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alan-unravel/bokeh
bokeh/crossfilter/plotting.py
42
8763
from __future__ import absolute_import import numpy as np import pandas as pd from bokeh.models import ColumnDataSource, BoxSelectTool from ..plotting import figure def cross(start, facets): """Creates a unique combination of provided facets. A cross product of an initial set of starting facets with a new set of facets. Args: start (list): List of lists of facets facets (list): List of facets Returns: list: a list of lists of unique combinations of facets """ new = [[facet] for facet in facets] result = [] for x in start: for n in new: result.append(x + n) return result def hide_axes(plot, axes=('x', 'y')): """Hides the axes of the plot by setting component alphas. Args: plot (Figure): a valid figure with x and y axes axes (tuple or list or str, optional): the axes to hide the axis on. """ if isinstance(axes, str): axes = tuple(axes) for label in axes: axis = getattr(plot, label + 'axis') axis = axis[0] axis.major_label_text_alpha = 0.0 axis.major_label_text_font_size = '0pt' axis.axis_line_alpha = 0.0 axis.major_tick_line_alpha = 0.0 axis.minor_tick_line_alpha = 0.0 plot.min_border = 0 def make_histogram_source(series): """Creates a ColumnDataSource containing the bins of the input series. Args: series (:py:class:`~pandas.Series`): description Returns: ColumnDataSource: includes bin centers with count of items in the bins """ counts, bins = np.histogram(series, bins=50) centers = pd.rolling_mean(bins, 2)[1:] return ColumnDataSource(data={'counts': counts, 'centers': centers}) def make_continuous_bar_source(df, x_field, y_field='None', df_orig=None, agg='count'): """Makes discrete, then creates representation of the bars to be plotted. Args: df (DataFrame): contains the data to be converted to a discrete form x_field (str): the column in df that maps to the x dim of the plot y_field (str, optional): the column in df that maps to the y dim of the plot df_orig (DataFrame, optional): original dataframe that the subset ``df`` was generated from agg (str, optional): the type of aggregation to be used Returns: ColumnDataSource: aggregated, discrete form of x,y values """ # Generate dataframe required to use the categorical bar source function idx, edges = pd.cut(x=df[x_field], bins=8, retbins=True, labels=False) labels, edges = pd.cut(x=df[x_field], bins=8, retbins=True) centers = pd.rolling_mean(edges, 2)[1:] # store new value of x as the bin it fell into df['centers'] = centers[idx] df['labels'] = labels # After making it discrete, create the categorical bar source return make_categorical_bar_source(df, 'labels', y_field, df_orig, agg) def make_categorical_bar_source(df, x_field, y_field='None', df_orig=None, agg='count'): """Creates representation of the bars to be plotted. Args: df (DataFrame): contains the data to be converted to a discrete form x_field (str): the column in df that maps to the x dim of the plot y_field (str, optional): the column in df that maps to the y dim of the plot df_orig (DataFrame, optional): original dataframe that the subset ``df`` was generated from agg (str, optional): the type of aggregation to be used Returns: ColumnDataSource: aggregated, discrete form of x,y values """ if df_orig is None: df_orig = df # handle x-only aggregations separately if agg == 'percent' or agg == 'count': # percent aggregations are a special case, since pandas doesn't directly support if agg == 'percent': # percent on discrete col using proportion, on continuous using percent if df[y_field].dtype == 'object': agg_func = 'count' else: agg_func = 'sum' total = float(getattr(df_orig[y_field], agg_func)()) series = df.groupby(x_field)[y_field].apply(lambda x, total_agg=total, f=agg_func: 100*(getattr(x, f)()/total_agg)) elif agg == 'count': series = df.groupby(x_field).size() else: raise ValueError('Unrecognized Aggregation Type for Y of "None"') # here we have a series where the values are the aggregation for the index (bars) result = pd.DataFrame(data={'labels': series.index, 'heights': series.values}) # x and y aggregations else: # Get the y values after grouping by the x values group = df.groupby(x_field)[y_field] aggregate = getattr(group, agg) result = aggregate().reset_index() result.rename(columns={x_field: 'labels', y_field: 'heights'}, inplace=True) return ColumnDataSource(data=result) def make_factor_source(series): """Generate data source that is based on the unique values in the series. Args: series (:py:class:`~pandas.Series`): contains categorical-like data Returns: ColumnDataSource: contains the unique values from the series """ return ColumnDataSource(data={'factors': series.unique()}) def make_bar_plot(datasource, counts_name="counts", centers_name="centers", bar_width=0.7, x_range=None, y_range=None, plot_width=500, plot_height=500, tools="pan,wheel_zoom,box_zoom,save,resize,box_select,reset", title_text_font_size="12pt"): """Utility function to set/calculate default parameters of a bar plot. Args: datasource (ColumnDataSource): represents bars to plot counts_name (str): column corresponding to height of the bars centers_name (str): column corresponding to the location of the bars bar_width (float): the width of the bars in the bar plot x_range (list): list of two values, the min and max of the x axis range plot_width (float): width of the plot in pixels plot_height (float): height of the plot in pixels tools (str): comma separated tool names to add to the plot title_text_font_size (str): size of the plot title, e.g., '12pt' Returns: figure: plot generated from the provided parameters """ top = np.max(datasource.data[counts_name]) # Create the figure container plot = figure( title="", title_text_font_size=title_text_font_size, plot_width=plot_width, plot_height=plot_height, x_range=x_range, y_range=[0, top], tools=tools) # Get the bar values y = [val/2.0 for val in datasource.data[counts_name]] # Generate the bars in the figure plot.rect(centers_name, y, bar_width, counts_name, source=datasource) plot.min_border = 0 plot.h_symmetry = False plot.v_symmetry = False for tool in plot.select(type=BoxSelectTool): tool.dimensions = ['width'] return plot def make_histogram(datasource, counts_name="counts", centers_name="centers", x_range=None, bar_width=0.7, plot_width=500, plot_height=500, min_border=40, tools=None, title_text_font_size="12pt"): """Utility function to create a histogram figure. This is used to create the filter widgets for continuous data in CrossFilter. Args: datasource (ColumnDataSource): represents bars to plot counts_name (str): column corresponding to height of the bars centers_name (str): column corresponding to the location of the bars x_range (list): list of two values, the min and max of the x axis range bar_width (float): the width of the bars in the bar plot plot_width (float): width of the plot in pixels plot_height (float): height of the plot in pixels min_border (float): minimum border width of figure in pixels tools (str): comma separated tool names to add to the plot title_text_font_size (str): size of the plot title, e.g., '12pt' Returns: figure: histogram plot generated from the provided parameters """ start = np.min(datasource.data[centers_name]) - bar_width end = np.max(datasource.data[centers_name]) - bar_width plot = make_bar_plot( datasource, counts_name=counts_name, centers_name=centers_name, x_range=[start, end], plot_width=plot_width, plot_height=plot_height, tools=tools, title_text_font_size=title_text_font_size) return plot
bsd-3-clause
kenshay/ImageScripter
ProgramData/SystemFiles/Python/Lib/site-packages/pandas/tests/frame/test_misc_api.py
7
16059
# -*- coding: utf-8 -*- from __future__ import print_function # pylint: disable-msg=W0612,E1101 from copy import deepcopy import sys import nose from distutils.version import LooseVersion from pandas.compat import range, lrange from pandas import compat from numpy.random import randn import numpy as np from pandas import DataFrame, Series import pandas as pd from pandas.util.testing import (assert_almost_equal, assert_series_equal, assert_frame_equal, assertRaisesRegexp) import pandas.util.testing as tm from pandas.tests.frame.common import TestData class SharedWithSparse(object): _multiprocess_can_split_ = True def test_copy_index_name_checking(self): # don't want to be able to modify the index stored elsewhere after # making a copy for attr in ('index', 'columns'): ind = getattr(self.frame, attr) ind.name = None cp = self.frame.copy() getattr(cp, attr).name = 'foo' self.assertIsNone(getattr(self.frame, attr).name) def test_getitem_pop_assign_name(self): s = self.frame['A'] self.assertEqual(s.name, 'A') s = self.frame.pop('A') self.assertEqual(s.name, 'A') s = self.frame.ix[:, 'B'] self.assertEqual(s.name, 'B') s2 = s.ix[:] self.assertEqual(s2.name, 'B') def test_get_value(self): for idx in self.frame.index: for col in self.frame.columns: result = self.frame.get_value(idx, col) expected = self.frame[col][idx] tm.assert_almost_equal(result, expected) def test_join_index(self): # left / right f = self.frame.reindex(columns=['A', 'B'])[:10] f2 = self.frame.reindex(columns=['C', 'D']) joined = f.join(f2) self.assert_index_equal(f.index, joined.index) self.assertEqual(len(joined.columns), 4) joined = f.join(f2, how='left') self.assert_index_equal(joined.index, f.index) self.assertEqual(len(joined.columns), 4) joined = f.join(f2, how='right') self.assert_index_equal(joined.index, f2.index) self.assertEqual(len(joined.columns), 4) # inner f = self.frame.reindex(columns=['A', 'B'])[:10] f2 = self.frame.reindex(columns=['C', 'D']) joined = f.join(f2, how='inner') self.assert_index_equal(joined.index, f.index.intersection(f2.index)) self.assertEqual(len(joined.columns), 4) # outer f = self.frame.reindex(columns=['A', 'B'])[:10] f2 = self.frame.reindex(columns=['C', 'D']) joined = f.join(f2, how='outer') self.assertTrue(tm.equalContents(self.frame.index, joined.index)) self.assertEqual(len(joined.columns), 4) assertRaisesRegexp(ValueError, 'join method', f.join, f2, how='foo') # corner case - overlapping columns for how in ('outer', 'left', 'inner'): with assertRaisesRegexp(ValueError, 'columns overlap but ' 'no suffix'): self.frame.join(self.frame, how=how) def test_join_index_more(self): af = self.frame.ix[:, ['A', 'B']] bf = self.frame.ix[::2, ['C', 'D']] expected = af.copy() expected['C'] = self.frame['C'][::2] expected['D'] = self.frame['D'][::2] result = af.join(bf) assert_frame_equal(result, expected) result = af.join(bf, how='right') assert_frame_equal(result, expected[::2]) result = bf.join(af, how='right') assert_frame_equal(result, expected.ix[:, result.columns]) def test_join_index_series(self): df = self.frame.copy() s = df.pop(self.frame.columns[-1]) joined = df.join(s) # TODO should this check_names ? assert_frame_equal(joined, self.frame, check_names=False) s.name = None assertRaisesRegexp(ValueError, 'must have a name', df.join, s) def test_join_overlap(self): df1 = self.frame.ix[:, ['A', 'B', 'C']] df2 = self.frame.ix[:, ['B', 'C', 'D']] joined = df1.join(df2, lsuffix='_df1', rsuffix='_df2') df1_suf = df1.ix[:, ['B', 'C']].add_suffix('_df1') df2_suf = df2.ix[:, ['B', 'C']].add_suffix('_df2') no_overlap = self.frame.ix[:, ['A', 'D']] expected = df1_suf.join(df2_suf).join(no_overlap) # column order not necessarily sorted assert_frame_equal(joined, expected.ix[:, joined.columns]) def test_add_prefix_suffix(self): with_prefix = self.frame.add_prefix('foo#') expected = pd.Index(['foo#%s' % c for c in self.frame.columns]) self.assert_index_equal(with_prefix.columns, expected) with_suffix = self.frame.add_suffix('#foo') expected = pd.Index(['%s#foo' % c for c in self.frame.columns]) self.assert_index_equal(with_suffix.columns, expected) class TestDataFrameMisc(tm.TestCase, SharedWithSparse, TestData): klass = DataFrame _multiprocess_can_split_ = True def test_get_axis(self): f = self.frame self.assertEqual(f._get_axis_number(0), 0) self.assertEqual(f._get_axis_number(1), 1) self.assertEqual(f._get_axis_number('index'), 0) self.assertEqual(f._get_axis_number('rows'), 0) self.assertEqual(f._get_axis_number('columns'), 1) self.assertEqual(f._get_axis_name(0), 'index') self.assertEqual(f._get_axis_name(1), 'columns') self.assertEqual(f._get_axis_name('index'), 'index') self.assertEqual(f._get_axis_name('rows'), 'index') self.assertEqual(f._get_axis_name('columns'), 'columns') self.assertIs(f._get_axis(0), f.index) self.assertIs(f._get_axis(1), f.columns) assertRaisesRegexp(ValueError, 'No axis named', f._get_axis_number, 2) assertRaisesRegexp(ValueError, 'No axis.*foo', f._get_axis_name, 'foo') assertRaisesRegexp(ValueError, 'No axis.*None', f._get_axis_name, None) assertRaisesRegexp(ValueError, 'No axis named', f._get_axis_number, None) def test_keys(self): getkeys = self.frame.keys self.assertIs(getkeys(), self.frame.columns) def test_column_contains_typeerror(self): try: self.frame.columns in self.frame except TypeError: pass def test_not_hashable(self): df = pd.DataFrame([1]) self.assertRaises(TypeError, hash, df) self.assertRaises(TypeError, hash, self.empty) def test_new_empty_index(self): df1 = DataFrame(randn(0, 3)) df2 = DataFrame(randn(0, 3)) df1.index.name = 'foo' self.assertIsNone(df2.index.name) def test_array_interface(self): with np.errstate(all='ignore'): result = np.sqrt(self.frame) tm.assertIsInstance(result, type(self.frame)) self.assertIs(result.index, self.frame.index) self.assertIs(result.columns, self.frame.columns) assert_frame_equal(result, self.frame.apply(np.sqrt)) def test_get_agg_axis(self): cols = self.frame._get_agg_axis(0) self.assertIs(cols, self.frame.columns) idx = self.frame._get_agg_axis(1) self.assertIs(idx, self.frame.index) self.assertRaises(ValueError, self.frame._get_agg_axis, 2) def test_nonzero(self): self.assertTrue(self.empty.empty) self.assertFalse(self.frame.empty) self.assertFalse(self.mixed_frame.empty) # corner case df = DataFrame({'A': [1., 2., 3.], 'B': ['a', 'b', 'c']}, index=np.arange(3)) del df['A'] self.assertFalse(df.empty) def test_iteritems(self): df = DataFrame([[1, 2, 3], [4, 5, 6]], columns=['a', 'a', 'b']) for k, v in compat.iteritems(df): self.assertEqual(type(v), Series) def test_iter(self): self.assertTrue(tm.equalContents(list(self.frame), self.frame.columns)) def test_iterrows(self): for i, (k, v) in enumerate(self.frame.iterrows()): exp = self.frame.xs(self.frame.index[i]) assert_series_equal(v, exp) for i, (k, v) in enumerate(self.mixed_frame.iterrows()): exp = self.mixed_frame.xs(self.mixed_frame.index[i]) assert_series_equal(v, exp) def test_itertuples(self): for i, tup in enumerate(self.frame.itertuples()): s = Series(tup[1:]) s.name = tup[0] expected = self.frame.ix[i, :].reset_index(drop=True) assert_series_equal(s, expected) df = DataFrame({'floats': np.random.randn(5), 'ints': lrange(5)}, columns=['floats', 'ints']) for tup in df.itertuples(index=False): tm.assertIsInstance(tup[1], np.integer) df = DataFrame(data={"a": [1, 2, 3], "b": [4, 5, 6]}) dfaa = df[['a', 'a']] self.assertEqual(list(dfaa.itertuples()), [ (0, 1, 1), (1, 2, 2), (2, 3, 3)]) self.assertEqual(repr(list(df.itertuples(name=None))), '[(0, 1, 4), (1, 2, 5), (2, 3, 6)]') tup = next(df.itertuples(name='TestName')) # no support for field renaming in Python 2.6, regular tuples are # returned if sys.version >= LooseVersion('2.7'): self.assertEqual(tup._fields, ('Index', 'a', 'b')) self.assertEqual((tup.Index, tup.a, tup.b), tup) self.assertEqual(type(tup).__name__, 'TestName') df.columns = ['def', 'return'] tup2 = next(df.itertuples(name='TestName')) self.assertEqual(tup2, (0, 1, 4)) if sys.version >= LooseVersion('2.7'): self.assertEqual(tup2._fields, ('Index', '_1', '_2')) df3 = DataFrame(dict(('f' + str(i), [i]) for i in range(1024))) # will raise SyntaxError if trying to create namedtuple tup3 = next(df3.itertuples()) self.assertFalse(hasattr(tup3, '_fields')) self.assertIsInstance(tup3, tuple) def test_len(self): self.assertEqual(len(self.frame), len(self.frame.index)) def test_as_matrix(self): frame = self.frame mat = frame.as_matrix() frameCols = frame.columns for i, row in enumerate(mat): for j, value in enumerate(row): col = frameCols[j] if np.isnan(value): self.assertTrue(np.isnan(frame[col][i])) else: self.assertEqual(value, frame[col][i]) # mixed type mat = self.mixed_frame.as_matrix(['foo', 'A']) self.assertEqual(mat[0, 0], 'bar') df = DataFrame({'real': [1, 2, 3], 'complex': [1j, 2j, 3j]}) mat = df.as_matrix() self.assertEqual(mat[0, 0], 1j) # single block corner case mat = self.frame.as_matrix(['A', 'B']) expected = self.frame.reindex(columns=['A', 'B']).values assert_almost_equal(mat, expected) def test_values(self): self.frame.values[:, 0] = 5. self.assertTrue((self.frame.values[:, 0] == 5).all()) def test_deepcopy(self): cp = deepcopy(self.frame) series = cp['A'] series[:] = 10 for idx, value in compat.iteritems(series): self.assertNotEqual(self.frame['A'][idx], value) # --------------------------------------------------------------------- # Transposing def test_transpose(self): frame = self.frame dft = frame.T for idx, series in compat.iteritems(dft): for col, value in compat.iteritems(series): if np.isnan(value): self.assertTrue(np.isnan(frame[col][idx])) else: self.assertEqual(value, frame[col][idx]) # mixed type index, data = tm.getMixedTypeDict() mixed = DataFrame(data, index=index) mixed_T = mixed.T for col, s in compat.iteritems(mixed_T): self.assertEqual(s.dtype, np.object_) def test_transpose_get_view(self): dft = self.frame.T dft.values[:, 5:10] = 5 self.assertTrue((self.frame.values[5:10] == 5).all()) def test_swapaxes(self): df = DataFrame(np.random.randn(10, 5)) assert_frame_equal(df.T, df.swapaxes(0, 1)) assert_frame_equal(df.T, df.swapaxes(1, 0)) assert_frame_equal(df, df.swapaxes(0, 0)) self.assertRaises(ValueError, df.swapaxes, 2, 5) def test_axis_aliases(self): f = self.frame # reg name expected = f.sum(axis=0) result = f.sum(axis='index') assert_series_equal(result, expected) expected = f.sum(axis=1) result = f.sum(axis='columns') assert_series_equal(result, expected) def test_more_asMatrix(self): values = self.mixed_frame.as_matrix() self.assertEqual(values.shape[1], len(self.mixed_frame.columns)) def test_repr_with_mi_nat(self): df = DataFrame({'X': [1, 2]}, index=[[pd.NaT, pd.Timestamp('20130101')], ['a', 'b']]) res = repr(df) exp = ' X\nNaT a 1\n2013-01-01 b 2' self.assertEqual(res, exp) def test_iterkv_deprecation(self): with tm.assert_produces_warning(FutureWarning): self.mixed_float.iterkv() def test_iterkv_names(self): for k, v in compat.iteritems(self.mixed_frame): self.assertEqual(v.name, k) def test_series_put_names(self): series = self.mixed_frame._series for k, v in compat.iteritems(series): self.assertEqual(v.name, k) def test_empty_nonzero(self): df = DataFrame([1, 2, 3]) self.assertFalse(df.empty) df = DataFrame(index=['a', 'b'], columns=['c', 'd']).dropna() self.assertTrue(df.empty) self.assertTrue(df.T.empty) def test_inplace_return_self(self): # re #1893 data = DataFrame({'a': ['foo', 'bar', 'baz', 'qux'], 'b': [0, 0, 1, 1], 'c': [1, 2, 3, 4]}) def _check_f(base, f): result = f(base) self.assertTrue(result is None) # -----DataFrame----- # set_index f = lambda x: x.set_index('a', inplace=True) _check_f(data.copy(), f) # reset_index f = lambda x: x.reset_index(inplace=True) _check_f(data.set_index('a'), f) # drop_duplicates f = lambda x: x.drop_duplicates(inplace=True) _check_f(data.copy(), f) # sort f = lambda x: x.sort_values('b', inplace=True) _check_f(data.copy(), f) # sort_index f = lambda x: x.sort_index(inplace=True) _check_f(data.copy(), f) # sortlevel f = lambda x: x.sortlevel(0, inplace=True) _check_f(data.set_index(['a', 'b']), f) # fillna f = lambda x: x.fillna(0, inplace=True) _check_f(data.copy(), f) # replace f = lambda x: x.replace(1, 0, inplace=True) _check_f(data.copy(), f) # rename f = lambda x: x.rename({1: 'foo'}, inplace=True) _check_f(data.copy(), f) # -----Series----- d = data.copy()['c'] # reset_index f = lambda x: x.reset_index(inplace=True, drop=True) _check_f(data.set_index('a')['c'], f) # fillna f = lambda x: x.fillna(0, inplace=True) _check_f(d.copy(), f) # replace f = lambda x: x.replace(1, 0, inplace=True) _check_f(d.copy(), f) # rename f = lambda x: x.rename({1: 'foo'}, inplace=True) _check_f(d.copy(), f) if __name__ == '__main__': nose.runmodule(argv=[__file__, '-vvs', '-x', '--pdb', '--pdb-failure'], exit=False)
gpl-3.0
jenshnielsen/HJCFIT
documentation/source/conf.py
1
10215
# -*- coding: utf-8 -*- # # DCProgs documentation build configuration file, created by # sphinx-quickstart on Wed Jul 31 17:46:57 2013. # # This file is execfile()d with the current directory set to its containing dir. # # Note that not all possible configuration values are present in this # autogenerated file. # # All configuration values have a default; values that are commented out # serve to show the default. import sys, os # 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. # sys.path.insert(0, os.path.abspath("@PYINSTALL_DIR@")) # -- 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.coverage', 'sphinx.ext.mathjax', 'sphinx.ext.ifconfig', 'sphinx.ext.viewcode'] + [@SPHINX_EXTENSIONS@] # Add any paths that contain templates here, relative to this directory. templates_path = [os.path.join('@SPHINX_SOURCE_DIR@', '_templates')] # The suffix of source filenames. source_suffix = '.rst' # The encoding of source files. #source_encoding = 'utf-8-sig' # The master toctree document. master_doc = 'index' # General information about the project. project = u'@PROJECT_NAME@' copyright = u'2013-2016, University College London' # The version info for the project you're documenting, acts as replacement for # |version| and |release|, also used in various other places throughout the # built documents. # # The short X.Y version. version = '0.9' # The full version, including alpha/beta/rc tags. release = '0.9' # The language for content autogenerated by Sphinx. Refer to documentation # for a list of supported languages. #language = None # There are two options for replacing |today|: either, you set today to some # non-false value, then it is used: #today = '' # Else, today_fmt is used as the format for a strftime call. #today_fmt = '%B %d, %Y' # List of patterns, relative to source directory, that match files and # directories to ignore when looking for source files. exclude_patterns = [] # The reST default role (used for this markup: `text`) to use for all documents. #default_role = None # If true, '()' will be appended to :func: etc. cross-reference text. #add_function_parentheses = True # If true, the current module name will be prepended to all description # unit titles (such as .. function::). #add_module_names = True # If true, sectionauthor and moduleauthor directives will be shown in the # output. They are ignored by default. #show_authors = False # The name of the Pygments (syntax highlighting) style to use. pygments_style = 'sphinx' # A list of ignored prefixes for module index sorting. #modindex_common_prefix = [] # -- 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 = 'haiku' # 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 themes here, relative to this directory. html_theme_path = [os.path.join('@SPHINX_SOURCE_DIR@', '_theme')] if len("@SPHINX_THEME_DIR@"): html_theme_path.append("@SPHINX_THEME_DIR@") # The name for this set of Sphinx documents. If None, it defaults to # "<project> v<release> documentation". #html_title = None # A shorter title for the navigation bar. Default is the same as html_title. #html_short_title = None # The name of an image file (relative to this directory) to place at the top # of the sidebar. #html_logo = None # The name of an image file (within the static path) to use as favicon of the # docs. This file should be a Windows icon file (.ico) being 16x16 or 32x32 # pixels large. #html_favicon = None # 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 = [os.path.join('@SPHINX_SOURCE_DIR@', '_static')] # If not '', a 'Last updated on:' timestamp is inserted at every page bottom, # using the given strftime format. #html_last_updated_fmt = '%b %d, %Y' # If true, SmartyPants will be used to convert quotes and dashes to # typographically correct entities. #html_use_smartypants = True # Custom sidebar templates, maps document names to template names. #html_sidebars = {} # Additional templates that should be rendered to pages, maps page names to # template names. #html_additional_pages = {} # If false, no module index is generated. #html_domain_indices = True # If false, no index is generated. #html_use_index = True # If true, the index is split into individual pages for each letter. #html_split_index = False # If true, links to the reST sources are added to the pages. #html_show_sourcelink = True # If true, "Created using Sphinx" is shown in the HTML footer. Default is True. #html_show_sphinx = True # If true, "(C) Copyright ..." is shown in the HTML footer. Default is True. #html_show_copyright = True # If true, an OpenSearch description file will be output, and all pages will # contain a <link> tag referring to it. The value of this option must be the # base URL from which the finished HTML is served. #html_use_opensearch = '' # This is the file name suffix for HTML files (e.g. ".xhtml"). #html_file_suffix = None # Output file base name for HTML help builder. htmlhelp_basename = '@PROJECT_NAME@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': '', } # Grouping the document tree into LaTeX files. List of tuples # (source start file, target name, title, author, documentclass [howto/manual]). latex_documents = [ ('index', '@PROJECT_NAME@.tex', u'@PROJECT_NAME@ Documentation', u'Mayeul d\'Avezac', 'manual'), ] # The name of an image file (relative to this directory) to place at the top of # the title page. #latex_logo = None # For "manual" documents, if this is true, then toplevel headings are parts, # not chapters. #latex_use_parts = False # If true, show page references after internal links. #latex_show_pagerefs = False # If true, show URL addresses after external links. #latex_show_urls = False # Documents to append as an appendix to all manuals. #latex_appendices = [] # If false, no module index is generated. #latex_domain_indices = True # -- Options for manual page output -------------------------------------------- # One entry per manual page. List of tuples # (source start file, name, description, authors, manual section). man_pages = [ ('index', 'dcprogs', u'@PROJECT_NAME@ Documentation', [u'Mayeul d\'Avezac'], 1) ] # If true, show URL addresses after external links. #man_show_urls = False # -- 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 = [ ('index', '@PROJECT_NAME@', u'@PROJECT_NAME@ Documentation', u'Mayeul d\'Avezac', '@PROJECT_NAME@', 'One line description of project.', 'Miscellaneous'), ] # Documents to append as an appendix to all manuals. #texinfo_appendices = [] # If false, no module index is generated. #texinfo_domain_indices = True # How to display URL addresses: 'footnote', 'no', or 'inline'. #texinfo_show_urls = 'footnote' # -- Options for Epub output --------------------------------------------------- # Bibliographic Dublin Core info. epub_title = u'@PROJECT_NAME@' epub_author = u'Mayeul d\'Avezac' epub_publisher = u'Mayeul d\'Avezac' epub_copyright = u'2013-2016, University College London' # The language of the text. It defaults to the language option # or en if the language is not set. #epub_language = '' # The scheme of the identifier. Typical schemes are ISBN or URL. #epub_scheme = '' # 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 tuple containing the cover image and cover page html template filenames. #epub_cover = () # HTML files that should be inserted before the pages created by sphinx. # The format is a list of tuples containing the path and title. #epub_pre_files = [] # HTML files shat should be inserted after the pages created by sphinx. # The format is a list of tuples containing the path and title. #epub_post_files = [] # A list of files that should not be packed into the epub file. #epub_exclude_files = [] # The depth of the table of contents in toc.ncx. #epub_tocdepth = 3 # Allow duplicate toc entries. #epub_tocdup = True breathe_projects = { "@PROJECT_NAME@": os.path.join('@PROJECT_BINARY_DIR@', "documentation", "xml"), } breathe_default_project = "@PROJECT_NAME@" rst_epilog = """ .. _scipy: http://www.scipy.org/ .. _matplotlib: http://matplotlib.org/ .. _ipython: http://ipython.org/ .. _eigen: http://eigen.tuxfamily.org/index.php?title=Main_Page """ def setup(app): app.add_config_value('python_bindings', "@pythonBindings@", True) app.add_config_value('DCPROGS_USE_MPFR', @SPHINX_DCPROGS_USE_MPFR@, 'env') python_bindings = "@pythonBindings@" spelling_word_list_filename = os.path.join("@SPHINX_SOURCE_DIR@", "spelling_wordlist.txt")
gpl-3.0
flightgong/scikit-learn
sklearn/neighbors/base.py
1
23514
"""Base and mixin classes for nearest neighbors""" # Authors: Jake Vanderplas <vanderplas@astro.washington.edu> # Fabian Pedregosa <fabian.pedregosa@inria.fr> # Alexandre Gramfort <alexandre.gramfort@inria.fr> # Sparseness support by Lars Buitinck <L.J.Buitinck@uva.nl> # Multi-output support by Arnaud Joly <a.joly@ulg.ac.be> # # License: BSD 3 clause (C) INRIA, University of Amsterdam import warnings from abc import ABCMeta, abstractmethod import numpy as np from scipy.sparse import csr_matrix, issparse from .ball_tree import BallTree from .kd_tree import KDTree from ..base import BaseEstimator from ..metrics import pairwise_distances from ..metrics.pairwise import PAIRWISE_DISTANCE_FUNCTIONS from ..utils import safe_asarray, atleast2d_or_csr, check_arrays from ..utils.fixes import argpartition from ..utils.validation import DataConversionWarning from ..externals import six VALID_METRICS = dict(ball_tree=BallTree.valid_metrics, kd_tree=KDTree.valid_metrics, # The following list comes from the # sklearn.metrics.pairwise doc string brute=(list(PAIRWISE_DISTANCE_FUNCTIONS.keys()) + ['braycurtis', 'canberra', 'chebyshev', 'correlation', 'cosine', 'dice', 'hamming', 'jaccard', 'kulsinski', 'mahalanobis', 'matching', 'minkowski', 'rogerstanimoto', 'russellrao', 'seuclidean', 'sokalmichener', 'sokalsneath', 'sqeuclidean', 'yule', 'wminkowski'])) VALID_METRICS_SPARSE = dict(ball_tree=[], kd_tree=[], brute=PAIRWISE_DISTANCE_FUNCTIONS.keys()) class NeighborsWarning(UserWarning): pass # Make sure that NeighborsWarning are displayed more than once warnings.simplefilter("always", NeighborsWarning) def _check_weights(weights): """Check to make sure weights are valid""" if weights in (None, 'uniform', 'distance'): return weights elif callable(weights): return weights else: raise ValueError("weights not recognized: should be 'uniform', " "'distance', or a callable function") def _get_weights(dist, weights): """Get the weights from an array of distances and a parameter ``weights`` Parameters =========== dist: ndarray The input distances weights: {'uniform', 'distance' or a callable} The kind of weighting used Returns ======== weights_arr: array of the same shape as ``dist`` if ``weights == 'uniform'``, then returns None """ if weights in (None, 'uniform'): return None elif weights == 'distance': with np.errstate(divide='ignore'): dist = 1. / dist return dist elif callable(weights): return weights(dist) else: raise ValueError("weights not recognized: should be 'uniform', " "'distance', or a callable function") class NeighborsBase(six.with_metaclass(ABCMeta, BaseEstimator)): """Base class for nearest neighbors estimators.""" @abstractmethod def __init__(self): pass def _init_params(self, n_neighbors=None, radius=None, algorithm='auto', leaf_size=30, metric='minkowski', p=2, **kwargs): self.n_neighbors = n_neighbors self.radius = radius self.algorithm = algorithm self.leaf_size = leaf_size self.metric = metric self.metric_kwds = kwargs self.p = p if algorithm not in ['auto', 'brute', 'kd_tree', 'ball_tree']: raise ValueError("unrecognized algorithm: '%s'" % algorithm) if algorithm == 'auto': alg_check = 'ball_tree' else: alg_check = algorithm if callable(metric): if algorithm == 'kd_tree': # callable metric is only valid for brute force and ball_tree raise ValueError( "kd_tree algorithm does not support callable metric '%s'" % metric) elif metric not in VALID_METRICS[alg_check]: raise ValueError("Metric '%s' not valid for algorithm '%s'" % (metric, algorithm)) if self.metric in ['wminkowski', 'minkowski']: self.metric_kwds['p'] = p if p < 1: raise ValueError("p must be greater than one " "for minkowski metric") self._fit_X = None self._tree = None self._fit_method = None def _fit(self, X): self.effective_metric_ = self.metric self.effective_metric_kwds_ = self.metric_kwds # For minkowski distance, use more efficient methods where available if self.metric == 'minkowski': self.effective_metric_kwds_ = self.metric_kwds.copy() p = self.effective_metric_kwds_.pop('p', 2) if p < 1: raise ValueError("p must be greater than one " "for minkowski metric") elif p == 1: self.effective_metric_ = 'manhattan' elif p == 2: self.effective_metric_ = 'euclidean' elif p == np.inf: self.effective_metric_ = 'chebyshev' else: self.effective_metric_kwds_['p'] = p if isinstance(X, NeighborsBase): self._fit_X = X._fit_X self._tree = X._tree self._fit_method = X._fit_method return self elif isinstance(X, BallTree): self._fit_X = X.data self._tree = X self._fit_method = 'ball_tree' return self elif isinstance(X, KDTree): self._fit_X = X.data self._tree = X self._fit_method = 'kd_tree' return self X = atleast2d_or_csr(X, copy=False) n_samples = X.shape[0] if n_samples == 0: raise ValueError("n_samples must be greater than 0") if issparse(X): if self.algorithm not in ('auto', 'brute'): warnings.warn("cannot use tree with sparse input: " "using brute force") if self.effective_metric_ not in VALID_METRICS_SPARSE['brute']: raise ValueError("metric '%s' not valid for sparse input" % self.effective_metric_) self._fit_X = X.copy() self._tree = None self._fit_method = 'brute' return self self._fit_method = self.algorithm self._fit_X = X if self._fit_method == 'auto': # A tree approach is better for small number of neighbors, # and KDTree is generally faster when available if (self.n_neighbors is None or self.n_neighbors < self._fit_X.shape[0] // 2): if self.effective_metric_ in VALID_METRICS['kd_tree']: self._fit_method = 'kd_tree' else: self._fit_method = 'ball_tree' else: self._fit_method = 'brute' if self._fit_method == 'ball_tree': self._tree = BallTree(X, self.leaf_size, metric=self.effective_metric_, **self.effective_metric_kwds_) elif self._fit_method == 'kd_tree': self._tree = KDTree(X, self.leaf_size, metric=self.effective_metric_, **self.effective_metric_kwds_) elif self._fit_method == 'brute': self._tree = None else: raise ValueError("algorithm = '%s' not recognized" % self.algorithm) return self class KNeighborsMixin(object): """Mixin for k-neighbors searches""" def kneighbors(self, X, n_neighbors=None, return_distance=True): """Finds the K-neighbors of a point. Returns distance Parameters ---------- X : array-like, last dimension same as that of fit data The new point. n_neighbors : int Number of neighbors to get (default is the value passed to the constructor). return_distance : boolean, optional. Defaults to True. If False, distances will not be returned Returns ------- dist : array Array representing the lengths to point, only present if return_distance=True ind : array Indices of the nearest points in the population matrix. Examples -------- In the following example, we construct a NeighborsClassifier class from an array representing our data set and ask who's the closest point to [1,1,1] >>> samples = [[0., 0., 0.], [0., .5, 0.], [1., 1., .5]] >>> from sklearn.neighbors import NearestNeighbors >>> neigh = NearestNeighbors(n_neighbors=1) >>> neigh.fit(samples) # doctest: +ELLIPSIS NearestNeighbors(algorithm='auto', leaf_size=30, ...) >>> print(neigh.kneighbors([1., 1., 1.])) # doctest: +ELLIPSIS (array([[ 0.5]]), array([[2]]...)) As you can see, it returns [[0.5]], and [[2]], which means that the element is at distance 0.5 and is the third element of samples (indexes start at 0). You can also query for multiple points: >>> X = [[0., 1., 0.], [1., 0., 1.]] >>> neigh.kneighbors(X, return_distance=False) # doctest: +ELLIPSIS array([[1], [2]]...) """ if self._fit_method is None: raise ValueError("must fit neighbors before querying") X = atleast2d_or_csr(X) if n_neighbors is None: n_neighbors = self.n_neighbors if self._fit_method == 'brute': # for efficiency, use squared euclidean distances if self.effective_metric_ == 'euclidean': dist = pairwise_distances(X, self._fit_X, 'euclidean', squared=True) else: dist = pairwise_distances(X, self._fit_X, self.effective_metric_, **self.effective_metric_kwds_) neigh_ind = argpartition(dist, n_neighbors - 1, axis=1) neigh_ind = neigh_ind[:, :n_neighbors] # argpartition doesn't guarantee sorted order, so we sort again j = np.arange(neigh_ind.shape[0])[:, None] neigh_ind = neigh_ind[j, np.argsort(dist[j, neigh_ind])] if return_distance: if self.effective_metric_ == 'euclidean': return np.sqrt(dist[j, neigh_ind]), neigh_ind else: return dist[j, neigh_ind], neigh_ind else: return neigh_ind elif self._fit_method in ['ball_tree', 'kd_tree']: result = self._tree.query(X, n_neighbors, return_distance=return_distance) return result else: raise ValueError("internal: _fit_method not recognized") def kneighbors_graph(self, X, n_neighbors=None, mode='connectivity'): """Computes the (weighted) graph of k-Neighbors for points in X Parameters ---------- X : array-like, shape = [n_samples, n_features] Sample data n_neighbors : int Number of neighbors for each sample. (default is value passed to the constructor). mode : {'connectivity', 'distance'}, optional Type of returned matrix: 'connectivity' will return the connectivity matrix with ones and zeros, in 'distance' the edges are Euclidean distance between points. Returns ------- A : sparse matrix in CSR format, shape = [n_samples, n_samples_fit] n_samples_fit is the number of samples in the fitted data A[i, j] is assigned the weight of edge that connects i to j. Examples -------- >>> X = [[0], [3], [1]] >>> from sklearn.neighbors import NearestNeighbors >>> neigh = NearestNeighbors(n_neighbors=2) >>> neigh.fit(X) # doctest: +ELLIPSIS NearestNeighbors(algorithm='auto', leaf_size=30, ...) >>> A = neigh.kneighbors_graph(X) >>> A.toarray() array([[ 1., 0., 1.], [ 0., 1., 1.], [ 1., 0., 1.]]) See also -------- NearestNeighbors.radius_neighbors_graph """ X = safe_asarray(X) if n_neighbors is None: n_neighbors = self.n_neighbors n_samples1 = X.shape[0] n_samples2 = self._fit_X.shape[0] n_nonzero = n_samples1 * n_neighbors A_indptr = np.arange(0, n_nonzero + 1, n_neighbors) # construct CSR matrix representation of the k-NN graph if mode == 'connectivity': A_data = np.ones((n_samples1, n_neighbors)) A_ind = self.kneighbors(X, n_neighbors, return_distance=False) elif mode == 'distance': data, ind = self.kneighbors(X, n_neighbors + 1, return_distance=True) A_data, A_ind = data[:, 1:], ind[:, 1:] else: raise ValueError( 'Unsupported mode, must be one of "connectivity" ' 'or "distance" but got "%s" instead' % mode) return csr_matrix((A_data.ravel(), A_ind.ravel(), A_indptr), shape=(n_samples1, n_samples2)) class RadiusNeighborsMixin(object): """Mixin for radius-based neighbors searches""" def radius_neighbors(self, X, radius=None, return_distance=True): """Finds the neighbors within a given radius of a point or points. Returns indices of and distances to the neighbors of each point. Parameters ---------- X : array-like, last dimension same as that of fit data The new point or points radius : float Limiting distance of neighbors to return. (default is the value passed to the constructor). return_distance : boolean, optional. Defaults to True. If False, distances will not be returned Returns ------- dist : array Array representing the euclidean distances to each point, only present if return_distance=True. ind : array Indices of the nearest points in the population matrix. Examples -------- In the following example, we construct a NeighborsClassifier class from an array representing our data set and ask who's the closest point to [1,1,1] >>> samples = [[0., 0., 0.], [0., .5, 0.], [1., 1., .5]] >>> from sklearn.neighbors import NearestNeighbors >>> neigh = NearestNeighbors(radius=1.6) >>> neigh.fit(samples) # doctest: +ELLIPSIS NearestNeighbors(algorithm='auto', leaf_size=30, ...) >>> print(neigh.radius_neighbors([1., 1., 1.])) # doctest: +ELLIPSIS (array([[ 1.5, 0.5]]...), array([[1, 2]]...) The first array returned contains the distances to all points which are closer than 1.6, while the second array returned contains their indices. In general, multiple points can be queried at the same time. Notes ----- Because the number of neighbors of each point is not necessarily equal, the results for multiple query points cannot be fit in a standard data array. For efficiency, `radius_neighbors` returns arrays of objects, where each object is a 1D array of indices or distances. """ if self._fit_method is None: raise ValueError("must fit neighbors before querying") X = atleast2d_or_csr(X) if radius is None: radius = self.radius if self._fit_method == 'brute': # for efficiency, use squared euclidean distances if self.effective_metric_ == 'euclidean': dist = pairwise_distances(X, self._fit_X, 'euclidean', squared=True) radius *= radius else: dist = pairwise_distances(X, self._fit_X, self.effective_metric_, **self.effective_metric_kwds_) neigh_ind = [np.where(d < radius)[0] for d in dist] # if there are the same number of neighbors for each point, # we can do a normal array. Otherwise, we return an object # array with elements that are numpy arrays try: neigh_ind = np.asarray(neigh_ind, dtype=int) dtype_F = float except ValueError: neigh_ind = np.asarray(neigh_ind, dtype='object') dtype_F = object if return_distance: if self.effective_metric_ == 'euclidean': dist = np.array([np.sqrt(d[neigh_ind[i]]) for i, d in enumerate(dist)], dtype=dtype_F) else: dist = np.array([d[neigh_ind[i]] for i, d in enumerate(dist)], dtype=dtype_F) return dist, neigh_ind else: return neigh_ind elif self._fit_method in ['ball_tree', 'kd_tree']: results = self._tree.query_radius(X, radius, return_distance=return_distance) if return_distance: ind, dist = results return dist, ind else: return results else: raise ValueError("internal: _fit_method not recognized") def radius_neighbors_graph(self, X, radius=None, mode='connectivity'): """Computes the (weighted) graph of Neighbors for points in X Neighborhoods are restricted the points at a distance lower than radius. Parameters ---------- X : array-like, shape = [n_samples, n_features] Sample data radius : float Radius of neighborhoods. (default is the value passed to the constructor). mode : {'connectivity', 'distance'}, optional Type of returned matrix: 'connectivity' will return the connectivity matrix with ones and zeros, in 'distance' the edges are Euclidean distance between points. Returns ------- A : sparse matrix in CSR format, shape = [n_samples, n_samples] A[i, j] is assigned the weight of edge that connects i to j. Examples -------- >>> X = [[0], [3], [1]] >>> from sklearn.neighbors import NearestNeighbors >>> neigh = NearestNeighbors(radius=1.5) >>> neigh.fit(X) # doctest: +ELLIPSIS NearestNeighbors(algorithm='auto', leaf_size=30, ...) >>> A = neigh.radius_neighbors_graph(X) >>> A.toarray() array([[ 1., 0., 1.], [ 0., 1., 0.], [ 1., 0., 1.]]) See also -------- kneighbors_graph """ X = safe_asarray(X) if radius is None: radius = self.radius n_samples1 = X.shape[0] n_samples2 = self._fit_X.shape[0] # construct CSR matrix representation of the NN graph if mode == 'connectivity': A_ind = self.radius_neighbors(X, radius, return_distance=False) A_data = None elif mode == 'distance': dist, A_ind = self.radius_neighbors(X, radius, return_distance=True) A_data = np.concatenate(list(dist)) else: raise ValueError( 'Unsupported mode, must be one of "connectivity", ' 'or "distance" but got %s instead' % mode) n_neighbors = np.array([len(a) for a in A_ind]) n_nonzero = np.sum(n_neighbors) if A_data is None: A_data = np.ones(n_nonzero) A_ind = np.concatenate(list(A_ind)) A_indptr = np.concatenate((np.zeros(1, dtype=int), np.cumsum(n_neighbors))) return csr_matrix((A_data, A_ind, A_indptr), shape=(n_samples1, n_samples2)) class SupervisedFloatMixin(object): def fit(self, X, y): """Fit the model using X as training data and y as target values Parameters ---------- X : {array-like, sparse matrix, BallTree, KDTree} Training data. If array or matrix, shape = [n_samples, n_features] y : {array-like, sparse matrix} Target values, array of float values, shape = [n_samples] or [n_samples, n_outputs] """ if not isinstance(X, (KDTree, BallTree)): X, y = check_arrays(X, y, sparse_format="csr") self._y = y return self._fit(X) class SupervisedIntegerMixin(object): def fit(self, X, y): """Fit the model using X as training data and y as target values Parameters ---------- X : {array-like, sparse matrix, BallTree, KDTree} Training data. If array or matrix, shape = [n_samples, n_features] y : {array-like, sparse matrix} Target values of shape = [n_samples] or [n_samples, n_outputs] """ if not isinstance(X, (KDTree, BallTree)): X, y = check_arrays(X, y, sparse_format="csr") if y.ndim == 1 or y.ndim == 2 and y.shape[1] == 1: if y.ndim != 1: warnings.warn("A column-vector y was passed when a 1d array " "was expected. Please change the shape of y to " "(n_samples, ), for example using ravel().", DataConversionWarning, stacklevel=2) self.outputs_2d_ = False y = y.reshape((-1, 1)) else: self.outputs_2d_ = True self.classes_ = [] self._y = np.empty(y.shape, dtype=np.int) for k in range(self._y.shape[1]): classes, self._y[:, k] = np.unique(y[:, k], return_inverse=True) self.classes_.append(classes) if not self.outputs_2d_: self.classes_ = self.classes_[0] self._y = self._y.ravel() return self._fit(X) class UnsupervisedMixin(object): def fit(self, X, y=None): """Fit the model using X as training data Parameters ---------- X : {array-like, sparse matrix, BallTree, KDTree} Training data. If array or matrix, shape = [n_samples, n_features] """ return self._fit(X)
