % ", ".join(columns_var_list) column_tys = [str(ty) for ty in column_tys] tys_str = "{%s}" % ", ".join(column_tys) key_str_list = [] key_size = len(grouping_columns) value_size = len(columns) for i in xrange(0, key_size): key_str_list.append("e.$%d" % i) key_str = "{%s}" % ", ".join(key_str_list) value_str_list = [] for i in xrange(key_size, key_size + value_size): value_str_list.append("e.$%d" % i) value_str = "{%s}" % ", ".join(value_str_list) result_str_list = [key_str, value_str] result_str = "merge(b, {%s})" % ", ".join(result_str_list) if key_index == None: key_str_x = "x" key_str_y = "y" else : key_str_x = "x.$%d" % key_index key_str_y = "y.$%d" % key_index if ascending == False: key_str = key_str + "* %s(-1)" % column_tys[key_index] weld_template = """ @(grain_size:1)map( tovec( result( for( zip(%(grouping_column)s, %(columns)s), groupmerger[%(gty)s, %(ty)s], |b, i, e| %(result)s ) ) ), |a:{%(gty)s, vec[%(ty)s]}| {a.$0, sort(a.$1, |x:%(ty)s, y:%(ty)s| compare(%(key_str_x)s, %(key_str_y)s))} ) """ weld_obj.weld_code = weld_template % {"grouping_column": grouping_column_var, "columns": columns_var, "result": result_str, "ty": tys_str, "gty": grouping_column_ty_str, "key_str_x": key_str_x, "key_str_y": key_str_y} return weld_obj def flatten_group(expr, column_tys, grouping_column_tys): """ Groups the given columns by the corresponding grouping column value, and aggregate by summing values. Args: columns (List<WeldObject>): List of columns as WeldObjects column_tys (List<str>): List of each column data ty grouping_column (WeldObject): Column to group rest of columns by Returns: A WeldObject representing this computation """ weld_obj = WeldObject(encoder_, decoder_) group_var = weld_obj.update(expr) num_group_cols = len(grouping_column_tys) if num_group_cols == 1: grouping_column_ty_str = "%s" % grouping_column_tys[0] grouping_column_key_str = "a.$0" else: grouping_column_tys = [str(ty) for ty in grouping_column_tys] grouping_column_ty_str = ", ".join(grouping_column_tys) grouping_column_ty_str = "{%s}" % grouping_column_ty_str grouping_column_keys = ["a.$0.$%s" % i for i in range(0, num_group_cols)] grouping_column_key_str = "{%s}" % ", ".join(grouping_column_keys) if len(column_tys) == 1: tys_str = "%s" % column_tys[0] column_values_str = "b.$1" else: column_tys = [str(ty) for ty in column_tys] tys_str = "{%s}" % ", ".join(column_tys) column_values = ["b.$%s" % i for i in range(0, len(column_tys))] column_values_str = "{%s}" % ", ".join(column_values) # TODO: The output in pandas keps the keys sorted (even if keys are structs) # We need to allow keyfunctions in sort by clauses to be able to compare structs. # sort(%(group_vec)s, |x:{%(gty)s, vec[%(ty)s]}| x.$0), weld_template = """ flatten( map( %(group_vec)s, |a:{%(gty)s, vec[%(ty)s]}| map(a.$1, |b:%(ty)s| {%(gkeys)s, %(gvals)s}) ) ) """ weld_obj.weld_code = weld_template % {"group_vec": expr.weld_code, "gkeys": grouping_column_key_str, "gvals": column_values_str, "ty": tys_str, "gty": grouping_column_ty_str} return weld_obj def grouped_slice(expr, type, start, size): """ Groups the given columns by the corresponding grouping column value, and aggregate by summing values. Args: columns (List<WeldObject>): List of columns as WeldObjects column_tys (List<str>): List of each column data ty grouping_column (WeldObject): Column to group rest of columns by Returns: A WeldObject representing this computation """ weld_obj = WeldObject(encoder_, decoder_) weld_obj.update(expr) weld_template = """ map( %(vec)s, |b: %(type)s| {b.$0, slice(b.