bsd-3-clause
bijanfallah/OI_CCLM
src/RMSE_SPREAD_MAPS.py
1
15003
# Program to show the maps of RMSE averaged over time import matplotlib.pyplot as plt from sklearn.metrics import mean_squared_error import os from netCDF4 import Dataset as NetCDFFile import numpy as np from CCLM_OUTS import Plot_CCLM # option == 1 -> shift 4 with default cclm domain and nboundlines = 3 # option == 2 -> shift 4 with smaller cclm domain and nboundlines = 3 # option == 3 -> shift 4 with smaller cclm domain and nboundlines = 6 # option == 4 -> shift 4 with corrected smaller cclm domain and nboundlines = 3 # option == 5 -> shift 4 with corrected smaller cclm domain and nboundlines = 4 # option == 6 -> shift 4 with corrected smaller cclm domain and nboundlines = 6 # option == 7 -> shift 4 with corrected smaller cclm domain and nboundlines = 9 # option == 8 -> shift 4 with corrected bigger cclm domain and nboundlines = 3 from CCLM_OUTS import Plot_CCLM def read_data_from_mistral(dir='/work/bb1029/b324045/work1/work/member/post/',name='member_T_2M_ts_seasmean.nc',var='T_2M'): # type: (object, object, object) -> object #a function to read the data from mistral work """ :rtype: object """ CMD = 'scp $mistral:' + dir + name + ' ./' os.system(CMD) nc = NetCDFFile(name) os.remove(name) lats = nc.variables['lat'][:] lons = nc.variables['lon'][:] t = nc.variables[var][:].squeeze() rlats = nc.variables['rlat'][:] # extract/copy the data rlons = nc.variables['rlon'][:] nc.close() return(t, lats, lons, rlats, rlons) def calculate_MAPS_RMSE_of_the_member(member='1', buffer=4, option=0): # function to cut the area and calculate RMSE # buffer is the number of grid points to be skipeed # pdf = 'RMSE_Patterns_' if option == 1: t_o, lat_o, lon_o, rlat_o, rlon_o = read_data_from_mistral(dir='/work/bb1029/b324045/work1/work/member/post/', name='member_T_2M_ts_monmean_1995.nc', var='T_2M') t_f, lat_f, lon_f, rlat_f, rlon_f = read_data_from_mistral(dir='/work/bb1029/b324045/work1/work/member0' + str(member) + '/post/', name='member0' + str(member) + '_T_2M_ts_monmean_1995.nc', var='T_2M') #pdf_name="Figure_" +pdf+ str(member)+ "_"+str(buf)+"_Default.pdf" pdf_name="RMSE_"+"_Default.pdf" if option == 2: t_o, lat_o, lon_o, rlat_o, rlon_o = read_data_from_mistral(dir='/work/bb1029/b324045/work2/member/post/', name='member_T_2M_ts_monmean_1995.nc', var='T_2M') t_f, lat_f, lon_f, rlat_f, rlon_f = read_data_from_mistral(dir='/work/bb1029/b324045/work2/member0' + str(member) + '/post/', name='member0' + str(member) + '_T_2M_ts_monmean_1995.nc', var='T_2M') pdf_name="Figure_" +pdf+ str(member)+ "_"+str(buf)+"_Small.pdf" if option == 3: t_o, lat_o, lon_o, rlat_o, rlon_o = read_data_from_mistral(dir='/work/bb1029/b324045/work2/member/post/', name='member_T_2M_ts_monmean_1995.nc', var='T_2M') t_f, lat_f, lon_f, rlat_f, rlon_f = read_data_from_mistral(dir='/work/bb1029/b324045/work2/member0' + str(member) + '_relax/post/', name='member0' + str(member) + '_relax_T_2M_ts_monmean_1995.nc', var='T_2M') pdf_name="Figure_" +pdf+ str(member)+ "_"+str(buf)+"_Small_relax6.pdf" if option == 4: t_o, lat_o, lon_o, rlat_o, rlon_o = read_data_from_mistral(dir='/work/bb1029/b324045/work2/member_relax_0_small/post/', name='member_relax_0_T_2M_ts_monmean_1995.nc', var='T_2M') t_f, lat_f, lon_f, rlat_f, rlon_f = read_data_from_mistral(dir='/work/bb1029/b324045/work2/member0' + str(member) + '_relax_0_small/post/', name='member0' + str(member) + '_relax_0_T_2M_ts_monmean_1995.nc', var='T_2M') #pdf_name = "Figure_" + pdf + str(member) + "_" + str(buf) + "relax_0_small.pdf" pdf_name = "Figure03_RMSE.pdf" if option == 5: t_o, lat_o, lon_o, rlat_o, rlon_o = read_data_from_mistral(dir='/work/bb1029/b324045/work2/member_relax_4_small/post/', name='member_relax_4_T_2M_ts_monmean_1995.nc', var='T_2M') t_f, lat_f, lon_f, rlat_f, rlon_f = read_data_from_mistral(dir='/work/bb1029/b324045/work2/member0' + str(member) + '_relax_4_small/post/', name='member0' + str(member) + '_relax_4_T_2M_ts_monmean_1995.nc', var='T_2M') # pdf_name = "Figure_" + pdf + str(member) + "_" + str(buf) + "relax_9_small.pdf" pdf_name="Figure04_RMSE.pdf" if option == 6: t_o, lat_o, lon_o, rlat_o, rlon_o = read_data_from_mistral(dir='/work/bb1029/b324045/work2/member_relax_6_small/post/', name='member_relax_6_T_2M_ts_monmean_1995.nc', var='T_2M') t_f, lat_f, lon_f, rlat_f, rlon_f = read_data_from_mistral(dir='/work/bb1029/b324045/work2/member0' + str(member) + '_relax_6_small/post/', name='member0' + str(member) + '_relax_6_T_2M_ts_monmean_1995.nc', var='T_2M') # pdf_name = "Figure_" + pdf + str(member) + "_" + str(buf) + "relax_6_small.pdf" pdf_name="Figure05_RMSE.pdf" if option == 7: t_o, lat_o, lon_o, rlat_o, rlon_o = read_data_from_mistral(dir='/work/bb1029/b324045/work2/member_relax_9_small/post/', name='member_relax_9_T_2M_ts_monmean_1995.nc', var='T_2M') t_f, lat_f, lon_f, rlat_f, rlon_f = read_data_from_mistral(dir='/work/bb1029/b324045/work2/member0' + str(member) + '_relax_9_small/post/', name='member0' + str(member) + '_relax_9_T_2M_ts_monmean_1995.nc', var='T_2M') # pdf_name = "Figure_" + pdf + str(member) + "_" + str(buf) + "relax_9_small.pdf" pdf_name="Figure06_RMSE.pdf" if option == 8: t_o, lat_o, lon_o, rlat_o, rlon_o = read_data_from_mistral(dir='/work/bb1029/b324045/work3/member_relax_3_big/post/', name='member_relax_3_T_2M_ts_monmean_1995.nc', var='T_2M') t_f, lat_f, lon_f, rlat_f, rlon_f = read_data_from_mistral(dir='/work/bb1029/b324045/work3/member0' + str(member) + '_relax_3_big/post/', name='member0' + str(member) + '_relax_3_T_2M_ts_monmean_1995.nc', var='T_2M') # pdf_name = "Figure_" + pdf + str(member) + "_" + str(buf) + "relax_9_small.pdf" pdf_name="Figure07_RMSE.pdf" if option == 9: SEAS="DJF" name_2 = 'member_relax_3_T_2M_ts_splitseas_1984_2014_' + SEAS + '.nc' name_1 = 'member04_relax_3_T_2M_ts_splitseas_1984_2014_' + SEAS + '.nc' t_o, lat_o, lon_o, rlat_o, rlon_o = read_data_from_mistral(dir='/work/bb1029/b324045/work4/member_relax_3_big/post/', name=name_2, var='T_2M') t_f, lat_f, lon_f, rlat_f, rlon_f = read_data_from_mistral(dir='/work/bb1029/b324045/work4/member0' + str(member) + '_relax_3_big/post/', name=name_1, var='T_2M') # pdf_name = "Figure_" + pdf + str(member) + "_" + str(buf) + "relax_9_small.pdf" pdf_name="Figure08_RMSE_T_2M.pdf" #rel='6' #t_o, lat_o, lon_o, rlat_o, rlon_o = read_data_from_mistral(dir='/work/bb0962/work2/member/post/',name='member_T_2M_ts_monmean_1995.nc',var='T_2M') #t_f, lat_f, lon_f, rlat_f, rlon_f = read_data_from_mistral(dir='/work/bb0962/work2/member/post/',name='member_T_2M_ts_monmean_1995.nc',var='T_2M') #t_f, lat_f, lon_f, rlat_f, rlon_f = read_data_from_mistral(dir='/work/bb0962/work2/member0'+str(member)+'/post/', name='member0'+str(member)+'_T_2M_ts_monmean_1995.nc', # var='T_2M') #t_f, lat_f, lon_f, rlat_f, rlon_f = read_data_from_mistral(dir='/work/bb0962/work2/member0' + str(member) +'_relax_'+str(rel)+'/post/', # name='member0' + str(member) +'_relax_'+str(rel)+ '_T_2M_ts_monmean_1995.nc', # var='T_2M') # t_f, lat_f, lon_f, rlat_f, rlon_f = read_data_from_mistral(dir='/work/bb0962/work2/member0' + str(member) +'_relax'+'/post/', # name='member0' + str(member) +'_relax_T_2M_ts_monmean_1995.nc', # var='T_2M') #os.system('rm -f *.nc') row_lat = lat_o[buffer, buffer].squeeze() row_lon = lon_o[buffer, buffer].squeeze() #print(row_lat) #print(row_lon) #print(lat_o)[0,0] #print(lat_o)[0,-1] #print(lon_f) #start_lon = np.where(lon_f == row_lon)[-1][0] #start_lat = np.where(lat_f == row_lat)[0][-1] #start_lon = np.where((lon_f-row_lon)<0.001)[-1][0] #start_lat = np.where((lat_f-row_lat)<0.001)[0][-1] start_lon=(buffer+4) start_lat=(buffer-4) #print('nowwwwwwwww') #print(start_lat) #print(start_lon) dext_lon = t_o.shape[2] - (2 * buffer) dext_lat = t_o.shape[1] - (2 * buffer) #print('thennnnnnnn') #print(dext_lon) #print(dext_lat) month_length=20 forecast = t_f[0:month_length, start_lat:start_lat + dext_lat, start_lon:start_lon + dext_lon] obs = t_o[0:month_length, buffer:buffer + dext_lat, buffer:buffer + dext_lon] RMSE=np.zeros((forecast.shape[1],forecast.shape[2])) RMSE_TIME_SERIES=np.zeros(forecast.shape[0]) lats_f1=lat_f[start_lat:start_lat + dext_lat, start_lon:start_lon + dext_lon] lons_f1=lon_f[start_lat:start_lat + dext_lat, start_lon:start_lon + dext_lon] #print(forecast.shape[:]) #print(obs.shape[:]) for i in range(0,forecast.shape[1]): for j in range(0,forecast.shape[2]): forecast_resh=np.squeeze(forecast[:,i,j]) obs_resh=np.squeeze(obs[:,i,j]) RMSE[i,j] = mean_squared_error(obs_resh, forecast_resh) ** 0.5 for i in range(0,forecast.shape[0]): forecast_resh_ts=np.squeeze(forecast[i,:,:]) obs_resh_ts=np.squeeze(obs[i,:,:]) RMSE_TIME_SERIES[i] = mean_squared_error(obs_resh_ts, forecast_resh_ts) ** 0.5 return(RMSE_TIME_SERIES, RMSE, lats_f1, lons_f1, rlat_f, rlon_f, rlat_o, rlon_o, pdf_name) import cartopy.crs as ccrs import cartopy.feature option=9 buf=20 for i in range(4,5): SEAS="DJF" nam_ts, nam , lats_f1, lons_f1, rlat_f, rlon_f, rlat_o, rlon_o , pdf_name = calculate_MAPS_RMSE_of_the_member(i, buffer=buf, option=option) fig = plt.figure('1') fig.set_size_inches(14, 10) #Plot_CCLM(bcolor='black', grids='FALSE') #rp = ccrs.RotatedPole(pole_longitude=-162.0, # pole_latitude=39.25, # globe=ccrs.Globe(semimajor_axis=6370000, # semiminor_axis=6370000)) rp = ccrs.RotatedPole(pole_longitude=-165.0, pole_latitude=46.0, globe=ccrs.Globe(semimajor_axis=6370000, semiminor_axis=6370000)) pc = ccrs.PlateCarree() ax = plt.axes(projection=rp) ax.coastlines('50m', linewidth=0.8) #ax.add_feature(cartopy.feature.LAKES, # edgecolor='black', facecolor='none', # linewidth=0.8) #v = np.linspace(0, 1, 11, endpoint=True) if SEAS[0] == "D": v = np.linspace(0, 4, 9, endpoint=True) else: v = np.linspace(0, 2, 9, endpoint=True) cs = plt.contourf(lons_f1,lats_f1,nam, v, transform=ccrs.PlateCarree(), cmap=plt.cm.terrain) #cs = plt.contourf(lons_f1,lats_f1,nam, transform=ccrs.PlateCarree(), cmap=plt.cm.terrain) cb = plt.colorbar(cs) cb.set_label('RMSE [K]', fontsize=20) cb.ax.tick_params(labelsize=20) ax.add_feature(cartopy.feature.OCEAN, edgecolor='black', facecolor='white', linewidth=0.8) ax.gridlines() ax.text(-45.14, 15.24, r'$45\degree N$', fontsize=15) ax.text(-45.14, 35.73, r'$60\degree N$', fontsize=15) ax.text(-45.14, -3.73, r'$30\degree N$', fontsize=15) ax.text(-45.14, -20.73, r'$15\degree N$', fontsize=15) ax.text(-19.83, -35.69, r'$0\degree $', fontsize=15) ax.text(15.106, -35.69, r'$20\degree E$', fontsize=15) #ax.text(26, -29.69, r'$40\degree E$', # fontsize=15) plt.hlines(y=min(rlat_f), xmin=min(rlon_f), xmax=max(rlon_f), color='red',linestyles= 'dashed', linewidth=2) plt.hlines(y=max(rlat_f), xmin=min(rlon_f), xmax=max(rlon_f), color='red',linestyles= 'dashed', linewidth=2) plt.vlines(x=min(rlon_f), ymin=min(rlat_f), ymax=max(rlat_f), color='red',linestyles= 'dashed', linewidth=2) plt.vlines(x=max(rlon_f), ymin=min(rlat_f), ymax=max(rlat_f), color='red',linestyles= 'dashed', linewidth=2) plt.hlines(y=min(rlat_o), xmin=min(rlon_o), xmax=max(rlon_o), color='black',linestyles= 'dashed', linewidth=2) plt.hlines(y=max(rlat_o), xmin=min(rlon_o), xmax=max(rlon_o), color='black',linestyles= 'dashed', linewidth=2) plt.vlines(x=min(rlon_o), ymin=min(rlat_o), ymax=max(rlat_o), color='black',linestyles= 'dashed', linewidth=2) plt.vlines(x=max(rlon_o), ymin=min(rlat_o), ymax=max(rlat_o), color='black',linestyles= 'dashed', linewidth=2) plt.hlines(y=min(rlat_o[buf:-buf]), xmin=min(rlon_o[buf:-buf]), xmax=max(rlon_o[buf:-buf]), color='black', linewidth=4) plt.hlines(y=max(rlat_o[buf:-buf]), xmin=min(rlon_o[buf:-buf]), xmax=max(rlon_o[buf:-buf]), color='black', linewidth=4) plt.vlines(x=min(rlon_o[buf:-buf]), ymin=min(rlat_o[buf:-buf]), ymax=max(rlat_o[buf:-buf]), color='black', linewidth=4) plt.vlines(x=max(rlon_o[buf:-buf]), ymin=min(rlat_o[buf:-buf]), ymax=max(rlat_o[buf:-buf]), color='black', linewidth=4) #plt.title("Shift "+ str(i)+pdf_name) xs, ys, zs = rp.transform_points(pc, np.array([-17, 105.0]), np.array([3, 60])).T # rp = ccrs.RotatedPole(pole_longitude=-162.0, # pole_latitude=39.25, # globe=ccrs.Globe(semimajor_axis=6370000, # semiminor_axis=6370000)) ax.set_xlim(xs) ax.set_ylim(ys) plt.savefig(pdf_name) plt.close() # RMSE time-series fig = plt.figure('2') fig.set_size_inches(14, 10) plt.plot(nam_ts,'o-', c= 'green') plt.xlabel('$time$', size=35) plt.ylabel('$RMSE$', size=35) plt.ylim([0,.45]) plt.savefig(pdf_name+'_ts.pdf') plt.close() import csv names='/home/fallah/Documents/DATA_ASSIMILATION/Bijan/CODES/CCLM/Python_Codes/historical_runs_yearly/src/TEMP/' + pdf_name+'_Forecast.csv' with open(names, 'wb') as f: writer = csv.writer(f) writer.writerow(nam_ts)
mit
pascalgutjahr/Praktikum-1
Beugung/einzel.py
1
1926
import matplotlib as mpl from scipy.optimize import curve_fit mpl.use('pgf') import matplotlib.pyplot as plt plt.rcParams['lines.linewidth'] = 1 import numpy as np mpl.rcParams.update({ 'font.family': 'serif', 'text.usetex': True, 'pgf.rcfonts': False, 'pgf.texsystem': 'lualatex', 'pgf.preamble': r'\usepackage{unicode-math}\usepackage{siunitx}' }) d = np.array([16.85,17.35,17.85,18.35,18.85,19.35,19.85,20.35,20.85,21.35,21.85,22.35,22.85,23.35,23.85, 24.35,24.85,25.35,25.85,26.35,26.85,27.35,27.60,27.85,28.10,28.35,28.60,28.85,29.10,29.35,29.85,30.35,30.85,31.35,31.85, 32.35,32.85,33.35,33.85,34.35,34.85,35.35,35.85,36.35,36.85,37.35,37.85,38.35,38.85,39.35,39.85]) I = np.array([3,2,1,2,4,7,8,7,4,2,6,14,24,28,21,8,6,42,120,280,490, 680,780,840,850,860,840,800,740,640,440,240,100,10,5,10,20,42,32,16,8,10,16,22,22, 16,8,4,5,8,12]) I = (I-0.3)*10**(-6) d = d*1e-3 a = 860e-6 b = 0.15e-3 l = 1 lam = 532e-9 phi = (d - 0.02835) / l j = a * ((np.sin((np.pi * b * np.sin(phi))/lam)) / ((np.pi * b * np.sin(phi)) / (lam)))**2 def f(d,a,b,l): return b*b*a*a*((l/(np.pi*a*np.sin((d-0.02835)/1)) )*(l/(np.pi*a*np.sin((d-0.02835)/1))))*((np.sin( (np.pi*a*np.sin((d-0.02835)/1))/l))*(np.sin((np.pi*a*np.sin((d-0.02385)/1))/l))) params, covariance= curve_fit(f, d, I) errors = np.sqrt(np.diag(covariance)) print('a =', params[0], '±', errors[0]) print('b =', params[1], '±', errors[1]) print('l =', params[2], '±', errors[2]) # plt.plot((d-0.02835),f(d,*params), '-', color = 'blueviolet', label='Ausgleichsgerade', linewidth=1) plt.plot((d-0.02835), j*10**6, '-', color = "mediumturquoise", label = "Ausgleichskurve", linewidth = 1) plt.plot((d-0.02835), I*10**6, 'x', color = "forestgreen", label = "Messwerte", linewidth = 1) plt.xlabel(r'$\zeta - \zeta_0 \,/\,\si{\meter}$') plt.ylabel(r'$I\,/\,\si{\micro\ampere}$') plt.grid() plt.legend() plt.tight_layout() plt.savefig("bilder/Einzelspalt.pdf")
mit
anne-urai/serialDDM
simulations/DDM_fits.py
1
8631
#!/usr/bin/env python # encoding: utf-8 """ Created by Jan Willem de Gee on 2011-02-16. Copyright (c) 2011 __MyCompanyName__. All rights reserved. """ import os, sys, pickle, time import datetime import collections import math import numpy as np import scipy as sp import matplotlib matplotlib.use('Agg') import matplotlib.pyplot as plt import seaborn as sns import pandas as pd import hddm import kabuki from IPython import embed as shell from joblib import Parallel, delayed import json from jw_tools import myfuncs from jw_tools import ddm_tools matplotlib.rcParams['pdf.fonttype'] = 42 sns.set(style='ticks', font='Arial', font_scale=1, rc={ 'axes.linewidth': 0.25, 'axes.labelsize': 7, 'axes.titlesize': 7, 'xtick.labelsize': 6, 'ytick.labelsize': 6, 'legend.fontsize': 6, 'xtick.major.width': 0.25, 'ytick.major.width': 0.25, 'text.color': 'Black', 'axes.labelcolor':'Black', 'xtick.color':'Black', 'ytick.color':'Black',} ) sns.plotting_context() base_dir = os.path.expanduser('~/Desktop/simulations/') data_dir = os.path.join(base_dir, 'ddm_fits_data') model_dir = os.path.join(base_dir, 'ddm_fits_model') datasets = [ "2018_ou_data_1", # 0 "2018_ou_data_2", # 1 "2018_ou_data_3", # 2 ] def fit_ddm_per_group(data, model, model_dir, model_name, samples=5000, burn=1000, thin=1, n_models=3, n_jobs=12): res = Parallel(n_jobs=n_jobs)(delayed(fit_ddm_hierarchical)(df, model, model_dir, model_name, samples, burn, thin, model_id) for model_id in range(n_models)) def fit_ddm_hierarchical(data, model, model_dir, model_name, samples=5000, burn=1000, thin=1, model_id=0): exec('global m; m = {}'.format(model)) m.find_starting_values() m.sample(samples, burn=burn, thin=thin, dbname=os.path.join(model_dir, '{}_{}.db'.format(model_name, model_id)), db='pickle') m.save(os.path.join(model_dir, '{}_{}.hddm'.format(model_name, model_id))) return m def load_ddm_per_group(model_dir, model_name, n_models=3): models = [kabuki.utils.load(os.path.join(model_dir, '{}_{}.hddm'.format(model_name, model_id))) for model_id in range(n_models)] return models def fit_ddm_per_subject(data, model, model_dir, model_name, n_runs=5, n_jobs=12): # res = Parallel(n_jobs=n_jobs, backend='loky')(delayed(fit_ddm_subject)(subj_data, subj_idx, model, model_dir, model_name, n_runs) for subj_idx, subj_data in df.groupby('subj_idx')) res = [] for subj_idx, subj_data in df.groupby('subj_idx'): res.append(fit_ddm_subject(subj_data, subj_idx, model, model_dir, model_name, n_runs)) res = pd.concat(res, axis=0) res.to_csv(os.path.join(model_dir, '{}_params_flat.csv'.format(model_name))) return res def fit_ddm_subject(data, subj_idx, model, model_dir, model_name, n_runs=5): import hddm data = data.loc[data["subj_idx"]==subj_idx,:] exec('global m; m = {}'.format(model)) # optimize: m.optimize('gsquare', quantiles=analysis_info['quantiles'], n_runs=n_runs) res = pd.concat((pd.DataFrame([m.values], index=[subj_idx]), pd.DataFrame([m.bic_info], index=[subj_idx])), axis=1) return res def load_ddm_per_subject(model_dir, model_name): return pd.read_csv(os.path.join(model_dir, '{}_params_flat.csv'.format(model_name))).drop('Unnamed: 0', 1) # dataset = 4 # version = 0 run = True for ds in [0,1,2,]: for version in [0]: # load analysis info: with open(os.path.join(data_dir, '{}.json'.format(datasets[ds]))) as json_data: analysis_info = json.load(json_data) # load data: try: data = pd.read_csv(os.path.join(data_dir, analysis_info['data_file'])).drop('Unnamed: 0', 1) except: data = pd.read_csv(os.path.join(data_dir, analysis_info['data_file'])) # stimcoding? if analysis_info['stimcoding'] == "True": stimcoding = True data.rename(columns={'choice_a':'response'}, inplace=True) else: stimcoding = False data.rename(columns={'correct':'response'}, inplace=True) # variables: subjects = np.unique(data.subj_idx) nr_subjects = len(subjects) model = analysis_info["model"][version] # run: for split_by in analysis_info['split_by']: # model_name: model_name = '{}_{}_{}'.format(analysis_info["model_name"], split_by, version) # create figure dir: fig_dir = model_dir = os.path.join(base_dir, 'ddm_fits_figs', model_name) try: os.system('mkdir {}'.format(fig_dir)) os.system('mkdir {}'.format(os.path.join(fig_dir, 'diagnostics'))) except: pass # prepare dataframe: df = data.copy() # fit model: if run: print("fitting {}".format(model_name)) n_jobs = 4 # # hierarchical: # results = fit_ddm_per_group(data, model, model_dir, model_name, samples=5000, burn=1000, thin=1, n_models=3, n_jobs=n_jobs) # flat: results = fit_ddm_per_subject(df, model, model_dir, model_name, n_runs=5, n_jobs=n_jobs) # for fit_type in ['flat', 'hierarchical']: for fit_type in ['flat']: if fit_type == 'flat': results = load_ddm_per_subject(model_dir, model_name) else: models = load_ddm_per_group(model_dir, model_name, n_models=3) # gelman rubic: gr = hddm.analyze.gelman_rubin(models) text_file = open(os.path.join(fig_dir, 'diagnostics', 'gelman_rubic_{}.txt'.format(fit_type)), 'w') for p in gr.items(): text_file.write("%s:%s\n" % p) text_file.close() # dic: text_file = open(os.path.join(fig_dir, 'diagnostics', 'DIC_{}.txt'.format(fit_type)), 'w') for i, m in enumerate(models): text_file.write("Model {}: {}\n".format(i, m.dic)) text_file.close() # posteriors: m.plot_posteriors(save=True, path=os.path.join(fig_dir, 'diagnostics'), format='pdf') # dataframe: m = models[1] results = m.gen_stats()['50q'].reset_index() results = results.loc[['subj' in c for c in results["index"]],:] a = np.array([results.iloc[i]["index"].split('.')[0] for i in range(results.shape[0])]) _, idx = np.unique(a, return_index=True) cols = a[np.sort(idx)] cols = np.array([c.replace('_subj', '') for c in cols]) results = pd.DataFrame(np.vstack([np.array(results.loc[np.array([str(subj_idx) == c.split('.')[-1] for c in results["index"]]),:]["50q"]) for subj_idx in subjects])) results.columns = cols try: params = results.drop(['bic', 'likelihood', 'penalty'], 1) except: params = results.copy() params = params.loc[:,~np.array(['z_trans' in c for c in params.columns])] params.to_csv(os.path.join(fig_dir, 'params_{}.csv'.format(fit_type))) # barplot: fig = plt.figure(figsize=(6,2)) ax = fig.add_subplot(111) sns.barplot(data=params, ax=ax) sns.despine(offset=5, trim=True) plt.tight_layout() fig.savefig(os.path.join(fig_dir, 'bars_{}.pdf'.format(fit_type))) # barplot only z and dc: params['z'] = params['z'] - 0.5 fig = plt.figure(figsize=(1.25,1.6)) ax = fig.add_subplot(111) sns.barplot(data=params.loc[:,['z', 'dc']], ax=ax) ax.set_ylim(0,0.8) sns.despine(offset=5, trim=True) plt.tight_layout() fig.savefig(os.path.join(fig_dir, 'bars2_{}.pdf'.format(fit_type)))
mit
zangsir/sms-tools
lectures/05-Sinusoidal-model/plots-code/sineModelAnal-bendir.py
24
1245
import numpy as np import matplotlib.pyplot as plt import sys, os, time sys.path.append(os.path.join(os.path.dirname(os.path.realpath(__file__)), '../../../software/models/')) import stft as STFT import sineModel as SM import utilFunctions as UF (fs, x) = UF.wavread(os.path.join(os.path.dirname(os.path.realpath(__file__)), '../../../sounds/bendir.wav')) w = np.hamming(2001) N = 2048 H = 200 t = -80 minSineDur = .02 maxnSines = 150 freqDevOffset = 10 freqDevSlope = 0.001 mX, pX = STFT.stftAnal(x, fs, w, N, H) tfreq, tmag, tphase = SM.sineModelAnal(x, fs, w, N, H, t, maxnSines, minSineDur, freqDevOffset, freqDevSlope) plt.figure(1, figsize=(9.5, 7)) maxplotfreq = 800.0 maxplotbin = int(N*maxplotfreq/fs) numFrames = int(mX[:,0].size) frmTime = H*np.arange(numFrames)/float(fs) binFreq = np.arange(maxplotbin+1)*float(fs)/N plt.pcolormesh(frmTime, binFreq, np.transpose(mX[:,:maxplotbin+1])) plt.autoscale(tight=True) tracks = tfreq*np.less(tfreq, maxplotfreq) tracks[tracks<=0] = np.nan plt.plot(frmTime, tracks, color='k', lw=1.5) plt.autoscale(tight=True) plt.title('mX + sinusoidal tracks (bendir.wav)') plt.tight_layout() plt.savefig('sineModelAnal-bendir.png') plt.show()
agpl-3.0
ruleva1983/udacity-selfdrivingcar
term1/P4_advanced_lane_finding/classes.py
1
13102
import cv2 import numpy as np import os from moviepy.editor import VideoFileClip from IPython.display import display, HTML from preprocess import Masker, DistRemover, PersTransformer from utils import superimpose_images class Line(object): """ A class that holds the a single road line. Usually instantiated without arguments. If wrong argument are passed, default instantiation is imposed. :param coeffs: The polynomial coefficients of the line :param degree: The degree of the polynomial fitted """ yM_PIXEL = 0.042 xM_PIXEL = 0.0053 def __init__(self, coeffs=None, degree=None): self.coeffs = coeffs if coeffs is not None: try: assert (degree == len(coeffs) - 1) except AssertionError: self.polydegree = None self.coeffs = None print ("Line instantiated with degree and coefficient conflict. Imposing default instantiation!!") self.coeffs_meter = None def fit(self, x, y, degree=2): """ Fits the line on a plane with a polynomial of given degree in both pixel and real space. The method is adapted to the image case where the independent variable is y and the dependent variable is x. :param x: The dependent variable. :param y: The independent variable. :param degree: The degree of the polynomial. """ assert len(x) == len(y) self.polydegree = degree self.coeffs = np.polyfit(y, x, degree) self.coeffs_meter = np.polyfit(self.yM_PIXEL * y, self.xM_PIXEL * x, degree) def exists(self): """ Checks if the line has been fitted once. :return: True if fit has been performed, False otherwise. """ if self.coeffs is None: return False return True def evaluate_curvature(self, y): """ Evaluates and returns the curvature radius of the line in meters at position pixel y. Raises assertion error if the line has not been previously fitted. :param y: The position in pixels. :return : The curvature radius in meters. """ assert self.exists() yp = y * self.yM_PIXEL A, B = self.coeffs_meter[0], self.coeffs_meter[1] return ((1 + (2 * A * yp + B) ** 2) ** (1.5)) / np.absolute(2 * A) def get_line_points(self, x): """ Evaluates the images of the input array through the line equation. Assertion exception thrown if the line has not been fitted. :param x: An array of independent variable points. :return: A tuple of input points and their images according to the line equation. """ assert self.exists() y = np.zeros_like(x) for i in range(self.polydegree + 1): y += self.coeffs[i] * np.power(x, self.polydegree - i) return x, y @staticmethod def get_line_pixels(mask, x0, window_size=(100, 100)): """ It detects which pixels in the mask belong to a line starting from the lower part of the image. :param mask: A mask image, one channel, either zero or one values. :param x0: The initial center of the sliding window. :param window_size: A tuple of windows sizes (horizontal, vertical) :return: A tuple containing: An array for x coordinates of the detected pixels; An array with y coordinates of the detected pixels; The sliding windows coordinates to be passed as arguments for cv2.rectangle function. """ n_windows = int(mask.shape[0] / window_size[1]) full_line_pixels_x, full_line_pixels_y = [], [] win_pixels_x, win_pixels_y = [], [] y_below = mask.shape[0] x_left = x0 - window_size[0] // 2 windows = [[(x_left, y_below), (x_left + window_size[0], y_below - window_size[1])]] for x in range(x_left, x_left + window_size[0]): for y in range(y_below - window_size[1], y_below): if mask[y, x] == 1: win_pixels_x.append(x) win_pixels_y.append(y) full_line_pixels_x += win_pixels_x full_line_pixels_y += win_pixels_y for n in range(1, n_windows): if win_pixels_x: x_left = int(np.mean(win_pixels_x)) - window_size[0] // 2 y_below -= window_size[1] windows.append([(x_left, y_below), (x_left + window_size[0], y_below - window_size[1])]) win_pixels_x, win_pixels_y = [], [] for x in range(x_left, x_left + window_size[0]): for y in range(y_below - window_size[1], y_below): if mask[y, x] > 0: win_pixels_x.append(x) win_pixels_y.append(y) full_line_pixels_x += win_pixels_x full_line_pixels_y += win_pixels_y return np.array(full_line_pixels_x), np.array(full_line_pixels_y), windows class RoadLane(object): """ A class holding a Lane of the Road, i.e. a left and a right line that form the lane. """ def __init__(self): self.rightLine = Line() self.leftLine = Line() def lane_curvature(self, y=720): """ Evaluates the curvature of the lane in meters, by taking the mean curvature of the two lines evaluated at position y. :param y: pixel vertical position. :return : The average curvature. """ return self.leftLine.evaluate_curvature(y), self.rightLine.evaluate_curvature(y) def relative_car_position(self, width=1280, y=720.): """ Returns the distance in meters to the center of the line. If negative the car stands on the right side of the center. :param width: The number of horizontal pixels of the image :param y: The vertical position of the camera in the image (lowest part) """ x_l = self.leftLine.get_line_points(y)[1] x_r = self.rightLine.get_line_points(y)[1] return ((x_r + x_l) / 2. - width / 2.) * self.rightLine.xM_PIXEL def update(self, mask): """ If the lines have not been previously determined, it generates them using the full algorithm. Otherwise it updates the already existing lines with new data image. :param mask: The new image mask (one channel, only zeros and ones values) """ if not (self.rightLine.exists() and self.leftLine.exists()): self._generateLane(mask) else: self._updateLane(mask) def _generateLane(self, mask, hist_level=None, degree=2): """ Estimate the lines from an input mask image using a sliding windows algorithm. First it estimates the initial pixel position of the left and right lines using an histogram approach. Then uses these values to track the lines from the bottom to the top. Finalizes with fitting the two lines updating their coefficients. :param mask: The input mask image :param hist_level: The upper pixel limit for histogram search. :param degree: The degree of the polinomial to fit the lines """ init_left, init_right, _ = RoadLane.get_initial_points(mask, hist_level) pixels_x, pixels_y, _ = Line.get_line_pixels(mask, init_left) self.leftLine.fit(pixels_x, pixels_y, degree) pixels_x, pixels_y, _ = Line.get_line_pixels(mask, init_right) self.rightLine.fit(pixels_x, pixels_y, degree) def _updateLane(self, mask): left = Tracker(self.leftLine) left.update_line(mask) right = Tracker(self.rightLine) right.update_line(mask) def draw_free_space(self, image, color=(0, 255, 0)): """ Draws the free space between the lines on the input image. :param image: The input three channel image :param color: The color of the free space area in RGB color space. :return : The image with the superimposed lane area, the original image """ xl, yl = self.leftLine.get_line_points(np.linspace(0, 720, 100)) xr, yr = self.rightLine.get_line_points(np.linspace(0, 720, 100)) pts_left = np.array([np.transpose(np.vstack([yl, xl]))]) pts_right = np.array([np.flipud(np.transpose(np.vstack([yr, xr])))]) pts = np.hstack((pts_left, pts_right)) drawn_image = np.copy(image) cv2.fillPoly(drawn_image, np.int_([pts]), color) return drawn_image, image def draw_lines(self, image, thick=10, color=(255, 0, 0)): """ Draws the lines on an input image. :param image: The input image :param thick: The tickness of the line to be drawn :param color: The RGB color of the line :return : The image with superimposed lines and the original image """ xl, yl = self.leftLine.get_line_points(np.linspace(0, 720, 100)) xr, yr = self.rightLine.get_line_points(np.linspace(0, 720, 100)) drawn_image = np.copy(image) for i in range(len(yl) - 1): p1 = (int(yl[i]), int(xl[i])) p2 = (int(yl[i + 1]), int(xl[i + 1])) cv2.line(drawn_image, p1, p2, color=color, thickness=thick) for i in range(len(yr) - 1): p1 = (int(yr[i]), int(xr[i])) p2 = (int(yr[i + 1]), int(xr[i + 1])) cv2.line(drawn_image, p1, p2, color=color, thickness=thick) return drawn_image, image @staticmethod def get_initial_points(mask, hist_level=None): """ Estimates initial search points for left and right lines. :param mask: The mask image :param hist_level: :return: The left and the right initial points, as well as the histogram values for visualization """ if hist_level is None: histogram = np.sum(mask[mask.shape[0] // 2:, :], axis=0) else: histogram = np.sum(mask[hist_level:, :], axis=0) middle = len(histogram) // 2 left = np.argmax(histogram[:middle]) right = middle + np.argmax(histogram[middle:]) return left, right, histogram class Tracker(object): """ This object holds an already fitted line, and updates it according to a new input mask using a lighter algorithm. :param line: A line object already fitted """ def __init__(self, line): assert line.exists() self.line = line def update_line(self, mask): """ The main method of the class. It performs the update of the line coefficients. :param mask: The input mask """ area_mask = self._create_search_area(mask) line_mask = cv2.bitwise_and(area_mask, mask) points = np.squeeze(cv2.findNonZero(line_mask)) pixels_x = points[:, 0] pixels_y = points[:, 1] self.line.fit(pixels_x, pixels_y) def _create_search_area(self, mask, width=200): """ Creates an :param mask: The input mask :param width: :return: """ lane = RoadLane() lane.leftLine.coeffs = np.copy(self.line.coeffs) lane.leftLine.polydegree = 2 lane.leftLine.coeffs[-1] -= width // 2 lane.rightLine.coeffs = np.copy(self.line.coeffs) lane.rightLine.polydegree = 2 lane.rightLine.coeffs[-1] += width // 2 area_mask = np.zeros_like(mask) area_mask, _= lane.draw_free_space(area_mask, color=(255, 255, 255)) return area_mask class Pipeline(object): def __init__(self, remover=None): self.lane = RoadLane() # We need to pass a remover otherwise it will always calibrate if remover is None: self.Remover = DistRemover() else: self.Remover = remover self.Transformer = PersTransformer() def run(self, img): img_undistorted = self.Remover.remove_distorsion(img) img_masked, _, _ = Masker.combined_mask(img_undistorted) img_warped = self.Transformer.transform(img_masked) Minv = self.Transformer.Minv self.lane.update(img_warped) img_out = superimpose_images(img, self.lane, Minv, self.lane.lane_curvature(720)) return img_out if __name__ == "__main__": import matplotlib.image as mpimg import matplotlib.pyplot as plt #example = 'data/test_images/test5.jpg' #img = mpimg.imread(example) pipeline = Pipeline() #plt.imshow(pipeline.run(img)) #plt.show() #example = 'data/test_images/test6.jpg' #img = mpimg.imread(example) #pipeline = Pipeline() #plt.imshow(pipeline.run(img)) #plt.show() #Remover = DistRemover() video = "data/videos/challenge_video.mp4" clip = VideoFileClip(video) clip_processed = clip.fl_image(pipeline.run) _, video_name = os.path.split(video) out_name = os.path.join("data/report_images/", video_name) clip_processed.write_videofile(out_name, audio=False)
gpl-3.0
nickp60/open_utils
grabHits/grabHits.py
1
8667
#!/usr/bin/env python """ version 0.1 Minor version changes: - pep8 can make output directories directly Given a nucleotide sequence, get pfam stuff with their rest api, return USAGE: $ python snagnblast.py accessions.txt_or_accessions.csv /BLAST/directory/ /output/directory/ """ print("Warning! This script is depreciated in favor of snagnblast_multi.py") import os #import sys #import re import datetime import subprocess import argparse from Bio import SeqIO, Entrez #from Bio.SeqRecord import SeqRecord from Bio.Seq import Seq import pandas as pd #import numpy as np #from Bio.Alphabet import IUPAC #from Bio.Blast import NCBIXML from Bio.Blast.Applications import NcbiblastnCommandline from Bio.Blast.Applications import NcbitblastxCommandline from Bio.Align.Applications import ClustalwCommandline DEBUG = True #%% #define inputs if DEBUG: genelist = os.path.expanduser("~/GitHub/FB/Ecoli_comparative_genomics/data/test_virgenes_bp.csv") blastdb = os.path.expanduser("~/BLAST/env_Coli") output = os.path.expanduser("~/GitHub/FB/Ecoli_comparative_genomics/results/") score_min = 70 blasttype = "tblastx" else: parser = argparse.ArgumentParser(description="This script takes a list of gene accessions \ from either a text file or a csv, grabs the sequencs from NCBI, and proceeds \ to use either blastn or tblastx to detect the presence of the genes in a custom \ database") parser.add_argument("genelist", help="file containing gene accessions. if delimited, use \ the headers in the example file as a template") parser.add_argument("blastdb", help="blastdb of interest") parser.add_argument("-o", "--output", help="directory in which to place the output files") parser.add_argument("-s", "--score_min", help="not currently used; will be used to \ determinine a scoring threshold") parser.add_argument("-t", "--blast_type", help="blastn or tblastx") args = parser.parse_args() genelist = args.genelist blastdb = args.blastdb blasttype = args.blast_type output = args.output score_min = args.score_min date = str(datetime.datetime.now().strftime('%Y%m%d')) if not os.path.isdir(output): print("creating %s" % output) os.mkdir(output) #%% open accessions file, determine type, and parse Entrez.email = "alfredTheDaring@gmail.com" print("reading in gene list") genes = open(genelist, "r") if genes.name.endswith("csv"): genelist_type = "delim" print("gene list is a comma-deliminated file") n = ("accession", "name", "phenotype", "function", "genome", "note", "source") genedf = pd.read_csv(genes, sep=",") genenames = genedf.iloc[0:, 1].tolist() genenames = [x for x in genenames if str(x) != 'nan'] genesred = genedf.iloc[0:, 1:3] else: print("Reading error; only accepts csv's") #%% Grab sequences from NCBI, write out resulting fasta file output_seq_dir = os.path.join(output, str(date+"files_from_grabHits"), "") os.mkdir(output_seq_dir) # defaults gene = "stx1" db = "nucleotide" retmax = "100" field = "[All Fields]" organism = "Escherichia coli[porgn]" len_start, len_end = "1", "1000" use_history = "y" # y or n #%% seq_res_list = [] clustalw_comms = [] for i in range(0, len(genesred.index)): print(i) if i < 5 and genesred.iloc[i, 0] != "nan" and genesred.iloc[i, 1] != "nan": with open(os.path.join(output_seq_dir, str(genesred.iloc[i, 1] + "_seqs.fasta")), "w") as outfile: acc = genesred.iloc[i, 1] print(acc) length = genesred.iloc[i, 0] print(length) query = str(acc + field + " AND " + organism + " AND " + len_start + "[SLEN] : " + str(round(length*2)) + "[SLEN]") esearch_handle = Entrez.esearch(db="nucleotide", term=query, usehistory=True, retmax=30) result = Entrez.read(esearch_handle) webEnv = result['WebEnv'] print(webEnv) queryKey = result["QueryKey"] print(queryKey) efetch_handle = Entrez.efetch(db="nucleotide",retmode="text",rettype="fasta", webenv=webEnv, query_key=queryKey) outfile.write(efetch_handle.read()) efetch_handle.close() seq_res_list.append(os.path.join(output_seq_dir, str(genesred.iloc[i, 1] + "_seqs.fasta"))) clustalw_comms.append(ClustalwCommandline("clustalw2", infile=os.path.join(output_seq_dir, str(genesred.iloc[i, 1] + "_seqs.fasta")))) # search_res_list.append(search_handle) #%% for i in search_res_list result = Entrez.read(request) webEnv = result["WebEnv"] queryKey = result["QueryKey"] handle = Entrez.efetch(db="nucleotide",retmode="xml", webenv=webEnv, query_k #%% seqs = SeqIO.parse(sequence_handle, "fasta") def esearch(): esearchCall = str("https://eutils.ncbi.nlm.nih.gov/entrez/eutils/esearch.fcgi?db=" + db + "&retmax=" + retmax + "&term=" + acc + field + "+" + organism + "+" + len_range + "&usehistory=" + use_history) def efetch(): efetchCall = str("https://eutils.ncbi.nlm.nih.gov/entrez/eutils/efetch.cgi?db=" + db + "&query_key=1&WebEnv=" + webenv + "&rettype=fasta") for acc, index in enumerate(accessions): print("\n\nFetching %i accessions from NCBI" % len(accessions)) sequence_handle = Entrez.efetch(db="nucleotide", id=accessions, rettype="fasta") seqs = SeqIO.parse(sequence_handle, "fasta") with open(str(os.path.join(output, date)+"_sequences.fa"), "w") as fasta_output: SeqIO.write(seqs, fasta_output, "fasta") #%% sequences_fasta = open(str(os.path.join(output, date)+"_sequences.fa"), "r") entrez_results = list(SeqIO.parse(sequences_fasta, "fasta")) #%% for i, rec in enumerate(entrez_results): if i < 5: protein = entrez_results #%% print("returned %i accessions from ncbi" % len(entrez_results)) if(len(accessions) != len(entrez_results)): print("Warning! not all accessions were found!") sequences_fasta.close() #%% def run_blastn(): # build commandline call output_path_tab = str(os.path.join(output, date)+"_dcmegablast_results.tab") blast_cline = NcbiblastnCommandline(query=fasta_output.name, db=blastdb, evalue=10, outfmt=7, out=output_path_tab) add_params = " -num_threads 4 -max_target_seqs 2000 -task dc-megablast" blast_command = str(str(blast_cline)+add_params) print("Running blastn search...") # subprocess.Popen(blast_command, stdout=subprocess.PIPE, shell=True).stdout.read() subprocess.call(blast_command, shell=True) return(output_path_tab) def run_tblastx(): # build commandline call output_path_tab = str(os.path.join(output, date)+"_tblastx_results.tab") blast_cline = NcbitblastxCommandline(query=fasta_output.name, db=blastdb, evalue=10, outfmt=7, out=output_path_tab) add_params = " -num_threads 4 -max_target_seqs 2000 -query_gencode 11 -db_gencode 11" blast_command = str(str(blast_cline)+add_params) print("Running tblastx search...") # subprocess.Popen(blast_command, stdout=subprocess.PIPE, shell=True).stdout.read() subprocess.call(blast_command, shell=True) return(output_path_tab) #%% Execute if blasttype == "blastn": output_path_tab = run_blastn() elif blasttype == "tblastx": output_path_tab = run_tblastx() else: print("you need to use either blastn or tblastx, sorry!") #%% parse output print("cleaning up the csv output") colnames = ["query_id", "subject_id", "identity_perc", "alignment_length", "mismatches", "gap_opens", "q_start", "q_end", "s_start", "s_end", "evalue", "bit_score"] csv_results = pd.read_csv(open(output_path_tab), comment="#", sep="\t", names=colnames) #This regex will probably break things rather badly before too long... # it looks for capital letter and numbers, dot, number, ie SHH11555JJ8.99 csv_results["accession"] = csv_results.query_id.str.extract('(?P<accession>[A-Z _\d]*\.\d*)') #%% write out results with new headers or with new headers and merged metadat from accessions.tab output_path_csv = str(os.path.splitext(output_path_tab)[0]+".csv") if genelist_type == "delim": results_annotated = pd.merge(csv_results, genedf, how="left", on="accession") results_annotated.to_csv(open(output_path_csv, "w")) else: csv_results.to_csv(open(output_path_csv, "w"))
mit
ScreamingUdder/mantid
qt/applications/workbench/workbench/plotting/functions.py
1
7142
# This file is part of the mantid workbench. # # Copyright (C) 2017 mantidproject # # This program is free software: you can redistribute it and/or modify # it under the terms of the GNU General Public License as published by # the Free Software Foundation, either version 3 of the License, or # (at your option) any later version. # # This program is distributed in the hope that it will be useful, # but WITHOUT ANY WARRANTY; without even the implied warranty of # MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the # GNU General Public License for more details. # # You should have received a copy of the GNU General Public License # along with this program. If not, see <http://www.gnu.org/licenses/>. """Defines a collection of functions to support plotting workspaces with our custom window. """ # std imports import math # 3rd party imports from mantid.api import MatrixWorkspace import matplotlib.pyplot as plt # local imports # ----------------------------------------------------------------------------- # Constants # ----------------------------------------------------------------------------- PROJECTION = 'mantid' DEFAULT_COLORMAP = 'viridis' # See https://matplotlib.org/api/_as_gen/matplotlib.figure.SubplotParams.html#matplotlib.figure.SubplotParams SUBPLOT_WSPACE = 0.5 SUBPLOT_HSPACE = 0.5 # ----------------------------------------------------------------------------- # Functions # ----------------------------------------------------------------------------- def raise_if_not_sequence(seq, seq_name): accepted_types = [list, tuple] if type(seq) not in accepted_types: raise ValueError("{} should be a list or tuple".format(seq_name)) def _validate_plot_inputs(workspaces, spectrum_nums, wksp_indices): """Raises a ValueError if any arguments have the incorrect types""" if spectrum_nums is not None and wksp_indices is not None: raise ValueError("Both spectrum_nums and wksp_indices supplied. " "Please supply only 1.") if not isinstance(workspaces, MatrixWorkspace): raise_if_not_sequence(workspaces, 'Workspaces') if spectrum_nums is not None: raise_if_not_sequence(spectrum_nums, 'spectrum_nums') if wksp_indices is not None: raise_if_not_sequence(wksp_indices, 'wksp_indices') def _validate_pcolormesh_inputs(workspaces): """Raises a ValueError if any arguments have the incorrect types""" if not isinstance(workspaces, MatrixWorkspace): raise_if_not_sequence(workspaces, 'Workspaces') def plot(workspaces, spectrum_nums=None, wksp_indices=None, errors=False): """ Create a figure with a single subplot and for each workspace/index add a line plot to the new axes. show() is called before returning the figure instance. A legend is added. :param workspaces: A list of workspace handles :param spectrum_nums: A list of spectrum number identifiers (general start from 1) :param wksp_indices: A list of workspace indexes (starts from 0) :param errors: If true then error bars are added for each plot :returns: The figure containing the plots """ # check inputs _validate_plot_inputs(workspaces, spectrum_nums, wksp_indices) if spectrum_nums is not None: kw, nums = 'specNum', spectrum_nums else: kw, nums = 'wkspIndex', wksp_indices # create figure fig = plt.figure() fig.clf() ax = fig.add_subplot(111, projection=PROJECTION) plot_fn = ax.errorbar if errors else ax.plot for ws in workspaces: for num in nums: plot_fn(ws, **{kw: num}) ax.legend() ax.set_title(workspaces[0].name()) fig.canvas.draw() fig.show() return fig def pcolormesh(workspaces): """ Create a figure containing subplots :param workspaces: A list of workspace handles :param spectrum_nums: A list of spectrum number identifiers (general start from 1) :param wksp_indices: A list of workspace indexes (starts from 0) :param errors: If true then error bars are added for each plot :returns: The figure containing the plots """ # check inputs _validate_pcolormesh_inputs(workspaces) # create a subplot of the appropriate number of dimensions # extend in number of columns if the number of plottables is not a square number workspaces_len = len(workspaces) square_side_len = int(math.ceil(math.sqrt(workspaces_len))) nrows, ncols = square_side_len, square_side_len if square_side_len*square_side_len != workspaces_len: # not a square number - square_side_len x square_side_len # will be large enough but we could end up with an empty # row so chop that off if workspaces_len <= (nrows-1)*ncols: nrows -= 1 fig, axes = plt.subplots(nrows, ncols, squeeze=False, subplot_kw=dict(projection=PROJECTION)) row_idx, col_idx = 0, 0 for subplot_idx in range(nrows*ncols): ax = axes[row_idx][col_idx] if subplot_idx < workspaces_len: ws = workspaces[subplot_idx] ax.set_title(ws.name()) pcm = ax.pcolormesh(ws, cmap=DEFAULT_COLORMAP) xticks = ax.get_xticklabels() map(lambda lbl: lbl.set_rotation(45), xticks) if col_idx < ncols - 1: col_idx += 1 else: row_idx += 1 col_idx = 0 else: # nothing here ax.axis('off') # Adjust locations to ensure the plots don't overlap fig.subplots_adjust(wspace=SUBPLOT_WSPACE, hspace=SUBPLOT_HSPACE) fig.colorbar(pcm, ax=axes.ravel().tolist(), pad=0.06) fig.canvas.draw() fig.show() return fig # Compatibility function for existing MantidPlot functionality def plotSpectrum(workspaces, indices, distribution=None, error_bars=False, type=None, window=None, clearWindow=None, waterfall=False): """ Create a figure with a single subplot and for each workspace/index add a line plot to the new axes. show() is called before returning the figure instance :param workspaces: Workspace/workspaces to plot as a string, workspace handle, list of strings or list of workspaces handles. :param indices: A single int or list of ints specifying the workspace indices to plot :param distribution: ``None`` (default) asks the workspace. ``False`` means divide by bin width. ``True`` means do not divide by bin width. Applies only when the the workspace is a MatrixWorkspace histogram. :param error_bars: If true then error bars will be added for each curve :param type: curve style for plot (-1: unspecified; 0: line, default; 1: scatter/dots) :param window: Ignored. Here to preserve backwards compatibility :param clearWindow: Ignored. Here to preserve backwards compatibility :param waterfall: """ if type == 1: fmt = 'o' else: fmt = '-' return plot(workspaces, wksp_indices=indices, errors=error_bars, fmt=fmt)
gpl-3.0
karstenw/nodebox-pyobjc
examples/Extended Application/matplotlib/examples/userdemo/connectionstyle_demo.py
1
3917
""" ==================== Connectionstyle Demo ==================== """ import matplotlib.pyplot as plt import matplotlib.patches as mpatches from mpl_toolkits.axes_grid1.axes_grid import AxesGrid from matplotlib.offsetbox import AnchoredText # nodebox section if __name__ == '__builtin__': # were in nodebox import os import tempfile W = 800 inset = 20 size(W, 600) plt.cla() plt.clf() plt.close('all') def tempimage(): fob = tempfile.NamedTemporaryFile(mode='w+b', suffix='.png', delete=False) fname = fob.name fob.close() return fname imgx = 20 imgy = 0 def pltshow(plt, dpi=150): global imgx, imgy temppath = tempimage() plt.savefig(temppath, dpi=dpi) dx,dy = imagesize(temppath) w = min(W,dx) image(temppath,imgx,imgy,width=w) imgy = imgy + dy + 20 os.remove(temppath) size(W, HEIGHT+dy+40) else: def pltshow(mplpyplot): mplpyplot.show() # nodebox section end fig = plt.figure(1, figsize=(8, 5)) fig.clf() def add_at(ax, t, loc=2): fp = dict(size=8) _at = AnchoredText(t, loc=loc, prop=fp) ax.add_artist(_at) return _at grid = AxesGrid(fig, 111, (3, 5), label_mode="1", share_all=True) grid[0].set_autoscale_on(False) x1, y1 = 0.3, 0.3 x2, y2 = 0.7, 0.7 def demo_con_style(ax, connectionstyle, label=None): if label is None: label = connectionstyle x1, y1 = 0.3, 0.2 x2, y2 = 0.8, 0.6 ax.plot([x1, x2], [y1, y2], ".") ax.annotate("", xy=(x1, y1), xycoords='data', xytext=(x2, y2), textcoords='data', arrowprops=dict(arrowstyle="->", color="0.5", shrinkA=5, shrinkB=5, patchA=None, patchB=None, connectionstyle=connectionstyle, ), ) add_at(ax, label, loc=2) column = grid.axes_column[0] demo_con_style(column[0], "angle3,angleA=90,angleB=0", label="angle3,\nangleA=90,\nangleB=0") demo_con_style(column[1], "angle3,angleA=0,angleB=90", label="angle3,\nangleA=0,\nangleB=90") column = grid.axes_column[1] demo_con_style(column[0], "arc3,rad=0.") demo_con_style(column[1], "arc3,rad=0.3") demo_con_style(column[2], "arc3,rad=-0.3") column = grid.axes_column[2] demo_con_style(column[0], "angle,angleA=-90,angleB=180,rad=0", label="angle,\nangleA=-90,\nangleB=180,\nrad=0") demo_con_style(column[1], "angle,angleA=-90,angleB=180,rad=5", label="angle,\nangleA=-90,\nangleB=180,\nrad=5") demo_con_style(column[2], "angle,angleA=-90,angleB=10,rad=5", label="angle,\nangleA=-90,\nangleB=10,\nrad=0") column = grid.axes_column[3] demo_con_style(column[0], "arc,angleA=-90,angleB=0,armA=30,armB=30,rad=0", label="arc,\nangleA=-90,\nangleB=0,\narmA=30,\narmB=30,\nrad=0") demo_con_style(column[1], "arc,angleA=-90,angleB=0,armA=30,armB=30,rad=5", label="arc,\nangleA=-90,\nangleB=0,\narmA=30,\narmB=30,\nrad=5") demo_con_style(column[2], "arc,angleA=-90,angleB=0,armA=0,armB=40,rad=0", label="arc,\nangleA=-90,\nangleB=0,\narmA=0,\narmB=40,\nrad=0") column = grid.axes_column[4] demo_con_style(column[0], "bar,fraction=0.3", label="bar,\nfraction=0.3") demo_con_style(column[1], "bar,fraction=-0.3", label="bar,\nfraction=-0.3") demo_con_style(column[2], "bar,angle=180,fraction=-0.2", label="bar,\nangle=180,\nfraction=-0.2") grid[0].set_xlim(0, 1) grid[0].set_ylim(0, 1) grid.axes_llc.axis["bottom"].toggle(ticklabels=False) grid.axes_llc.axis["left"].toggle(ticklabels=False) fig.subplots_adjust(left=0.05, right=0.95, bottom=0.05, top=0.95) pltshow(plt)
mit
tomsilver/NAB
nab/runner.py
1
9309
# ---------------------------------------------------------------------- # Copyright (C) 2014-2015, Numenta, Inc. Unless you have an agreement # with Numenta, Inc., for a separate license for this software code, the # following terms and conditions apply: # # This program is free software: you can redistribute it and/or modify # it under the terms of the GNU General Public License version 3 as # published by the Free Software Foundation. # # This program is distributed in the hope that it will be useful, # but WITHOUT ANY WARRANTY; without even the implied warranty of # MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. # See the GNU General Public License for more details. # # You should have received a copy of the GNU General Public License # along with this program. If not, see http://www.gnu.org/licenses. # # http://numenta.org/licenses/ # ---------------------------------------------------------------------- import multiprocessing import os import pandas try: import simplejson as json except ImportError: import json from nab.corpus import Corpus from nab.detectors.base import detectDataSet from nab.labeler import CorpusLabel from nab.optimizer import optimizeThreshold from nab.scorer import scoreCorpus from nab.util import updateThresholds class Runner(object): """ Class to run an endpoint (detect, optimize, or score) on the NAB benchmark using the specified set of profiles, thresholds, and/or detectors. """ def __init__(self, dataDir, resultsDir, labelPath, profilesPath, thresholdPath, numCPUs=None): """ @param dataDir (string) Directory where all the raw datasets exist. @param resultsDir (string) Directory where the detector anomaly scores will be scored. @param labelPath (string) Path where the labels of the datasets exist. @param profilesPath (string) Path to JSON file containing application profiles and associated cost matrices. @param thresholdPath (string) Path to thresholds dictionary containing the best thresholds (and their corresponding score) for a combination of detector and user profile. @probationaryPercent (float) Percent of each dataset which will be ignored during the scoring process. @param numCPUs (int) Number of CPUs to be used for calls to multiprocessing.pool.map """ self.dataDir = dataDir self.resultsDir = resultsDir self.labelPath = labelPath self.profilesPath = profilesPath self.thresholdPath = thresholdPath self.pool = multiprocessing.Pool(numCPUs) self.probationaryPercent = 0.15 self.windowSize = 0.10 self.corpus = None self.corpusLabel = None self.profiles = None def initialize(self): """Initialize all the relevant objects for the run.""" self.corpus = Corpus(self.dataDir) self.corpusLabel = CorpusLabel(path=self.labelPath, corpus=self.corpus) with open(self.profilesPath) as p: self.profiles = json.load(p) def detect(self, detectors): """Generate results file given a dictionary of detector classes Function that takes a set of detectors and a corpus of data and creates a set of files storing the alerts and anomaly scores given by the detectors @param detectors (dict) Dictionary with key value pairs of a detector name and its corresponding class constructor. """ print "\nRunning detection step" count = 0 args = [] for detectorName, detectorConstructor in detectors.iteritems(): for relativePath, dataSet in self.corpus.dataFiles.iteritems(): args.append( ( count, detectorConstructor( dataSet=dataSet, probationaryPercent=self.probationaryPercent), detectorName, self.corpusLabel.labels[relativePath]["label"], self.resultsDir, relativePath ) ) count += 1 self.pool.map(detectDataSet, args) def optimize(self, detectorNames): """Optimize the threshold for each combination of detector and profile. @param detectorNames (list) List of detector names. @return thresholds (dict) Dictionary of dictionaries with detector names then profile names as keys followed by another dictionary containing the score and the threshold used to obtained that score. """ print "\nRunning optimize step" scoreFlag = False thresholds = {} for detectorName in detectorNames: resultsDetectorDir = os.path.join(self.resultsDir, detectorName) resultsCorpus = Corpus(resultsDetectorDir) thresholds[detectorName] = {} for profileName, profile in self.profiles.iteritems(): thresholds[detectorName][profileName] = optimizeThreshold( (self.pool, detectorName, profileName, profile["CostMatrix"], resultsDetectorDir, resultsCorpus, self.corpusLabel, self.probationaryPercent, scoreFlag)) updateThresholds(thresholds, self.thresholdPath) return thresholds def score(self, detectorNames, thresholds): """Score the performance of the detectors. Function that must be called only after detection result files have been generated and thresholds have been optimized. This looks at the result files and scores the performance of each detector specified and stores these results in a csv file. @param detectorNames (list) List of detector names. @param thresholds (dict) Dictionary of dictionaries with detector names then profile names as keys followed by another dictionary containing the score and the threshold used to obtained that score. """ print "\nRunning scoring step" scoreFlag = True baselines = {} self.resultsFiles = [] for detectorName in detectorNames: resultsDetectorDir = os.path.join(self.resultsDir, detectorName) resultsCorpus = Corpus(resultsDetectorDir) for profileName, profile in self.profiles.iteritems(): threshold = thresholds[detectorName][profileName]["threshold"] resultsDF = scoreCorpus(threshold, (self.pool, detectorName, profileName, profile["CostMatrix"], resultsDetectorDir, resultsCorpus, self.corpusLabel, self.probationaryPercent, scoreFlag)) scorePath = os.path.join(resultsDetectorDir, "%s_%s_scores.csv" %\ (detectorName, profileName)) resultsDF.to_csv(scorePath, index=False) print "%s detector benchmark scores written to %s" %\ (detectorName, scorePath) self.resultsFiles.append(scorePath) def normalize(self): """Normalize the detectors' scores according to the Baseline, and print to the console. Function can only be called with the scoring step (i.e. runner.score()) preceding it. This reads the total score values from the results CSVs, and adds the relevant baseline value. The scores are then normalized by multiplying by 100/perfect, where the perfect score is the number of TPs possible (i.e. 44.0). Note the results CSVs still contain the original scores, not normalized. """ print "\nRunning score normalization step" # Get baselines for each application profile. baselineDir = os.path.join(self.resultsDir, "baseline") if not os.path.isdir(baselineDir): raise IOError("No results directory for baseline. You must " "run the baseline detector before normalizing scores.") baselines = {} for profileName, _ in self.profiles.iteritems(): fileName = os.path.join(baselineDir, "baseline_" + profileName + "_scores.csv") with open(fileName) as f: results = pandas.read_csv(f) baselines[profileName] = results["Score"].iloc[-1] # Normalize the score from each results file. for resultsFile in self.resultsFiles: profileName = [k for k in baselines.keys() if k in resultsFile][0] base = baselines[profileName] with open(resultsFile) as f: results = pandas.read_csv(f) perfect = 44.0 - base score = (-base + results["Score"].iloc[-1]) * (100/perfect) print ("Final score for \'%s\' = %.2f" % (resultsFile.split('/')[-1][:-4], score))
gpl-3.0
anhaidgroup/py_entitymatching
py_entitymatching/feature/addfeatures.py
1
17935
""" This module contains functions to add a feature to feature table. """ import logging import pandas as pd import six from py_entitymatching.utils.validation_helper import validate_object_type logger = logging.getLogger(__name__) def get_feature_fn(feature_string, tokenizers, similarity_functions): """ This function creates a feature in a declarative manner. Specifically, this function uses the feature string, parses it and compiles it into a function using the given tokenizers and similarity functions. This compiled function will take in two tuples and return a feature value (typically a number). Args: feature_string (string): A feature expression to be converted into a function. tokenizers (dictionary): A Python dictionary containing tokenizers. Specifically, the dictionary contains tokenizer names as keys and tokenizer functions as values. The tokenizer function typically takes in a string and returns a list of tokens. similarity_functions (dictionary): A Python dictionary containing similarity functions. Specifically, the dictionary contains similarity function names as keys and similarity functions as values. The similarity function typically takes in a string or two lists of tokens and returns a number. Returns: This function returns a Python dictionary which contains sufficient information (such as attributes, tokenizers, function code) to be added to the feature table. Specifically the Python dictionary contains the following keys: 'left_attribute', 'right_attribute', 'left_attr_tokenizer', 'right_attr_tokenizer', 'simfunction', 'function', and 'function_source'. For all the keys except the 'function' and 'function_source' the value will be either a valid string (if the input feature string is parsed correctly) or PARSE_EXP (if the parsing was not successful). The 'function' will have a valid Python function as value, and 'function_source' will have the Python function's source in string format. The created function is a self-contained function which means that the tokenizers and sim functions that it calls are bundled along with the returned function code. Raises: AssertionError: If `feature_string` is not of type string. AssertionError: If the input `tokenizers` is not of type dictionary. AssertionError: If the input `similarity_functions` is not of type dictionary. Examples: >>> import py_entitymatching as em >>> A = em.read_csv_metadata('path_to_csv_dir/table_A.csv', key='ID') >>> B = em.read_csv_metadata('path_to_csv_dir/table_B.csv', key='ID') >>> block_t = em.get_tokenizers_for_blocking() >>> block_s = em.get_sim_funs_for_blocking() >>> block_f = em.get_features_for_blocking(A, B) >>> r = get_feature_fn('jaccard(qgm_3(ltuple.name), qgm_3(rtuple.name)', block_t, block_s) >>> em.add_feature(block_f, 'name_name_jac_qgm3_qgm3', r) >>> match_t = em.get_tokenizers_for_matching() >>> match_s = em.get_sim_funs_for_matching() >>> match_f = em.get_features_for_matching(A, B) >>> r = get_feature_fn('jaccard(qgm_3(ltuple.name), qgm_3(rtuple.name)', match_t, match_s) >>> em.add_feature(match_f, 'name_name_jac_qgm3_qgm3', r) See Also: :meth:`py_entitymatching.get_sim_funs_for_blocking`, :meth:`py_entitymatching.get_tokenizers_for_blocking`, :meth:`py_entitymatching.get_sim_funs_for_matching`, :meth:`py_entitymatching.get_tokenizers_for_matching` """ # Validate input parameters # # We expect the input feature string to be of type string validate_object_type(feature_string, six.string_types, error_prefix='Input feature') # # We expect the input object tokenizers to be of type python dictionary validate_object_type(tokenizers, dict, error_prefix='Input object (tokenizers)') # # We expect the input object similarity functions to be of type python # dictionary validate_object_type(similarity_functions, dict, error_prefix='Input object (similarity_functions)') # Initialize a dictionary to have tokenizers/similarity functions dict_to_compile = {} # Update the dictionary with similarity functions if len(similarity_functions) > 0: dict_to_compile.update(similarity_functions) # Update the dictionary with tokenizers if len(tokenizers) > 0: dict_to_compile.update(tokenizers) # Create a python function string based on the input feature string function_string = 'def fn(ltuple, rtuple):\n' function_string += ' ' function_string += 'return ' + feature_string # Parse the feature string to get the tokenizer, sim. function, and the # attribute that it is operating on parsed_dict = _parse_feat_str(feature_string, tokenizers, similarity_functions) # Compile the function string using the constructed dictionary six.exec_(function_string, dict_to_compile) # Update the parsed dict with the function and the function source parsed_dict['function'] = dict_to_compile['fn'] parsed_dict['function_source'] = function_string # Finally, return the parsed dictionary return parsed_dict # parse input feature string def _parse_feat_str(feature_string, tokenizers, similarity_functions): """ This function parses the feature string to get left attribute, right attribute, tokenizer, similarity function """ # Validate the input parameters # # We expect the input feature string to be of type string validate_object_type(feature_string, six.string_types, error_prefix='Input feature') # # We expect the input object tokenizers to be of type python dictionary validate_object_type(tokenizers, dict, error_prefix='Input object (tokenizers)') # # We expect the input object similarity functions to be of type python # dictionary validate_object_type(similarity_functions, dict, error_prefix='Input object (similarity_functions)') # We will have to parse the feature string. Specifically we use pyparsing # module for the parsing purposes from pyparsing import Word, alphanums, ParseException # initialization attributes, tokenizers and similarity function parsing # result left_attribute = 'PARSE_EXP' right_attribute = 'PARSE_EXP' left_attr_tokenizer = 'PARSE_EXP' right_attr_tokenizer = 'PARSE_EXP' sim_function = 'PARSE_EXP' exception_flag = False # Define structures for each type such as attribute name, tokenizer # function attr_name = Word(alphanums + "_" + "." + "[" + "]" + '"' + "'") tok_fn = Word(alphanums + "_") + "(" + attr_name + ")" wo_tok = Word(alphanums + "_") + "(" + attr_name + "," + attr_name + ")" wi_tok = Word(alphanums + "_") + "(" + tok_fn + "," + tok_fn + ")" feat = wi_tok | wo_tok # Try to parse the string try: parsed_string = feat.parseString(feature_string) except ParseException as _: exception_flag = True if not exception_flag: # Parse the tokenizers parsed_tokenizers = [value for value in parsed_string if value in tokenizers.keys()] if len(parsed_tokenizers) is 2: left_attr_tokenizer = parsed_tokenizers[0] right_attr_tokenizer = parsed_tokenizers[1] # Parse the similarity functions parsed_similarity_function = [value for value in parsed_string if value in similarity_functions.keys()] if len(parsed_similarity_function) == 1: sim_function = parsed_similarity_function[0] # Parse the left attribute attribute = [value for value in parsed_string if value.startswith('ltuple[')] if len(attribute) == 1: attribute = attribute[0] left_attribute = attribute[7:len(attribute) - 1].strip('"').strip( "'") # Parse the right attribute attribute = [val for val in parsed_string if val.startswith('rtuple[')] if len(attribute) == 1: attribute = attribute[0] right_attribute = attribute[7:len(attribute) - 1].strip('"').strip( "'") else: pass # Return the parsed information in a dictionary format. parsed_dict = {'left_attribute': left_attribute, 'right_attribute': right_attribute, 'left_attr_tokenizer': left_attr_tokenizer, 'right_attr_tokenizer': right_attr_tokenizer, 'simfunction': sim_function, 'is_auto_generated': False} return parsed_dict def add_feature(feature_table, feature_name, feature_dict): """ Adds a feature to the feature table. Specifically, this function is used in combination with :meth:`~py_entitymatching.get_feature_fn`. First the user creates a dictionary using :meth:`~py_entitymatching.get_feature_fn`, then the user uses this function to add feature_dict to the feature table. Args: feature_table (DataFrame): A DataFrame containing features. feature_name (string): The name that should be given to the feature. feature_dict (dictionary): A Python dictionary, that is typically returned by executing :meth:`~py_entitymatching.get_feature_fn`. Returns: A Boolean value of True is returned if the addition was successful. Raises: AssertionError: If the input `feature_table` is not of type pandas DataFrame. AssertionError: If `feature_name` is not of type string. AssertionError: If `feature_dict` is not of type Python dictionary. AssertionError: If the `feature_table` does not have necessary columns such as 'feature_name', 'left_attribute', 'right_attribute', 'left_attr_tokenizer', 'right_attr_tokenizer', 'simfunction', 'function', and 'function_source' in the DataFrame. AssertionError: If the `feature_name` is already present in the feature table. Examples: >>> import py_entitymatching as em >>> A = em.read_csv_metadata('path_to_csv_dir/table_A.csv', key='ID') >>> B = em.read_csv_metadata('path_to_csv_dir/table_B.csv', key='ID') >>> block_t = em.get_tokenizers_for_blocking() >>> block_s = em.get_sim_funs_for_blocking() >>> block_f = em.get_features_for_blocking(A, B) >>> r = get_feature_fn('jaccard(qgm_3(ltuple.name), qgm_3(rtuple.name)', block_t, block_s) >>> em.add_feature(block_f, 'name_name_jac_qgm3_qgm3', r) >>> match_t = em.get_tokenizers_for_matching() >>> match_s = em.get_sim_funs_for_matching() >>> match_f = em.get_features_for_matching(A, B) >>> r = get_feature_fn('jaccard(qgm_3(ltuple.name), qgm_3(rtuple.name)', match_t, match_s) >>> em.add_feature(match_f, 'name_name_jac_qgm3_qgm3', r) """ # Validate input parameters # # We expect the feature_table to be of pandas DataFrame validate_object_type(feature_table, pd.DataFrame, 'Input feature table') # # We expect the feature_name to be of type string validate_object_type(feature_name, six.string_types, 'Input feature name') # # We expect the feature_dict to be of type python dictionary validate_object_type(feature_dict, dict, 'Input feature dictionary') # # We expect the feature table to contain certain columns missing_columns = get_missing_column_values(feature_table.columns) if missing_columns: error_msg = "Feature table does not have all required columns\n The following columns are missing: {0}".format(", ".join(missing_columns)) raise AssertionError(error_msg) feature_names = list(feature_table['feature_name']) if feature_name in feature_names: logger.error('Input feature name is already present in feature table') raise AssertionError( 'Input feature name is already present in feature table') # Add feature to the feature table at last feature_dict['feature_name'] = feature_name if len(feature_table) > 0: feature_table.loc[len(feature_table)] = feature_dict else: feature_table.columns = ['feature_name', 'left_attribute', 'right_attribute', 'left_attr_tokenizer', 'right_attr_tokenizer', 'simfunction', 'function', 'function_source', 'is_auto_generated'] feature_table.loc[len(feature_table)] = feature_dict # Finally, return True if everything was fine return True def get_missing_column_values(column): required_columns_items = ['feature_name', 'left_attribute', 'right_attribute', 'left_attr_tokenizer', 'right_attr_tokenizer', 'simfunction', 'function', 'function_source', 'is_auto_generated'] return [item for item in required_columns_items if item not in column] def create_feature_table(): """ Creates an empty feature table. """ # Fix the column names column_names = ['feature_name', 'left_attribute', 'right_attribute', 'left_attr_tokenizer', 'right_attr_tokenizer', 'simfunction', 'function', 'function_source', 'is_auto_generated'] # Create a pandas DataFrame using the column names feature_table = pd.DataFrame(columns=column_names) # Finally, return the feature table return feature_table def add_blackbox_feature(feature_table, feature_name, feature_function, **kwargs): """ Adds a black box feature to the feature table. Args: feature_table (DataFrame): The input DataFrame (typically a feature table) to which the feature must be added. feature_name (string): The name that should be given to the feature. feature_function (Python function): A Python function for the black box feature. Returns: A Boolean value of True is returned if the addition was successful. Raises: AssertionError: If the input `feature_table` is not of type DataFrame. AssertionError: If the input `feature_name` is not of type string. AssertionError: If the `feature_table` does not have necessary columns such as 'feature_name', 'left_attribute', 'right_attribute', 'left_attr_tokenizer', 'right_attr_tokenizer', 'simfunction', 'function', and 'function_source' in the DataFrame. AssertionError: If the `feature_name` is already present in the feature table. Examples: >>> import py_entitymatching as em >>> A = em.read_csv_metadata('path_to_csv_dir/table_A.csv', key='ID') >>> B = em.read_csv_metadata('path_to_csv_dir/table_B.csv', key='ID') >>> block_f = em.get_features_for_blocking(A, B) >>> def age_diff(ltuple, rtuple): >>> # assume that the tuples have age attribute and values are valid numbers. >>> return ltuple['age'] - rtuple['age'] >>> status = em.add_blackbox_feature(block_f, 'age_difference', age_diff) """ # Validate input parameters # # We expect the feature_table to be of type pandas DataFrame validate_object_type(feature_table, pd.DataFrame, 'Input feature table') # # We expect the feature_name to be of type string validate_object_type(feature_name, six.string_types, 'Input feature name') # Check if the input feature table contains necessary columns dummy_feature_table = create_feature_table() if sorted(dummy_feature_table.columns) != sorted(feature_table.columns): logger.error('Input feature table does not have the necessary columns') raise AssertionError( 'Input feature table does not have the necessary columns') # Check if the feature table already contains the given feature name feat_names = list(feature_table['feature_name']) if feature_name in feat_names: logger.error('Input feature name is already present in feature table') raise AssertionError( 'Input feature name is already present in feature table') feature_dict = {} feature_dict['feature_name'] = feature_name feature_dict['function'] = feature_function feature_dict['left_attribute'] = kwargs.get('left_attribute') feature_dict['right_attribute'] = kwargs.get('right_attribute') feature_dict['left_attr_tokenizer'] = kwargs.get('left_attr_tokenizer') feature_dict['right_attr_tokenizer'] = kwargs.get('right_attr_tokenizer') feature_dict['simfunction'] = kwargs.get('simfunction') feature_dict['function_source'] = kwargs.get('function_source') feature_dict['is_auto_generated'] = False # Add the feature to the feature table as a last entry. if len(feature_table) > 0: feature_table.loc[len(feature_table)] = feature_dict else: feature_table.columns = ['feature_name', 'left_attribute', 'right_attribute', 'left_attr_tokenizer', 'right_attr_tokenizer', 'simfunction', 'function', 'function_source', 'is_auto_generated'] feature_table.loc[len(feature_table)] = feature_dict # Finally return True if the addition was successful return True
bsd-3-clause
std05048/Thesis
src/core/examples/sample-rng-plot.py
188
1246
# -*- Mode:Python; -*- # /* # * This program is free software; you can redistribute it and/or modify # * it under the terms of the GNU General Public License version 2 as # * published by the Free Software Foundation # * # * This program is distributed in the hope that it will be useful, # * but WITHOUT ANY WARRANTY; without even the implied warranty of # * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the # * GNU General Public License for more details. # * # * You should have received a copy of the GNU General Public License # * along with this program; if not, write to the Free Software # * Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA # */ # Demonstrate use of ns-3 as a random number generator integrated with # plotting tools; adapted from Gustavo Carneiro's ns-3 tutorial import numpy as np import matplotlib.pyplot as plt import ns.core # mu, var = 100, 225 rng = ns.core.NormalVariable(100.0, 225.0) x = [rng.GetValue() for t in range(10000)] # the histogram of the data n, bins, patches = plt.hist(x, 50, normed=1, facecolor='g', alpha=0.75) plt.title('ns-3 histogram') plt.text(60, .025, r'$\mu=100,\ \sigma=15$') plt.axis([40, 160, 0, 0.03]) plt.grid(True) plt.show()
gpl-2.0
JosmanPS/scikit-learn
examples/mixture/plot_gmm_selection.py
248
3223
""" ================================= Gaussian Mixture Model Selection ================================= This example shows that model selection can be performed with Gaussian Mixture Models using information-theoretic criteria (BIC). Model selection concerns both the covariance type and the number of components in the model. In that case, AIC also provides the right result (not shown to save time), but BIC is better suited if the problem is to identify the right model. Unlike Bayesian procedures, such inferences are prior-free. In that case, the model with 2 components and full covariance (which corresponds to the true generative model) is selected. """ print(__doc__) import itertools import numpy as np from scipy import linalg import matplotlib.pyplot as plt import matplotlib as mpl from sklearn import mixture # Number of samples per component n_samples = 500 # Generate random sample, two components np.random.seed(0) C = np.array([[0., -0.1], [1.7, .4]]) X = np.r_[np.dot(np.random.randn(n_samples, 2), C), .7 * np.random.randn(n_samples, 2) + np.array([-6, 3])] lowest_bic = np.infty bic = [] n_components_range = range(1, 7) cv_types = ['spherical', 'tied', 'diag', 'full'] for cv_type in cv_types: for n_components in n_components_range: # Fit a mixture of Gaussians with EM gmm = mixture.GMM(n_components=n_components, covariance_type=cv_type) gmm.fit(X) bic.append(gmm.bic(X)) if bic[-1] < lowest_bic: lowest_bic = bic[-1] best_gmm = gmm bic = np.array(bic) color_iter = itertools.cycle(['k', 'r', 'g', 'b', 'c', 'm', 'y']) clf = best_gmm bars = [] # Plot the BIC scores spl = plt.subplot(2, 1, 1) for i, (cv_type, color) in enumerate(zip(cv_types, color_iter)): xpos = np.array(n_components_range) + .2 * (i - 2) bars.append(plt.bar(xpos, bic[i * len(n_components_range): (i + 1) * len(n_components_range)], width=.2, color=color)) plt.xticks(n_components_range) plt.ylim([bic.min() * 1.01 - .01 * bic.max(), bic.max()]) plt.title('BIC score per model') xpos = np.mod(bic.argmin(), len(n_components_range)) + .65 +\ .2 * np.floor(bic.argmin() / len(n_components_range)) plt.text(xpos, bic.min() * 0.97 + .03 * bic.max(), '*', fontsize=14) spl.set_xlabel('Number of components') spl.legend([b[0] for b in bars], cv_types) # Plot the winner splot = plt.subplot(2, 1, 2) Y_ = clf.predict(X) for i, (mean, covar, color) in enumerate(zip(clf.means_, clf.covars_, color_iter)): v, w = linalg.eigh(covar) if not np.any(Y_ == i): continue plt.scatter(X[Y_ == i, 0], X[Y_ == i, 1], .8, color=color) # Plot an ellipse to show the Gaussian component angle = np.arctan2(w[0][1], w[0][0]) angle = 180 * angle / np.pi # convert to degrees v *= 4 ell = mpl.patches.Ellipse(mean, v[0], v[1], 180 + angle, color=color) ell.set_clip_box(splot.bbox) ell.set_alpha(.5) splot.add_artist(ell) plt.xlim(-10, 10) plt.ylim(-3, 6) plt.xticks(()) plt.yticks(()) plt.title('Selected GMM: full model, 2 components') plt.subplots_adjust(hspace=.35, bottom=.02) plt.show()
bsd-3-clause
coreymason/LAHacks2017
web/linear_regression_engine.py
1
2084
import warnings warnings.filterwarnings(action="ignore", module="scipy", message="^internal gelsd") import pandas as pd import numpy as np import sklearn.linear_model as skl import matplotlib.pyplot as plt reg = skl.LinearRegression() data = pd.read_csv('sleep_quality_data.csv', index_col=0) x_train = data.as_matrix(['temperature', 'humidity', 'brightness'])[:13] y_train = data.as_matrix(['sleep quality'])[:13] reg.fit (x_train, y_train) # if there is a higher correlation coefficient # then you want to maximise that variable, and vice versa fields = ["Temperature", "Humidity", "Room brightness"] index = 0 for cof in reg.coef_[0]: suggestion = "" if cof > 0.5: suggestion += "increase " + fields[index] + ", " print suggestion index += 1 elif cof > 0: suggestion += "slightly increase " + fields[index] + ", " print suggestion index += 1 elif cof < -0.5: suggestion += "decrease " + fields[index] + ", " print suggestion index += 1 elif cof < 0: suggestion += "slightly decrease " + fields[index] + ", " print suggestion index+=1 else: suggestion += "it's fine " + ", " print suggestion index+=1 #print suggestion x_test = data.as_matrix(['temperature', 'humidity', 'brightness'])[-1:] #print x_test predicted_value = reg.predict(x_test) print predicted_value # if predicted_value < 3: # for cof in reg.coef_[0]: # suggestion = "" # if cof > 0.5: # suggestion += "increase " + fields[index] + ", " # print suggestion # index += 1 # elif cof > 0: # suggestion += "slightly increase " + fields[index] + ", " # print suggestion # index += 1 # elif cof < -0.5: # suggestion += "decrease " + fields[index] + ", " # print suggestion # index += 1 # elif cof < 0: # suggestion += "slightly decrease " + fields[index] + ", " # print suggestion # index+=1 # else: # suggestion += "it's fine " + ", " # print suggestion # index+=1 # plot data data.plot(kind='scatter', x='temperature', y='sleep quality') # plot the least squares line plt.plot(x_test, predicted_value, c='red', linewidth=2) #plt.show()
mit
tcm129/trading-with-python
nautilus/nautilus.py
77
5403
''' Created on 26 dec. 2011 Copyright: Jev Kuznetsov License: BSD ''' from PyQt4.QtCore import * from PyQt4.QtGui import * from ib.ext.Contract import Contract from ib.opt import ibConnection from ib.ext.Order import Order import tradingWithPython.lib.logger as logger from tradingWithPython.lib.eventSystem import Sender, ExampleListener import tradingWithPython.lib.qtpandas as qtpandas import numpy as np import pandas priceTicks = {1:'bid',2:'ask',4:'last',6:'high',7:'low',9:'close', 14:'open'} class PriceListener(qtpandas.DataFrameModel): def __init__(self): super(PriceListener,self).__init__() self._header = ['position','bid','ask','last'] def addSymbol(self,symbol): data = dict(zip(self._header,[0,np.nan,np.nan,np.nan])) row = pandas.DataFrame(data, index = pandas.Index([symbol])) self.df = self.df.append(row[self._header]) # append data and set correct column order def priceHandler(self,sender,event,msg=None): if msg['symbol'] not in self.df.index: self.addSymbol(msg['symbol']) if msg['type'] in self._header: self.df.ix[msg['symbol'],msg['type']] = msg['price'] self.signalUpdate() #print self.df class Broker(Sender): def __init__(self, name = "broker"): super(Broker,self).__init__() self.name = name self.log = logger.getLogger(self.name) self.log.debug('Initializing broker. Pandas version={0}'.format(pandas.__version__)) self.contracts = {} # a dict to keep track of subscribed contracts self._id2symbol = {} # id-> symbol dict self.tws = None self._nextId = 1 # tws subscription id self.nextValidOrderId = None def connect(self): """ connect to tws """ self.tws = ibConnection() # tws interface self.tws.registerAll(self._defaultHandler) self.tws.register(self._nextValidIdHandler,'NextValidId') self.log.debug('Connecting to tws') self.tws.connect() self.tws.reqAccountUpdates(True,'') self.tws.register(self._priceHandler,'TickPrice') def subscribeStk(self,symbol, secType='STK', exchange='SMART',currency='USD'): ''' subscribe to stock data ''' self.log.debug('Subscribing to '+symbol) c = Contract() c.m_symbol = symbol c.m_secType = secType c.m_exchange = exchange c.m_currency = currency subId = self._nextId self._nextId += 1 self.tws.reqMktData(subId,c,'',False) self._id2symbol[subId] = c.m_symbol self.contracts[symbol]=c def disconnect(self): self.tws.disconnect() #------event handlers-------------------- def _defaultHandler(self,msg): ''' default message handler ''' #print msg.typeName if msg.typeName == 'Error': self.log.error(msg) def _nextValidIdHandler(self,msg): self.nextValidOrderId = msg.orderId self.log.debug( 'Next valid order id:{0}'.format(self.nextValidOrderId)) def _priceHandler(self,msg): #translate to meaningful messages message = {'symbol':self._id2symbol[msg.tickerId], 'price':msg.price, 'type':priceTicks[msg.field]} self.dispatch('price',message) #-----------------GUI elements------------------------- class TableView(QTableView): """ extended table view """ def __init__(self,name='TableView1', parent=None): super(TableView,self).__init__(parent) self.name = name self.setSelectionBehavior(QAbstractItemView.SelectRows) def contextMenuEvent(self, event): menu = QMenu(self) Action = menu.addAction("print selected rows") Action.triggered.connect(self.printName) menu.exec_(event.globalPos()) def printName(self): print "Action triggered from " + self.name print 'Selected :' for idx in self.selectionModel().selectedRows(): print self.model().df.ix[idx.row(),:] class Form(QDialog): def __init__(self,parent=None): super(Form,self).__init__(parent) self.broker = Broker() self.price = PriceListener() self.broker.connect() symbols = ['SPY','XLE','QQQ','VXX','XIV'] for symbol in symbols: self.broker.subscribeStk(symbol) self.broker.register(self.price.priceHandler, 'price') widget = TableView(parent=self) widget.setModel(self.price) widget.horizontalHeader().setResizeMode(QHeaderView.Stretch) layout = QVBoxLayout() layout.addWidget(widget) self.setLayout(layout) def __del__(self): print 'Disconnecting.' self.broker.disconnect() if __name__=="__main__": print "Running nautilus" import sys app = QApplication(sys.argv) form = Form() form.show() app.exec_() print "All done."