$1, i64(%(start)s), i64(%(size)s))} ) """ weld_obj.weld_code = weld_template % {"vec": expr.weld_code, "type": type, "start": str(start), "size": str(size)} return weld_obj def get_column(columns, column_tys, index): """ Get column corresponding to passed-in index from ptr returned by groupBySum. Args: columns (List<WeldObject>): List of columns as WeldObjects column_tys (List<str>): List of each column data ty index (int): index of selected column Returns: A WeldObject representing this computation """ weld_obj = WeldObject(encoder_, decoder_) columns_var = weld_obj.update(columns, tys=WeldVec(column_tys), override=False) if isinstance(columns, WeldObject): columns_var = columns.obj_id weld_obj.dependencies[columns_var] = columns weld_template = """ map( %(columns)s, |elem: %(ty)s| elem.$%(index)s ) """ weld_obj.weld_code = weld_template % {"columns": columns_var, "ty": column_tys, "index": index} return weld_obj
bsd-3-clause
rsivapr/scikit-learn
sklearn/semi_supervised/label_propagation.py
8
14061
# coding=utf8 """ Label propagation in the context of this module refers to a set of semisupervised classification algorithms. In the high level, these algorithms work by forming a fully-connected graph between all points given and solving for the steady-state distribution of labels at each point. These algorithms perform very well in practice. The cost of running can be very expensive, at approximately O(N^3) where N is the number of (labeled and unlabeled) points. The theory (why they perform so well) is motivated by intuitions from random walk algorithms and geometric relationships in the data. For more information see the references below. Model Features -------------- Label clamping: The algorithm tries to learn distributions of labels over the dataset. In the "Hard Clamp" mode, the true ground labels are never allowed to change. They are clamped into position. In the "Soft Clamp" mode, they are allowed some wiggle room, but some alpha of their original value will always be retained. Hard clamp is the same as soft clamping with alpha set to 1. Kernel: A function which projects a vector into some higher dimensional space. This implementation supprots RBF and KNN kernels. Using the RBF kernel generates a dense matrix of size O(N^2). KNN kernel will generate a sparse matrix of size O(k*N) which will run much faster. See the documentation for SVMs for more info on kernels. Examples -------- >>> from sklearn import datasets >>> from sklearn.semi_supervised import LabelPropagation >>> label_prop_model = LabelPropagation() >>> iris = datasets.load_iris() >>> random_unlabeled_points = np.where(np.random.random_integers(0, 1, ... size=len(iris.target))) >>> labels = np.copy(iris.target) >>> labels[random_unlabeled_points] = -1 >>> label_prop_model.fit(iris.data, labels) ... # doctest: +NORMALIZE_WHITESPACE +ELLIPSIS LabelPropagation(...) Notes ----- References: [1] Yoshua Bengio, Olivier Delalleau, Nicolas Le Roux. In Semi-Supervised Learning (2006), pp. 193-216 [2] Olivier Delalleau, Yoshua Bengio, Nicolas Le Roux. Efficient Non-Parametric Function Induction in Semi-Supervised Learning. AISTAT 2005 """ # Authors: Clay Woolam <clay@woolam.org> # Licence: BSD from abc import ABCMeta, abstractmethod from scipy import sparse import numpy as np from ..base import BaseEstimator, ClassifierMixin from ..metrics.pairwise import rbf_kernel from ..utils.graph import graph_laplacian from ..utils.extmath import safe_sparse_dot from ..externals import six from ..neighbors.unsupervised import NearestNeighbors ### Helper functions def _not_converged(y_truth, y_prediction, tol=1e-3): """basic convergence check""" return np.abs(y_truth - y_prediction).sum() > tol class BaseLabelPropagation(six.with_metaclass(ABCMeta, BaseEstimator, ClassifierMixin)): """Base class for label propagation module. Parameters ---------- kernel : {'knn', 'rbf'} String identifier for kernel function to use. Only 'rbf' and 'knn' kernels are currently supported.. gamma : float Parameter for rbf kernel alpha : float Clamping factor max_iter : float Change maximum number of iterations allowed tol : float Convergence tolerance: threshold