bsd-3-clause
rdempsey/python-for-sharing
practical-predictive-modeling-in-python/scoring code/bin/tlo_verification_and_matching.py
1
3347
#!/usr/bin/env python # encoding: utf-8 """ tlo_verification_and_matching.py Created by Robert Dempsey on 05/18/2015 Updated by Robert Dempsey on 07/29/2015 """ import pickle def verify_record(record_scores): """ Given a pandas dataframe with the scores for a record, a record is either verified (1) or non-verified (0) :param item: the set of scores for a record :return: verification: 0 = non-verified, 1 = verified """ # Reload the trained model tlo_classifier_file = "models/tlo_lr_classifier_07.28.15.dat" logClassifier = pickle.load(open(tlo_classifier_file, "rb")) # Return the prediction return logClassifier.predict(record_scores)[0] # print(logClassifier.predict(record_scores)[0]) def ssn_match(ssn_score): """ Given an SSN score a record is a match (1) or not a match (0) :param ssn_score: the ssn score to test :return: match: 0 = not-match, 1 = match """ if ssn_score == 300: return 1 else: return 0 def dob_match(dob_score): """ Given an DOB score a record is either a match (1) or not a match (0) :param dob_score: the dob score to test :return: match: 0 = not-match, 1 = match """ if dob_score == 300: return 1 else: return 0 def name_match(full_name_check_value, last_name_check_value, name_scores): """ Given all of the name scores, if any of them = 300 then we have a match :return: match: 0 = not-match; 1 = match """ if full_name_check_value == 1 or last_name_check_value == 1: return 1 for v in name_scores: if v >= 280: return 1 return 0 def determine_review_type(full_name_check_value, verified, name_scores): """ Determines the type of review needed for a record given N1 and N2 scores Rule 2: If any name score is 280 or above, no review because it's verified Rule 2: If 280 > name_score >= 260 => Flag for visual review Rule 3: Everything else is flagged for alias review :param n1_score: :param n2_score: :return: review_type """ if full_name_check_value == 1 or verified == 1: return "" for v in name_scores: if v >= 280: return "" for v in name_scores: if 279 >= v >= 260: return "VISUAL" return "" def explain_failure(ssn_match_score, dob_match_score, name_match_score): """ Explains the reason for a record failing one or more checks """ reason = "" if ssn_match_score == 0: reason += "SSN " if dob_match_score == 0: reason += "DOB " if name_match_score == 0: reason += "NAME " return reason.strip() def convert_failure_explanation_to_number(failure_explanation): """ Converts the provided failure explanation to a number """ failure_explanation = failure_explanation.lower() if failure_explanation == 'dob': return 0 elif failure_explanation == 'name': return 1 elif failure_explanation == 'ssn dob name': return 2 elif failure_explanation == 'ssn': return 3 elif failure_explanation == 'ssn name': return 4 elif failure_explanation == 'ssn dob': return 5 elif failure_explanation == 'dob name': return 6 else: return 0
mit
sql-machine-learning/sqlflow
python/runtime/optimize/model_generation_test.py
1
14369
# Copyright 2020 The SQLFlow 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. import copy import unittest import numpy as np import pandas as pd import pyomo.environ as pyomo_env from runtime.optimize.local import generate_model_with_data_frame, solve_model from runtime.optimize.model_generation import ( IDENTIFIER_REGEX, assert_are_valid_tokens, generate_objective_and_constraint_expr) class TestAssertValidTokens(unittest.TestCase): def is_identifier(self, token): return IDENTIFIER_REGEX.fullmatch(token) is not None def test_is_identifier(self): tokens = ['a', '_', 'a123', '__', '_123'] for t in tokens: self.assertTrue(self.is_identifier(t)) tokens = ['1', '123_', '3def'] for t in tokens: self.assertFalse(self.is_identifier(t)) def test_assert_valid_tokens(self): tokens = ['SUM', '(', 'finishing', '*', 'product', ')', '<=', '100'] # valid expression assert_are_valid_tokens(columns=['finishing', 'product'], tokens=tokens, result_value_name='product') # invalid group_by with self.assertRaises(AssertionError): assert_are_valid_tokens(columns=['finishing', 'product'], tokens=tokens, result_value_name='product', group_by='invalid_group_by') # tokens = None with self.assertRaises(AssertionError): assert_are_valid_tokens(columns=['finishing', 'product'], tokens=None, result_value_name='product') # tokens = [] with self.assertRaises(AssertionError): assert_are_valid_tokens(columns=['finishing', 'product'], tokens=[], result_value_name='product') # tokens not inside columns tokens = [ 'SUM', '(', 'finishing', '*', 'invalid_token', ')', '<=', '100' ] with self.assertRaises(AssertionError): assert_are_valid_tokens(columns=['finishing', 'product'], tokens=tokens, result_value_name='product') # tokens not inside columns but equal to result_value_name # ignore cases tokens = [ 'SUM', '(', 'FinisHing', '*', 'pRoducT_VaLue', ')', '<=', '100' ] assert_are_valid_tokens(columns=['finishing', 'product'], tokens=tokens, result_value_name='product_value') class TestModelGenerationBase(unittest.TestCase): def generate_objective(self, tokens, result_value_name): obj_expr, _ = generate_objective_and_constraint_expr( columns=self.data_frame.columns, objective=tokens, constraints=None, variables=self.variables, result_value_name=result_value_name, variable_str="model.x", data_str="DATA_FRAME") return obj_expr def generate_constraints(self, constraint, result_value_name): _, c_expr = generate_objective_and_constraint_expr( columns=self.data_frame.columns, objective=None, constraints=[constraint], variables=self.variables, result_value_name=result_value_name, variable_str="model.x", data_str="DATA_FRAME") assert len(c_expr) == 1, "invalid constraint expression" return c_expr[0] class TestModelGenerationWithoutGroupBy(TestModelGenerationBase): def setUp(self): self.data_frame = pd.DataFrame( data={ 'product': ['soldier', 'train'], 'price': [27, 21], 'materials_cost': [10, 9], 'other_cost': [14, 10], 'finishing': [2, 1], 'carpentry': [1, 1], 'max_num': [40, 10000], }) self.variables = ["product"] def replace_objective_token(self, objective, old, new): o = copy.copy(objective) for i, token in enumerate(o): if token == old: o[i] = new return o def replace_constraint_token(self, constraint, old, new): def replace_one_constraint(c): c = copy.deepcopy(c) for i, token in enumerate(c["tokens"]): if token == old: c["tokens"][i] = new return c if isinstance(constraint, (list, tuple)): return [replace_one_constraint(c) for c in constraint] else: return replace_one_constraint(constraint) def test_multiple_brackets(self): constraint = { "tokens": [ 'SUM', '(', 'finishing', '*', 'product', '+', 'SUM', '(', 'product', ')', ')', '<=', '100' ] } c0, range0, vars0 = self.generate_constraints( constraint, result_value_name='product') result_value_name = "product_value" c1, range1, vars1 = self.generate_constraints( self.replace_constraint_token(constraint, "product", result_value_name), result_value_name) self.assertEqual(c0, c1) self.assertEqual(range0, range1) self.assertEqual(vars0, vars1) self.assertTrue(vars0 is None) self.assertTrue(range0 is None) self.assertEqual( c0, 'sum([DATA_FRAME["finishing"][i_0]*model.x[i_0]+sum([model.x[i_1] ' 'for i_1 in model.x]) for i_0 in model.x])<=100') def test_model_generation(self): objective = [ 'SUM', '(', '(', 'price', '-', 'materials_cost', '-', 'other_cost', ')', '*', 'product', ')' ] constraints = [ { "tokens": ['SUM', '(', 'finishing', '*', 'product', ')', '<=', '100'], }, { "tokens": ['SUM', '(', 'carpentry', '*', 'product', ')', '<=', '80'], }, { "tokens": ['product', '<=', 'max_num'] }, ] result_value_name = "product_value" obj_str1 = self.generate_objective( self.replace_objective_token(objective, "product", result_value_name), result_value_name) obj_str2 = self.generate_objective(objective, "product") self.assertEqual(obj_str1, obj_str2) self.assertEqual( obj_str1, 'sum([(DATA_FRAME["price"][i_0]-DATA_FRAME["materials_cost"][i_0]-' 'DATA_FRAME["other_cost"][i_0])*model.x[i_0] for i_0 in model.x])') const_01, range_01, vars_01 = self.generate_constraints( self.replace_constraint_token(constraints[0], "product", result_value_name), result_value_name) const_02, range_02, vars_02 = self.generate_constraints( constraints[0], "product") self.assertEqual(const_01, const_02) self.assertEqual(range_01, range_02) self.assertEqual(vars_01, vars_02) self.assertTrue(range_01 is None) self.assertTrue(vars_01 is None) self.assertEqual( const_01, 'sum([DATA_FRAME["finishing"][i_0]*model.x[i_0] ' 'for i_0 in model.x])<=100') const_11, range_11, vars_11 = self.generate_constraints( self.replace_constraint_token(constraints[1], "product", result_value_name), result_value_name) const_12, range_12, vars_12 = self.generate_constraints( constraints[1], "product") self.assertEqual(const_11, const_12) self.assertEqual(range_11, range_12) self.assertEqual(vars_11, vars_12) self.assertTrue(range_11 is None) self.assertTrue(vars_11 is None) self.assertEqual( const_11, 'sum([DATA_FRAME["carpentry"][i_0]*model.x[i_0] ' 'for i_0 in model.x])<=80') const_21, range_21, vars_21 = self.generate_constraints( self.replace_constraint_token(constraints[2], "product", result_value_name), result_value_name) const_22, range_22, vars_22 = self.generate_constraints( constraints[2], "product") self.assertEqual(const_21, const_22) self.assertEqual(range_21, range_22) self.assertEqual(vars_21, vars_22) self.assertEqual(range_21, "model.x") self.assertEqual(vars_21, ["__index"]) self.assertEqual(const_21, 'model.x[__index]<=DATA_FRAME["max_num"][__index]') # TODO(sneaxiy): need to add more tests to generated models model1 = generate_model_with_data_frame(data_frame=self.data_frame, variables=self.variables, variable_type="Integers", result_value_name="product", objective=objective, direction="maximize", constraints=constraints) self.assertTrue(isinstance(model1, pyomo_env.ConcreteModel)) result_x, result_y = solve_model(model1, 'glpk') self.assertTrue( np.array_equal(result_x, np.array([20, 60], dtype='int64'))) self.assertEqual(result_y, 180) model2 = generate_model_with_data_frame( data_frame=self.data_frame, variables=self.variables, variable_type="Reals", result_value_name=result_value_name, objective=self.replace_objective_token(objective, "product", result_value_name), direction="minimize", constraints=self.replace_constraint_token(constraints, "product", result_value_name)) self.assertTrue(isinstance(model2, pyomo_env.ConcreteModel)) with self.assertRaises(ValueError): solve_model(model2, 'glpk') class TestModelGenerationWithGroupBy(TestModelGenerationBase): def setUp(self): self.data_frame = pd.DataFrame( data={ 'plants': ["plantA", "plantA", "plantB", "plantB"], 'markets': ["marketA", "marketB", "marketA", "marketB"], 'distance': [140, 210, 300, 90], 'capacity': [100, 100, 90, 90], 'demand': [130, 60, 130, 60] }) self.variables = ["plants", "markets"] self.result_value_name = "shipment" def test_main(self): objective = [ 'SUM', '(', 'distance', '*', 'shipment', '*', '90', '/', '1000', ')' ] constraints = [ { "tokens": ['SUM', '(', 'shipment', ')', '<=', 'capacity'], "group_by": "plants", }, { "tokens": ['SUM', '(', 'shipment', ')', '>=', 'demand'], "group_by": "markets", }, { "tokens": ['shipment', '*', '100', '>=', 'demand'], }, ] obj_func = self.generate_objective(objective, self.result_value_name) self.assertEqual( obj_func, 'sum([DATA_FRAME["distance"][i_0]*model.x[i_0]*90/1000 ' 'for i_0 in model.x])') const_0, range_0, vars_0 = self.generate_constraints( constraints[0], self.result_value_name) self.assertEqual( const_0, 'sum([model.x[i_0] for i_0 in __import__("numpy")' '.where(DATA_FRAME["plants"] == __value)[0]])' '<=DATA_FRAME["capacity"][__index]') self.assertEqual( range_0, 'zip(*__import__("numpy").unique(DATA_FRAME["plants"], ' 'return_index=True))') self.assertEqual(vars_0, ["__value", "__index"]) const_1, range_1, vars_1 = self.generate_constraints( constraints[1], self.result_value_name) self.assertEqual( const_1, 'sum([model.x[i_0] for i_0 in __import__("numpy").' 'where(DATA_FRAME["markets"] == __value)[0]])>=' 'DATA_FRAME["demand"][__index]') self.assertEqual( range_1, 'zip(*__import__("numpy").unique(DATA_FRAME["markets"], ' 'return_index=True))') self.assertEqual(vars_1, ["__value", "__index"]) const_2, range_2, vars_2 = self.generate_constraints( constraints[2], self.result_value_name) self.assertEqual( const_2, 'model.x[__index]*100>=DATA_FRAME["demand"][__index]') self.assertEqual(range_2, 'model.x') self.assertEqual(vars_2, ["__index"]) model = generate_model_with_data_frame( data_frame=self.data_frame, variables=self.variables, variable_type="NonNegativeIntegers", result_value_name=self.result_value_name, objective=objective, direction="minimize", constraints=constraints) self.assertTrue(isinstance(model, pyomo_env.ConcreteModel)) result_x, result_y = solve_model(model, 'baron') self.assertTrue( np.array_equal(result_x, np.array([99, 1, 31, 59], dtype='int64'))) self.assertAlmostEqual(result_y, 2581.2) if __name__ == '__main__': unittest.main()
apache-2.0
nadvamir/deep-learning
weight-initialization/helper.py
153
3649
import numpy as np import matplotlib.pyplot as plt import tensorflow as tf def hist_dist(title, distribution_tensor, hist_range=(-4, 4)): """ Display histogram of a TF distribution """ with tf.Session() as sess: values = sess.run(distribution_tensor) plt.title(title) plt.hist(values, np.linspace(*hist_range, num=len(values)/2)) plt.show() def _get_loss_acc(dataset, weights): """ Get losses and validation accuracy of example neural network """ batch_size = 128 epochs = 2 learning_rate = 0.001 features = tf.placeholder(tf.float32) labels = tf.placeholder(tf.float32) learn_rate = tf.placeholder(tf.float32) biases = [ tf.Variable(tf.zeros([256])), tf.Variable(tf.zeros([128])), tf.Variable(tf.zeros([dataset.train.labels.shape[1]])) ] # Layers layer_1 = tf.nn.relu(tf.matmul(features, weights[0]) + biases[0]) layer_2 = tf.nn.relu(tf.matmul(layer_1, weights[1]) + biases[1]) logits = tf.matmul(layer_2, weights[2]) + biases[2] # Training loss loss = tf.reduce_mean(tf.nn.softmax_cross_entropy_with_logits(logits=logits, labels=labels)) # Optimizer optimizer = tf.train.AdamOptimizer(learn_rate).minimize(loss) # Accuracy correct_prediction = tf.equal(tf.argmax(logits, 1), tf.argmax(labels, 1)) accuracy = tf.reduce_mean(tf.cast(correct_prediction, tf.float32)) # Measurements use for graphing loss loss_batch = [] with tf.Session() as session: session.run(tf.global_variables_initializer()) batch_count = int((dataset.train.num_examples / batch_size)) # The training cycle for epoch_i in range(epochs): for batch_i in range(batch_count): batch_features, batch_labels = dataset.train.next_batch(batch_size) # Run optimizer and get loss session.run( optimizer, feed_dict={features: batch_features, labels: batch_labels, learn_rate: learning_rate}) l = session.run( loss, feed_dict={features: batch_features, labels: batch_labels, learn_rate: learning_rate}) loss_batch.append(l) valid_acc = session.run( accuracy, feed_dict={features: dataset.validation.images, labels: dataset.validation.labels, learn_rate: 1.0}) # Hack to Reset batches dataset.train._index_in_epoch = 0 dataset.train._epochs_completed = 0 return loss_batch, valid_acc def compare_init_weights( dataset, title, weight_init_list, plot_n_batches=100): """ Plot loss and print stats of weights using an example neural network """ colors = ['r', 'b', 'g', 'c', 'y', 'k'] label_accs = [] label_loss = [] assert len(weight_init_list) <= len(colors), 'Too many inital weights to plot' for i, (weights, label) in enumerate(weight_init_list): loss, val_acc = _get_loss_acc(dataset, weights) plt.plot(loss[:plot_n_batches], colors[i], label=label) label_accs.append((label, val_acc)) label_loss.append((label, loss[-1])) plt.title(title) plt.xlabel('Batches') plt.ylabel('Loss') plt.legend(bbox_to_anchor=(1.05, 1), loc=2, borderaxespad=0.) plt.show() print('After 858 Batches (2 Epochs):') print('Validation Accuracy') for label, val_acc in label_accs: print(' {:7.3f}% -- {}'.format(val_acc*100, label)) print('Loss') for label, loss in label_loss: print(' {:7.3f} -- {}'.format(loss, label))
mit
jviada/QuantEcon.py
examples/illustrates_lln.py
7
1802
""" Filename: illustrates_lln.py Authors: John Stachurski and Thomas J. Sargent Visual illustration of the law of large numbers. """ import random import numpy as np from scipy.stats import t, beta, lognorm, expon, gamma, poisson import matplotlib.pyplot as plt n = 100 # == Arbitrary collection of distributions == # distributions = {"student's t with 10 degrees of freedom": t(10), "beta(2, 2)": beta(2, 2), "lognormal LN(0, 1/2)": lognorm(0.5), "gamma(5, 1/2)": gamma(5, scale=2), "poisson(4)": poisson(4), "exponential with lambda = 1": expon(1)} # == Create a figure and some axes == # num_plots = 3 fig, axes = plt.subplots(num_plots, 1, figsize=(10, 10)) # == Set some plotting parameters to improve layout == # bbox = (0., 1.02, 1., .102) legend_args = {'ncol': 2, 'bbox_to_anchor': bbox, 'loc': 3, 'mode': 'expand'} plt.subplots_adjust(hspace=0.5) for ax in axes: # == Choose a randomly selected distribution == # name = random.choice(list(distributions.keys())) distribution = distributions.pop(name) # == Generate n draws from the distribution == # data = distribution.rvs(n) # == Compute sample mean at each n == # sample_mean = np.empty(n) for i in range(n): sample_mean[i] = np.mean(data[:i+1]) # == Plot == # ax.plot(list(range(n)), data, 'o', color='grey', alpha=0.5) axlabel = r'$\bar X_n$' + ' for ' + r'$X_i \sim$' + ' ' + name ax.plot(list(range(n)), sample_mean, 'g-', lw=3, alpha=0.6, label=axlabel) m = distribution.mean() ax.plot(list(range(n)), [m] * n, 'k--', lw=1.5, label=r'$\mu$') ax.vlines(list(range(n)), m, data, lw=0.2) ax.legend(**legend_args) plt.show()
bsd-3-clause
sightmachine/SimpleCV
SimpleCV/MachineLearning/ShapeContextClassifier.py
12
6161
from SimpleCV.base import * from SimpleCV.Features.Features import Feature, FeatureSet from SimpleCV.Color import Color from SimpleCV.ImageClass import Image from SimpleCV.Features.Detection import ShapeContextDescriptor import math import scipy.stats as sps """ Classify an object based on shape context """ class ShapeContextClassifier(): def __init__(self,images,labels): """ Create a shape context classifier. * *images* - a list of input binary images where the things to be detected are white. * *labels* - the names of each class of objects. """ # The below import has been done in init since it throws "Need scikits learn installed" for $import SimpleCV try: from sklearn import neighbors except: print "Need scikits learn installed" self.imgMap = {} self.ptMap = {} self.descMap = {} self.knnMap = {} self.blobCount = {} self.labels = labels self.images = images import warnings warnings.simplefilter("ignore") for i in range(0,len(images)): print "precomputing " + images[i].filename self.imgMap[labels[i]] = images[i] pts,desc,count = self._image2FeatureVector(images[i]) self.blobCount[labels[i]] = count self.ptMap[labels[i]] = pts self.descMap[labels[i]] = desc knn = neighbors.KNeighborsClassifier() knn.fit(desc,range(0,len(pts))) self.knnMap[labels[i]] = knn def _image2FeatureVector(self,img): """ generate a list of points, SC descriptors, and the count of points """ #IMAGES MUST BE WHITE ON BLACK! fulllist = [] raw_descriptors = [] blobs = img.findBlobs(minsize=50) count = 0 if( blobs is not None ): count = len(blobs) for b in blobs: fulllist += b._filterSCPoints() raw_descriptors = blobs[0]._generateSC(fulllist) return fulllist,raw_descriptors,count def _getMatch(self,model_scd,test_scd): correspondence,distance = self._doMatching(model_scd,test_scd) return self._matchQuality(distances) def _doMatching(self,model_name,test_scd): myPts = len(test_scd) otPts = len(self.ptMap[model_name]) # some magic metric that keeps features # with a lot of points from dominating #metric = 1.0 + np.log10( np.max([myPts,otPts])/np.min([myPts,otPts])) # <-- this could be moved to after the sum otherIdx = [] distance = [] import warnings warnings.simplefilter("ignore") results = [] for sample in test_scd: best = self.knnMap[model_name].predict(sample) idx = best[0] # this is where we can play with k scd = self.descMap[model_name][idx] temp = np.sqrt(np.sum(((sample-scd)**2))) #temp = 0.5*np.sum((sample-scd)**2)/np.sum((sample+scd)) if( math.isnan(temp) ): temp = sys.maxint distance.append(temp) return [otherIdx,distance] def _matchQuality(self,distances): #distances = np.array(distances) #sd = np.std(distances) #x = np.mean(distances) #min = np.min(distances) # not sure trimmed mean is perfect # realistically we should have some bimodal dist # and we want to throw away stuff with awful matches # so long as the number of points is not a huge # chunk of our points. #tmean = sps.tmean(distances,(min,x+sd)) tmean = np.mean(distances) std = np.std(distances) return tmean,std def _buildMatchDict(self,image, countBlobs): # we may want to base the count on the num best_matchesber of large blobs points,descriptors,count = self._image2FeatureVector(image) matchDict = {} matchStd = {} for key,value in self.descMap.items(): if( countBlobs and self.blobCount[key] == count ): # only do matching for similar number of blobs #need to hold on to correspondences correspondence, distances = self._doMatching(key,descriptors) result,std = self._matchQuality(distances) matchDict[key] = result matchStd[key] = std elif( not countBlobs ): correspondence, distances = self._doMatching(key,descriptors) result,std = self._matchQuality(distances) matchDict[key] = result matchStd[key] = std return points,descriptors,count,matchDict, matchStd def classify(self,image, blobFilter=True): """ Classify an input image. * *image* - the input binary image. * *blobFilter* - Do a first pass where you only match objects that have the same number of blobs - speeds up computation and match quality. """ points,descriptors,count,matchDict,matchStd = self._buildMatchDict(image, blobFilter) best = sys.maxint best_name = "No Match" for k,v in matchDict.items(): if ( v < best ): best = v best_name = k return best_name, best, matchDict, matchStd def getTopNMatches(self,image,n=3, blobFilter = True): """ Classify an input image and return the top n results. * *image* - the input binary image. * *n* - the number of results to return. * *blobFilter* - Do a first pass where you only match objects that have the same number of blobs - speeds up computation and match quality. """ n = np.clip(n,1,len(self.labels)) points,descriptors,count,matchDict,matchStd = self._buildMatchDict(image,blobFilter) best_matches = list(sorted(matchDict, key=matchDict.__getitem__)) retList = [] for k in best_matches: retList.append((k,matchDict[k])) return retList[0:n], matchDict, matchStd
bsd-3-clause
mne-tools/mne-tools.github.io
0.15/_downloads/plot_find_ecg_artifacts.py
14
1313
""" ================== Find ECG artifacts ================== Locate QRS component of ECG. """ # Authors: Alexandre Gramfort <alexandre.gramfort@telecom-paristech.fr> # # License: BSD (3-clause) import numpy as np import matplotlib.pyplot as plt import mne from mne import io from mne.datasets import sample print(__doc__) data_path = sample.data_path() ############################################################################### # Set parameters raw_fname = data_path + '/MEG/sample/sample_audvis_raw.fif' # Setup for reading the raw data raw = io.read_raw_fif(raw_fname) event_id = 999 ecg_events, _, _ = mne.preprocessing.find_ecg_events(raw, event_id, ch_name='MEG 1531') # Read epochs picks = mne.pick_types(raw.info, meg=False, eeg=False, stim=False, eog=False, include=['MEG 1531'], exclude='bads') tmin, tmax = -0.1, 0.1 epochs = mne.Epochs(raw, ecg_events, event_id, tmin, tmax, picks=picks, proj=False) data = epochs.get_data() print("Number of detected ECG artifacts : %d" % len(data)) ############################################################################### # Plot ECG artifacts plt.plot(1e3 * epochs.times, np.squeeze(data).T) plt.xlabel('Times (ms)') plt.ylabel('ECG') plt.show()
bsd-3-clause
chen0510566/MissionPlanner
Lib/site-packages/scipy/signal/waveforms.py
55
11609
# Author: Travis Oliphant # 2003 # # Feb. 2010: Updated by Warren Weckesser: # Rewrote much of chirp() # Added sweep_poly() from numpy import asarray, zeros, place, nan, mod, pi, extract, log, sqrt, \ exp, cos, sin, polyval, polyint def sawtooth(t, width=1): """ Return a periodic sawtooth waveform. The sawtooth waveform has a period 2*pi, rises from -1 to 1 on the interval 0 to width*2*pi and drops from 1 to -1 on the interval width*2*pi to 2*pi. `width` must be in the interval [0,1]. Parameters ---------- t : array_like Time. width : float, optional Width of the waveform. Default is 1. Returns ------- y : ndarray Output array containing the sawtooth waveform. Examples -------- >>> import matplotlib.pyplot as plt >>> x = np.linspace(0, 20*np.pi, 500) >>> plt.plot(x, sp.signal.sawtooth(x)) """ t,w = asarray(t), asarray(width) w = asarray(w + (t-t)) t = asarray(t + (w-w)) if t.dtype.char in ['fFdD']: ytype = t.dtype.char else: ytype = 'd' y = zeros(t.shape,ytype) # width must be between 0 and 1 inclusive mask1 = (w > 1) | (w < 0) place(y,mask1,nan) # take t modulo 2*pi tmod = mod(t,2*pi) # on the interval 0 to width*2*pi function is # tmod / (pi*w) - 1 mask2 = (1-mask1) & (tmod < w*2*pi) tsub = extract(mask2,tmod) wsub = extract(mask2,w) place(y,mask2,tsub / (pi*wsub) - 1) # on the interval width*2*pi to 2*pi function is # (pi*(w+1)-tmod) / (pi*(1-w)) mask3 = (1-mask1) & (1-mask2) tsub = extract(mask3,tmod) wsub = extract(mask3,w) place(y,mask3, (pi*(wsub+1)-tsub)/(pi*(1-wsub))) return y def square(t, duty=0.5): """ Return a periodic square-wave waveform. The square wave has a period 2*pi, has value +1 from 0 to 2*pi*duty and -1 from 2*pi*duty to 2*pi. `duty` must be in the interval [0,1]. Parameters ---------- t : array_like The input time array. duty : float, optional Duty cycle. Returns ------- y : array_like The output square wave. """ t,w = asarray(t), asarray(duty) w = asarray(w + (t-t)) t = asarray(t + (w-w)) if t.dtype.char in ['fFdD']: ytype = t.dtype.char else: ytype = 'd' y = zeros(t.shape,ytype) # width must be between 0 and 1 inclusive mask1 = (w > 1) | (w < 0) place(y,mask1,nan) # take t modulo 2*pi tmod = mod(t,2*pi) # on the interval 0 to duty*2*pi function is # 1 mask2 = (1-mask1) & (tmod < w*2*pi) tsub = extract(mask2,tmod) wsub = extract(mask2,w) place(y,mask2,1) # on the interval duty*2*pi to 2*pi function is # (pi*(w+1)-tmod) / (pi*(1-w)) mask3 = (1-mask1) & (1-mask2) tsub = extract(mask3,tmod) wsub = extract(mask3,w) place(y,mask3,-1) return y def gausspulse(t, fc=1000, bw=0.5, bwr=-6, tpr=-60, retquad=False, retenv=False): """ Return a gaussian modulated sinusoid: exp(-a t^2) exp(1j*2*pi*fc*t). If `retquad` is True, then return the real and imaginary parts (in-phase and quadrature). If `retenv` is True, then return the envelope (unmodulated signal). Otherwise, return the real part of the modulated sinusoid. Parameters ---------- t : ndarray, or the string 'cutoff' Input array. fc : int, optional Center frequency (Hz). Default is 1000. bw : float, optional Fractional bandwidth in frequency domain of pulse (Hz). Default is 0.5. bwr: float, optional Reference level at which fractional bandwidth is calculated (dB). Default is -6. tpr : float, optional If `t` is 'cutoff', then the function returns the cutoff time for when the pulse amplitude falls below `tpr` (in dB). Default is -60. retquad : bool, optional If True, return the quadrature (imaginary) as well as the real part of the signal. Default is False. retenv : bool, optional If True, return the envelope of the signal. Default is False. """ if fc < 0: raise ValueError("Center frequency (fc=%.2f) must be >=0." % fc) if bw <= 0: raise ValueError("Fractional bandwidth (bw=%.2f) must be > 0." % bw) if bwr >= 0: raise ValueError("Reference level for bandwidth (bwr=%.2f) must " "be < 0 dB" % bwr) # exp(-a t^2) <-> sqrt(pi/a) exp(-pi^2/a * f^2) = g(f) ref = pow(10.0, bwr / 20.0) # fdel = fc*bw/2: g(fdel) = ref --- solve this for a # # pi^2/a * fc^2 * bw^2 /4=-log(ref) a = -(pi*fc*bw)**2 / (4.0*log(ref)) if t == 'cutoff': # compute cut_off point # Solve exp(-a tc**2) = tref for tc # tc = sqrt(-log(tref) / a) where tref = 10^(tpr/20) if tpr >= 0: raise ValueError("Reference level for time cutoff must be < 0 dB") tref = pow(10.0, tpr / 20.0) return sqrt(-log(tref)/a) yenv = exp(-a*t*t) yI = yenv * cos(2*pi*fc*t) yQ = yenv * sin(2*pi*fc*t) if not retquad and not retenv: return yI if not retquad and retenv: return yI, yenv if retquad and not retenv: return yI, yQ if retquad and retenv: return yI, yQ, yenv def chirp(t, f0, t1, f1, method='linear', phi=0, vertex_zero=True): """Frequency-swept cosine generator. In the following, 'Hz' should be interpreted as 'cycles per time unit'; there is no assumption here that the time unit is one second. The important distinction is that the units of rotation are cycles, not radians. Parameters ---------- t : ndarray Times at which to evaluate the waveform. f0 : float Frequency (in Hz) at time t=0. t1 : float Time at which `f1` is specified. f1 : float Frequency (in Hz) of the waveform at time `t1`. method : {'linear', 'quadratic', 'logarithmic', 'hyperbolic'}, optional Kind of frequency sweep. If not given, `linear` is assumed. See Notes below for more details. phi : float, optional Phase offset, in degrees. Default is 0. vertex_zero : bool, optional This parameter is only used when `method` is 'quadratic'. It determines whether the vertex of the parabola that is the graph of the frequency is at t=0 or t=t1. Returns ------- A numpy array containing the signal evaluated at 't' with the requested time-varying frequency. More precisely, the function returns: ``cos(phase + (pi/180)*phi)`` where `phase` is the integral (from 0 to t) of ``2*pi*f(t)``. ``f(t)`` is defined below. See Also -------- scipy.signal.waveforms.sweep_poly Notes ----- There are four options for the `method`. The following formulas give the instantaneous frequency (in Hz) of the signal generated by `chirp()`. For convenience, the shorter names shown below may also be used. linear, lin, li: ``f(t) = f0 + (f1 - f0) * t / t1`` quadratic, quad, q: The graph of the frequency f(t) is a parabola through (0, f0) and (t1, f1). By default, the vertex of the parabola is at (0, f0). If `vertex_zero` is False, then the vertex is at (t1, f1). The formula is: if vertex_zero is True: ``f(t) = f0 + (f1 - f0) * t**2 / t1**2`` else: ``f(t) = f1 - (f1 - f0) * (t1 - t)**2 / t1**2`` To use a more general quadratic function, or an arbitrary polynomial, use the function `scipy.signal.waveforms.sweep_poly`. logarithmic, log, lo: ``f(t) = f0 * (f1/f0)**(t/t1)`` f0 and f1 must be nonzero and have the same sign. This signal is also known as a geometric or exponential chirp. hyperbolic, hyp: ``f(t) = f0*f1*t1 / ((f0 - f1)*t + f1*t1)`` f1 must be positive, and f0 must be greater than f1. """ # 'phase' is computed in _chirp_phase, to make testing easier. phase = _chirp_phase(t, f0, t1, f1, method, vertex_zero) # Convert phi to radians. phi *= pi / 180 return cos(phase + phi) def _chirp_phase(t, f0, t1, f1, method='linear', vertex_zero=True): """ Calculate the phase used by chirp_phase to generate its output. See `chirp_phase` for a description of the arguments. """ f0 = float(f0) t1 = float(t1) f1 = float(f1) if method in ['linear', 'lin', 'li']: beta = (f1 - f0) / t1 phase = 2*pi * (f0*t + 0.5*beta*t*t) elif method in ['quadratic','quad','q']: beta = (f1 - f0)/(t1**2) if vertex_zero: phase = 2*pi * (f0*t + beta * t**3/3) else: phase = 2*pi * (f1*t + beta * ((t1 - t)**3 - t1**3)/3) elif method in ['logarithmic', 'log', 'lo']: if f0*f1 <= 0.0: raise ValueError("For a geometric chirp, f0 and f1 must be nonzero " \ "and have the same sign.") if f0 == f1: phase = 2*pi * f0 * t else: beta = t1 / log(f1/f0) phase = 2*pi * beta * f0 * (pow(f1/f0, t/t1) - 1.0) elif method in ['hyperbolic', 'hyp']: if f1 <= 0.0 or f0 <= f1: raise ValueError("hyperbolic chirp requires f0 > f1 > 0.0.") c = f1*t1 df = f0 - f1 phase = 2*pi * (f0 * c / df) * log((df*t + c)/c) else: raise ValueError("method must be 'linear', 'quadratic', 'logarithmic', " "or 'hyperbolic', but a value of %r was given." % method) return phase def sweep_poly(t, poly, phi=0): """Frequency-swept cosine generator, with a time-dependent frequency specified as a polynomial. This function generates a sinusoidal function whose instantaneous frequency varies with time. The frequency at time `t` is given by the polynomial `poly`. Parameters ---------- t : ndarray Times at which to evaluate the waveform. poly : 1D ndarray (or array-like), or instance of numpy.poly1d The desired frequency expressed as a polynomial. If `poly` is a list or ndarray of length n, then the elements of `poly` are the coefficients of the polynomial, and the instantaneous frequency is ``f(t) = poly[0]*t**(n-1) + poly[1]*t**(n-2) + ... + poly[n-1]`` If `poly` is an instance of numpy.poly1d, then the instantaneous frequency is ``f(t) = poly(t)`` phi : float, optional Phase offset, in degrees. Default is 0. Returns ------- A numpy array containing the signal evaluated at 't' with the requested time-varying frequency. More precisely, the function returns ``cos(phase + (pi/180)*phi)`` where `phase` is the integral (from 0 to t) of ``2 * pi * f(t)``; ``f(t)`` is defined above. See Also -------- scipy.signal.waveforms.chirp Notes ----- .. versionadded:: 0.8.0 """ # 'phase' is computed in _sweep_poly_phase, to make testing easier. phase = _sweep_poly_phase(t, poly) # Convert to radians. phi *= pi / 180 return cos(phase + phi) def _sweep_poly_phase(t, poly): """ Calculate the phase used by sweep_poly to generate its output. See `sweep_poly` for a description of the arguments. """ # polyint handles lists, ndarrays and instances of poly1d automatically. intpoly = polyint(poly) phase = 2*pi * polyval(intpoly, t) return phase
gpl-3.0
ZENGXH/scikit-learn
sklearn/grid_search.py
103
36232