to consider the system at steady state """ def __init__(self, kernel='rbf', gamma=20, n_neighbors=7, alpha=1, max_iter=30, tol=1e-3): self.max_iter = max_iter self.tol = tol # kernel parameters self.kernel = kernel self.gamma = gamma self.n_neighbors = n_neighbors # clamping factor self.alpha = alpha def _get_kernel(self, X, y=None): if self.kernel == "rbf": if y is None: return rbf_kernel(X, X, gamma=self.gamma) else: return rbf_kernel(X, y, gamma=self.gamma) elif self.kernel == "knn": if self.nn_fit is None: self.nn_fit = NearestNeighbors(self.n_neighbors).fit(X) if y is None: return self.nn_fit.kneighbors_graph(self.nn_fit._fit_X, self.n_neighbors, mode='connectivity') else: return self.nn_fit.kneighbors(y, return_distance=False) else: raise ValueError("%s is not a valid kernel. Only rbf and knn" " are supported at this time" % self.kernel) @abstractmethod def _build_graph(self): raise NotImplementedError("Graph construction must be implemented" " to fit a label propagation model.") def predict(self, X): """Performs inductive inference across the model. Parameters ---------- X : array_like, shape = [n_samples, n_features] Returns ------- y : array_like, shape = [n_samples] Predictions for input data """ probas = self.predict_proba(X) return self.classes_[np.argmax(probas, axis=1)].ravel() def predict_proba(self, X): """Predict probability for each possible outcome. Compute the probability estimates for each single sample in X and each possible outcome seen during training (categorical distribution). Parameters ---------- X : array_like, shape = [n_samples, n_features] Returns ------- probabilities : array, shape = [n_samples, n_classes] Normalized probability distributions across class labels """ if sparse.isspmatrix(X): X_2d = X else: X_2d = np.atleast_2d(X) weight_matrices = self._get_kernel(self.X_, X_2d) if self.kernel == 'knn': probabilities = [] for weight_matrix in weight_matrices: ine = np.sum(self.label_distributions_[weight_matrix], axis=0) probabilities.append(ine) probabilities = np.array(probabilities) else: weight_matrices = weight_matrices.T probabilities = np.dot(weight_matrices, self.label_distributions_) normalizer = np.atleast_2d(np.sum(probabilities, axis=1)).T probabilities /= normalizer return probabilities def fit(self, X, y): """Fit a semi-supervised label propagation model based All the input data is provided matrix X (labeled and unlabeled) and corresponding label matrix y with a dedicated marker value for unlabeled samples. Parameters ---------- X : array-like, shape = [n_samples, n_features] A {n_samples by n_samples} size matrix will be created from this y : array_like, shape = [n_samples] n_labeled_samples (unlabeled points are marked as -1) All unlabeled samples will be transductively assigned labels Returns ------- self : returns an instance of self. """ if sparse.isspmatrix(X): self.X_ = X else: self.X_ = np.asarray(X) # actual graph construction (implementations should override this) graph_matrix = self._build_graph() # label construction # construct a categorical distribution for classification only classes = np.unique(y) classes = (classes[classes != -1]) self.classes_ = classes n_samples, n_classes = len(y), len(classes) y = np.asarray(y) unlabeled = y == -1 clamp_weights = np.ones((n_samples, 1)) clamp_weights[unlabeled, 0] = self.alpha # initialize distributions self.label_distributions_ = np.zeros((n_samples, n_classes)) for label in classes: self.label_distributions_[y == label, classes == label] = 1 y_static = np.copy(self.label_distributions_) if self.alpha > 0.: y_static *= 1 - self.alpha y_static[unlabeled] = 0 l_previous = np.zeros((self.X_.shape[0], n_classes)) remaining_iter = self.max_iter if sparse.isspmatrix(graph_matrix): graph_matrix = graph_matrix.tocsr() while (_not_converged(self.label_distributions_, l_previous, self.tol) and