""" The :mod:`sklearn.grid_search` includes utilities to fine-tune the parameters of an estimator. """ from __future__ import print_function # Author: Alexandre Gramfort <alexandre.gramfort@inria.fr>, # Gael Varoquaux <gael.varoquaux@normalesup.org> # Andreas Mueller <amueller@ais.uni-bonn.de> # Olivier Grisel <olivier.grisel@ensta.org> # License: BSD 3 clause from abc import ABCMeta, abstractmethod from collections import Mapping, namedtuple, Sized from functools import partial, reduce from itertools import product import operator import warnings import numpy as np from .base import BaseEstimator, is_classifier, clone from .base import MetaEstimatorMixin, ChangedBehaviorWarning from .cross_validation import check_cv from .cross_validation import _fit_and_score from .externals.joblib import Parallel, delayed from .externals import six from .utils import check_random_state from .utils.random import sample_without_replacement from .utils.validation import _num_samples, indexable from .utils.metaestimators import if_delegate_has_method from .metrics.scorer import check_scoring __all__ = ['GridSearchCV', 'ParameterGrid', 'fit_grid_point', 'ParameterSampler', 'RandomizedSearchCV'] class ParameterGrid(object): """Grid of parameters with a discrete number of values for each. Can be used to iterate over parameter value combinations with the Python built-in function iter. Read more in the :ref:`User Guide <grid_search>`. Parameters ---------- param_grid : dict of string to sequence, or sequence of such The parameter grid to explore, as a dictionary mapping estimator parameters to sequences of allowed values. An empty dict signifies default parameters. A sequence of dicts signifies a sequence of grids to search, and is useful to avoid exploring parameter combinations that make no sense or have no effect. See the examples below. Examples -------- >>> from sklearn.grid_search import ParameterGrid >>> param_grid = {'a': [1, 2], 'b': [True, False]} >>> list(ParameterGrid(param_grid)) == ( ... [{'a': 1, 'b': True}, {'a': 1, 'b': False}, ... {'a': 2, 'b': True}, {'a': 2, 'b': False}]) True >>> grid = [{'kernel': ['linear']}, {'kernel': ['rbf'], 'gamma': [1, 10]}] >>> list(ParameterGrid(grid)) == [{'kernel': 'linear'}, ... {'kernel': 'rbf', 'gamma': 1}, ... {'kernel': 'rbf', 'gamma': 10}] True >>> ParameterGrid(grid)[1] == {'kernel': 'rbf', 'gamma': 1} True See also -------- :class:`GridSearchCV`: uses ``ParameterGrid`` to perform a full parallelized parameter search. """ def __init__(self, param_grid): if isinstance(param_grid, Mapping): # wrap dictionary in a singleton list to support either dict # or list of dicts param_grid = [param_grid] self.param_grid = param_grid def __iter__(self): """Iterate over the points in the grid. Returns ------- params : iterator over dict of string to any Yields dictionaries mapping each estimator parameter to one of its allowed values. """ for p in self.param_grid: # Always sort the keys of a dictionary, for reproducibility items = sorted(p.items()) if not items: yield {} else: keys, values = zip(*items) for v in product(*values): params = dict(zip(keys, v)) yield params def __len__(self): """Number of points on the grid.""" # Product function that can handle iterables (np.product can't). product = partial(reduce, operator.mul) return sum(product(len(v) for v in p.values()) if p else 1 for p in self.param_grid) def __getitem__(self, ind): """Get the parameters that would be ``ind``th in iteration Parameters ---------- ind : int The iteration index Returns ------- params : dict of string to any Equal to list(self)[ind] """ # This is used to make discrete sampling without replacement memory # efficient. for sub_grid in self.param_grid: # XXX: could memoize information used here if not sub_grid: if ind == 0: return {} else: ind -= 1 continue # Reverse so most frequent cycling parameter comes first keys, values_lists = zip(*sorted(sub_grid.items())[::-1]) sizes = [len(v_list) for v_list in values_lists] total = np.product(sizes) if ind >= total: # Try the next grid ind -= total else: out = {} for key, v_list, n in zip(keys, values_lists, sizes): ind, offset = divmod(ind, n) out[key] = v_list[offset] return out raise IndexError('ParameterGrid index out of range') class ParameterSampler(object): """Generator on parameters sampled from given distributions. Non-deterministic iterable over random candidate combinations for hyper- parameter search. If all parameters are presented as a list, sampling without replacement is performed. If at least one parameter is given as a distribution, sampling with replacement is used. It is highly recommended to use continuous distributions for continuous parameters. Note that as of SciPy 0.12, the ``scipy.stats.distributions`` do not accept a custom RNG instance and always use the singleton RNG from ``numpy.random``. Hence setting ``random_state`` will not guarantee a deterministic iteration whenever ``scipy.stats`` distributions are used to define the parameter search space. Read more in the :ref:`User Guide <grid_search>`. Parameters ---------- param_distributions : dict Dictionary where the keys are parameters and values are distributions from which a parameter is to be sampled. Distributions either have to provide a ``rvs`` function to sample from them, or can be given as a list of values, where a uniform distribution is assumed. n_iter : integer Number of parameter settings that are produced. random_state : int or RandomState Pseudo random number generator state used for random uniform sampling from lists of possible values instead of scipy.stats distributions. Returns ------- params : dict of string to any **Yields** dictionaries mapping each estimator parameter to as sampled value. Examples -------- >>> from sklearn.grid_search import ParameterSampler >>> from scipy.stats.distributions import expon >>> import numpy as np >>> np.random.seed(0) >>> param_grid = {'a':[1, 2], 'b': expon()} >>> param_list = list(ParameterSampler(param_grid, n_iter=4)) >>> rounded_list = [dict((k, round(v, 6)) for (k, v) in d.items()) ... for d in param_list] >>> rounded_list == [{'b': 0.89856, 'a': 1}, ... {'b': 0.923223, 'a': 1}, ... {'b': 1.878964, 'a': 2}, ... {'b': 1.038159, 'a': 2}] True """ def __init__(self, param_distributions, n_iter, random_state=None): self.param_distributions = param_distributions self.n_iter = n_iter self.random_state = random_state def __iter__(self): # check if all distributions are given as lists # in this case we want to sample without replacement all_lists = np.all([not hasattr(v, "rvs") for v in self.param_distributions.values()]) rnd = check_random_state(self.random_state) if all_lists: # look up sampled parameter settings in parameter grid param_grid = ParameterGrid(self.param_distributions) grid_size = len(param_grid) if grid_size < self.n_iter: raise ValueError( "The total space of parameters %d is smaller " "than n_iter=%d." % (grid_size, self.n_iter) + " For exhaustive searches, use GridSearchCV.") for i in sample_without_replacement(grid_size, self.n_iter, random_state=rnd): yield param_grid[i] else: # Always sort the keys of a dictionary, for reproducibility items = sorted(self.param_distributions.items()) for _ in six.moves.range(self.n_iter): params = dict() for k, v in items: if hasattr(v, "rvs"): params[k] = v.rvs() else: params[k] = v[rnd.randint(len(v))] yield params def __len__(self): """Number of points that will be sampled.""" return self.n_iter def fit_grid_point(X, y, estimator, parameters, train, test, scorer, verbose, error_score='raise', **fit_params): """Run fit on one set of parameters. Parameters ---------- X : array-like, sparse matrix or list Input data. y : array-like or None Targets for input data. estimator : estimator object This estimator will be cloned and then fitted. parameters : dict Parameters to be set on estimator for this grid point. train : ndarray, dtype int or bool Boolean mask or indices for training set. test : ndarray, dtype int or bool Boolean mask or indices for test set. scorer : callable or None. If provided must be a scorer callable object / function with signature ``scorer(estimator, X, y)``. verbose : int Verbosity level. **fit_params : kwargs Additional parameter passed to the fit function of the estimator. error_score : 'raise' (default) or numeric Value to assign to the score if an error occurs in estimator fitting. If set to 'raise', the error is raised. If a numeric value is given, FitFailedWarning is raised. This parameter does not affect the refit step, which will always raise the error. Returns ------- score : float Score of this parameter setting on given training / test split. parameters : dict The parameters that have been evaluated. n_samples_test : int Number of test samples in this split. """ score, n_samples_test, _ = _fit_and_score(estimator, X, y, scorer, train, test, verbose, parameters, fit_params, error_score) return score, parameters, n_samples_test def _check_param_grid(param_grid): if hasattr(param_grid, 'items'): param_grid = [param_grid] for p in param_grid: for v in p.values(): if isinstance(v, np.ndarray) and v.ndim > 1: raise ValueError("Parameter array should be one-dimensional.") check = [isinstance(v, k) for k in (list, tuple, np.ndarray)] if True not in check: raise ValueError("Parameter values should be a list.") if len(v) == 0: raise ValueError("Parameter values should be a non-empty " "list.") class _CVScoreTuple (namedtuple('_CVScoreTuple', ('parameters', 'mean_validation_score', 'cv_validation_scores'))): # A raw namedtuple is very memory efficient as it packs the attributes # in a struct to get rid of the __dict__ of attributes in particular it # does not copy the string for the keys on each instance. # By deriving a namedtuple class just to introduce the __repr__ method we # would also reintroduce the __dict__ on the instance. By telling the # Python interpreter that this subclass uses static __slots__ instead of # dynamic attributes. Furthermore we don't need any additional slot in the # subclass so we set __slots__ to the empty tuple. __slots__ = () def __repr__(self): """Simple custom repr to summarize the main info""" return "mean: {0:.5f}, std: {1:.5f}, params: {2}".format( self.mean_validation_score, np.std(self.cv_validation_scores), self.parameters) class BaseSearchCV(six.with_metaclass(ABCMeta, BaseEstimator, MetaEstimatorMixin)): """Base class for hyper parameter search with cross-validation.""" @abstractmethod def __init__(self, estimator, scoring=None, fit_params=None, n_jobs=1, iid=True, refit=True, cv=None, verbose=0, pre_dispatch='2*n_jobs', error_score='raise'): self.scoring = scoring self.estimator = estimator self.n_jobs = n_jobs self.fit_params = fit_params if fit_params is not None else {} self.iid = iid self.refit = refit self.cv = cv self.verbose = verbose self.pre_dispatch = pre_dispatch self.error_score = error_score @property def _estimator_type(self): return self.estimator._estimator_type def score(self, X, y=None): """Returns the score on the given data, if the estimator has been refit This uses the score defined by ``scoring`` where provided, and the ``best_estimator_.score`` method otherwise. Parameters ---------- X : array-like, shape = [n_samples, n_features] Input data, where n_samples is the number of samples and n_features is the number of features. y : array-like, shape = [n_samples] or [n_samples, n_output], optional Target relative to X for classification or regression; None for unsupervised learning. Returns ------- score : float Notes ----- * The long-standing behavior of this method changed in version 0.16. * It no longer uses the metric provided by ``estimator.score`` if the ``scoring`` parameter was set when fitting. """ if self.scorer_ is None: raise ValueError("No score function explicitly defined, " "and the estimator doesn't provide one %s" % self.best_estimator_) if self.scoring is not None and hasattr(self.best_estimator_, 'score'): warnings.warn("The long-standing behavior to use the estimator's " "score function in {0}.score has changed. The " "scoring parameter is now used." "".format(self.__class__.__name__), ChangedBehaviorWarning) return self.scorer_(self.best_estimator_, X, y) @if_delegate_has_method(delegate='estimator') def predict(self, X): """Call predict on the estimator with the best found parameters. Only available if ``refit=True`` and the underlying estimator supports ``predict``. Parameters ----------- X : indexable, length n_samples Must fulfill the input assumptions of the underlying estimator. """ return self.best_estimator_.predict(X) @if_delegate_has_method(delegate='estimator') def predict_proba(self, X): """Call predict_proba on the estimator with the best found parameters. Only available if ``refit=True`` and the underlying estimator supports ``predict_proba``. Parameters ----------- X : indexable, length n_samples Must fulfill the input assumptions of the underlying estimator. """ return self.best_estimator_.predict_proba(X) @if_delegate_has_method(delegate='estimator') def predict_log_proba(self, X): """Call predict_log_proba on the estimator with the best found parameters. Only available if ``refit=True`` and the underlying estimator supports ``predict_log_proba``. Parameters ----------- X : indexable, length n_samples Must fulfill the input assumptions of the underlying estimator. """ return self.best_estimator_.predict_log_proba(X) @if_delegate_has_method(delegate='estimator') def decision_function(self, X): """Call decision_function on the estimator with the best found parameters. Only available if ``refit=True`` and the underlying estimator supports ``decision_function``. Parameters ----------- X : indexable, length n_samples Must fulfill the input assumptions of the underlying estimator. """ return self.best_estimator_.decision_function(X) @if_delegate_has_method(delegate='estimator') def transform(self, X): """Call transform on the estimator with the best found parameters. Only available if the underlying estimator supports ``transform`` and ``refit=True``. Parameters ----------- X : indexable, length n_samples Must fulfill the input assumptions of the underlying estimator. """ return self.best_estimator_.transform(X) @if_delegate_has_method(delegate='estimator') def inverse_transform(self, Xt): """Call inverse_transform on the estimator with the best found parameters. Only available if the underlying estimator implements ``inverse_transform`` and ``refit=True``. Parameters ----------- Xt : indexable, length n_samples Must fulfill the input assumptions of the underlying estimator. """ return self.best_estimator_.transform(Xt) def _fit(self, X, y, parameter_iterable): """Actual fitting, performing the search over parameters.""" estimator = self.estimator cv = self.cv self.scorer_ = check_scoring(self.estimator, scoring=self.scoring) n_samples = _num_samples(X) X, y = indexable(X, y) if y is not None: if len(y) != n_samples: raise ValueError('Target variable (y) has a different number ' 'of samples (%i) than data (X: %i samples)' % (len(y), n_samples)) cv = check_cv(cv, X, y, classifier=is_classifier(estimator)) if self.verbose > 0: if isinstance(parameter_iterable, Sized): n_candidates = len(parameter_iterable) print("Fitting {0} folds for each of {1} candidates, totalling" " {2} fits".format(len(cv), n_candidates, n_candidates * len(cv))) base_estimator = clone(self.estimator) pre_dispatch = self.pre_dispatch out = Parallel( n_jobs=self.n_jobs, verbose=self.verbose, pre_dispatch=pre_dispatch )( delayed(_fit_and_score)(clone(base_estimator), X, y, self.scorer_, train, test, self.verbose, parameters, self.fit_params, return_parameters=True, error_score=self.error_score) for parameters in parameter_iterable for train, test in cv) # Out is a list of triplet: score, estimator, n_test_samples n_fits = len(out) n_folds = len(cv) scores = list() grid_scores = list() for grid_start in range(0, n_fits, n_folds): n_test_samples = 0 score = 0 all_scores = [] for this_score, this_n_test_samples, _, parameters in \ out[grid_start:grid_start + n_folds]: all_scores.append(this_score) if self.iid: this_score *= this_n_test_samples n_test_samples += this_n_test_samples score += this_score if self.iid: score /= float(n_test_samples) else: score /= float(n_folds) scores.append((score, parameters)) # TODO: shall we also store the test_fold_sizes? grid_scores.append(_CVScoreTuple( parameters, score, np.array(all_scores))) # Store the computed scores self.grid_scores_ = grid_scores # Find the best parameters by comparing on the mean validation score: # note that `sorted` is deterministic in the way it breaks ties best = sorted(grid_scores, key=lambda x: x.mean_validation_score, reverse=True)[0] self.best_params_ = best.parameters self.best_score_ = best.mean_validation_score if self.refit: # fit the best estimator using the entire dataset # clone first to work around broken estimators best_estimator = clone(base_estimator).set_params( **best.parameters) if y is not None: best_estimator.fit(X, y, **self.fit_params) else: best_estimator.fit(X, **self.fit_params) self.best_estimator_ = best_estimator return self class GridSearchCV(BaseSearchCV): """Exhaustive search over specified parameter values for an estimator. Important members are fit, predict. GridSearchCV implements a "fit" method and a "predict" method like any classifier except that the parameters of the classifier used to predict is optimized by cross-validation. Read more in the :ref:`User Guide <grid_search>`. Parameters ---------- estimator : object type that implements the "fit" and "predict" methods A object of that type is instantiated for each grid point. param_grid : dict or list of dictionaries Dictionary with parameters names (string) as keys and lists of parameter settings to try as values, or a list of such dictionaries, in which case the grids spanned by each dictionary in the list are explored. This enables searching over any sequence of parameter settings. scoring : string, callable or None, optional, default: None A string (see model evaluation documentation) or a scorer callable object / function with signature ``scorer(estimator, X, y)``. fit_params : dict, optional Parameters to pass to the fit method. n_jobs : int, default 1 Number of jobs to run in parallel. pre_dispatch : int, or string, optional Controls the number of jobs that get dispatched during parallel execution. Reducing this number can be useful to avoid an explosion of memory consumption when more jobs get dispatched than CPUs can process. This parameter can be: - None, in which case all the jobs are immediately created and spawned. Use this for lightweight and fast-running jobs, to avoid delays due to on-demand spawning of the jobs - An int, giving the exact number of total jobs that are spawned - A string, giving an expression as a function of n_jobs, as in '2*n_jobs' iid : boolean, default=True If True, the data is assumed to be identically distributed across the folds, and the loss minimized is the total loss per sample, and not the mean loss across the folds. cv : integer or cross-validation generator, default=3 If an integer is passed, it is the number of folds. Specific cross-validation objects can be passed, see sklearn.cross_validation module for the list of possible objects refit : boolean, default=True Refit the best estimator with the entire dataset. If "False", it is impossible to make predictions using this GridSearchCV instance after fitting. verbose : integer Controls the verbosity: the higher, the more messages. error_score : 'raise' (default) or numeric Value to assign to the score if an error occurs in estimator fitting. If set to 'raise', the error is raised. If a numeric value is given, FitFailedWarning is raised. This parameter does not affect the refit step, which will always raise the error. Examples -------- >>> from sklearn import svm, grid_search, datasets >>> iris = datasets.load_iris() >>> parameters = {'kernel':('linear', 'rbf'), 'C':[1, 10]} >>> svr = svm.SVC() >>> clf = grid_search.GridSearchCV(svr, parameters) >>> clf.fit(iris.data, iris.target) ... # doctest: +NORMALIZE_WHITESPACE +ELLIPSIS GridSearchCV(cv=None, error_score=..., estimator=SVC(C=1.0, cache_size=..., class_weight=..., coef0=..., decision_function_shape=None, degree=..., gamma=..., kernel='rbf', max_iter=-1, probability=False, random_state=None, shrinking=True, tol=..., verbose=False), fit_params={}, iid=..., n_jobs=1, param_grid=..., pre_dispatch=..., refit=..., scoring=..., verbose=...) Attributes ---------- grid_scores_ : list of named tuples Contains scores for all parameter combinations in param_grid. Each entry corresponds to one parameter setting. Each named tuple has the attributes: * ``parameters``, a dict of parameter settings * ``mean_validation_score``, the mean score over the cross-validation folds * ``cv_validation_scores``, the list of scores for each fold best_estimator_ : estimator Estimator that was chosen by the search, i.e. estimator which gave highest score (or smallest loss if specified) on the left out data. Not available if refit=False. best_score_ : float Score of best_estimator on the left out data. best_params_ : dict Parameter setting that gave the best results on the hold out data. scorer_ : function Scorer function used on the held out data to choose the best parameters for the model. Notes ------ The parameters selected are those that maximize the score of the left out data, unless an explicit score is passed in which case it is used instead. If `n_jobs` was set to a value higher than one, the data is copied for each point in the grid (and not `n_jobs` times). This is done for efficiency reasons if individual jobs take very little time, but may raise errors if the dataset is large and not enough memory is available. A workaround in this case is to set `pre_dispatch`. Then, the memory is copied only `pre_dispatch` many times. A reasonable value for `pre_dispatch` is `2 * n_jobs`. See Also --------- :class:`ParameterGrid`: generates all the combinations of a an hyperparameter grid. :func:`sklearn.cross_validation.train_test_split`: utility function to split the data into a development set usable for fitting a GridSearchCV instance and an evaluation set for its final evaluation. :func:`sklearn.metrics.make_scorer`: Make a scorer from a performance metric or loss function. """ def __init__(self, estimator, param_grid, scoring=None, fit_params=None, n_jobs=1, iid=True, refit=True, cv=None, verbose=0, pre_dispatch='2*n_jobs', error_score='raise'): super(GridSearchCV, self).__init__( estimator, scoring, fit_params, n_jobs, iid, refit, cv, verbose, pre_dispatch, error_score) self.param_grid = param_grid _check_param_grid(param_grid) def fit(self, X, y=None): """Run fit with all sets of parameters. Parameters ---------- X : array-like, shape = [n_samples, n_features] Training vector, where n_samples is the number of samples and n_features is the number of features. y : array-like, shape = [n_samples] or [n_samples, n_output], optional Target relative to X for classification or regression; None for unsupervised learning. """ return self._fit(X, y, ParameterGrid(self.param_grid)) class RandomizedSearchCV(BaseSearchCV): """Randomized search on hyper parameters. RandomizedSearchCV implements a "fit" method and a "predict" method like any classifier except that the parameters of the classifier used to predict is optimized by cross-validation. In contrast to GridSearchCV, not all parameter values are tried out, but rather a fixed number of parameter settings is sampled from the specified distributions. The number of parameter settings that are tried is given by n_iter. If all parameters are presented as a list, sampling without replacement is performed. If at least one parameter is given as a distribution, sampling with replacement is used. It is highly recommended to use continuous distributions for continuous parameters. Read more in the :ref:`User Guide <randomized_parameter_search>`. Parameters ---------- estimator : object type that implements the "fit" and "predict" methods A object of that type is instantiated for each parameter setting. param_distributions : dict Dictionary with parameters names (string) as keys and distributions or lists of parameters to try. Distributions must provide a ``rvs`` method for sampling (such as those from scipy.stats.distributions). If a list is given, it is sampled uniformly. n_iter : int, default=10 Number of parameter settings that are sampled. n_iter trades off runtime vs quality of the solution. scoring : string, callable or None, optional, default: None A string (see model evaluation documentation) or a scorer callable object / function with signature ``scorer(estimator, X, y)``. fit_params : dict, optional Parameters to pass to the fit method. n_jobs : int, default=1 Number of jobs to run in parallel. pre_dispatch : int, or string, optional Controls the number of jobs that get dispatched during parallel execution. Reducing this number can be useful to avoid an explosion of memory consumption when more jobs get dispatched than CPUs can process. This parameter can be: - None, in which case all the jobs are immediately created and spawned. Use this for lightweight and fast-running jobs, to avoid delays due to on-demand spawning of the jobs - An int, giving the exact number of total jobs that are spawned - A string, giving an expression as a function of n_jobs, as in '2*n_jobs' iid : boolean, default=True If True, the data is assumed to be identically distributed across the folds, and the loss minimized is the total loss per sample, and not the mean loss across the folds. cv : integer or cross-validation generator, optional If an integer is passed, it is the number of folds (default 3). Specific cross-validation objects can be passed, see sklearn.cross_validation module for the list of possible objects refit : boolean, default=True Refit the best estimator with the entire dataset. If "False", it is impossible to make predictions using this RandomizedSearchCV instance after fitting. verbose : integer Controls the verbosity: the higher, the more messages. random_state : int or RandomState Pseudo random number generator state used for random uniform sampling from lists of possible values instead of scipy.stats distributions. error_score : 'raise' (default) or numeric Value to assign to the score if an error occurs in estimator fitting. If set to 'raise', the error is raised. If a numeric value is given, FitFailedWarning is raised. This parameter does not affect the refit step, which will always raise the error. Attributes ---------- grid_scores_ : list of named tuples Contains scores for all parameter combinations in param_grid. Each entry corresponds to one parameter setting. Each named tuple has the attributes: * ``parameters``, a dict of parameter settings * ``mean_validation_score``, the mean score over the cross-validation folds * ``cv_validation_scores``, the list of scores for each fold best_estimator_ : estimator Estimator that was chosen by the search, i.e. estimator which gave highest score (or smallest loss if specified) on the left out data. Not available if refit=False. best_score_ : float Score of best_estimator on the left out data. best_params_ : dict Parameter setting that gave the best results on the hold out data. Notes ----- The parameters selected are those that maximize the score of the held-out data, according to the scoring parameter. If `n_jobs` was set to a value higher than one, the data is copied for each parameter setting(and not `n_jobs` times). This is done for efficiency reasons if individual jobs take very little time, but may raise errors if the dataset is large and not enough memory is available. A workaround in this case is to set `pre_dispatch`. Then, the memory is copied only `pre_dispatch` many times. A reasonable value for `pre_dispatch` is `2 * n_jobs`. See Also -------- :class:`GridSearchCV`: Does exhaustive search over a grid of parameters. :class:`ParameterSampler`: A generator over parameter settins, constructed from param_distributions. """ def __init__(self, estimator, param_distributions, n_iter=10, scoring=None, fit_params=None, n_jobs=1, iid=True, refit=True, cv=None, verbose=0, pre_dispatch='2*n_jobs', random_state=None, error_score='raise'): self.param_distributions = param_distributions self.n_iter = n_iter self.random_state = random_state super(RandomizedSearchCV, self).__init__( estimator=estimator, scoring=scoring, fit_params=fit_params, n_jobs=n_jobs, iid=iid, refit=refit, cv=cv, verbose=verbose, pre_dispatch=pre_dispatch, error_score=error_score) def fit(self, X, y=None): """Run fit on the estimator with randomly drawn parameters. Parameters ---------- X : array-like, shape = [n_samples, n_features] Training vector, where n_samples in the number of samples and n_features is the number of features. y : array-like, shape = [n_samples] or [n_samples, n_output], optional Target relative to X for classification or regression; None for unsupervised learning. """ sampled_params = ParameterSampler(self.param_distributions, self.n_iter, random_state=self.random_state) return self._fit(X, y, sampled_params)
bsd-3-clause
sanja7s/SR_Twitter
src_CAPITAL/BI_assortatvitity.py
1
2426
#!/usr/bin/env python # -*- coding: UTF-8 -*- ''' analyze assortativity of the graphs in terms of sentiment ''' from igraph import * import networkx as nx import os import numpy as np import matplotlib.mlab as mlab import matplotlib.pyplot as plt import os import matplotlib.cm as cm from collections import defaultdict import matplotlib import pandas as pd import seaborn as sns sns.set(color_codes=True, font_scale=2) sns.set_style('whitegrid') import pandas as pd from scipy import stats, integrate f_in_user_labels = "usr_num_CVs.tab" ################## f_in_user_taxons = "user_taxons.tab" f_in_user_concepts = "user_concepts.tab" f_in_user_entities = "user_entities.tab" f_in_num_tweets = "usr_num_tweets.tab" ######################### # f_in_user_sentiment = "user_sentiment.tab" # mention graph ######################### f_in_graph = "threshold_mention_graphs/directed_threshold0.tab" f_in_graph_weights = "threshold_mention_graphs/mention_graph_weights.dat" f_out_sent_mention_graph = "directed_threshold0_sent_val.tab" IN_DIR = "../../../DATA/CAPITAL/" f_out_mention = "sentiment_assortativity_mention_2.txt" ######################### f_in_graph_weights = "mention_graph_weights.dat" os.chdir(IN_DIR) ######################### # read from a file that is an edge list with weights ######################### def read_in_graph(): # for mention and convultion it is directed G = Graph.Read_Ncol(f_in_graph_weights, names=True, directed=True, weights=True) # for reciprocal it is undirected #G = Graph.Read_Ncol(f_in_graph, directed=False, weights=True) print f_in_graph return G def read_BI(): return pd.read_csv('BI_indexR_full.txt',\ encoding='utf-8', delim_whitespace=1) def BI_capital_assort(): bi = read_BI() print max(bi['bi']), min(bi['bi']) G = read_in_graph() bidict = bi.set_index('id')['bi'].to_dict() for el in bidict: if bidict[el] > 1: bidict[el] = 1 v = G.vs.select(name = str(el)) print el, v v["bi"] = bidict[el] to_delete_vertices = [v.index for v in G.vs if v["bi"] == None] print len(to_delete_vertices) G.delete_vertices(to_delete_vertices) summary(G) G.to_undirected(mode='mutual') not_connected_nodes = G.vs(_degree_eq=0) to_delete_vertices = not_connected_nodes print len(to_delete_vertices) G.delete_vertices(to_delete_vertices) summary(G) print "UNDIR BI assortativity is %f " % (G.assortativity("bi",directed=False)) BI_capital_assort()
mit
multivac61/pv
pv.py
1
4658
import argparse from sys import float_info from math import ceil import numpy as np from numpy.fft import fft, ifft from scipy.io import wavfile import matplotlib.pyplot as plt def stretch(x, alpha, window, num_channels, synthesis_hop_factor): """ Perform time stretch of a factor alpha to signal x x: input signal, alpha: time-stretch factor, num_channels: ?, synthesis_hop_factor: ?, returns: ? """ synthesis_hop_size = ceil(num_channels / synthesis_hop_factor) analysis_hop_size = ceil(synthesis_hop_size / alpha) # TODO: Should be able to completely reconstruct input signal if alpha == 1 x = np.pad(x, (synthesis_hop_size,)) y = np.zeros(max(x.size, ceil(x.size * alpha + x.size / analysis_hop_size * alpha))) ys_old = float_info.epsilon analysis_hop = synthesis_hop = 0 while analysis_hop <= x.size - (synthesis_hop_size + num_channels): # Spectra of two consecutive windows xs = fft(window * x[analysis_hop:analysis_hop + num_channels]) xt = fft(window * x[analysis_hop + synthesis_hop_size:analysis_hop + synthesis_hop_size + num_channels]) # IFFT and overlap and add ys = xt * (ys_old / xs) / abs(ys_old / xs) ys_old = ys y_cur = y[synthesis_hop:synthesis_hop + num_channels] y_cur = np.add(y_cur, window * np.real_if_close(ifft(ys)), out=y_cur, casting='unsafe') analysis_hop += analysis_hop_size synthesis_hop += synthesis_hop_size # TODO: AM scaling due to window sliding return y[synthesis_hop_size: ceil(x.size * alpha)] def sin_signal(fs, duration, f0): """ Generate a sinusoidal signal fs: sample frequency, duration: signal duration, f0: frequency returns: sinusoid of frequency f0 and length duration*fs """ return np.sin(2 * np.pi * f0 * np.linspace(0, duration, int(duration * fs), endpoint=False)) def normalize(x): """ Normalize signal from (min(x), max(x)) to (-1, 1) see: https://github.com/WeAreROLI/JUCE/blob/master/modules/juce_core/maths/juce_MathsFunctions.h#L127 """ return -1 + 2 * (x - x.min()) / x.ptp() if __name__ == '__main__': windows = {'bartlett': np.bartlett, 'blackman': np.blackman, 'hamming': np.hamming, 'hanning': np.hanning, 'kaiser': np.kaiser} parser = argparse.ArgumentParser(description='Phase Vocoder') parser.add_argument('--input_filename', type=str, help='Input filename') parser.add_argument('--test_duration', type=float, default=1.0, help='Test sin duration') parser.add_argument('--test_frequency', type=float, default=440.0, help='Test sin frequency') parser.add_argument('--test_sampling_frequency', type=int, default=44100, help='Test sin sampling frequency') parser.add_argument('--stretch_factor', type=float, default=2, help='Stretch factor') parser.add_argument('--num_channels', type=int, default=1024, help='Number of FFT channels') parser.add_argument('--synthesis_hop_factor', type=float, default=4, help='Synthesis hop factor') parser.add_argument('--window', choices=windows.keys(), default='hanning', help='Window function') parser.add_argument('--window_size', type=int, default=1024, help='Window size') parser.add_argument('--generate_figures', action='store_true', help='Should generate figures') parser.add_argument('--output_filename', type=str, default='output.wav', help='Output filename') args = parser.parse_args() (sampling_frequency, input_data), _ = wavfile.read( args.input_filename) if args.input_filename else args.test_sampling_frequency, sin_signal( args.test_sampling_frequency, args.test_duration, args.test_frequency) input_data = normalize(input_data) symmetric_window = windows[args.window](args.window_size) + [0] # symmetric about (size - 1) / 2 output_data = stretch(input_data, args.stretch_factor, symmetric_window, args.num_channels, args.synthesis_hop_factor) output_data = normalize(output_data) wavfile.write(args.output_filename, int(sampling_frequency), output_data) if args.generate_figures: plt.subplot(2, 1, 1) plt.plot(np.arange(input_data.size) / sampling_frequency, input_data) plt.title('Input') plt.xlabel('Time (s)') plt.ylabel('Amplitude') plt.subplot(2, 1, 2) plt.plot(np.arange(output_data.size) / sampling_frequency, output_data) plt.title('Output') plt.xlabel('Time (s)') plt.ylabel('Amplitude') plt.show()
mit
blaze/dask
dask/dataframe/io/tests/test_io.py
3
22234