remaining_iter > 1): l_previous = self.label_distributions_ self.label_distributions_ = safe_sparse_dot( graph_matrix, self.label_distributions_) # clamp self.label_distributions_ = np.multiply( clamp_weights, self.label_distributions_) + y_static remaining_iter -= 1 normalizer = np.sum(self.label_distributions_, axis=1)[:, np.newaxis] self.label_distributions_ /= normalizer # set the transduction item transduction = self.classes_[np.argmax(self.label_distributions_, axis=1)] self.transduction_ = transduction.ravel() return self class LabelPropagation(BaseLabelPropagation): """Label Propagation classifier Parameters ---------- kernel : {'knn', 'rbf'} String identifier for kernel function to use. Only 'rbf' and 'knn' kernels are currently supported.. gamma : float parameter for rbf kernel n_neighbors : integer > 0 parameter for knn kernel alpha : float clamping factor max_iter : float change maximum number of iterations allowed tol : float Convergence tolerance: threshold to consider the system at steady state Examples -------- >>> from sklearn import datasets >>> from sklearn.semi_supervised import LabelPropagation >>> label_prop_model = LabelPropagation() >>> iris = datasets.load_iris() >>> random_unlabeled_points = np.where(np.random.random_integers(0, 1, ... size=len(iris.target))) >>> labels = np.copy(iris.target) >>> labels[random_unlabeled_points] = -1 >>> label_prop_model.fit(iris.data, labels) ... # doctest: +NORMALIZE_WHITESPACE +ELLIPSIS LabelPropagation(...) References ---------- Xiaojin Zhu and Zoubin Ghahramani. Learning from labeled and unlabeled data with label propagation. Technical Report CMU-CALD-02-107, Carnegie Mellon University, 2002 http://pages.cs.wisc.edu/~jerryzhu/pub/CMU-CALD-02-107.pdf See Also -------- LabelSpreading : Alternate label propagation strategy more robust to noise """ def _build_graph(self): """Matrix representing a fully connected graph between each sample This basic implementation creates a non-stochastic affinity matrix, so class distributions will exceed 1 (normalization may be desired). """ if self.kernel == 'knn': self.nn_fit = None affinity_matrix = self._get_kernel(self.X_) normalizer = affinity_matrix.sum(axis=0) if sparse.isspmatrix(affinity_matrix): affinity_matrix.data /= np.diag(np.array(normalizer)) else: affinity_matrix /= normalizer[:, np.newaxis] return affinity_matrix class LabelSpreading(BaseLabelPropagation): """LabelSpreading model for semi-supervised learning This model is similar to the basic Label Propgation algorithm, but uses affinity matrix based on the normalized graph Laplacian and soft clamping across the labels. Parameters ---------- kernel : {'knn', 'rbf'} String identifier for kernel function to use. Only 'rbf' and 'knn' kernels are currently supported. gamma : float parameter for rbf kernel n_neighbors : integer > 0 parameter for knn kernel alpha : float clamping factor max_iter : float maximum number of iterations allowed tol : float Convergence tolerance: threshold to consider the system at steady state Examples -------- >>> from sklearn import datasets >>> from sklearn.semi_supervised import LabelSpreading >>> label_prop_model = LabelSpreading() >>> iris = datasets.load_iris() >>> random_unlabeled_points = np.where(np.random.random_integers(0, 1, ... size=len(iris.target))) >>> labels = np.copy(iris.target) >>> labels[random_unlabeled_points] = -1 >>> label_prop_model.fit(iris.data, labels) ... # doctest: +NORMALIZE_WHITESPACE +ELLIPSIS LabelSpreading(...) References ---------- Dengyong Zhou, Olivier Bousquet, Thomas Navin Lal, Jason Weston, Bernhard Schoelkopf. Learning with local and global consistency (2004) http://citeseer.ist.psu.edu/viewdoc/summary?doi=10.1.1.115.3219 See Also -------- LabelPropagation : Unregularized graph based semi-supervised learning """ def __init__(self, kernel='rbf', gamma=20, n_neighbors=7, alpha=0.2, max_iter=30, tol=1e-3): # this one has different base parameters super(LabelSpreading, self).