import numpy as np import pandas as pd import pytest from threading import Lock from multiprocessing.pool import ThreadPool import dask.array as da import dask.dataframe as dd from dask.dataframe._compat import tm from dask.dataframe.io.io import _meta_from_array from dask.delayed import Delayed, delayed from dask.utils import tmpfile from dask.dataframe.utils import assert_eq, is_categorical_dtype #################### # Arrays and BColz # #################### def test_meta_from_array(): x = np.array([[1, 2], [3, 4]], dtype=np.int64) res = _meta_from_array(x) assert isinstance(res, pd.DataFrame) assert res[0].dtype == np.int64 assert res[1].dtype == np.int64 tm.assert_index_equal(res.columns, pd.Index([0, 1])) x = np.array([[1.0, 2.0], [3.0, 4.0]], dtype=np.float64) res = _meta_from_array(x, columns=["a", "b"]) assert isinstance(res, pd.DataFrame) assert res["a"].dtype == np.float64 assert res["b"].dtype == np.float64 tm.assert_index_equal(res.columns, pd.Index(["a", "b"])) with pytest.raises(ValueError): _meta_from_array(x, columns=["a", "b", "c"]) np.random.seed(42) x = np.random.rand(201, 2) x = dd.from_array(x, chunksize=50, columns=["a", "b"]) assert len(x.divisions) == 6 # Should be 5 partitions and the end def test_meta_from_1darray(): x = np.array([1.0, 2.0, 3.0], dtype=np.float64) res = _meta_from_array(x) assert isinstance(res, pd.Series) assert res.dtype == np.float64 x = np.array([1, 2, 3], dtype=np.object_) res = _meta_from_array(x, columns="x") assert isinstance(res, pd.Series) assert res.name == "x" assert res.dtype == np.object_ x = np.array([1, 2, 3], dtype=np.object_) res = _meta_from_array(x, columns=["x"]) assert isinstance(res, pd.DataFrame) assert res["x"].dtype == np.object_ tm.assert_index_equal(res.columns, pd.Index(["x"])) with pytest.raises(ValueError): _meta_from_array(x, columns=["a", "b"]) def test_meta_from_recarray(): x = np.array( [(i, i * 10) for i in range(10)], dtype=[("a", np.float64), ("b", np.int64)] ) res = _meta_from_array(x) assert isinstance(res, pd.DataFrame) assert res["a"].dtype == np.float64 assert res["b"].dtype == np.int64 tm.assert_index_equal(res.columns, pd.Index(["a", "b"])) res = _meta_from_array(x, columns=["b", "a"]) assert isinstance(res, pd.DataFrame) assert res["a"].dtype == np.float64 assert res["b"].dtype == np.int64 tm.assert_index_equal(res.columns, pd.Index(["b", "a"])) with pytest.raises(ValueError): _meta_from_array(x, columns=["a", "b", "c"]) def test_from_array(): x = np.arange(10 * 3).reshape(10, 3) d = dd.from_array(x, chunksize=4) assert isinstance(d, dd.DataFrame) tm.assert_index_equal(d.columns, pd.Index([0, 1, 2])) assert d.divisions == (0, 4, 8, 9) assert (d.compute().values == x).all() d = dd.from_array(x, chunksize=4, columns=list("abc")) assert isinstance(d, dd.DataFrame) tm.assert_index_equal(d.columns, pd.Index(["a", "b", "c"])) assert d.divisions == (0, 4, 8, 9) assert (d.compute().values == x).all() with pytest.raises(ValueError): dd.from_array(np.ones(shape=(10, 10, 10))) def test_from_array_with_record_dtype(): x = np.array([(i, i * 10) for i in range(10)], dtype=[("a", "i4"), ("b", "i4")]) d = dd.from_array(x, chunksize=4) assert isinstance(d, dd.DataFrame) assert list(d.columns) == ["a", "b"] assert d.divisions == (0, 4, 8, 9) assert (d.compute().to_records(index=False) == x).all() def test_from_bcolz_multiple_threads(): bcolz = pytest.importorskip("bcolz") pool = ThreadPool(processes=5) def check(i): t = bcolz.ctable( [[1, 2, 3], [1.0, 2.0, 3.0], ["a", "b", "a"]], names=["x", "y", "a"] ) d = dd.from_bcolz(t, chunksize=2) assert d.npartitions == 2 assert is_categorical_dtype(d.dtypes["a"]) assert list(d.x.compute(scheduler="sync")) == [1, 2, 3] assert list(d.a.compute(scheduler="sync")) == ["a", "b", "a"] d = dd.from_bcolz(t, chunksize=2, index="x") L = list(d.index.compute(scheduler="sync")) assert L == [1, 2, 3] or L == [1, 3, 2] # Names assert sorted(dd.from_bcolz(t, chunksize=2).dask) == sorted( dd.from_bcolz(t, chunksize=2).dask ) assert sorted(dd.from_bcolz(t, chunksize=2).dask) != sorted( dd.from_bcolz(t, chunksize=3).dask ) pool.map(check, range(5)) def test_from_bcolz(): bcolz = pytest.importorskip("bcolz") t = bcolz.ctable( [[1, 2, 3], [1.0, 2.0, 3.0], ["a", "b", "a"]], names=["x", "y", "a"] ) d = dd.from_bcolz(t, chunksize=2) assert d.npartitions == 2 assert is_categorical_dtype(d.dtypes["a"]) assert list(d.x.compute(scheduler="sync")) == [1, 2, 3] assert list(d.a.compute(scheduler="sync")) == ["a", "b", "a"] L = list(d.index.compute(scheduler="sync")) assert L == [0, 1, 2] d = dd.from_bcolz(t, chunksize=2, index="x") L = list(d.index.compute(scheduler="sync")) assert L == [1, 2, 3] or L == [1, 3, 2] # Names assert sorted(dd.from_bcolz(t, chunksize=2).dask) == sorted( dd.from_bcolz(t, chunksize=2).dask ) assert sorted(dd.from_bcolz(t, chunksize=2).dask) != sorted( dd.from_bcolz(t, chunksize=3).dask ) dsk = dd.from_bcolz(t, chunksize=3).dask t.append((4, 4.0, "b")) t.flush() assert sorted(dd.from_bcolz(t, chunksize=2).dask) != sorted(dsk) def test_from_bcolz_no_lock(): bcolz = pytest.importorskip("bcolz") locktype = type(Lock()) t = bcolz.ctable( [[1, 2, 3], [1.0, 2.0, 3.0], ["a", "b", "a"]], names=["x", "y", "a"], chunklen=2 ) a = dd.from_bcolz(t, chunksize=2) b = dd.from_bcolz(t, chunksize=2, lock=True) c = dd.from_bcolz(t, chunksize=2, lock=False) assert_eq(a, b) assert_eq(a, c) assert not any(isinstance(item, locktype) for v in c.dask.values() for item in v) def test_from_bcolz_filename(): bcolz = pytest.importorskip("bcolz") with tmpfile(".bcolz") as fn: t = bcolz.ctable( [[1, 2, 3], [1.0, 2.0, 3.0], ["a", "b", "a"]], names=["x", "y", "a"], rootdir=fn, ) t.flush() d = dd.from_bcolz(fn, chunksize=2) assert list(d.x.compute()) == [1, 2, 3] def test_from_bcolz_column_order(): bcolz = pytest.importorskip("bcolz") t = bcolz.ctable( [[1, 2, 3], [1.0, 2.0, 3.0], ["a", "b", "a"]], names=["x", "y", "a"] ) df = dd.from_bcolz(t, chunksize=2) assert list(df.loc[0].compute().columns) == ["x", "y", "a"] def test_from_pandas_dataframe(): a = list("aaaaaaabbbbbbbbccccccc") df = pd.DataFrame( dict(a=a, b=np.random.randn(len(a))), index=pd.date_range(start="20120101", periods=len(a)), ) ddf = dd.from_pandas(df, 3) assert len(ddf.dask) == 3 assert len(ddf.divisions) == len(ddf.dask) + 1 assert isinstance(ddf.divisions[0], type(df.index[0])) tm.assert_frame_equal(df, ddf.compute()) ddf = dd.from_pandas(df, chunksize=8) msg = "Exactly one of npartitions and chunksize must be specified." with pytest.raises(ValueError) as err: dd.from_pandas(df, npartitions=2, chunksize=2) assert msg in str(err.value) with pytest.raises((ValueError, AssertionError)) as err: dd.from_pandas(df) assert msg in str(err.value) assert len(ddf.dask) == 3 assert len(ddf.divisions) == len(ddf.dask) + 1 assert isinstance(ddf.divisions[0], type(df.index[0])) tm.assert_frame_equal(df, ddf.compute()) def test_from_pandas_small(): df = pd.DataFrame({"x": [1, 2, 3]}) for i in [1, 2, 30]: a = dd.from_pandas(df, i) assert len(a.compute()) == 3 assert a.divisions[0] == 0 assert a.divisions[-1] == 2 a = dd.from_pandas(df, chunksize=i) assert len(a.compute()) == 3 assert a.divisions[0] == 0 assert a.divisions[-1] == 2 for sort in [True, False]: for i in [0, 2]: df = pd.DataFrame({"x": [0] * i}) ddf = dd.from_pandas(df, npartitions=5, sort=sort) assert_eq(df, ddf) s = pd.Series([0] * i, name="x", dtype=int) ds = dd.from_pandas(s, npartitions=5, sort=sort) assert_eq(s, ds) @pytest.mark.parametrize("n", [1, 2, 4, 5]) def test_from_pandas_npartitions_is_accurate(n): df = pd.DataFrame( {"x": [1, 2, 3, 4, 5, 6], "y": list("abdabd")}, index=[10, 20, 30, 40, 50, 60] ) assert dd.from_pandas(df, npartitions=n).npartitions <= n def test_from_pandas_series(): n = 20 s = pd.Series(np.random.randn(n), index=pd.date_range(start="20120101", periods=n)) ds = dd.from_pandas(s, 3) assert len(ds.dask) == 3 assert len(ds.divisions) == len(ds.dask) + 1 assert isinstance(ds.divisions[0], type(s.index[0])) tm.assert_series_equal(s, ds.compute()) ds = dd.from_pandas(s, chunksize=8) assert len(ds.dask) == 3 assert len(ds.divisions) == len(ds.dask) + 1 assert isinstance(ds.divisions[0], type(s.index[0])) tm.assert_series_equal(s, ds.compute()) def test_from_pandas_non_sorted(): df = pd.DataFrame({"x": [1, 2, 3]}, index=[3, 1, 2]) ddf = dd.from_pandas(df, npartitions=2, sort=False) assert not ddf.known_divisions assert_eq(df, ddf) ddf = dd.from_pandas(df, chunksize=2, sort=False) assert not ddf.known_divisions assert_eq(df, ddf) def test_from_pandas_single_row(): df = pd.DataFrame({"x": [1]}, index=[1]) ddf = dd.from_pandas(df, npartitions=1) assert ddf.divisions == (1, 1) assert_eq(ddf, df) def test_from_pandas_with_datetime_index(): df = pd.DataFrame( { "Date": [ "2015-08-28", "2015-08-27", "2015-08-26", "2015-08-25", "2015-08-24", "2015-08-21", "2015-08-20", "2015-08-19", "2015-08-18", ], "Val": list(range(9)), } ) df.Date = df.Date.astype("datetime64[ns]") ddf = dd.from_pandas(df, 2) assert_eq(df, ddf) ddf = dd.from_pandas(df, chunksize=2) assert_eq(df, ddf) def test_DataFrame_from_dask_array(): x = da.ones((10, 3), chunks=(4, 2)) df = dd.from_dask_array(x, ["a", "b", "c"]) assert isinstance(df, dd.DataFrame) tm.assert_index_equal(df.columns, pd.Index(["a", "b", "c"])) assert list(df.divisions) == [0, 4, 8, 9] assert (df.compute(scheduler="sync").values == x.compute(scheduler="sync")).all() # dd.from_array should re-route to from_dask_array df2 = dd.from_array(x, columns=["a", "b", "c"]) assert isinstance(df, dd.DataFrame) tm.assert_index_equal(df2.columns, df.columns) assert df2.divisions == df.divisions def test_Series_from_dask_array(): x = da.ones(10, chunks=4) ser = dd.from_dask_array(x, "a") assert isinstance(ser, dd.Series) assert ser.name == "a" assert list(ser.divisions) == [0, 4, 8, 9] assert (ser.compute(scheduler="sync").values == x.compute(scheduler="sync")).all() ser = dd.from_dask_array(x) assert isinstance(ser, dd.Series) assert ser.name is None # dd.from_array should re-route to from_dask_array ser2 = dd.from_array(x) assert isinstance(ser2, dd.Series) assert_eq(ser, ser2) @pytest.mark.parametrize("as_frame", [True, False]) def test_from_dask_array_index(as_frame): s = dd.from_pandas(pd.Series(range(10), index=list("abcdefghij")), npartitions=3) if as_frame: s = s.to_frame() result = dd.from_dask_array(s.values, index=s.index) assert_eq(s, result) def test_from_dask_array_index_raises(): x = da.random.uniform(size=(10,), chunks=(5,)) with pytest.raises(ValueError) as m: dd.from_dask_array(x, index=pd.Index(np.arange(10))) assert m.match("must be an instance") a = dd.from_pandas(pd.Series(range(12)), npartitions=2) b = dd.from_pandas(pd.Series(range(12)), npartitions=4) with pytest.raises(ValueError) as m: dd.from_dask_array(a.values, index=b.index) assert m.match("index") assert m.match("number") assert m.match("blocks") assert m.match("4 != 2") def test_from_dask_array_compat_numpy_array(): x = da.ones((3, 3, 3), chunks=2) with pytest.raises(ValueError): dd.from_dask_array(x) # dask with pytest.raises(ValueError): dd.from_array(x.compute()) # numpy x = da.ones((10, 3), chunks=(3, 3)) d1 = dd.from_dask_array(x) # dask assert isinstance(d1, dd.DataFrame) assert (d1.compute().values == x.compute()).all() tm.assert_index_equal(d1.columns, pd.Index([0, 1, 2])) d2 = dd.from_array(x.compute()) # numpy assert isinstance(d1, dd.DataFrame) assert (d2.compute().values == x.compute()).all() tm.assert_index_equal(d2.columns, pd.Index([0, 1, 2])) with pytest.raises(ValueError): dd.from_dask_array(x, columns=["a"]) # dask with pytest.raises(ValueError): dd.from_array(x.compute(), columns=["a"]) # numpy d1 = dd.from_dask_array(x, columns=["a", "b", "c"]) # dask assert isinstance(d1, dd.DataFrame) assert (d1.compute().values == x.compute()).all() tm.assert_index_equal(d1.columns, pd.Index(["a", "b", "c"])) d2 = dd.from_array(x.compute(), columns=["a", "b", "c"]) # numpy assert isinstance(d1, dd.DataFrame) assert (d2.compute().values == x.compute()).all() tm.assert_index_equal(d2.columns, pd.Index(["a", "b", "c"])) def test_from_dask_array_compat_numpy_array_1d(): x = da.ones(10, chunks=3) d1 = dd.from_dask_array(x) # dask assert isinstance(d1, dd.Series) assert (d1.compute().values == x.compute()).all() assert d1.name is None d2 = dd.from_array(x.compute()) # numpy assert isinstance(d1, dd.Series) assert (d2.compute().values == x.compute()).all() assert d2.name is None d1 = dd.from_dask_array(x, columns="name") # dask assert isinstance(d1, dd.Series) assert (d1.compute().values == x.compute()).all() assert d1.name == "name" d2 = dd.from_array(x.compute(), columns="name") # numpy assert isinstance(d1, dd.Series) assert (d2.compute().values == x.compute()).all() assert d2.name == "name" # passing list via columns results in DataFrame d1 = dd.from_dask_array(x, columns=["name"]) # dask assert isinstance(d1, dd.DataFrame) assert (d1.compute().values == x.compute()).all() tm.assert_index_equal(d1.columns, pd.Index(["name"])) d2 = dd.from_array(x.compute(), columns=["name"]) # numpy assert isinstance(d1, dd.DataFrame) assert (d2.compute().values == x.compute()).all() tm.assert_index_equal(d2.columns, pd.Index(["name"])) def test_from_dask_array_struct_dtype(): x = np.array([(1, "a"), (2, "b")], dtype=[("a", "i4"), ("b", "object")]) y = da.from_array(x, chunks=(1,)) df = dd.from_dask_array(y) tm.assert_index_equal(df.columns, pd.Index(["a", "b"])) assert_eq(df, pd.DataFrame(x)) assert_eq( dd.from_dask_array(y, columns=["b", "a"]), pd.DataFrame(x, columns=["b", "a"]) ) def test_from_dask_array_unknown_chunks(): # Series dx = da.Array( {("x", 0): np.arange(5), ("x", 1): np.arange(5, 11)}, "x", ((np.nan, np.nan),), np.arange(1).dtype, ) df = dd.from_dask_array(dx) assert isinstance(df, dd.Series) assert not df.known_divisions assert_eq(df, pd.Series(np.arange(11)), check_index=False) # DataFrame dsk = {("x", 0, 0): np.random.random((2, 3)), ("x", 1, 0): np.random.random((5, 3))} dx = da.Array(dsk, "x", ((np.nan, np.nan), (3,)), np.float64) df = dd.from_dask_array(dx) assert isinstance(df, dd.DataFrame) assert not df.known_divisions assert_eq(df, pd.DataFrame(dx.compute()), check_index=False) # Unknown width dx = da.Array(dsk, "x", ((np.nan, np.nan), (np.nan,)), np.float64) with pytest.raises(ValueError): df = dd.from_dask_array(dx) def test_to_bag(): pytest.importorskip("dask.bag") a = pd.DataFrame( {"x": ["a", "b", "c", "d"], "y": [2, 3, 4, 5]}, index=pd.Index([1.0, 2.0, 3.0, 4.0], name="ind"), ) ddf = dd.from_pandas(a, 2) assert ddf.to_bag().compute() == list(a.itertuples(False)) assert ddf.to_bag(True).compute() == list(a.itertuples(True)) assert ddf.x.to_bag(True).compute() == list(a.x.iteritems()) assert ddf.x.to_bag().compute() == list(a.x) def test_to_records(): pytest.importorskip("dask.array") from dask.array.utils import assert_eq df = pd.DataFrame( {"x": ["a", "b", "c", "d"], "y": [2, 3, 4, 5]}, index=pd.Index([1.0, 2.0, 3.0, 4.0], name="ind"), ) ddf = dd.from_pandas(df, 2) assert_eq(df.to_records(), ddf.to_records()) @pytest.mark.parametrize("lengths", [[2, 2], True]) def test_to_records_with_lengths(lengths): pytest.importorskip("dask.array") from dask.array.utils import assert_eq df = pd.DataFrame( {"x": ["a", "b", "c", "d"], "y": [2, 3, 4, 5]}, index=pd.Index([1.0, 2.0, 3.0, 4.0], name="ind"), ) ddf = dd.from_pandas(df, 2) result = ddf.to_records(lengths=lengths) assert_eq(df.to_records(), result) assert isinstance(result, da.Array) expected_chunks = ((2, 2),) assert result.chunks == expected_chunks def test_to_records_raises(): pytest.importorskip("dask.array") df = pd.DataFrame( {"x": ["a", "b", "c", "d"], "y": [2, 3, 4, 5]}, index=pd.Index([1.0, 2.0, 3.0, 4.0], name="ind"), ) ddf = dd.from_pandas(df, 2) with pytest.raises(ValueError): ddf.to_records(lengths=[2, 2, 2]) pytest.fail("3 != 2") with pytest.raises(ValueError): ddf.to_records(lengths=5) pytest.fail("Unexpected value") def test_from_delayed(): df = pd.DataFrame(data=np.random.normal(size=(10, 4)), columns=list("abcd")) parts = [df.iloc[:1], df.iloc[1:3], df.iloc[3:6], df.iloc[6:10]] dfs = [delayed(parts.__getitem__)(i) for i in range(4)] meta = dfs[0].compute() my_len = lambda x: pd.Series([len(x)]) for divisions in [None, [0, 1, 3, 6, 10]]: ddf = dd.from_delayed(dfs, meta=meta, divisions=divisions) assert_eq(ddf, df) assert list(ddf.map_partitions(my_len).compute()) == [1, 2, 3, 4] assert ddf.known_divisions == (divisions is not None) s = dd.from_delayed([d.a for d in dfs], meta=meta.a, divisions=divisions) assert_eq(s, df.a) assert list(s.map_partitions(my_len).compute()) == [1, 2, 3, 4] assert ddf.known_divisions == (divisions is not None) meta2 = [(c, "f8") for c in df.columns] assert_eq(dd.from_delayed(dfs, meta=meta2), df) assert_eq(dd.from_delayed([d.a for d in dfs], meta=("a", "f8")), df.a) with pytest.raises(ValueError): dd.from_delayed(dfs, meta=meta, divisions=[0, 1, 3, 6]) with pytest.raises(ValueError) as e: dd.from_delayed(dfs, meta=meta.a).compute() assert str(e.value).startswith("Metadata mismatch found in `from_delayed`") def test_from_delayed_misordered_meta(): df = pd.DataFrame( columns=["(1)", "(2)", "date", "ent", "val"], data=[range(i * 5, i * 5 + 5) for i in range(3)], index=range(3), ) # meta with different order for columns misordered_meta = pd.DataFrame( columns=["date", "ent", "val", "(1)", "(2)"], data=[range(5)] ) ddf = dd.from_delayed([delayed(lambda: df)()], meta=misordered_meta) with pytest.raises(ValueError) as info: # produces dataframe which does not match meta ddf.reset_index().compute(scheduler="sync") msg = ( "The columns in the computed data do not match the columns in the" " provided metadata" ) assert msg in str(info.value) def test_from_delayed_sorted(): a = pd.DataFrame({"x": [1, 2]}, index=[1, 10]) b = pd.DataFrame({"x": [4, 1]}, index=[100, 200]) A = dd.from_delayed([delayed(a), delayed(b)], divisions="sorted") assert A.known_divisions assert A.divisions == (1, 100, 200) def test_to_delayed(): df = pd.DataFrame({"x": [1, 2, 3, 4], "y": [10, 20, 30, 40]}) ddf = dd.from_pandas(df, npartitions=2) # Frame a, b = ddf.to_delayed() assert isinstance(a, Delayed) assert isinstance(b, Delayed) assert_eq(a.compute(), df.iloc[:2]) # Scalar x = ddf.x.sum() dx = x.to_delayed() assert isinstance(dx, Delayed) assert_eq(dx.compute(), x) def test_to_delayed_optimize_graph(): df = pd.DataFrame({"x": list(range(20))}) ddf = dd.from_pandas(df, npartitions=20) ddf2 = (ddf + 1).loc[:2] # Frame d = ddf2.to_delayed()[0] assert len(d.dask) < 20 d2 = ddf2.to_delayed(optimize_graph=False)[0] assert sorted(d2.dask) == sorted(ddf2.dask) assert_eq(ddf2.get_partition(0), d.compute()) assert_eq(ddf2.get_partition(0), d2.compute()) # Scalar x = ddf2.x.sum() dx = x.to_delayed() dx2 = x.to_delayed(optimize_graph=False) assert len(dx.dask) < len(dx2.dask) assert_eq(dx.compute(), dx2.compute()) def test_from_dask_array_index_dtype(): x = da.ones((10,), chunks=(5,)) df = pd.DataFrame( { "date": pd.date_range("2019-01-01", periods=10, freq="1T"), "val1": list(range(10)), } ) ddf = dd.from_pandas(df, npartitions=2).set_index("date") ddf2 = dd.from_dask_array(x, index=ddf.index, columns="val2") assert ddf.index.dtype == ddf2.index.dtype assert ddf.index.name == ddf2.index.name df = pd.DataFrame({"idx": np.arange(0, 1, 0.1), "val1": list(range(10))}) ddf = dd.from_pandas(df, npartitions=2).set_index("idx") ddf2 = dd.from_dask_array(x, index=ddf.index, columns="val2") assert ddf.index.dtype == ddf2.index.dtype assert ddf.index.name == ddf2.index.name
bsd-3-clause
hep-cce/ml_classification_studies
cosmoDNN/GAN/GANlens.py
2
10732
from __future__ import print_function import keras from keras.models import Sequential, Model from keras.layers import Input, Dense, Dropout, merge, Reshape from keras import backend as K import numpy as np from keras.layers.core import Dense, Dropout, Activation, Flatten from keras.layers.convolutional import Conv2D, MaxPooling2D, UpSampling2D, ZeroPadding2D, Convolution2D from keras.optimizers import SGD, RMSprop, Adadelta, Adam from keras.utils import np_utils from keras.layers.advanced_activations import LeakyReLU from keras.layers.normalization import * import matplotlib matplotlib.use('Agg') import matplotlib.pyplot as plt import tensorflow as tf config = tf.ConfigProto() config.gpu_options.allow_growth = True session = tf.Session(config=config) #gpu_options = tf.GPUOptions(per_process_gpu_memory_fraction=0.333) #sess = tf.Session(config=tf.ConfigProto(gpu_options=gpu_options)) if 'session' in locals() and session is not None: print('Close interactive session') session.close() gpu_options = tf.GPUOptions(per_process_gpu_memory_fraction=0.3) sess = tf.Session(config=tf.ConfigProto(allow_soft_placement=True, log_device_placement=True)) #print(tf.__version__) print(keras.__version__) import os os.environ["KERAS_BACKEND"] = "theano" import time import glob K.set_image_dim_ordering('tf') time_i = time.time() from keras.preprocessing.image import ImageDataGenerator data_augmentation = True batch_size = 32 num_classes = 2 num_epoch = 1000 #2000 pre_train_size = 200 filter_factor = 40 learning_rate_gen = 1e-4 # Warning: lr and decay vary across optimizers learning_rate_dis = 1e-5 # Warning: lr and decay vary across optimizers learning_rate_gan = 1e-5 # Warning: lr and decay vary across optimizers decay_rate = 0.1 dropout_rate = 0.25 opti_id = 1 # [SGD, Adam, Adadelta, RMSprop] loss_id = 0 # [mse, mae] # mse is always better Dir0 = '../../../' Dir1 = Dir0 + 'AllTrainTestSets/Encoder/' #Dir0 = './' #Dir1 = '/home/nes/Desktop/ConvNetData/lens/Encoder/' Dir2 = ['single/', 'stack/'][1] data_path = Dir1 + Dir2 DirOutType = ['noisy0', 'noisy1', 'noiseless'] # check above too image_size = img_rows = img_cols = 45 num_channel = 1 num_files = 9000 train_split = 0.8 # 80 percent num_train = int(train_split*num_files) fileOut = 'GAN' + str(opti_id) + '_loss' + str(loss_id) + '_lrGen_' + str(learning_rate_gen)+ '_lrDis_' + str(learning_rate_dis) + '_lrGAN_' +str(learning_rate_gan) + '_decay' + str(decay_rate) + '_batch' + str(batch_size) + '_epoch' + str(num_epoch) def load_train(fnames): img_data_list = [] filelist = sorted(glob.glob(fnames + '/*npy'))[:num_files] for fileIn in filelist: # restricting #files now [:num_files] # print(fileIn) img_data = np.load(fileIn) img_data = img_data[:28, :28] # comment later # print(fileIn) ravelTrue = False if ravelTrue: img_data = np.ravel(np.array(img_data)) img_data = img_data.astype('float32') img_data /= 255. expandTrue = True if expandTrue: img_data = np.expand_dims(img_data, axis=4) # print (img_data.shape) img_data_list.append(img_data) # print(np.array(img_data_list).shape) X_train = np.array(img_data_list) # labels = np.load(fnames +'_5para.npy')[:num_files] print (X_train.shape) labels = np.ones([X_train.shape[0], ]) y_train = np_utils.to_categorical(labels, num_classes) np.random.seed(12345) shuffleOrder = np.arange(X_train.shape[0]) # np.random.shuffle(shuffleOrder) # print(shuffleOrder) X_train = X_train[shuffleOrder] y_train = y_train[shuffleOrder] return X_train, y_train def make_trainable(net, val): net.trainable = val for l in net.layers: l.trainable = val fnames = data_path + DirOutType[2] #'noiseless' noiseless_data, noiseless_target = load_train(fnames) x_train = noiseless_data[0:num_train] y_train = noiseless_target[0:num_train] x_val = noiseless_data[num_train:num_files] y_val = noiseless_target[num_train:num_files] print('x_train shape:', x_train.shape) print('y_train shape:', y_train.shape) # Build Generative model ... def Generator(): # filter_factor = 40 g_input = Input(shape=[100]) H = Dense( filter_factor*14*14, init='glorot_normal')(g_input) # H = BatchNormalization(mode=2)(H) # Commented by Nesar H = BatchNormalization()(H) H = Activation('relu')(H) H = Reshape( [14, 14, int(filter_factor)] )(H) H = UpSampling2D(size=(2, 2))(H) H = Convolution2D(3, 3, int(filter_factor/2), border_mode='same', init='glorot_uniform')(H) # H = BatchNormalization(mode=2)(H) # Commented by Nesar H = BatchNormalization()(H) H = Activation('relu')(H) H = Convolution2D(3, 3, int(filter_factor/4), border_mode='same', init='glorot_uniform')(H) # H = BatchNormalization(mode=2)(H) # Commented by Nesar H = BatchNormalization()(H) H = Activation('relu')(H) H = Convolution2D(1, 1, 1, border_mode='same', init='glorot_uniform')(H) g_V = Activation('sigmoid')(H) generator = Model(g_input,g_V) opt_gen = Adam(lr=learning_rate_gen, decay=decay_rate) generator.compile(loss='binary_crossentropy', optimizer=opt_gen) # generator.summary() return generator # Build Discriminative model def Discriminator(): d_input = Input(shape=x_train.shape[1:]) H = Convolution2D(5, 5, 256, subsample=(2, 2), border_mode = 'same', activation='relu')(d_input) H = LeakyReLU(0.2)(H) H = Dropout(dropout_rate)(H) H = Convolution2D(5, 5, 512, subsample=(2, 2), border_mode = 'same', activation='relu')(H) H = LeakyReLU(0.2)(H) H = Dropout(dropout_rate)(H) H = Flatten()(H) H = Dense(256)(H) H = LeakyReLU(0.2)(H) H = Dropout(dropout_rate)(H) d_V = Dense(2,activation='softmax')(H) discriminator = Model(d_input,d_V) opt_dis = Adam(lr=learning_rate_dis, decay=decay_rate) discriminator.compile(loss='categorical_crossentropy', optimizer= opt_dis) discriminator.summary() return discriminator generator = Generator() discriminator = Discriminator() # Freeze weights in the discriminator for stacked training make_trainable(discriminator, False) # Build stacked GAN model gan_input = Input(shape=[100]) H = generator(gan_input) gan_V = discriminator(H) GAN = Model(gan_input, gan_V) opt_gan = Adam(lr=learning_rate_gan, decay=decay_rate) GAN.compile(loss='categorical_crossentropy', optimizer= opt_gan) GAN.summary() #################################################################################################### # Pre-training PreTrain = True if PreTrain: ntrain = pre_train_size np.random.seed(123) trainidx = np.random.randint(0, x_train.shape[0], size = ntrain) x_train_selected = x_train[trainidx, :, :, :] # Pre-train the discriminator network ... noise_gen = np.random.uniform(0, 1, size=[x_train_selected.shape[0], 100]) generated_images = generator.predict(noise_gen) x_stacked = np.concatenate((x_train_selected, generated_images)) n = x_train_selected.shape[0] y_init = np.zeros([2 * n, 2]) y_init[:n, 1] = 1 y_init[n:, 0] = 1 make_trainable(discriminator, True) discriminator.fit( x_stacked, y_init, nb_epoch=1, batch_size=32) y_hat = discriminator.predict(x_stacked) y_hat_idx = np.argmax(y_hat, axis=1) y_idx = np.argmax(y_init, axis=1) diff = y_idx - y_hat_idx n_tot = y_init.shape[0] n_rig = (diff == 0).sum() acc = n_rig * 100.0 / n_tot print("Accuracy: %0.02f pct (%d of %d) right" % (acc, n_rig, n_tot)) def plot_loss(losses): # display.clear_output(wait=True) # display.display(plt.gcf()) plt.figure(figsize=(7,5)) plt.plot(losses["dis"], label='discriminative loss') plt.plot(losses["gen"], label='generative loss') plt.legend() # plt.show() plt.savefig('plots/loss'+fileOut +'.pdf') def plot_gen(n_ex=16,dim=(4,4), figsize=(8,8) ): noise = np.random.uniform(0, 1, size=[n_ex, 100]) generated_images = generator.predict(noise) plt.figure(figsize=figsize) for i in range(generated_images.shape[0]): plt.subplot(dim[0], dim[1], i+1) img = generated_images[i,:,:,0] plt.imshow(img) plt.axis('off') plt.tight_layout() # plt.show() plt.savefig('plots/generated_images'+fileOut+'.pdf') # set up loss storage vector losses = {"dis":[], "gen":[]} def train_for_n(nb_epoch=20, plt_frq=20, BATCH_SIZE=16): for e in (range(nb_epoch)): if (e%100==0): print("epoch: %d" %e) # Make generative images image_batch = x_train[np.random.randint(0, x_train.shape[0], size=BATCH_SIZE), :, :, :] noise_gen = np.random.uniform(0, 1, size=[BATCH_SIZE, 100]) generated_images = generator.predict(noise_gen) # Train discriminator on generated images X = np.concatenate((image_batch, generated_images)) y = np.zeros([2 * BATCH_SIZE, 2]) y[0:BATCH_SIZE, 1] = 1 y[BATCH_SIZE:, 0] = 1 make_trainable(discriminator, True) dis_loss = discriminator.train_on_batch(X, y) losses["dis"].append(dis_loss) # train Generator-Discriminator stack on input noise to non-generated output class noise_tr = np.random.uniform(0, 1, size=[BATCH_SIZE, 100]) y2 = np.zeros([BATCH_SIZE, 2]) y2[:, 1] = 1 make_trainable(discriminator, False) gen_loss = GAN.train_on_batch(noise_tr, y2) losses["gen"].append(gen_loss) # Updates plots if e % plt_frq == plt_frq - 1: plot_loss(losses) plot_gen() # K.set_value(opt.lr, 1e-5) # K.set_value(dopt.lr, 1e-6) train_for_n(nb_epoch= num_epoch, plt_frq= num_epoch, BATCH_SIZE=batch_size) plot_gen(16, (4,4), (8,8)) plot_loss(losses) def plot_real(n_ex=16, dim=(4, 4), figsize=(8, 8)): idx = np.random.randint(0, x_train.shape[0], n_ex) generated_images = x_train[idx, :, :, :] plt.figure(figsize=figsize) for i in range(generated_images.shape[0]): plt.subplot(dim[0], dim[1], i + 1) img = generated_images[i, :, :, 0] plt.imshow(img) plt.axis('off') plt.tight_layout() plt.savefig('plots/real_images'+fileOut+'.pdf') # plt.show() plot_real() # plt.show() generator.save('ModelOutGAN/GANGenerate_' + fileOut + '.hdf5') discriminator.save('ModelOutGAN/GANdiscriminate_' + fileOut + '.hdf5') GAN.save('ModelOutGAN/GAN_' + fileOut + '.hdf5') # np.save('ModelOutEncode/Generate' + fileOut + '.npy', training_hist) print (50 * '-') time_j = time.time() print(time_j - time_i, 'seconds') print (50 * '-')
gpl-3.0
kiyoto/statsmodels
statsmodels/tsa/tests/test_arima.py
9
89483
import warnings from statsmodels.compat.python import lrange, BytesIO import numpy as np from nose.tools import nottest from numpy.testing import (assert_almost_equal, assert_, assert_allclose, assert_raises, dec, TestCase) from statsmodels.tools.testing import assert_equal import statsmodels.sandbox.tsa.fftarma as fa from statsmodels.tsa.arma_mle import Arma from statsmodels.tsa.arima_model import ARMA, ARIMA from statsmodels.regression.linear_model import OLS from statsmodels.tsa.base.datetools import dates_from_range from .results import results_arma, results_arima import os from statsmodels.tsa.arima_process import arma_generate_sample from statsmodels.datasets.macrodata import load as load_macrodata from statsmodels.datasets.macrodata import load_pandas as load_macrodata_pandas import pandas try: import matplotlib.pyplot as plt have_matplotlib = True except: have_matplotlib = False DECIMAL_4 = 4 DECIMAL_3 = 3 DECIMAL_2 = 2 DECIMAL_1 = 1 current_path = os.path.dirname(os.path.abspath(__file__)) y_arma = np.genfromtxt(open(current_path + '/results/y_arma_data.csv', "rb"), delimiter=",", skip_header=1, dtype=float) cpi_dates = dates_from_range('1959Q1', '2009Q3') cpi_predict_dates = dates_from_range('2009Q3', '2015Q4') sun_dates = dates_from_range('1700', '2008') sun_predict_dates = dates_from_range('2008', '2033') from pandas import DatetimeIndex # pylint: disable-msg=E0611 cpi_dates = DatetimeIndex(cpi_dates, freq='infer') sun_dates = DatetimeIndex(sun_dates, freq='infer') cpi_predict_dates = DatetimeIndex(cpi_predict_dates, freq='infer') sun_predict_dates = DatetimeIndex(sun_predict_dates, freq='infer') def test_compare_arma(): #this is a preliminary test to compare arma_kf, arma_cond_ls and arma_cond_mle #the results returned by the fit methods are incomplete #for now without random.seed np.random.seed(9876565) x = fa.ArmaFft([1, -0.5], [1., 0.4], 40).generate_sample(nsample=200, burnin=1000) # this used kalman filter through descriptive #d = ARMA(x) #d.fit((1,1), trend='nc') #dres = d.res modkf = ARMA(x, (1,1)) ##rkf = mkf.fit((1,1)) ##rkf.params reskf = modkf.fit(trend='nc', disp=-1) dres = reskf modc = Arma(x) resls = modc.fit(order=(1,1)) rescm = modc.fit_mle(order=(1,1), start_params=[0.4,0.4, 1.], disp=0) #decimal 1 corresponds to threshold of 5% difference #still different sign corrcted #assert_almost_equal(np.abs(resls[0] / d.params), np.ones(d.params.shape), decimal=1) assert_almost_equal(resls[0] / dres.params, np.ones(dres.params.shape), decimal=1) #rescm also contains variance estimate as last element of params #assert_almost_equal(np.abs(rescm.params[:-1] / d.params), np.ones(d.params.shape), decimal=1) assert_almost_equal(rescm.params[:-1] / dres.params, np.ones(dres.params.shape), decimal=1) #return resls[0], d.params, rescm.params class CheckArmaResultsMixin(object): """ res2 are the results from gretl. They are in results/results_arma. res1 are from statsmodels """ decimal_params = DECIMAL_4 def test_params(self): assert_almost_equal(self.res1.params, self.res2.params, self.decimal_params) decimal_aic = DECIMAL_4 def test_aic(self): assert_almost_equal(self.res1.aic, self.res2.aic, self.decimal_aic) decimal_bic = DECIMAL_4 def test_bic(self): assert_almost_equal(self.res1.bic, self.res2.bic, self.decimal_bic) decimal_arroots = DECIMAL_4 def test_arroots(self): assert_almost_equal(self.res1.arroots, self.res2.arroots, self.decimal_arroots) decimal_maroots = DECIMAL_4 def test_maroots(self): assert_almost_equal(self.res1.maroots, self.res2.maroots, self.decimal_maroots) decimal_bse = DECIMAL_2 def test_bse(self): assert_almost_equal(self.res1.bse, self.res2.bse, self.decimal_bse) decimal_cov_params = DECIMAL_4 def test_covparams(self): assert_almost_equal(self.res1.cov_params(), self.res2.cov_params, self.decimal_cov_params) decimal_hqic = DECIMAL_4 def test_hqic(self): assert_almost_equal(self.res1.hqic, self.res2.hqic, self.decimal_hqic) decimal_llf = DECIMAL_4 def test_llf(self): assert_almost_equal(self.res1.llf, self.res2.llf, self.decimal_llf) decimal_resid = DECIMAL_4 def test_resid(self): assert_almost_equal(self.res1.resid, self.res2.resid, self.decimal_resid) decimal_fittedvalues = DECIMAL_4 def test_fittedvalues(self): assert_almost_equal(self.res1.fittedvalues, self.res2.fittedvalues, self.decimal_fittedvalues) decimal_pvalues = DECIMAL_2 def test_pvalues(self): assert_almost_equal(self.res1.pvalues, self.res2.pvalues, self.decimal_pvalues) decimal_t = DECIMAL_2 # only 2 decimal places in gretl output def test_tvalues(self): assert_almost_equal(self.res1.tvalues, self.res2.tvalues, self.decimal_t) decimal_sigma2 = DECIMAL_4 def test_sigma2(self): assert_almost_equal(self.res1.sigma2, self.res2.sigma2, self.decimal_sigma2) def test_summary(self): # smoke tests table = self.res1.summary() class CheckForecastMixin(object): decimal_forecast = DECIMAL_4 def test_forecast(self): assert_almost_equal(self.res1.forecast_res, self.res2.forecast, self.decimal_forecast) decimal_forecasterr = DECIMAL_4 def test_forecasterr(self): assert_almost_equal(self.res1.forecast_err, self.res2.forecasterr, self.decimal_forecasterr) class CheckDynamicForecastMixin(object): decimal_forecast_dyn = 4 def test_dynamic_forecast(self): assert_almost_equal(self.res1.forecast_res_dyn, self.res2.forecast_dyn, self.decimal_forecast_dyn) #def test_forecasterr(self): # assert_almost_equal(self.res1.forecast_err_dyn, # self.res2.forecasterr_dyn, # DECIMAL_4) class CheckArimaResultsMixin(CheckArmaResultsMixin): def test_order(self): assert self.res1.k_diff == self.res2.k_diff assert self.res1.k_ar == self.res2.k_ar assert self.res1.k_ma == self.res2.k_ma decimal_predict_levels = DECIMAL_4 def test_predict_levels(self): assert_almost_equal(self.res1.predict(typ='levels'), self.res2.linear, self.decimal_predict_levels) class Test_Y_ARMA11_NoConst(CheckArmaResultsMixin, CheckForecastMixin): @classmethod def setupClass(cls): endog = y_arma[:,0] cls.res1 = ARMA(endog, order=(1,1)).fit(trend='nc', disp=-1) (cls.res1.forecast_res, cls.res1.forecast_err, confint) = cls.res1.forecast(10) cls.res2 = results_arma.Y_arma11() def test_pickle(self): fh = BytesIO() #test wrapped results load save pickle self.res1.save(fh) fh.seek(0,0) res_unpickled = self.res1.