__init__(kernel=kernel, gamma=gamma, n_neighbors=n_neighbors, alpha=alpha, max_iter=max_iter, tol=tol) def _build_graph(self): """Graph matrix for Label Spreading computes the graph laplacian""" # compute affinity matrix (or gram matrix) if self.kernel == 'knn': self.nn_fit = None n_samples = self.X_.shape[0] affinity_matrix = self._get_kernel(self.X_) laplacian = graph_laplacian(affinity_matrix, normed=True) laplacian = -laplacian if sparse.isspmatrix(laplacian): diag_mask = (laplacian.row == laplacian.col) laplacian.data[diag_mask] = 0.0 else: laplacian.flat[::n_samples + 1] = 0.0 # set diag to 0.0 return laplacian
bsd-3-clause
solin319/incubator-mxnet
example/gan/dcgan.py
24
10758
# Licensed to the Apache Software Foundation (ASF) under one # or more contributor license agreements. See the NOTICE file # distributed with this work for additional information # regarding copyright ownership. The ASF licenses this file # to you under the Apache License, Version 2.0 (the # "License"); you may not use this file except in compliance # with the License. You may obtain a copy of the License at # # http://www.apache.org/licenses/LICENSE-2.0 # # Unless required by applicable law or agreed to in writing, # software distributed under the License is distributed on an # "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY # KIND, either express or implied. See the License for the # specific language governing permissions and limitations # under the License. from __future__ import print_function import mxnet as mx import numpy as np from sklearn.datasets import fetch_mldata from matplotlib import pyplot as plt import logging import cv2 from datetime import datetime def make_dcgan_sym(ngf, ndf, nc, no_bias=True, fix_gamma=True, eps=1e-5 + 1e-12): BatchNorm = mx.sym.BatchNorm rand = mx.sym.Variable('rand') g1 = mx.sym.Deconvolution(rand, name='g1', kernel=(4,4), num_filter=ngf*8, no_bias=no_bias) gbn1 = BatchNorm(g1, name='gbn1', fix_gamma=fix_gamma, eps=eps) gact1 = mx.sym.Activation(gbn1, name='gact1', act_type='relu') g2 = mx.sym.Deconvolution(gact1, name='g2', kernel=(4,4), stride=(2,2), pad=(1,1), num_filter=ngf*4, no_bias=no_bias) gbn2 = BatchNorm(g2, name='gbn2', fix_gamma=fix_gamma, eps=eps) gact2 = mx.sym.Activation(gbn2, name='gact2', act_type='relu') g3 = mx.sym.Deconvolution(gact2, name='g3', kernel=(4,4), stride=(2,2), pad=(1,1), num_filter=ngf*2, no_bias=no_bias) gbn3 = BatchNorm(g3, name='gbn3', fix_gamma=fix_gamma, eps=eps) gact3 = mx.sym.Activation(gbn3, name='gact3', act_type='relu') g4 = mx.sym.Deconvolution(gact3, name='g4', kernel=(4,4), stride=(2,2), pad=(1,1), num_filter=ngf, no_bias=no_bias) gbn4 = BatchNorm(g4, name='gbn4', fix_gamma=fix_gamma, eps=eps) gact4 = mx.sym.Activation(gbn4, name='gact4', act_type='relu') g5 = mx.sym.Deconvolution(gact4, name='g5', kernel=(4,4), stride=(2,2), pad=(1,1), num_filter=nc, no_bias=no_bias) gout = mx.sym.Activation(g5, name='gact5', act_type='tanh') data = mx.sym.Variable('data') label = mx.sym.Variable('label') d1 = mx.sym.Convolution(data, name='d1', kernel=(4,4), stride=(2,2), pad=(1,1), num_filter=ndf, no_bias=no_bias) dact1 = mx.sym.LeakyReLU(d1, name='dact1', act_type='leaky', slope=0.2) d2 = mx.sym.Convolution(dact1, name='d2', kernel=(4,4), stride=(2,2), pad=(1,1), num_filter=ndf*2, no_bias=no_bias) dbn2 = BatchNorm(d2, name='dbn2', fix_gamma=fix_gamma, eps=eps) dact2 = mx.sym.LeakyReLU(dbn2, name='dact2', act_type='leaky', slope=0.2) d3 = mx.sym.Convolution(dact2, name='d3', kernel=(4,4), stride=(2,2), pad=(1,1), num_filter=ndf*4, no_bias=no_bias) dbn3 = BatchNorm(d3, name='dbn3', fix_gamma=fix_gamma, eps=eps) dact3 = mx.sym.LeakyReLU(dbn3, name='dact3', act_type='leaky', slope=0.2) d4 = mx.sym.Convolution(dact3, name='d4', kernel=(4,4), stride=(2,2), pad=(1,1), num_filter=ndf*8, no_bias=no_bias) dbn4 = BatchNorm(d4, name='dbn4', fix_gamma=fix_gamma, eps=eps) dact4 = mx.sym.LeakyReLU(dbn4, name='dact4', act_type='leaky', slope=0.2) d5 = mx.sym.Convolution(dact4, name='d5', kernel=(4,4), num_filter=1, no_bias=no_bias) d5 = mx.sym.Flatten(d5) dloss = mx.sym.LogisticRegressionOutput(data=d5, label=label, name='dloss') return gout, dloss def get_mnist(): mnist = fetch_mldata('MNIST original') np.random.seed(1234) # set seed for deterministic ordering p = np.random.permutation(mnist.data.shape[0]) X = mnist.data[p] X = X.reshape((70000, 28, 28)) X = np.asarray([cv2.resize(x, (64,64)) for x in X]) X = X.astype(np.float32)/(255.0/2) - 1.0 X = X.reshape((70000, 1, 64, 64)) X = np.tile(X, (1, 3, 1, 1)) X_train = X[:60000] X_test = X[60000:] return X_train, X_test class RandIter(mx.io.DataIter): def __init__(self, batch_size, ndim): self.batch_size = batch_size self.ndim = ndim self.provide_data = [('rand', (batch_size, ndim, 1, 1))] self.provide_label = [] def iter_next(self): return True def getdata(self): return [mx.random.normal(0, 1.0, shape=(self.batch_size, self.ndim, 1, 1))] class ImagenetIter(mx.io.DataIter): def __init__(self, path, batch_size, data_shape): self.internal = mx.io.ImageRecordIter( path_imgrec = path, data_shape = data_shape, batch_size = batch_size, rand_crop = True, rand_mirror = True, max_crop_size = 256, min_crop_size = 192) self.provide_data = [('data', (batch_size,) + data_shape)] self.provide_label = [] def reset(self): self.internal.reset() def iter_next(self): return self.internal.iter_next() def getdata(self): data = self.internal.getdata() data = data * (2.0/255.0) data -= 1 return [data] def fill_buf(buf, i, img, shape): n = buf.shape[0]/shape[1] m = buf.shape[1]/shape[0] sx = (i%m)*shape[0] sy = (i/m)*shape[1] buf[sy:sy+shape[1], sx:sx+shape[0], :] = img def visual(title, X): assert len(X.shape) == 4 X = X.transpose((0, 2, 3, 1)) X = np.clip((X+1.0)*(255.0/2.0), 0, 255).astype(np.uint8) n = np.ceil(np.sqrt(X.shape[0])) buff = np.zeros((int(n*X.shape[1]), int(n*X.shape[2]), int(X.shape[3])), dtype=np.uint8) for i, img in enumerate(X): fill_buf(buff, i, img, X.shape[1:3]) buff = cv2.cvtColor(buff, cv2.COLOR_BGR2RGB) plt.imshow(buff) plt.title(title) plt.show() if __name__ == '__main__': logging.basicConfig(level=logging.DEBUG) # =============setting============ dataset = 'mnist' imgnet_path = './train.rec' ndf = 64 ngf = 64 nc = 3 batch_size = 64 Z = 100 lr = 0.0002 beta1 = 0.5 ctx = mx.gpu(0) check_point = False symG, symD = make_dcgan_sym(ngf, ndf, nc) #mx.viz.plot_network(symG, shape={'rand': (batch_size, 100, 1, 1)}).view() #mx.viz.plot_network(symD, shape={'data': (batch_size, nc, 64, 64)}).view() # ==============data============== if dataset == 'mnist': X_train, X_test = get_mnist() train_iter = mx.io.NDArrayIter(X_train, batch_size=batch_size) elif dataset == 'imagenet': train_iter = ImagenetIter(imgnet_path, batch_size, (3, 64, 64)) rand_iter = RandIter(batch_size, Z) label = mx.nd.zeros((batch_size,), ctx=ctx) # =============module G============= modG = mx.mod.Module(symbol=symG, data_names=('rand',), label_names=None, context=ctx) modG.bind(data_shapes=rand_iter.provide_data) modG.init_params(initializer=mx.init.Normal(0.02)) modG.init_optimizer( optimizer='adam', optimizer_params={ 'learning_rate': lr, 'wd': 0., 'beta1': beta1, }) mods = [modG] # =============module D============= modD = mx.mod.Module(symbol=symD, data_names=('data',), label_names=('label',), context=ctx) modD.bind(data_shapes=train_iter.provide_data, label_shapes=[('label', (batch_size,))], inputs_need_grad=True) modD.init_params(initializer=mx.init.Normal(0.02)) modD.init_optimizer( optimizer='adam', optimizer_params={ 'learning_rate': lr, 'wd': 0., 'beta1': beta1, }) mods.append(modD) # ============printing============== def norm_stat(d): return mx.nd.norm(d)/np.sqrt(d.size) mon = mx.mon.Monitor(10, norm_stat, pattern=".*output|d1_backward_data", sort=True) mon = None if mon is not None: for mod in mods: pass def facc(label, pred): pred = pred.ravel() label = label.ravel() return ((pred > 0.5) == label).mean() def fentropy(label, pred): pred = pred.ravel() label = label.ravel() return -(label*np.log(pred+1e-12) + (1.-label)*np.log(1.-pred+1e-12)).mean() mG = mx.metric.CustomMetric(fentropy) mD = mx.metric.CustomMetric(fentropy) mACC = mx.metric.CustomMetric(facc) print('Training...') stamp = datetime.now().strftime('%Y_%m_%d-%H_%M') # =============train=============== for epoch in range(100): train_iter.reset() for t, batch in enumerate(train_iter): rbatch = rand_iter.next() if mon is not None: mon.tic() modG.forward(rbatch, is_train=True) outG = modG.get_outputs() # update discriminator on fake label[:] = 0 modD.forward(mx.io.DataBatch(outG, [label]), is_train=True) modD.backward() #modD.update() gradD = [[grad.copyto(grad.context) for grad in grads] for grads in modD._exec_group.grad_arrays] modD.update_metric(mD, [label]) modD.update_metric(mACC, [label]) # update discriminator on real label[:] = 1 batch.label = [label] modD.forward(batch, is_train=True) modD.backward() for gradsr, gradsf in zip(modD._exec_group.grad_arrays, gradD): for gradr, gradf in zip(gradsr, gradsf): gradr += gradf modD.update() modD.update_metric(mD, [label]) modD.update_metric(mACC, [label]) # update generator label[:] = 1 modD.forward(mx.io.DataBatch(outG, [label]), is_train=True) modD.backward() diffD = modD.get_input_grads() modG.backward(diffD) modG.update() mG.update([label], modD.get_outputs()) if mon is not None: mon.toc_print() t += 1 if t % 10 == 0: print('epoch:', epoch, 'iter:', t, 'metric:', mACC.get(), mG.get(), mD.get()) mACC.reset() mG.reset() mD.reset() visual('gout', outG[0].asnumpy()) diff = diffD[0].asnumpy() diff = (diff - diff.mean())/diff.std() visual('diff', diff) visual('data', batch.data[0].asnumpy()) if check_point: print('Saving...') modG.save_params('%s_G_%s-%04d.params'%(dataset, stamp, epoch)) modD.save_params('%s_D_%s-%04d.params'%(dataset, stamp, epoch))
apache-2.0
kaichogami/scikit-learn
examples/ensemble/plot_forest_importances.py
168
1793
""" ========================================= Feature importances with forests of trees ========================================= This examples shows the use of forests of trees to evaluate the importance of features on an artificial classification task. The red bars are the feature importances of the forest, along with their inter-trees variability. As expected, the plot suggests that 3 features are informative, while the remaining are not. """ print(__doc__) import numpy as np import matplotlib.pyplot as plt from sklearn.datasets import make_classification from sklearn.ensemble import ExtraTreesClassifier # Build a classification task using 3 informative features X, y = make_classification(n_samples=1000, n_features=10, n_informative=3, n_redundant=0, n_repeated=0, n_classes=2, random_state=0, shuffle=False) # Build a forest and compute the feature importances forest = ExtraTreesClassifier(n_estimators=250, random_state=0) forest.fit(X, y) importances = forest.feature_importances_ std = np.std([tree.feature_importances_ for tree in forest.estimators_], axis=0) indices = np.argsort(importances)[::-1] # Print the feature ranking print("Feature ranking:") for f in range(X.shape[1]): print("%d. feature %d (%f)" % (f + 1, indices[f], importances[indices[f]])) # Plot the feature importances of the forest plt.figure() plt.title("Feature importances") plt.bar(range(X.shape[1]), importances[indices], color="r", yerr=std[indices], align="center") plt.xticks(range(X.shape[1]), indices) plt.xlim([-1, X.shape[1]]) plt.show()
bsd-3-clause