__class__.load(fh) assert_(type(res_unpickled) is type(self.res1)) class Test_Y_ARMA14_NoConst(CheckArmaResultsMixin): @classmethod def setupClass(cls): endog = y_arma[:,1] cls.res1 = ARMA(endog, order=(1,4)).fit(trend='nc', disp=-1) cls.res2 = results_arma.Y_arma14() @dec.slow class Test_Y_ARMA41_NoConst(CheckArmaResultsMixin, CheckForecastMixin): @classmethod def setupClass(cls): endog = y_arma[:,2] cls.res1 = ARMA(endog, order=(4,1)).fit(trend='nc', disp=-1) (cls.res1.forecast_res, cls.res1.forecast_err, confint) = cls.res1.forecast(10) cls.res2 = results_arma.Y_arma41() cls.decimal_maroots = DECIMAL_3 class Test_Y_ARMA22_NoConst(CheckArmaResultsMixin): @classmethod def setupClass(cls): endog = y_arma[:,3] cls.res1 = ARMA(endog, order=(2,2)).fit(trend='nc', disp=-1) cls.res2 = results_arma.Y_arma22() class Test_Y_ARMA50_NoConst(CheckArmaResultsMixin, CheckForecastMixin): @classmethod def setupClass(cls): endog = y_arma[:,4] cls.res1 = ARMA(endog, order=(5,0)).fit(trend='nc', disp=-1) (cls.res1.forecast_res, cls.res1.forecast_err, confint) = cls.res1.forecast(10) cls.res2 = results_arma.Y_arma50() class Test_Y_ARMA02_NoConst(CheckArmaResultsMixin): @classmethod def setupClass(cls): endog = y_arma[:,5] cls.res1 = ARMA(endog, order=(0,2)).fit(trend='nc', disp=-1) cls.res2 = results_arma.Y_arma02() class Test_Y_ARMA11_Const(CheckArmaResultsMixin, CheckForecastMixin): @classmethod def setupClass(cls): endog = y_arma[:,6] cls.res1 = ARMA(endog, order=(1,1)).fit(trend="c", disp=-1) (cls.res1.forecast_res, cls.res1.forecast_err, confint) = cls.res1.forecast(10) cls.res2 = results_arma.Y_arma11c() class Test_Y_ARMA14_Const(CheckArmaResultsMixin): @classmethod def setupClass(cls): endog = y_arma[:,7] cls.res1 = ARMA(endog, order=(1,4)).fit(trend="c", disp=-1) cls.res2 = results_arma.Y_arma14c() class Test_Y_ARMA41_Const(CheckArmaResultsMixin, CheckForecastMixin): @classmethod def setupClass(cls): endog = y_arma[:,8] cls.res2 = results_arma.Y_arma41c() cls.res1 = ARMA(endog, order=(4,1)).fit(trend="c", disp=-1, start_params=cls.res2.params) (cls.res1.forecast_res, cls.res1.forecast_err, confint) = cls.res1.forecast(10) cls.decimal_cov_params = DECIMAL_3 cls.decimal_fittedvalues = DECIMAL_3 cls.decimal_resid = DECIMAL_3 cls.decimal_params = DECIMAL_3 class Test_Y_ARMA22_Const(CheckArmaResultsMixin): @classmethod def setupClass(cls): endog = y_arma[:,9] cls.res1 = ARMA(endog, order=(2,2)).fit(trend="c", disp=-1) cls.res2 = results_arma.Y_arma22c() class Test_Y_ARMA50_Const(CheckArmaResultsMixin, CheckForecastMixin): @classmethod def setupClass(cls): endog = y_arma[:,10] cls.res1 = ARMA(endog, order=(5,0)).fit(trend="c", disp=-1) (cls.res1.forecast_res, cls.res1.forecast_err, confint) = cls.res1.forecast(10) cls.res2 = results_arma.Y_arma50c() class Test_Y_ARMA02_Const(CheckArmaResultsMixin): @classmethod def setupClass(cls): endog = y_arma[:,11] cls.res1 = ARMA(endog, order=(0,2)).fit(trend="c", disp=-1) cls.res2 = results_arma.Y_arma02c() # cov_params and tvalues are off still but not as much vs. R class Test_Y_ARMA11_NoConst_CSS(CheckArmaResultsMixin): @classmethod def setupClass(cls): endog = y_arma[:,0] cls.res1 = ARMA(endog, order=(1,1)).fit(method="css", trend='nc', disp=-1) cls.res2 = results_arma.Y_arma11("css") cls.decimal_t = DECIMAL_1 # better vs. R class Test_Y_ARMA14_NoConst_CSS(CheckArmaResultsMixin): @classmethod def setupClass(cls): endog = y_arma[:,1] cls.res1 = ARMA(endog, order=(1,4)).fit(method="css", trend='nc', disp=-1) cls.res2 = results_arma.Y_arma14("css") cls.decimal_fittedvalues = DECIMAL_3 cls.decimal_resid = DECIMAL_3 cls.decimal_t = DECIMAL_1 # bse, etc. better vs. R # maroot is off because maparams is off a bit (adjust tolerance?) class Test_Y_ARMA41_NoConst_CSS(CheckArmaResultsMixin): @classmethod def setupClass(cls): endog = y_arma[:,2] cls.res1 = ARMA(endog, order=(4,1)).fit(method="css", trend='nc', disp=-1) cls.res2 = results_arma.Y_arma41("css") cls.decimal_t = DECIMAL_1 cls.decimal_pvalues = 0 cls.decimal_cov_params = DECIMAL_3 cls.decimal_maroots = DECIMAL_1 #same notes as above class Test_Y_ARMA22_NoConst_CSS(CheckArmaResultsMixin): @classmethod def setupClass(cls): endog = y_arma[:,3] cls.res1 = ARMA(endog, order=(2,2)).fit(method="css", trend='nc', disp=-1) cls.res2 = results_arma.Y_arma22("css") cls.decimal_t = DECIMAL_1 cls.decimal_resid = DECIMAL_3 cls.decimal_pvalues = DECIMAL_1 cls.decimal_fittedvalues = DECIMAL_3 #NOTE: gretl just uses least squares for AR CSS # so BIC, etc. is # -2*res1.llf + np.log(nobs)*(res1.q+res1.p+res1.k) # with no adjustment for p and no extra sigma estimate #NOTE: so our tests use x-12 arima results which agree with us and are # consistent with the rest of the models class Test_Y_ARMA50_NoConst_CSS(CheckArmaResultsMixin): @classmethod def setupClass(cls): endog = y_arma[:,4] cls.res1 = ARMA(endog, order=(5,0)).fit(method="css", trend='nc', disp=-1) cls.res2 = results_arma.Y_arma50("css") cls.decimal_t = 0 cls.decimal_llf = DECIMAL_1 # looks like rounding error? class Test_Y_ARMA02_NoConst_CSS(CheckArmaResultsMixin): @classmethod def setupClass(cls): endog = y_arma[:,5] cls.res1 = ARMA(endog, order=(0,2)).fit(method="css", trend='nc', disp=-1) cls.res2 = results_arma.Y_arma02("css") #NOTE: our results are close to --x-12-arima option and R class Test_Y_ARMA11_Const_CSS(CheckArmaResultsMixin): @classmethod def setupClass(cls): endog = y_arma[:,6] cls.res1 = ARMA(endog, order=(1,1)).fit(trend="c", method="css", disp=-1) cls.res2 = results_arma.Y_arma11c("css") cls.decimal_params = DECIMAL_3 cls.decimal_cov_params = DECIMAL_3 cls.decimal_t = DECIMAL_1 class Test_Y_ARMA14_Const_CSS(CheckArmaResultsMixin): @classmethod def setupClass(cls): endog = y_arma[:,7] cls.res1 = ARMA(endog, order=(1,4)).fit(trend="c", method="css", disp=-1) cls.res2 = results_arma.Y_arma14c("css") cls.decimal_t = DECIMAL_1 cls.decimal_pvalues = DECIMAL_1 class Test_Y_ARMA41_Const_CSS(CheckArmaResultsMixin): @classmethod def setupClass(cls): endog = y_arma[:,8] cls.res1 = ARMA(endog, order=(4,1)).fit(trend="c", method="css", disp=-1) cls.res2 = results_arma.Y_arma41c("css") cls.decimal_t = DECIMAL_1 cls.decimal_cov_params = DECIMAL_1 cls.decimal_maroots = DECIMAL_3 cls.decimal_bse = DECIMAL_1 class Test_Y_ARMA22_Const_CSS(CheckArmaResultsMixin): @classmethod def setupClass(cls): endog = y_arma[:,9] cls.res1 = ARMA(endog, order=(2,2)).fit(trend="c", method="css", disp=-1) cls.res2 = results_arma.Y_arma22c("css") cls.decimal_t = 0 cls.decimal_pvalues = DECIMAL_1 class Test_Y_ARMA50_Const_CSS(CheckArmaResultsMixin): @classmethod def setupClass(cls): endog = y_arma[:,10] cls.res1 = ARMA(endog, order=(5,0)).fit(trend="c", method="css", disp=-1) cls.res2 = results_arma.Y_arma50c("css") cls.decimal_t = DECIMAL_1 cls.decimal_params = DECIMAL_3 cls.decimal_cov_params = DECIMAL_2 class Test_Y_ARMA02_Const_CSS(CheckArmaResultsMixin): @classmethod def setupClass(cls): endog = y_arma[:,11] cls.res1 = ARMA(endog, order=(0,2)).fit(trend="c", method="css", disp=-1) cls.res2 = results_arma.Y_arma02c("css") def test_reset_trend(): endog = y_arma[:,0] mod = ARMA(endog, order=(1,1)) res1 = mod.fit(trend="c", disp=-1) res2 = mod.fit(trend="nc", disp=-1) assert_equal(len(res1.params), len(res2.params)+1) @dec.slow def test_start_params_bug(): data = np.array([1368., 1187, 1090, 1439, 2362, 2783, 2869, 2512, 1804, 1544, 1028, 869, 1737, 2055, 1947, 1618, 1196, 867, 997, 1862, 2525, 3250, 4023, 4018, 3585, 3004, 2500, 2441, 2749, 2466, 2157, 1847, 1463, 1146, 851, 993, 1448, 1719, 1709, 1455, 1950, 1763, 2075, 2343, 3570, 4690, 3700, 2339, 1679, 1466, 998, 853, 835, 922, 851, 1125, 1299, 1105, 860, 701, 689, 774, 582, 419, 846, 1132, 902, 1058, 1341, 1551, 1167, 975, 786, 759, 751, 649, 876, 720, 498, 553, 459, 543, 447, 415, 377, 373, 324, 320, 306, 259, 220, 342, 558, 825, 994, 1267, 1473, 1601, 1896, 1890, 2012, 2198, 2393, 2825, 3411, 3406, 2464, 2891, 3685, 3638, 3746, 3373, 3190, 2681, 2846, 4129, 5054, 5002, 4801, 4934, 4903, 4713, 4745, 4736, 4622, 4642, 4478, 4510, 4758, 4457, 4356, 4170, 4658, 4546, 4402, 4183, 3574, 2586, 3326, 3948, 3983, 3997, 4422, 4496, 4276, 3467, 2753, 2582, 2921, 2768, 2789, 2824, 2482, 2773, 3005, 3641, 3699, 3774, 3698, 3628, 3180, 3306, 2841, 2014, 1910, 2560, 2980, 3012, 3210, 3457, 3158, 3344, 3609, 3327, 2913, 2264, 2326, 2596, 2225, 1767, 1190, 792, 669, 589, 496, 354, 246, 250, 323, 495, 924, 1536, 2081, 2660, 2814, 2992, 3115, 2962, 2272, 2151, 1889, 1481, 955, 631, 288, 103, 60, 82, 107, 185, 618, 1526, 2046, 2348, 2584, 2600, 2515, 2345, 2351, 2355, 2409, 2449, 2645, 2918, 3187, 2888, 2610, 2740, 2526, 2383, 2936, 2968, 2635, 2617, 2790, 3906, 4018, 4797, 4919, 4942, 4656, 4444, 3898, 3908, 3678, 3605, 3186, 2139, 2002, 1559, 1235, 1183, 1096, 673, 389, 223, 352, 308, 365, 525, 779, 894, 901, 1025, 1047, 981, 902, 759, 569, 519, 408, 263, 156, 72, 49, 31, 41, 192, 423, 492, 552, 564, 723, 921, 1525, 2768, 3531, 3824, 3835, 4294, 4533, 4173, 4221, 4064, 4641, 4685, 4026, 4323, 4585, 4836, 4822, 4631, 4614, 4326, 4790, 4736, 4104, 5099, 5154, 5121, 5384, 5274, 5225, 4899, 5382, 5295, 5349, 4977, 4597, 4069, 3733, 3439, 3052, 2626, 1939, 1064, 713, 916, 832, 658, 817, 921, 772, 764, 824, 967, 1127, 1153, 824, 912, 957, 990, 1218, 1684, 2030, 2119, 2233, 2657, 2652, 2682, 2498, 2429, 2346, 2298, 2129, 1829, 1816, 1225, 1010, 748, 627, 469, 576, 532, 475, 582, 641, 605, 699, 680, 714, 670, 666, 636, 672, 679, 446, 248, 134, 160, 178, 286, 413, 676, 1025, 1159, 952, 1398, 1833, 2045, 2072, 1798, 1799, 1358, 727, 353, 347, 844, 1377, 1829, 2118, 2272, 2745, 4263, 4314, 4530, 4354, 4645, 4547, 5391, 4855, 4739, 4520, 4573, 4305, 4196, 3773, 3368, 2596, 2596, 2305, 2756, 3747, 4078, 3415, 2369, 2210, 2316, 2263, 2672, 3571, 4131, 4167, 4077, 3924, 3738, 3712, 3510, 3182, 3179, 2951, 2453, 2078, 1999, 2486, 2581, 1891, 1997, 1366, 1294, 1536, 2794, 3211, 3242, 3406, 3121, 2425, 2016, 1787, 1508, 1304, 1060, 1342, 1589, 2361, 3452, 2659, 2857, 3255, 3322, 2852, 2964, 3132, 3033, 2931, 2636, 2818, 3310, 3396, 3179, 3232, 3543, 3759, 3503, 3758, 3658, 3425, 3053, 2620, 1837, 923, 712, 1054, 1376, 1556, 1498, 1523, 1088, 728, 890, 1413, 2524, 3295, 4097, 3993, 4116, 3874, 4074, 4142, 3975, 3908, 3907, 3918, 3755, 3648, 3778, 4293, 4385, 4360, 4352, 4528, 4365, 3846, 4098, 3860, 3230, 2820, 2916, 3201, 3721, 3397, 3055, 2141, 1623, 1825, 1716, 2232, 2939, 3735, 4838, 4560, 4307, 4975, 5173, 4859, 5268, 4992, 5100, 5070, 5270, 4760, 5135, 5059, 4682, 4492, 4933, 4737, 4611, 4634, 4789, 4811, 4379, 4689, 4284, 4191, 3313, 2770, 2543, 3105, 2967, 2420, 1996, 2247, 2564, 2726, 3021, 3427, 3509, 3759, 3324, 2988, 2849, 2340, 2443, 2364, 1252, 623, 742, 867, 684, 488, 348, 241, 187, 279, 355, 423, 678, 1375, 1497, 1434, 2116, 2411, 1929, 1628, 1635, 1609, 1757, 2090, 2085, 1790, 1846, 2038, 2360, 2342, 2401, 2920, 3030, 3132, 4385, 5483, 5865, 5595, 5485, 5727, 5553, 5560, 5233, 5478, 5159, 5155, 5312, 5079, 4510, 4628, 4535, 3656, 3698, 3443, 3146, 2562, 2304, 2181, 2293, 1950, 1930, 2197, 2796, 3441, 3649, 3815, 2850, 4005, 5305, 5550, 5641, 4717, 5131, 2831, 3518, 3354, 3115, 3515, 3552, 3244, 3658, 4407, 4935, 4299, 3166, 3335, 2728, 2488, 2573, 2002, 1717, 1645, 1977, 2049, 2125, 2376, 2551, 2578, 2629, 2750, 3150, 3699, 4062, 3959, 3264, 2671, 2205, 2128, 2133, 2095, 1964, 2006, 2074, 2201, 2506, 2449, 2465, 2064, 1446, 1382, 983, 898, 489, 319, 383, 332, 276, 224, 144, 101, 232, 429, 597, 750, 908, 960, 1076, 951, 1062, 1183, 1404, 1391, 1419, 1497, 1267, 963, 682, 777, 906, 1149, 1439, 1600, 1876, 1885, 1962, 2280, 2711, 2591, 2411]) with warnings.catch_warnings(): warnings.simplefilter("ignore") res = ARMA(data, order=(4,1)).fit(disp=-1) class Test_ARIMA101(CheckArmaResultsMixin): # just make sure this works @classmethod def setupClass(cls): endog = y_arma[:,6] cls.res1 = ARIMA(endog, (1,0,1)).fit(trend="c", disp=-1) (cls.res1.forecast_res, cls.res1.forecast_err, confint) = cls.res1.forecast(10) cls.res2 = results_arma.Y_arma11c() cls.res2.k_diff = 0 cls.res2.k_ar = 1 cls.res2.k_ma = 1 class Test_ARIMA111(CheckArimaResultsMixin, CheckForecastMixin, CheckDynamicForecastMixin): @classmethod def setupClass(cls): cpi = load_macrodata().data['cpi'] cls.res1 = ARIMA(cpi, (1,1,1)).fit(disp=-1) cls.res2 = results_arima.ARIMA111() # make sure endog names changes to D.cpi cls.decimal_llf = 3 cls.decimal_aic = 3 cls.decimal_bic = 3 cls.decimal_cov_params = 2 # this used to be better? cls.decimal_t = 0 (cls.res1.forecast_res, cls.res1.forecast_err, conf_int) = cls.res1.forecast(25) #cls.res1.forecast_res_dyn = cls.res1.predict(start=164, end=226, typ='levels', dynamic=True) #TODO: fix the indexing for the end here, I don't think this is right # if we're going to treat it like indexing # the forecast from 2005Q1 through 2009Q4 is indices # 184 through 227 not 226 # note that the first one counts in the count so 164 + 64 is 65 # predictions cls.res1.forecast_res_dyn = cls.res1.predict(start=164, end=164+63, typ='levels', dynamic=True) def test_freq(self): assert_almost_equal(self.res1.arfreq, [0.0000], 4) assert_almost_equal(self.res1.mafreq, [0.0000], 4) class Test_ARIMA111CSS(CheckArimaResultsMixin, CheckForecastMixin, CheckDynamicForecastMixin): @classmethod def setupClass(cls): cpi = load_macrodata().data['cpi'] cls.res1 = ARIMA(cpi, (1,1,1)).fit(disp=-1, method='css') cls.res2 = results_arima.ARIMA111(method='css') cls.res2.fittedvalues = - cpi[1:-1] + cls.res2.linear # make sure endog names changes to D.cpi (cls.res1.forecast_res, cls.res1.forecast_err, conf_int) = cls.res1.forecast(25) cls.decimal_forecast = 2 cls.decimal_forecast_dyn = 2 cls.decimal_forecasterr = 3 cls.res1.forecast_res_dyn = cls.res1.predict(start=164, end=164+63, typ='levels', dynamic=True) # precisions cls.decimal_arroots = 3 cls.decimal_cov_params = 3 cls.decimal_hqic = 3 cls.decimal_maroots = 3 cls.decimal_t = 1 cls.decimal_fittedvalues = 2 # because of rounding when copying cls.decimal_resid = 2 #cls.decimal_llf = 3 #cls.decimal_aic = 3 #cls.decimal_bic = 3 cls.decimal_predict_levels = DECIMAL_2 class Test_ARIMA112CSS(CheckArimaResultsMixin): @classmethod def setupClass(cls): cpi = load_macrodata().data['cpi'] cls.res1 = ARIMA(cpi, (1,1,2)).fit(disp=-1, method='css', start_params = [.905322, -.692425, 1.07366, 0.172024]) cls.res2 = results_arima.ARIMA112(method='css') cls.res2.fittedvalues = - cpi[1:-1] + cls.res2.linear # make sure endog names changes to D.cpi cls.decimal_llf = 3 cls.decimal_aic = 3 cls.decimal_bic = 3 #(cls.res1.forecast_res, # cls.res1.forecast_err, # conf_int) = cls.res1.forecast(25) #cls.res1.forecast_res_dyn = cls.res1.predict(start=164, end=226, typ='levels', dynamic=True) #TODO: fix the indexing for the end here, I don't think this is right # if we're going to treat it like indexing # the forecast from 2005Q1 through 2009Q4 is indices # 184 through 227 not 226 # note that the first one counts in the count so 164 + 64 is 65 # predictions #cls.res1.forecast_res_dyn = self.predict(start=164, end=164+63, # typ='levels', dynamic=True) # since we got from gretl don't have linear prediction in differences cls.decimal_arroots = 3 cls.decimal_maroots = 2 cls.decimal_t = 1 cls.decimal_resid = 2 cls.decimal_fittedvalues = 3 cls.decimal_predict_levels = DECIMAL_3 def test_freq(self): assert_almost_equal(self.res1.arfreq, [0.5000], 4) assert_almost_equal(self.res1.mafreq, [0.5000, 0.5000], 4) #class Test_ARIMADates(CheckArmaResults, CheckForecast, CheckDynamicForecast): # @classmethod # def setupClass(cls): # from statsmodels.tsa.datetools import dates_from_range # # cpi = load_macrodata().data['cpi'] # dates = dates_from_range('1959q1', length=203) # cls.res1 = ARIMA(cpi, dates=dates, freq='Q').fit(order=(1,1,1), disp=-1) # cls.res2 = results_arima.ARIMA111() # # make sure endog names changes to D.cpi # cls.decimal_llf = 3 # cls.decimal_aic = 3 # cls.decimal_bic = 3 # (cls.res1.forecast_res, # cls.res1.forecast_err, # conf_int) = cls.res1.forecast(25) def test_arima_predict_mle_dates(): cpi = load_macrodata().data['cpi'] res1 = ARIMA(cpi, (4,1,1), dates=cpi_dates, freq='Q').fit(disp=-1) arima_forecasts = np.genfromtxt(open( current_path + '/results/results_arima_forecasts_all_mle.csv', "rb"), delimiter=",", skip_header=1, dtype=float) fc = arima_forecasts[:,0] fcdyn = arima_forecasts[:,1] fcdyn2 = arima_forecasts[:,2] start, end = 2, 51 fv = res1.predict('1959Q3', '1971Q4', typ='levels') assert_almost_equal(fv, fc[start:end+1], DECIMAL_4) assert_equal(res1.data.predict_dates, cpi_dates[start:end+1]) start, end = 202, 227 fv = res1.predict('2009Q3', '2015Q4', typ='levels') assert_almost_equal(fv, fc[start:end+1], DECIMAL_4) assert_equal(res1.data.predict_dates, cpi_predict_dates) # make sure dynamic works start, end = '1960q2', '1971q4' fv = res1.predict(start, end, dynamic=True, typ='levels') assert_almost_equal(fv, fcdyn[5:51+1], DECIMAL_4) start, end = '1965q1', '2015q4' fv = res1.predict(start, end, dynamic=True, typ='levels') assert_almost_equal(fv, fcdyn2[24:227+1], DECIMAL_4) def test_arma_predict_mle_dates(): from statsmodels.datasets.sunspots import load sunspots = load().data['SUNACTIVITY'] mod = ARMA(sunspots, (9,0), dates=sun_dates, freq='A') mod.method = 'mle' assert_raises(ValueError, mod._get_predict_start, *('1701', True)) start, end = 2, 51 _ = mod._get_predict_start('1702', False) _ = mod._get_predict_end('1751') assert_equal(mod.data.predict_dates, sun_dates[start:end+1]) start, end = 308, 333 _ = mod._get_predict_start('2008', False) _ = mod._get_predict_end('2033') assert_equal(mod.data.predict_dates, sun_predict_dates) def test_arima_predict_css_dates(): cpi = load_macrodata().data['cpi'] res1 = ARIMA(cpi, (4,1,1), dates=cpi_dates, freq='Q').fit(disp=-1, method='css', trend='nc') params = np.array([ 1.231272508473910, -0.282516097759915, 0.170052755782440, -0.118203728504945, -0.938783134717947]) arima_forecasts = np.genfromtxt(open( current_path + '/results/results_arima_forecasts_all_css.csv', "rb"), delimiter=",", skip_header=1, dtype=float) fc = arima_forecasts[:,0] fcdyn = arima_forecasts[:,1] fcdyn2 = arima_forecasts[:,2] start, end = 5, 51 fv = res1.model.predict(params, '1960Q2', '1971Q4', typ='levels') assert_almost_equal(fv, fc[start:end+1], DECIMAL_4) assert_equal(res1.data.predict_dates, cpi_dates[start:end+1]) start, end = 202, 227 fv = res1.model.predict(params, '2009Q3', '2015Q4', typ='levels') assert_almost_equal(fv, fc[start:end+1], DECIMAL_4) assert_equal(res1.data.predict_dates, cpi_predict_dates) # make sure dynamic works start, end = 5, 51 fv = res1.model.predict(params, '1960Q2', '1971Q4', typ='levels', dynamic=True) assert_almost_equal(fv, fcdyn[start:end+1], DECIMAL_4) start, end = '1965q1', '2015q4' fv = res1.model.predict(params, start, end, dynamic=True, typ='levels') assert_almost_equal(fv, fcdyn2[24:227+1], DECIMAL_4) def test_arma_predict_css_dates(): from statsmodels.datasets.sunspots import load sunspots = load().data['SUNACTIVITY'] mod = ARMA(sunspots, (9,0), dates=sun_dates, freq='A') mod.method = 'css' assert_raises(ValueError, mod._get_predict_start, *('1701', False)) def test_arima_predict_mle(): cpi = load_macrodata().data['cpi'] res1 = ARIMA(cpi, (4,1,1)).fit(disp=-1) # fit the model so that we get correct endog length but use arima_forecasts = np.genfromtxt(open( current_path + '/results/results_arima_forecasts_all_mle.csv', "rb"), delimiter=",", skip_header=1, dtype=float) fc = arima_forecasts[:,0] fcdyn = arima_forecasts[:,1] fcdyn2 = arima_forecasts[:,2] fcdyn3 = arima_forecasts[:,3] fcdyn4 = arima_forecasts[:,4] # 0 indicates the first sample-observation below # ie., the index after the pre-sample, these are also differenced once # so the indices are moved back once from the cpi in levels # start < p, end <p 1959q2 - 1959q4 start, end = 1,3 fv = res1.predict(start, end, typ='levels') assert_almost_equal(fv, fc[start:end+1], DECIMAL_4) # start < p, end 0 1959q3 - 1960q1 start, end = 2, 4 fv = res1.predict(start, end, typ='levels') assert_almost_equal(fv, fc[start:end+1], DECIMAL_4) # start < p, end >0 1959q3 - 1971q4 start, end = 2, 51 fv = res1.predict(start, end, typ='levels') assert_almost_equal(fv, fc[start:end+1], DECIMAL_4) # start < p, end nobs 1959q3 - 2009q3 start, end = 2, 202 fv = res1.predict(start, end, typ='levels') assert_almost_equal(fv, fc[start:end+1], DECIMAL_4) # start < p, end >nobs 1959q3 - 2015q4 start, end = 2, 227 fv = res1.predict(start, end, typ='levels') assert_almost_equal(fv, fc[start:end+1], DECIMAL_4) # start 0, end >0 1960q1 - 1971q4 start, end = 4, 51 fv = res1.predict(start, end, typ='levels') assert_almost_equal(fv, fc[start:end+1], DECIMAL_4) # start 0, end nobs 1960q1 - 2009q3 start, end = 4, 202 fv = res1.predict(start, end, typ='levels') assert_almost_equal(fv, fc[start:end+1], DECIMAL_4) # start 0, end >nobs 1960q1 - 2015q4 start, end = 4, 227 fv = res1.predict(start, end, typ='levels') assert_almost_equal(fv, fc[start:end+1], DECIMAL_4) # start >p, end >0 1965q1 - 1971q4 start, end = 24, 51 fv = res1.predict(start, end, typ='levels') assert_almost_equal(fv, fc[start:end+1], DECIMAL_4) # start >p, end nobs 1965q1 - 2009q3 start, end = 24, 202 fv = res1.predict(start, end, typ='levels') assert_almost_equal(fv, fc[start:end+1], DECIMAL_4) # start >p, end >nobs 1965q1 - 2015q4 start, end = 24, 227 fv = res1.predict(start, end, typ='levels') assert_almost_equal(fv, fc[start:end+1], DECIMAL_4) # start nobs, end nobs 2009q3 - 2009q3 #NOTE: raises #start, end = 202, 202 #fv = res1.predict(start, end, typ='levels') #assert_almost_equal(fv, []) # start nobs, end >nobs 2009q3 - 2015q4 start, end = 202, 227 fv = res1.predict(start, end, typ='levels') assert_almost_equal(fv, fc[start:end+1], DECIMAL_3) # start >nobs, end >nobs 2009q4 - 2015q4 #NOTE: this raises but shouldn't, dynamic forecasts could start #one period out start, end = 203, 227 fv = res1.predict(start, end, typ='levels') assert_almost_equal(fv, fc[start:end+1], DECIMAL_4) # defaults start, end = None, None fv = res1.predict(start, end, typ='levels') assert_almost_equal(fv, fc[1:203], DECIMAL_4) #### Dynamic ##### # start < p, end <p 1959q2 - 1959q4 #NOTE: should raise #start, end = 1,3 #fv = res1.predict(start, end, dynamic=True, typ='levels') #assert_almost_equal(fv, arima_forecasts[:,15]) # start < p, end 0 1959q3 - 1960q1 #NOTE: below should raise an error #start, end = 2, 4 #fv = res1.predict(start, end, dynamic=True, typ='levels') #assert_almost_equal(fv, fcdyn[5:end+1], DECIMAL_4) # start < p, end >0 1959q3 - 1971q4 #start, end = 2, 51 #fv = res1.predict(start, end, dynamic=True, typ='levels') #assert_almost_equal(fv, fcdyn[5:end+1], DECIMAL_4) ## start < p, end nobs 1959q3 - 2009q3 #start, end = 2, 202 #fv = res1.predict(start, end, dynamic=True, typ='levels') #assert_almost_equal(fv, fcdyn[5:end+1], DECIMAL_4) ## start < p, end >nobs 1959q3 - 2015q4 #start, end = 2, 227 #fv = res1.predict(start, end, dynamic=True, typ='levels') #assert_almost_equal(fv, fcdyn[5:end+1], DECIMAL_4) # start 0, end >0 1960q1 - 1971q4 start, end = 5, 51 fv = res1.predict(start, end, dynamic=True, typ='levels') assert_almost_equal(fv, fcdyn[start:end+1], DECIMAL_4) # start 0, end nobs 1960q1 - 2009q3 start, end = 5, 202 fv = res1.predict(start, end, dynamic=True, typ='levels') assert_almost_equal(fv, fcdyn[start:end+1], DECIMAL_4) # start 0, end >nobs 1960q1 - 2015q4 start, end = 5, 227 fv = res1.predict(start, end, dynamic=True, typ='levels') assert_almost_equal(fv, fcdyn[start:end+1], DECIMAL_4) # start >p, end >0 1965q1 - 1971q4 start, end = 24, 51 fv = res1.predict(start, end, dynamic=True, typ='levels') assert_almost_equal(fv, fcdyn2[start:end+1], DECIMAL_4) # start >p, end nobs 1965q1 - 2009q3 start, end = 24, 202 fv = res1.predict(start, end, dynamic=True, typ='levels') assert_almost_equal(fv, fcdyn2[start:end+1], DECIMAL_4) # start >p, end >nobs 1965q1 - 2015q4 start, end = 24, 227 fv = res1.predict(start, end, dynamic=True, typ='levels') assert_almost_equal(fv, fcdyn2[start:end+1], DECIMAL_4) # start nobs, end nobs 2009q3 - 2009q3 start, end = 202, 202 fv = res1.predict(start, end, dynamic=True, typ='levels') assert_almost_equal(fv, fcdyn3[start:end+1], DECIMAL_4) # start nobs, end >nobs 2009q3 - 2015q4 start, end = 202, 227 fv = res1.predict(start, end, dynamic=True, typ='levels') assert_almost_equal(fv, fcdyn3[start:end+1], DECIMAL_4) # start >nobs, end >nobs 2009q4 - 2015q4 start, end = 203, 227 fv = res1.predict(start, end, dynamic=True, typ='levels') assert_almost_equal(fv, fcdyn4[start:end+1], DECIMAL_4) # defaults start, end = None, None fv = res1.predict(start, end, dynamic=True, typ='levels') assert_almost_equal(fv, fcdyn[5:203], DECIMAL_4) def _check_start(model, given, expected, dynamic): start = model._get_predict_start(given, dynamic) assert_equal(start, expected) def _check_end(model, given, end_expect, out_of_sample_expect): end, out_of_sample = model._get_predict_end(given) assert_equal((end, out_of_sample), (end_expect, out_of_sample_expect)) def test_arma_predict_indices(): from statsmodels.datasets.sunspots import load sunspots = load().data['SUNACTIVITY'] model = ARMA(sunspots, (9,0), dates=sun_dates, freq='A') model.method = 'mle' # raises - pre-sample + dynamic assert_raises(ValueError, model._get_predict_start, *(0, True)) assert_raises(ValueError, model._get_predict_start, *(8, True)) assert_raises(ValueError, model._get_predict_start, *('1700', True)) assert_raises(ValueError, model._get_predict_start, *('1708', True)) # raises - start out of sample assert_raises(ValueError, model._get_predict_start, *(311, True)) assert_raises(ValueError, model._get_predict_start, *(311, False)) assert_raises(ValueError, model._get_predict_start, *('2010', True)) assert_raises(ValueError, model._get_predict_start, *('2010', False)) # works - in-sample # None # given, expected, dynamic start_test_cases = [ (None, 9, True), # all start get moved back by k_diff (9, 9, True), (10, 10, True), # what about end of sample start - last value is first # forecast (309, 309, True), (308, 308, True), (0, 0, False), (1, 1, False), (4, 4, False), # all start get moved back by k_diff ('1709', 9, True), ('1710', 10, True), # what about end of sample start - last value is first # forecast ('2008', 308, True), ('2009', 309, True), ('1700', 0, False), ('1708', 8, False), ('1709', 9, False), ] for case in start_test_cases: _check_start(*((model,) + case)) # the length of sunspot is 309, so last index is 208 end_test_cases = [(None, 308, 0), (307, 307, 0), (308, 308, 0), (309, 308, 1), (312, 308, 4), (51, 51, 0), (333, 308, 25), ('2007', 307, 0), ('2008', 308, 0), ('2009', 308, 1), ('2012', 308, 4), ('1815', 115, 0), ('2033', 308, 25), ] for case in end_test_cases: _check_end(*((model,)+case)) def test_arima_predict_indices(): cpi = load_macrodata().data['cpi'] model = ARIMA(cpi, (4,1,1), dates=cpi_dates, freq='Q') model.method = 'mle' # starting indices # raises - pre-sample + dynamic assert_raises(ValueError, model._get_predict_start, *(0, True)) assert_raises(ValueError, model._get_predict_start, *(4, True)) assert_raises(ValueError, model._get_predict_start, *('1959Q1', True)) assert_raises(ValueError, model._get_predict_start, *('1960Q1', True)) # raises - index differenced away assert_raises(ValueError, model._get_predict_start, *(0, False)) assert_raises(ValueError, model._get_predict_start, *('1959Q1', False)) # raises - start out of sample assert_raises(ValueError, model._get_predict_start, *(204, True)) assert_raises(ValueError, model._get_predict_start, *(204, False)) assert_raises(ValueError, model._get_predict_start, *('2010Q1', True)) assert_raises(ValueError, model._get_predict_start, *('2010Q1', False)) # works - in-sample # None # given, expected, dynamic start_test_cases = [ (None, 4, True), # all start get moved back by k_diff (5, 4, True), (6, 5, True), # what about end of sample start - last value is first # forecast (203, 202, True), (1, 0, False), (4, 3, False), (5, 4, False), # all start get moved back by k_diff ('1960Q2', 4, True), ('1960Q3', 5, True), # what about end of sample start - last value is first # forecast ('2009Q4', 202, True), ('1959Q2', 0, False), ('1960Q1', 3, False), ('1960Q2', 4, False), ] for case in start_test_cases: _check_start(*((model,) + case)) # check raises #TODO: make sure dates are passing through unmolested #assert_raises(ValueError, model._get_predict_end, ("2001-1-1",)) # the length of diff(cpi) is 202, so last index is 201 end_test_cases = [(None, 201, 0), (201, 200, 0), (202, 201, 0), (203, 201, 1), (204, 201, 2), (51, 50, 0), (164+63, 201, 25), ('2009Q2', 200, 0), ('2009Q3', 201, 0), ('2009Q4', 201, 1), ('2010Q1', 201, 2), ('1971Q4', 50, 0), ('2015Q4', 201, 25), ] for case in end_test_cases: _check_end(*((model,)+case)) # check higher k_diff model.k_diff = 2 # raises - pre-sample + dynamic assert_raises(ValueError, model._get_predict_start, *(0, True)) assert_raises(ValueError, model._get_predict_start, *(5, True)) assert_raises(ValueError, model._get_predict_start, *('1959Q1', True)) assert_raises(ValueError, model._get_predict_start, *('1960Q1', True)) # raises - index differenced away assert_raises(ValueError, model._get_predict_start, *(1, False)) assert_raises(ValueError, model._get_predict_start, *('1959Q2', False)) start_test_cases = [(None, 4, True), # all start get moved back by k_diff (6, 4, True), # what about end of sample start - last value is first # forecast (203, 201, True), (2, 0, False), (4, 2, False), (5, 3, False), ('1960Q3', 4, True), # what about end of sample start - last value is first # forecast ('2009Q4', 201, True), ('2009Q4', 201, True), ('1959Q3', 0, False), ('1960Q1', 2, False), ('1960Q2', 3, False), ] for case in start_test_cases: _check_start(*((model,)+case)) end_test_cases = [(None, 200, 0), (201, 199, 0), (202, 200, 0), (203, 200, 1), (204, 200, 2), (51, 49, 0), (164+63, 200, 25), ('2009Q2', 199, 0), ('2009Q3', 200, 0), ('2009Q4', 200, 1), ('2010Q1', 200, 2), ('1971Q4', 49, 0), ('2015Q4', 200, 25), ] for case in end_test_cases: _check_end(*((model,)+case)) def test_arima_predict_indices_css(): cpi = load_macrodata().data['cpi'] #NOTE: Doing no-constant for now to kick the conditional exogenous #issue 274 down the road # go ahead and git the model to set up necessary variables model = ARIMA(cpi, (4,1,1)) model.method = 'css' assert_raises(ValueError, model._get_predict_start, *(0, False)) assert_raises(ValueError, model._get_predict_start, *(0, True)) assert_raises(ValueError, model._get_predict_start, *(2, False)) assert_raises(ValueError, model._get_predict_start, *(2, True)) def test_arima_predict_css(): cpi = load_macrodata().data['cpi'] #NOTE: Doing no-constant for now to kick the conditional exogenous #issue 274 down the road # go ahead and git the model to set up necessary variables res1 = ARIMA(cpi, (4,1,1)).fit(disp=-1, method="css", trend="nc") # but use gretl parameters to predict to avoid precision problems params = np.array([ 1.231272508473910, -0.282516097759915, 0.170052755782440, -0.118203728504945, -0.938783134717947]) arima_forecasts = np.genfromtxt(open( current_path + '/results/results_arima_forecasts_all_css.csv', "rb"), delimiter=",", skip_header=1, dtype=float) fc = arima_forecasts[:,0] fcdyn = arima_forecasts[:,1] fcdyn2 = arima_forecasts[:,2] fcdyn3 = arima_forecasts[:,3] fcdyn4 = arima_forecasts[:,4] #NOTE: should raise #start, end = 1,3 #fv = res1.model.predict(params, start, end) ## start < p, end 0 1959q3 - 1960q1 #start, end = 2, 4 #fv = res1.model.predict(params, start, end) ## start < p, end >0 1959q3 - 1971q4 #start, end = 2, 51 #fv = res1.model.predict(params, start, end) ## start < p, end nobs 1959q3 - 2009q3 #start, end = 2, 202 #fv = res1.model.predict(params, start, end) ## start < p, end >nobs 1959q3 - 2015q4 #start, end = 2, 227 #fv = res1.model.predict(params, start, end) # start 0, end >0 1960q1 - 1971q4 start, end = 5, 51 fv = res1.model.predict(params, start, end, typ='levels') assert_almost_equal(fv, fc[start:end+1], DECIMAL_4) # start 0, end nobs 1960q1 - 2009q3 start, end = 5, 202 fv = res1.model.predict(params, start, end, typ='levels') assert_almost_equal(fv, fc[start:end+1], DECIMAL_4) # start 0, end >nobs 1960q1 - 2015q4 #TODO: why detoriating precision? fv = res1.model.predict(params, start, end, typ='levels') assert_almost_equal(fv, fc[start:end+1], DECIMAL_4) # start >p, end >0 1965q1 - 1971q4 start, end = 24, 51 fv = res1.model.predict(params, start, end, typ='levels') assert_almost_equal(fv, fc[start:end+1], DECIMAL_4) # start >p, end nobs 1965q1 - 2009q3 start, end = 24, 202 fv = res1.model.predict(params, start, end, typ='levels') assert_almost_equal(fv, fc[start:end+1], DECIMAL_4) # start >p, end >nobs 1965q1 - 2015q4 start, end = 24, 227 fv = res1.model.predict(params, start, end, typ='levels') assert_almost_equal(fv, fc[start:end+1], DECIMAL_4) # start nobs, end nobs 2009q3 - 2009q3 start, end = 202, 202 fv = res1.model.predict(params, start, end, typ='levels') assert_almost_equal(fv, fc[start:end+1], DECIMAL_4) # start nobs, end >nobs 2009q3 - 2015q4 start, end = 202, 227 fv = res1.model.predict(params, start, end, typ='levels') assert_almost_equal(fv, fc[start:end+1], DECIMAL_4) # start >nobs, end >nobs 2009q4 - 2015q4 start, end = 203, 227 fv = res1.model.predict(params, start, end, typ='levels') assert_almost_equal(fv, fc[start:end+1], DECIMAL_4) # defaults start, end = None, None fv = res1.model.predict(params, start, end, typ='levels') assert_almost_equal(fv, fc[5:203], DECIMAL_4) #### Dynamic ##### #NOTE: should raise # start < p, end <p 1959q2 - 1959q4 #start, end = 1,3 #fv = res1.predict(start, end, dynamic=True) # start < p, end 0 1959q3 - 1960q1 #start, end = 2, 4 #fv = res1.predict(start, end, dynamic=True) ## start < p, end >0 1959q3 - 1971q4 #start, end = 2, 51 #fv = res1.predict(start, end, dynamic=True) ## start < p, end nobs 1959q3 - 2009q3 #start, end = 2, 202 #fv = res1.predict(start, end, dynamic=True) ## start < p, end >nobs 1959q3 - 2015q4 #start, end = 2, 227 #fv = res1.predict(start, end, dynamic=True) # start 0, end >0 1960q1 - 1971q4 start, end = 5, 51 fv = res1.model.predict(params, start, end, dynamic=True, typ='levels') assert_almost_equal(fv, fcdyn[start:end+1], DECIMAL_4) # start 0, end nobs 1960q1 - 2009q3 start, end = 5, 202 fv = res1.model.predict(params, start, end, dynamic=True, typ='levels') assert_almost_equal(fv, fcdyn[start:end+1], DECIMAL_4) # start 0, end >nobs 1960q1 - 2015q4 start, end = 5, 227 fv = res1.model.predict(params, start, end, dynamic=True, typ='levels') assert_almost_equal(fv, fcdyn[start:end+1], DECIMAL_4) # start >p, end >0 1965q1 - 1971q4 start, end = 24, 51 fv = res1.model.predict(params, start, end, dynamic=True, typ='levels') assert_almost_equal(fv, fcdyn2[start:end+1], DECIMAL_4) # start >p, end nobs 1965q1 - 2009q3 start, end = 24, 202 fv = res1.model.predict(params, start, end, dynamic=True, typ='levels') assert_almost_equal(fv, fcdyn2[start:end+1], DECIMAL_4) # start >p, end >nobs 1965q1 - 2015q4 start, end = 24, 227 fv = res1.model.predict(params, start, end, dynamic=True, typ='levels') assert_almost_equal(fv, fcdyn2[start:end+1], DECIMAL_4) # start nobs, end nobs 2009q3 - 2009q3 start, end = 202, 202 fv = res1.model.predict(params, start, end, dynamic=True, typ='levels') assert_almost_equal(fv, fcdyn3[start:end+1], DECIMAL_4) # start nobs, end >nobs 2009q3 - 2015q4 start, end = 202, 227 fv = res1.model.predict(params, start, end, dynamic=True, typ='levels') # start >nobs, end >nobs 2009q4 - 2015q4 start, end = 203, 227 fv = res1.model.predict(params, start, end, dynamic=True, typ='levels') assert_almost_equal(fv, fcdyn4[start:end+1], DECIMAL_4) # defaults start, end = None, None fv = res1.model.predict(params, start, end, dynamic=True, typ='levels') assert_almost_equal(fv, fcdyn[5:203], DECIMAL_4) def test_arima_predict_css_diffs(): cpi = load_macrodata().data['cpi'] #NOTE: Doing no-constant for now to kick the conditional exogenous #issue 274 down the road # go ahead and git the model to set up necessary variables res1 = ARIMA(cpi, (4,1,1)).fit(disp=-1, method="css", trend="c") # but use gretl parameters to predict to avoid precision problems params = np.array([0.78349893861244, -0.533444105973324, 0.321103691668809, 0.264012463189186, 0.107888256920655, 0.920132542916995]) # we report mean, should we report constant? params[0] = params[0] / (1 - params[1:5].sum()) arima_forecasts = np.genfromtxt(open( current_path + '/results/results_arima_forecasts_all_css_diff.csv', "rb"), delimiter=",", skip_header=1, dtype=float) fc = arima_forecasts[:,0] fcdyn = arima_forecasts[:,1] fcdyn2 = arima_forecasts[:,2] fcdyn3 = arima_forecasts[:,3] fcdyn4 = arima_forecasts[:,4] #NOTE: should raise #start, end = 1,3 #fv = res1.model.predict(params, start, end) ## start < p, end 0 1959q3 - 1960q1 #start, end = 2, 4 #fv = res1.model.predict(params, start, end) ## start < p, end >0 1959q3 - 1971q4 #start, end = 2, 51 #fv = res1.model.predict(params, start, end) ## start < p, end nobs 1959q3 - 2009q3 #start, end = 2, 202 #fv = res1.model.predict(params, start, end) ## start < p, end >nobs 1959q3 - 2015q4 #start, end = 2, 227 #fv = res1.model.predict(params, start, end) # start 0, end >0 1960q1 - 1971q4 start, end = 5, 51 fv = res1.model.predict(params, start, end) assert_almost_equal(fv, fc[start:end+1], DECIMAL_4) # start 0, end nobs 1960q1 - 2009q3 start, end = 5, 202 fv = res1.model.predict(params, start, end) assert_almost_equal(fv, fc[start:end+1], DECIMAL_4) # start 0, end >nobs 1960q1 - 2015q4 #TODO: why detoriating precision? fv = res1.model.predict(params, start, end) assert_almost_equal(fv, fc[start:end+1], DECIMAL_4) # start >p, end >0 1965q1 - 1971q4 start, end = 24, 51 fv = res1.model.predict(params, start, end) assert_almost_equal(fv, fc[start:end+1], DECIMAL_4) # start >p, end nobs 1965q1 - 2009q3 start, end = 24, 202 fv = res1.model.predict(params, start, end) assert_almost_equal(fv, fc[start:end+1], DECIMAL_4) # start >p, end >nobs 1965q1 - 2015q4 start, end = 24, 227 fv = res1.model.predict(params, start, end) assert_almost_equal(fv, fc[start:end+1], DECIMAL_4) # start nobs, end nobs 2009q3 - 2009q3 start, end = 202, 202 fv = res1.model.predict(params, start, end) assert_almost_equal(fv, fc[start:end+1], DECIMAL_4) # start nobs, end >nobs 2009q3 - 2015q4 start, end = 202, 227 fv = res1.model.predict(params, start, end) assert_almost_equal(fv, fc[start:end+1], DECIMAL_4) # start >nobs, end >nobs 2009q4 - 2015q4 start, end = 203, 227 fv = res1.model.predict(params, start, end) assert_almost_equal(fv, fc[start:end+1], DECIMAL_4) # defaults start, end = None, None fv = res1.model.predict(params, start, end) assert_almost_equal(fv, fc[5:203], DECIMAL_4) #### Dynamic ##### #NOTE: should raise # start < p, end <p 1959q2 - 1959q4 #start, end = 1,3 #fv = res1.predict(start, end, dynamic=True) # start < p, end 0 1959q3 - 1960q1 #start, end = 2, 4 #fv = res1.predict(start, end, dynamic=True) ## start < p, end >0 1959q3 - 1971q4 #start, end = 2, 51 #fv = res1.predict(start, end, dynamic=True) ## start < p, end nobs 1959q3 - 2009q3 #start, end = 2, 202 #fv = res1.predict(start, end, dynamic=True) ## start < p, end >nobs 1959q3 - 2015q4 #start, end = 2, 227 #fv = res1.predict(start, end, dynamic=True) # start 0, end >0 1960q1 - 1971q4 start, end = 5, 51 fv = res1.model.predict(params, start, end, dynamic=True) assert_almost_equal(fv, fcdyn[start:end+1], DECIMAL_4) # start 0, end nobs 1960q1 - 2009q3 start, end = 5, 202 fv = res1.model.predict(params, start, end, dynamic=True) assert_almost_equal(fv, fcdyn[start:end+1], DECIMAL_4) # start 0, end >nobs 1960q1 - 2015q4 start, end = 5, 227 fv = res1.model.predict(params, start, end, dynamic=True) assert_almost_equal(fv, fcdyn[start:end+1], DECIMAL_4) # start >p, end >0 1965q1 - 1971q4 start, end = 24, 51 fv = res1.model.predict(params, start, end, dynamic=True) assert_almost_equal(fv, fcdyn2[start:end+1], DECIMAL_4) # start >p, end nobs 1965q1 - 2009q3 start, end = 24, 202 fv = res1.model.predict(params, start, end, dynamic=True) assert_almost_equal(fv, fcdyn2[start:end+1], DECIMAL_4) # start >p, end >nobs 1965q1 - 2015q4 start, end = 24, 227 fv = res1.model.predict(params, start, end, dynamic=True) assert_almost_equal(fv, fcdyn2[start:end+1], DECIMAL_4) # start nobs, end nobs 2009q3 - 2009q3 start, end = 202, 202 fv = res1.model.predict(params, start, end, dynamic=True) assert_almost_equal(fv, fcdyn3[start:end+1], DECIMAL_4) # start nobs, end >nobs 2009q3 - 2015q4 start, end = 202, 227 fv = res1.model.predict(params, start, end, dynamic=True) # start >nobs, end >nobs 2009q4 - 2015q4 start, end = 203, 227 fv = res1.model.predict(params, start, end, dynamic=True) assert_almost_equal(fv, fcdyn4[start:end+1], DECIMAL_4) # defaults start, end = None, None fv = res1.model.predict(params, start, end, dynamic=True) assert_almost_equal(fv, fcdyn[5:203], DECIMAL_4) def test_arima_predict_mle_diffs(): cpi = load_macrodata().data['cpi'] #NOTE: Doing no-constant for now to kick the conditional exogenous #issue 274 down the road # go ahead and git the model to set up necessary variables res1 = ARIMA(cpi, (4,1,1)).fit(disp=-1, trend="c") # but use gretl parameters to predict to avoid precision problems params = np.array([0.926875951549299, -0.555862621524846, 0.320865492764400, 0.252253019082800, 0.113624958031799, 0.939144026934634]) arima_forecasts = np.genfromtxt(open( current_path + '/results/results_arima_forecasts_all_mle_diff.csv', "rb"), delimiter=",", skip_header=1, dtype=float) fc = arima_forecasts[:,0] fcdyn = arima_forecasts[:,1] fcdyn2 = arima_forecasts[:,2] fcdyn3 = arima_forecasts[:,3] fcdyn4 = arima_forecasts[:,4] #NOTE: should raise start, end = 1,3 fv = res1.model.predict(params, start, end) ## start < p, end 0 1959q3 - 1960q1 start, end = 2, 4 fv = res1.model.predict(params, start, end) ## start < p, end >0 1959q3 - 1971q4 start, end = 2, 51 fv = res1.model.predict(params, start, end) ## start < p, end nobs 1959q3 - 2009q3 start, end = 2, 202 fv = res1.model.predict(params, start, end) ## start < p, end >nobs 1959q3 - 2015q4 start, end = 2, 227 fv = res1.model.predict(params, start, end) # start 0, end >0 1960q1 - 1971q4 start, end = 5, 51 fv = res1.model.predict(params, start, end) assert_almost_equal(fv, fc[start:end+1], DECIMAL_4) # start 0, end nobs 1960q1 - 2009q3 start, end = 5, 202 fv = res1.model.predict(params, start, end) assert_almost_equal(fv, fc[start:end+1], DECIMAL_4) # start 0, end >nobs 1960q1 - 2015q4 #TODO: why detoriating precision? fv = res1.model.predict(params, start, end) assert_almost_equal(fv, fc[start:end+1], DECIMAL_4) # start >p, end >0 1965q1 - 1971q4 start, end = 24, 51 fv = res1.model.predict(params, start, end) assert_almost_equal(fv, fc[start:end+1], DECIMAL_4) # start >p, end nobs 1965q1 - 2009q3 start, end = 24, 202 fv = res1.model.predict(params, start, end) assert_almost_equal(fv, fc[start:end+1], DECIMAL_4) # start >p, end >nobs 1965q1 - 2015q4 start, end = 24, 227 fv = res1.model.predict(params, start, end) assert_almost_equal(fv, fc[start:end+1], DECIMAL_4) # start nobs, end nobs 2009q3 - 2009q3 start, end = 202, 202 fv = res1.model.predict(params, start, end) assert_almost_equal(fv, fc[start:end+1], DECIMAL_4) # start nobs, end >nobs 2009q3 - 2015q4 start, end = 202, 227 fv = res1.model.predict(params, start, end) assert_almost_equal(fv, fc[start:end+1], DECIMAL_4) # start >nobs, end >nobs 2009q4 - 2015q4 start, end = 203, 227 fv = res1.model.predict(params, start, end) assert_almost_equal(fv, fc[start:end+1], DECIMAL_4) # defaults start, end = None, None fv = res1.model.predict(params, start, end) assert_almost_equal(fv, fc[1:203], DECIMAL_4) #### Dynamic ##### #NOTE: should raise # start < p, end <p 1959q2 - 1959q4 #start, end = 1,3 #fv = res1.predict(start, end, dynamic=True) # start < p, end 0 1959q3 - 1960q1 #start, end = 2, 4 #fv = res1.predict(start, end, dynamic=True) ## start < p, end >0 1959q3 - 1971q4 #start, end = 2, 51 #fv = res1.predict(start, end, dynamic=True) ## start < p, end nobs 1959q3 - 2009q3 #start, end = 2, 202 #fv = res1.predict(start, end, dynamic=True) ## start < p, end >nobs 1959q3 - 2015q4 #start, end = 2, 227 #fv = res1.predict(start, end, dynamic=True) # start 0, end >0 1960q1 - 1971q4 start, end = 5, 51 fv = res1.model.predict(params, start, end, dynamic=True) assert_almost_equal(fv, fcdyn[start:end+1], DECIMAL_4) # start 0, end nobs 1960q1 - 2009q3 start, end = 5, 202 fv = res1.model.predict(params, start, end, dynamic=True) assert_almost_equal(fv, fcdyn[start:end+1], DECIMAL_4) # start 0, end >nobs 1960q1 - 2015q4 start, end = 5, 227 fv = res1.model.predict(params, start, end, dynamic=True) assert_almost_equal(fv, fcdyn[start:end+1], DECIMAL_4) # start >p, end >0 1965q1 - 1971q4 start, end = 24, 51 fv = res1.model.predict(params, start, end, dynamic=True) assert_almost_equal(fv, fcdyn2[start:end+1], DECIMAL_4) # start >p, end nobs 1965q1 - 2009q3 start, end = 24, 202 fv = res1.model.predict(params, start, end, dynamic=True) assert_almost_equal(fv, fcdyn2[start:end+1], DECIMAL_4) # start >p, end >nobs 1965q1 - 2015q4 start, end = 24, 227 fv = res1.model.predict(params, start, end, dynamic=True) assert_almost_equal(fv, fcdyn2[start:end+1], DECIMAL_4) # start nobs, end nobs 2009q3 - 2009q3 start, end = 202, 202 fv = res1.model.predict(params, start, end, dynamic=True) assert_almost_equal(fv, fcdyn3[start:end+1], DECIMAL_4) # start nobs, end >nobs 2009q3 - 2015q4 start, end = 202, 227 fv = res1.model.predict(params, start, end, dynamic=True) # start >nobs, end >nobs 2009q4 - 2015q4 start, end = 203, 227 fv = res1.model.predict(params, start, end, dynamic=True) assert_almost_equal(fv, fcdyn4[start:end+1], DECIMAL_4) # defaults start, end = None, None fv = res1.model.predict(params, start, end, dynamic=True) assert_almost_equal(fv, fcdyn[5:203], DECIMAL_4) def test_arima_wrapper(): cpi = load_macrodata_pandas().data['cpi'] cpi.index = pandas.Index(cpi_dates) res = ARIMA(cpi, (4,1,1), freq='Q').fit(disp=-1) assert_equal(res.params.index, pandas.Index(['const', 'ar.L1.D.cpi', 'ar.L2.D.cpi', 'ar.L3.D.cpi', 'ar.L4.D.cpi', 'ma.L1.D.cpi'])) assert_equal(res.model.endog_names, 'D.cpi') def test_1dexog(): # smoke test, this will raise an error if broken dta = load_macrodata_pandas().data endog = dta['realcons'].values exog = dta['m1'].values.squeeze() with warnings.catch_warnings(): warnings.simplefilter("ignore") mod = ARMA(endog, (1,1), exog).fit(disp=-1) mod.predict(193, 203, exog[-10:]) # check for dynamic is true and pandas Series see #2589 mod.predict(193, 202, exog[-10:], dynamic=True) dta.index = pandas.Index(cpi_dates) mod = ARMA(dta['realcons'], (1,1), dta['m1']).fit(disp=-1) mod.predict(dta.index[-10], dta.index[-1], exog=dta['m1'][-10:], dynamic=True) mod = ARMA(dta['realcons'], (1,1), dta['m1']).fit(trend='nc', disp=-1) mod.predict(dta.index[-10], dta.index[-1], exog=dta['m1'][-10:], dynamic=True) def test_arima_predict_bug(): #predict_start_date wasn't getting set on start = None from statsmodels.datasets import sunspots dta = sunspots.load_pandas().data.SUNACTIVITY dta.index = pandas.Index(dates_from_range('1700', '2008')) arma_mod20 = ARMA(dta, (2,0)).fit(disp=-1) arma_mod20.predict(None, None) # test prediction with time stamp, see #2587 predict = arma_mod20.predict(dta.index[-20], dta.index[-1]) assert_(predict.index.equals(dta.index[-20:])) predict = arma_mod20.predict(dta.index[-20], dta.index[-1], dynamic=True) assert_(predict.index.equals(dta.index[-20:])) # partially out of sample predict_dates = pandas.Index(dates_from_range('2000', '2015')) predict = arma_mod20.predict(predict_dates[0], predict_dates[-1]) assert_(predict.index.equals(predict_dates)) #assert_(1 == 0) def test_arima_predict_q2(): # bug with q > 1 for arima predict inv = load_macrodata().data['realinv'] arima_mod = ARIMA(np.log(inv), (1,1,2)).fit(start_params=[0,0,0,0], disp=-1) fc, stderr, conf_int = arima_mod.forecast(5) # values copy-pasted from gretl assert_almost_equal(fc, [7.306320, 7.313825, 7.321749, 7.329827, 7.337962], 5) def test_arima_predict_pandas_nofreq(): # this is issue 712 from pandas import DataFrame dates = ["2010-01-04", "2010-01-05", "2010-01-06", "2010-01-07", "2010-01-08", "2010-01-11", "2010-01-12", "2010-01-11", "2010-01-12", "2010-01-13", "2010-01-17"] close = [626.75, 623.99, 608.26, 594.1, 602.02, 601.11, 590.48, 587.09, 589.85, 580.0,587.62] data = DataFrame(close, index=DatetimeIndex(dates), columns=["close"]) #TODO: fix this names bug for non-string names names arma = ARMA(data, order=(1,0)).fit(disp=-1) # first check that in-sample prediction works predict = arma.predict() assert_(predict.index.equals(data.index)) # check that this raises an exception when date not on index assert_raises(ValueError, arma.predict, start="2010-1-9", end=10) assert_raises(ValueError, arma.predict, start="2010-1-9", end="2010-1-17") # raise because end not on index assert_raises(ValueError, arma.predict, start="2010-1-4", end="2010-1-10") # raise because end not on index assert_raises(ValueError, arma.predict, start=3, end="2010-1-10") predict = arma.predict(start="2010-1-7", end=10) # should be of length 10 assert_(len(predict) == 8) assert_(predict.index.equals(data.index[3:10+1])) predict = arma.predict(start="2010-1-7", end=14) assert_(predict.index.equals(pandas.Index(lrange(3, 15)))) predict = arma.predict(start=3, end=14) assert_(predict.index.equals(pandas.Index(lrange(3, 15)))) # end can be a date if it's in the sample and on the index # predict dates is just a slice of the dates index then predict = arma.predict(start="2010-1-6", end="2010-1-13") assert_(predict.index.equals(data.index[2:10])) predict = arma.predict(start=2, end="2010-1-13") assert_(predict.index.equals(data.index[2:10])) def test_arima_predict_exog(): # check 625 and 626 #from statsmodels.tsa.arima_process import arma_generate_sample #arparams = np.array([1, -.45, .25]) #maparams = np.array([1, .15]) #nobs = 100 #np.random.seed(123) #y = arma_generate_sample(arparams, maparams, nobs, burnin=100) ## make an exogenous trend #X = np.array(lrange(nobs)) / 20.0 ## add a constant #y += 2.5 from pandas import read_csv arima_forecasts = read_csv(current_path + "/results/" "results_arima_exog_forecasts_mle.csv") y = arima_forecasts["y"].dropna() X = np.arange(len(y) + 25)/20. predict_expected = arima_forecasts["predict"] arma_res = ARMA(y.values, order=(2,1), exog=X[:100]).fit(trend="c", disp=-1) # params from gretl params = np.array([2.786912485145725, -0.122650190196475, 0.533223846028938, -0.319344321763337, 0.132883233000064]) assert_almost_equal(arma_res.params, params, 5) # no exog for in-sample predict = arma_res.predict() assert_almost_equal(predict, predict_expected.values[:100], 5) # check 626 assert_(len(arma_res.model.exog_names) == 5) # exog for out-of-sample and in-sample dynamic predict = arma_res.model.predict(params, end=124, exog=X[100:]) assert_almost_equal(predict, predict_expected.values, 6) # conditional sum of squares #arima_forecasts = read_csv(current_path + "/results/" # "results_arima_exog_forecasts_css.csv") #predict_expected = arima_forecasts["predict"].dropna() #arma_res = ARMA(y.values, order=(2,1), exog=X[:100]).fit(trend="c", # method="css", # disp=-1) #params = np.array([2.152350033809826, -0.103602399018814, # 0.566716580421188, -0.326208009247944, # 0.102142932143421]) #predict = arma_res.model.predict(params) ## in-sample #assert_almost_equal(predict, predict_expected.values[:98], 6) #predict = arma_res.model.predict(params, end=124, exog=X[100:]) ## exog for out-of-sample and in-sample dynamic #assert_almost_equal(predict, predict_expected.values, 3) def test_arima_no_diff(): # issue 736 # smoke test, predict will break if we have ARIMAResults but # ARMA model, need ARIMA(p, 0, q) to return an ARMA in init. ar = [1, -.75, .15, .35] ma = [1, .25, .9] y = arma_generate_sample(ar, ma, 100) mod = ARIMA(y, (3, 0, 2)) assert_(type(mod) is ARMA) res = mod.fit(disp=-1) # smoke test just to be sure res.predict() def test_arima_predict_noma(): # issue 657 # smoke test ar = [1, .75] ma = [1] data = arma_generate_sample(ar, ma, 100) arma = ARMA(data, order=(0,1)) arma_res = arma.fit(disp=-1) arma_res.forecast(1) def test_arimax(): dta = load_macrodata_pandas().data dates = dates_from_range("1959Q1", length=len(dta)) dta.index = cpi_dates dta = dta[["realdpi", "m1", "realgdp"]] y = dta.pop("realdpi") # 1 exog #X = dta.ix[1:]["m1"] #res = ARIMA(y, (2, 1, 1), X).fit(disp=-1) #params = [23.902305009084373, 0.024650911502790, -0.162140641341602, # 0.165262136028113, -0.066667022903974] #assert_almost_equal(res.params.values, params, 6) # 2 exog X = dta res = ARIMA(y, (2, 1, 1), X).fit(disp=False, solver="nm", maxiter=1000, ftol=1e-12, xtol=1e-12) # from gretl #params = [13.113976653926638, -0.003792125069387, 0.004123504809217, # -0.199213760940898, 0.151563643588008, -0.033088661096699] # from stata using double stata_llf = -1076.108614859121 params = [13.1259220104, -0.00376814509403812, 0.00411970083135622, -0.19921477896158524, 0.15154396192855729, -0.03308400760360837] # we can get close assert_almost_equal(res.params.values, params, 4) # This shows that it's an optimizer problem and not a problem in the code assert_almost_equal(res.model.loglike(np.array(params)), stata_llf, 6) X = dta.diff() X.iloc[0] = 0 res = ARIMA(y, (2, 1, 1), X).fit(disp=False) # gretl won't estimate this - looks like maybe a bug on their part, # but we can just fine, we're close to Stata's answer # from Stata params = [19.5656863783347, 0.32653841355833396198, 0.36286527042965188716, -1.01133792126884, -0.15722368379307766206, 0.69359822544092153418] assert_almost_equal(res.params.values, params, 3) def test_bad_start_params(): endog = np.array([820.69093, 781.0103028, 785.8786988, 767.64282267, 778.9837648 , 824.6595702 , 813.01877867, 751.65598567, 753.431091 , 746.920813 , 795.6201904 , 772.65732833, 793.4486454 , 868.8457766 , 823.07226547, 783.09067747, 791.50723847, 770.93086347, 835.34157333, 810.64147947, 738.36071367, 776.49038513, 822.93272333, 815.26461227, 773.70552987, 777.3726522 , 811.83444853, 840.95489133, 777.51031933, 745.90077307, 806.95113093, 805.77521973, 756.70927733, 749.89091773, 1694.2266924 , 2398.4802244 , 1434.6728516 , 909.73940427, 929.01291907, 769.07561453, 801.1112548 , 796.16163313, 817.2496376 , 857.73046447, 838.849345 , 761.92338873, 731.7842242 , 770.4641844 ]) mod = ARMA(endog, (15, 0)) assert_raises(ValueError, mod.fit) inv = load_macrodata().data['realinv'] arima_mod = ARIMA(np.log(inv), (1,1,2)) assert_raises(ValueError, mod.fit) def test_arima_small_data_bug(): # Issue 1038, too few observations with given order from datetime import datetime import statsmodels.api as sm vals = [96.2, 98.3, 99.1, 95.5, 94.0, 87.1, 87.9, 86.7402777504474] dr = dates_from_range("1990q1", length=len(vals)) ts = pandas.TimeSeries(vals, index=dr) df = pandas.DataFrame(ts) mod = sm.tsa.ARIMA(df, (2, 0, 2)) assert_raises(ValueError, mod.fit) def test_arima_dataframe_integer_name(): # Smoke Test for Issue 1038 from datetime import datetime import statsmodels.api as sm vals = [96.2, 98.3, 99.1, 95.5, 94.0, 87.1, 87.9, 86.7402777504474, 94.0, 96.5, 93.3, 97.5, 96.3, 92.] dr = dates_from_range("1990q1", length=len(vals)) ts = pandas.TimeSeries(vals, index=dr) df = pandas.DataFrame(ts) mod = sm.tsa.ARIMA(df, (2, 0, 2)) def test_arima_exog_predict_1d(): # test 1067 np.random.seed(12345) y = np.random.random(100) x = np.random.random(100) mod = ARMA(y, (2, 1), x).fit(disp=-1) newx = np.random.random(10) results = mod.forecast(steps=10, alpha=0.05, exog=newx) def test_arima_1123(): # test ARMAX predict when trend is none np.random.seed(12345) arparams = np.array([.75, -.25]) maparams = np.array([.65, .35]) arparam = np.r_[1, -arparams] maparam = np.r_[1, maparams] nobs = 20 dates = dates_from_range('1980',length=nobs) y = arma_generate_sample(arparams, maparams, nobs) X = np.random.randn(nobs) y += 5*X mod = ARMA(y[:-1], order=(1,0), exog=X[:-1]) res = mod.fit(trend='nc', disp=False) fc = res.forecast(exog=X[-1:]) # results from gretl assert_almost_equal(fc[0], 2.200393, 6) assert_almost_equal(fc[1], 1.030743, 6) assert_almost_equal(fc[2][0,0], 0.180175, 6) assert_almost_equal(fc[2][0,1], 4.220611, 6) mod = ARMA(y[:-1], order=(1,1), exog=X[:-1]) res = mod.fit(trend='nc', disp=False) fc = res.forecast(exog=X[-1:]) assert_almost_equal(fc[0], 2.765688, 6) assert_almost_equal(fc[1], 0.835048, 6) assert_almost_equal(fc[2][0,0], 1.129023, 6) assert_almost_equal(fc[2][0,1], 4.402353, 6) # make sure this works to. code looked fishy. mod = ARMA(y[:-1], order=(1,0), exog=X[:-1]) res = mod.fit(trend='c', disp=False) fc = res.forecast(exog=X[-1:]) assert_almost_equal(fc[0], 2.481219, 6) assert_almost_equal(fc[1], 0.968759, 6) assert_almost_equal(fc[2][0], [0.582485, 4.379952], 6) def test_small_data(): # 1146 y = [-1214.360173, -1848.209905, -2100.918158, -3647.483678, -4711.186773] # refuse to estimate these assert_raises(ValueError, ARIMA, y, (2, 0, 3)) assert_raises(ValueError, ARIMA, y, (1, 1, 3)) mod = ARIMA(y, (1, 0, 3)) assert_raises(ValueError, mod.fit, trend="c") # try to estimate these...leave it up to the user to check for garbage # and be clear, these are garbage parameters. # X-12 arima will estimate, gretl refuses to estimate likely a problem # in start params regression. res = mod.fit(trend="nc", disp=0, start_params=[.1,.1,.1,.1]) mod = ARIMA(y, (1, 0, 2)) import warnings with warnings.catch_warnings(): warnings.simplefilter("ignore") res = mod.fit(disp=0, start_params=[np.mean(y), .1, .1, .1]) class TestARMA00(TestCase): @classmethod def setup_class(cls): from statsmodels.datasets.sunspots import load sunspots = load().data['SUNACTIVITY'] cls.y = y = sunspots cls.arma_00_model = ARMA(y, order=(0, 0)) cls.arma_00_res = cls.arma_00_model.fit(disp=-1) def test_parameters(self): params = self.arma_00_res.params assert_almost_equal(self.y.mean(), params) def test_predictions(self): predictions = self.arma_00_res.predict() assert_almost_equal(self.y.mean() * np.ones_like(predictions), predictions) @nottest def test_information_criteria(self): # This test is invalid since the ICs differ due to df_model differences # between OLS and ARIMA res = self.arma_00_res y = self.y ols_res = OLS(y, np.ones_like(y)).fit(disp=-1) ols_ic = np.array([ols_res.aic, ols_res.bic]) arma_ic = np.array([res.aic, res.bic]) assert_almost_equal(ols_ic, arma_ic, DECIMAL_4) def test_arma_00_nc(self): arma_00 = ARMA(self.y, order=(0, 0)) assert_raises(ValueError, arma_00.fit, trend='nc', disp=-1) def test_css(self): arma = ARMA(self.y, order=(0, 0)) fit = arma.fit(method='css', disp=-1) predictions = fit.predict() assert_almost_equal(self.y.mean() * np.ones_like(predictions), predictions) def test_arima(self): yi = np.cumsum(self.y) arima = ARIMA(yi, order=(0, 1, 0)) fit = arima.fit(disp=-1) assert_almost_equal(np.diff(yi).mean(), fit.params, DECIMAL_4) def test_arma_ols(self): y = self.y y_lead = y[1:] y_lag = y[:-1] T = y_lag.shape[0] X = np.hstack((np.ones((T,1)), y_lag[:,None])) ols_res = OLS(y_lead, X).fit() arma_res = ARMA(y_lead,order=(0,0),exog=y_lag).fit(trend='c', disp=-1) assert_almost_equal(ols_res.params, arma_res.params) def test_arma_exog_no_constant(self): y = self.y y_lead = y[1:] y_lag = y[:-1] X = y_lag[:,None] ols_res = OLS(y_lead, X).fit() arma_res = ARMA(y_lead,order=(0,0),exog=y_lag).fit(trend='nc', disp=-1) assert_almost_equal(ols_res.params, arma_res.params) pass def test_arima_dates_startatend(): # bug np.random.seed(18) x = pandas.TimeSeries(np.random.random(36), index=pandas.DatetimeIndex(start='1/1/1990', periods=36, freq='M')) res = ARIMA(x, (1, 0, 0)).fit(disp=0) pred = res.predict(start=len(x), end=len(x)) assert_(pred.index[0] == x.index.shift(1)[-1]) fc = res.forecast()[0] assert_almost_equal(pred.values[0], fc) def test_arma_missing(): from statsmodels.base.data import MissingDataError # bug 1343 y = np.random.random(40) y[-1] = np.nan assert_raises(MissingDataError, ARMA, y, (1, 0), missing='raise') @dec.skipif(not have_matplotlib) def test_plot_predict(): from statsmodels.datasets.sunspots import load_pandas dta = load_pandas().data[['SUNACTIVITY']] dta.index = DatetimeIndex(start='1700', end='2009', freq='A') res = ARMA(dta, (3, 0)).fit(disp=-1) fig = res.plot_predict('1990', '2012', dynamic=True, plot_insample=False) plt.close(fig) res = ARIMA(dta, (3, 1, 0)).fit(disp=-1) fig = res.plot_predict('1990', '2012', dynamic=True, plot_insample=False) plt.close(fig) def test_arima_diff2(): dta = load_macrodata_pandas().data['cpi'] dates = dates_from_range("1959Q1", length=len(dta)) dta.index = cpi_dates mod = ARIMA(dta, (3, 2, 1)).fit(disp=-1) fc, fcerr, conf_int = mod.forecast(10) # forecasts from gretl conf_int_res = [ (216.139, 219.231), (216.472, 221.520), (217.064, 223.649), (217.586, 225.727), (218.119, 227.770), (218.703, 229.784), (219.306, 231.777), (219.924, 233.759), (220.559, 235.735), (221.206, 237.709)] fc_res = [217.685, 218.996, 220.356, 221.656, 222.945, 224.243, 225.541, 226.841, 228.147, 229.457] fcerr_res = [0.7888, 1.2878, 1.6798, 2.0768, 2.4620, 2.8269, 3.1816, 3.52950, 3.8715, 4.2099] assert_almost_equal(fc, fc_res, 3) assert_almost_equal(fcerr, fcerr_res, 3) assert_almost_equal(conf_int, conf_int_res, 3) predicted = mod.predict('2008Q1', '2012Q1', typ='levels') predicted_res = [214.464, 215.478, 221.277, 217.453, 212.419, 213.530, 215.087, 217.685 , 218.996 , 220.356 , 221.656 , 222.945 , 224.243 , 225.541 , 226.841 , 228.147 , 229.457] assert_almost_equal(predicted, predicted_res, 3) def test_arima111_predict_exog_2127(): # regression test for issue #2127 ef = [ 0.03005, 0.03917, 0.02828, 0.03644, 0.03379, 0.02744, 0.03343, 0.02621, 0.0305 , 0.02455, 0.03261, 0.03507, 0.02734, 0.05373, 0.02677, 0.03443, 0.03331, 0.02741, 0.03709, 0.02113, 0.03343, 0.02011, 0.03675, 0.03077, 0.02201, 0.04844, 0.05518, 0.03765, 0.05433, 0.03049, 0.04829, 0.02936, 0.04421, 0.02457, 0.04007, 0.03009, 0.04504, 0.05041, 0.03651, 0.02719, 0.04383, 0.02887, 0.0344 , 0.03348, 0.02364, 0.03496, 0.02549, 0.03284, 0.03523, 0.02579, 0.0308 , 0.01784, 0.03237, 0.02078, 0.03508, 0.03062, 0.02006, 0.02341, 0.02223, 0.03145, 0.03081, 0.0252 , 0.02683, 0.0172 , 0.02225, 0.01579, 0.02237, 0.02295, 0.0183 , 0.02356, 0.02051, 0.02932, 0.03025, 0.0239 , 0.02635, 0.01863, 0.02994, 0.01762, 0.02837, 0.02421, 0.01951, 0.02149, 0.02079, 0.02528, 0.02575, 0.01634, 0.02563, 0.01719, 0.02915, 0.01724, 0.02804, 0.0275 , 0.02099, 0.02522, 0.02422, 0.03254, 0.02095, 0.03241, 0.01867, 0.03998, 0.02212, 0.03034, 0.03419, 0.01866, 0.02623, 0.02052] ue = [ 4.9, 5. , 5. , 5. , 4.9, 4.7, 4.8, 4.7, 4.7, 4.6, 4.6, 4.7, 4.7, 4.5, 4.4, 4.5, 4.4, 4.6, 4.5, 4.4, 4.5, 4.4, 4.6, 4.7, 4.6, 4.7, 4.7, 4.7, 5. , 5. , 4.9, 5.1, 5. , 5.4, 5.6, 5.8, 6.1, 6.1, 6.5, 6.8, 7.3, 7.8, 8.3, 8.7, 9. , 9.4, 9.5, 9.5, 9.6, 9.8, 10. , 9.9, 9.9, 9.7, 9.8, 9.9, 9.9, 9.6, 9.4, 9.5, 9.5, 9.5, 9.5, 9.8, 9.4, 9.1, 9. , 9. , 9.1, 9. , 9.1, 9. , 9. , 9. , 8.8, 8.6, 8.5, 8.2, 8.3, 8.2, 8.2, 8.2, 8.2, 8.2, 8.1, 7.8, 7.8, 7.8, 7.9, 7.9, 7.7, 7.5, 7.5, 7.5, 7.5, 7.3, 7.2, 7.2, 7.2, 7. , 6.7, 6.6, 6.7, 6.7, 6.3, 6.3] # rescaling results in convergence failure #model = sm.tsa.ARIMA(np.array(ef)*100, (1,1,1), exog=ue) model = ARIMA(ef, (1,1,1), exog=ue) res = model.fit(transparams=False, iprint=0, disp=0) predicts = res.predict(start=len(ef), end = len(ef)+10, exog=ue[-11:], typ = 'levels') # regression test, not verified numbers # if exog=ue in predict, which values are used ? predicts_res = np.array( [ 0.02612291, 0.02361929, 0.024966 , 0.02448193, 0.0248772 , 0.0248762 , 0.02506319, 0.02516542, 0.02531214, 0.02544654, 0.02559099, 0.02550931]) # if exog=ue[-11:] in predict predicts_res = np.array( [ 0.02591112, 0.02321336, 0.02436593, 0.02368773, 0.02389767, 0.02372018, 0.02374833, 0.02367407, 0.0236443 , 0.02362868, 0.02362312]) assert_allclose(predicts, predicts_res, atol=1e-6) def test_ARIMA_exog_predict(): # test forecasting and dynamic prediction with exog against Stata dta = load_macrodata_pandas().data dates = dates_from_range("1959Q1", length=len(dta)) cpi_dates = dates_from_range('1959Q1', '2009Q3') dta.index = cpi_dates data = dta data['loginv'] = np.log(data['realinv']) data['loggdp'] = np.log(data['realgdp']) data['logcons'] = np.log(data['realcons']) forecast_period = dates_from_range('2008Q2', '2009Q3') end = forecast_period[0] data_sample = data.ix[dta.index < end] exog_full = data[['loggdp', 'logcons']] # pandas mod = ARIMA(data_sample['loginv'], (1,0,1), exog=data_sample[['loggdp', 'logcons']]) with warnings.catch_warnings(): warnings.simplefilter("ignore") res = mod.fit(disp=0, solver='bfgs', maxiter=5000) predicted_arma_fp = res.predict(start=197, end=202, exog=exog_full.values[197:]).values predicted_arma_dp = res.predict(start=193, end=202, exog=exog_full[197:], dynamic=True) # numpy mod2 = ARIMA(np.asarray(data_sample['loginv']), (1,0,1), exog=np.asarray(data_sample[['loggdp', 'logcons']])) res2 = mod2.fit(start_params=res.params, disp=0, solver='bfgs', maxiter=5000) exog_full = data[['loggdp', 'logcons']] predicted_arma_f = res2.predict(start=197, end=202, exog=exog_full.values[197:]) predicted_arma_d = res2.predict(start=193, end=202, exog=exog_full[197:], dynamic=True) #ARIMA(1, 1, 1) ex = np.asarray(data_sample[['loggdp', 'logcons']].diff()) # The first obsevation is not (supposed to be) used, but I get a Lapack problem # Intel MKL ERROR: Parameter 5 was incorrect on entry to DLASCL. ex[0] = 0 mod111 = ARIMA(np.asarray(data_sample['loginv']), (1,1,1), # Stata differences also the exog exog=ex) res111 = mod111.fit(disp=0, solver='bfgs', maxiter=5000) exog_full_d = data[['loggdp', 'logcons']].diff() res111.predict(start=197, end=202, exog=exog_full_d.values[197:]) predicted_arima_f = res111.predict(start=196, end=202, exog=exog_full_d.values[197:], typ='levels') predicted_arima_d = res111.predict(start=193, end=202, exog=exog_full_d.values[197:], typ='levels', dynamic=True) res_f101 = np.array([ 7.73975859954, 7.71660108543, 7.69808978329, 7.70872117504, 7.6518392758 , 7.69784279784, 7.70290907856, 7.69237782644, 7.65017785174, 7.66061689028, 7.65980022857, 7.61505314129, 7.51697158428, 7.5165760663 , 7.5271053284 ]) res_f111 = np.array([ 7.74460013693, 7.71958207517, 7.69629561172, 7.71208186737, 7.65758850178, 7.69223472572, 7.70411775588, 7.68896109499, 7.64016249001, 7.64871881901, 7.62550283402, 7.55814609462, 7.44431310053, 7.42963968062, 7.43554675427]) res_d111 = np.array([ 7.74460013693, 7.71958207517, 7.69629561172, 7.71208186737, 7.65758850178, 7.69223472572, 7.71870821151, 7.7299430215 , 7.71439447355, 7.72544001101, 7.70521902623, 7.64020040524, 7.5281927191 , 7.5149442694 , 7.52196378005]) res_d101 = np.array([ 7.73975859954, 7.71660108543, 7.69808978329, 7.70872117504, 7.6518392758 , 7.69784279784, 7.72522142662, 7.73962377858, 7.73245950636, 7.74935432862, 7.74449584691, 7.69589103679, 7.5941274688 , 7.59021764836, 7.59739267775]) assert_allclose(predicted_arma_dp, res_d101[-len(predicted_arma_d):], atol=1e-4) assert_allclose(predicted_arma_fp, res_f101[-len(predicted_arma_f):], atol=1e-4) assert_allclose(predicted_arma_d, res_d101[-len(predicted_arma_d):], atol=1e-4) assert_allclose(predicted_arma_f, res_f101[-len(predicted_arma_f):], atol=1e-4) assert_allclose(predicted_arima_d, res_d111[-len(predicted_arima_d):], rtol=1e-4, atol=1e-4) assert_allclose(predicted_arima_f, res_f111[-len(predicted_arima_f):], rtol=1e-4, atol=1e-4) # test for forecast with 0 ar fix in #2457 numbers again from Stata res_f002 = np.array([ 7.70178181209, 7.67445481224, 7.6715373765 , 7.6772915319 , 7.61173201163, 7.67913499878, 7.6727609212 , 7.66275451925, 7.65199799315, 7.65149983741, 7.65554131408, 7.62213286298, 7.53795983357, 7.53626130154, 7.54539963934]) res_d002 = np.array([ 7.70178181209, 7.67445481224, 7.6715373765 , 7.6772915319 , 7.61173201163, 7.67913499878, 7.67306697759, 7.65287924998, 7.64904451605, 7.66580449603, 7.66252081172, 7.62213286298, 7.53795983357, 7.53626130154, 7.54539963934]) mod_002 = ARIMA(np.asarray(data_sample['loginv']), (0,0,2), exog=np.asarray(data_sample[['loggdp', 'logcons']])) # doesn't converge with default starting values res_002 = mod_002.fit(start_params=np.concatenate((res.params[[0, 1, 2, 4]], [0])), disp=0, solver='bfgs', maxiter=5000) # forecast fpredict_002 = res_002.predict(start=197, end=202, exog=exog_full.values[197:]) forecast_002 = res_002.forecast(steps=len(exog_full.values[197:]), exog=exog_full.values[197:]) forecast_002 = forecast_002[0] # TODO we are not checking the other results assert_allclose(fpredict_002, res_f002[-len(fpredict_002):], rtol=1e-4, atol=1e-6) assert_allclose(forecast_002, res_f002[-len(forecast_002):], rtol=1e-4, atol=1e-6) # dynamic predict dpredict_002 = res_002.predict(start=193, end=202, exog=exog_full.values[197:], dynamic=True) assert_allclose(dpredict_002, res_d002[-len(dpredict_002):], rtol=1e-4, atol=1e-6) def test_arima_fit_mutliple_calls(): y = [-1214.360173, -1848.209905, -2100.918158, -3647.483678, -4711.186773] mod = ARIMA(y, (1, 0, 2)) # Make multiple calls to fit mod.fit(disp=0, start_params=[np.mean(y), .1, .1, .1]) assert_equal(mod.exog_names, ['const', 'ar.L1.y', 'ma.L1.y', 'ma.L2.y']) mod.fit(disp=0, start_params=[np.mean(y), .1, .1, .1]) assert_equal(mod.exog_names, ['const', 'ar.L1.y', 'ma.L1.y', 'ma.L2.y']) if __name__ == "__main__": import nose nose.runmodule(argv=[__file__, '-vvs', '-x', '--pdb'], exit=False)
bsd-3-clause
yanchen036/tensorflow
tensorflow/contrib/timeseries/examples/multivariate.py
67
5155
# Copyright 2017 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. # ============================================================================== """A multivariate TFTS example. Fits a multivariate model, exports it, and visualizes the learned correlations by iteratively predicting and sampling from the predictions. """ from __future__ import absolute_import from __future__ import division from __future__ import print_function from os import path import tempfile import numpy import tensorflow as tf try: import matplotlib # pylint: disable=g-import-not-at-top matplotlib.use("TkAgg") # Need Tk for interactive plots. from matplotlib import pyplot # pylint: disable=g-import-not-at-top HAS_MATPLOTLIB = True except ImportError: # Plotting requires matplotlib, but the unit test running this code may # execute in an environment without it (i.e. matplotlib is not a build # dependency). We'd still like to test the TensorFlow-dependent parts of this # example, namely train_and_predict. HAS_MATPLOTLIB = False _MODULE_PATH = path.dirname(__file__) _DATA_FILE = path.join(_MODULE_PATH, "data/multivariate_level.csv") def multivariate_train_and_sample( csv_file_name=_DATA_FILE, export_directory=None, training_steps=500): """Trains, evaluates, and exports a multivariate model.""" estimator = tf.contrib.timeseries.StructuralEnsembleRegressor( periodicities=[], num_features=5) reader = tf.contrib.timeseries.CSVReader( csv_file_name, column_names=((tf.contrib.timeseries.TrainEvalFeatures.TIMES,) + (tf.contrib.timeseries.TrainEvalFeatures.VALUES,) * 5)) train_input_fn = tf.contrib.timeseries.RandomWindowInputFn( # Larger window sizes generally produce a better covariance matrix. reader, batch_size=4, window_size=64) estimator.train(input_fn=train_input_fn, steps=training_steps) evaluation_input_fn = tf.contrib.timeseries.WholeDatasetInputFn(reader) current_state = estimator.evaluate(input_fn=evaluation_input_fn, steps=1) values = [current_state["observed"]] times = [current_state[tf.contrib.timeseries.FilteringResults.TIMES]] # Export the model so we can do iterative prediction and filtering without # reloading model checkpoints. if export_directory is None: export_directory = tempfile.mkdtemp() input_receiver_fn = estimator.build_raw_serving_input_receiver_fn() export_location = estimator.export_savedmodel( export_directory, input_receiver_fn) with tf.Graph().as_default(): numpy.random.seed(1) # Make the example a bit more deterministic with tf.Session() as session: signatures = tf.saved_model.loader.load( session, [tf.saved_model.tag_constants.SERVING], export_location) for _ in range(100): current_prediction = ( tf.contrib.timeseries.saved_model_utils.predict_continuation( continue_from=current_state, signatures=signatures, session=session, steps=1)) next_sample = numpy.random.multivariate_normal( # Squeeze out the batch and series length dimensions (both 1). mean=numpy.squeeze(current_prediction["mean"], axis=[0, 1]), cov=numpy.squeeze(current_prediction["covariance"], axis=[0, 1])) # Update model state so that future predictions are conditional on the # value we just sampled. filtering_features = { tf.contrib.timeseries.TrainEvalFeatures.TIMES: current_prediction[ tf.contrib.timeseries.FilteringResults.TIMES], tf.contrib.timeseries.TrainEvalFeatures.VALUES: next_sample[ None, None, :]} current_state = ( tf.contrib.timeseries.saved_model_utils.filter_continuation( continue_from=current_state, session=session, signatures=signatures, features=filtering_features)) values.append(next_sample[None, None, :]) times.append(current_state["times"]) all_observations = numpy.squeeze(numpy.concatenate(values, axis=1), axis=0) all_times = numpy.squeeze(numpy.concatenate(times, axis=1), axis=0) return all_times, all_observations def main(unused_argv): if not HAS_MATPLOTLIB: raise ImportError( "Please install matplotlib to generate a plot from this example.") all_times, all_observations = multivariate_train_and_sample() # Show where sampling starts on the plot pyplot.axvline(1000, linestyle="dotted") pyplot.plot(all_times, all_observations) pyplot.show() if __name__ == "__main__": tf.app.run(main=main)
apache-2.0
qifeigit/scikit-learn
sklearn/tests/test_learning_curve.py
225
10791
# Author: Alexander Fabisch <afabisch@informatik.uni-bremen.de> # # License: BSD 3 clause import sys from sklearn.externals.six.moves import cStringIO as StringIO import numpy as np import warnings from sklearn.base import BaseEstimator from sklearn.learning_curve import learning_curve, validation_curve from sklearn.utils.testing import assert_raises from sklearn.utils.testing import assert_warns from sklearn.utils.testing import assert_equal from sklearn.utils.testing import assert_array_equal from sklearn.utils.testing import assert_array_almost_equal from sklearn.datasets import make_classification from sklearn.cross_validation import KFold from sklearn.linear_model import PassiveAggressiveClassifier class MockImprovingEstimator(BaseEstimator): """Dummy classifier to test the learning curve""" def __init__(self, n_max_train_sizes): self.n_max_train_sizes = n_max_train_sizes self.train_sizes = 0 self.X_subset = None def fit(self, X_subset, y_subset=None): self.X_subset = X_subset self.train_sizes = X_subset.shape[0] return self def predict(self, X): raise NotImplementedError def score(self, X=None, Y=None): # training score becomes worse (2 -> 1), test error better (0 -> 1) if self._is_training_data(X): return 2. - float(self.train_sizes) / self.n_max_train_sizes else: return float(self.train_sizes) / self.n_max_train_sizes def _is_training_data(self, X): return X is self.X_subset class MockIncrementalImprovingEstimator(MockImprovingEstimator): """Dummy classifier that provides partial_fit""" def __init__(self, n_max_train_sizes): super(MockIncrementalImprovingEstimator, self).__init__(n_max_train_sizes) self.x = None def _is_training_data(self, X): return self.x in X def partial_fit(self, X, y=None, **params): self.train_sizes += X.shape[0] self.x = X[0] class MockEstimatorWithParameter(BaseEstimator): """Dummy classifier to test the validation curve""" def __init__(self, param=0.5): self.X_subset = None self.param = param def fit(self, X_subset, y_subset): self.X_subset = X_subset self.train_sizes = X_subset.shape[0] return self def predict(self, X): raise NotImplementedError def score(self, X=None, y=None): return self.param if self._is_training_data(X) else 1 - self.param def _is_training_data(self, X): return X is self.X_subset def test_learning_curve(): X, y = make_classification(n_samples=30, n_features=1, n_informative=1, n_redundant=0, n_classes=2, n_clusters_per_class=1, random_state=0) estimator = MockImprovingEstimator(20) with warnings.catch_warnings(record=True) as w: train_sizes, train_scores, test_scores = learning_curve( estimator, X, y, cv=3, train_sizes=np.linspace(0.1, 1.0, 10)) if len(w) > 0: raise RuntimeError("Unexpected warning: %r" % w[0].message) assert_equal(train_scores.shape, (10, 3)) assert_equal(test_scores.shape, (10, 3)) assert_array_equal(train_sizes, np.linspace(2, 20, 10)) assert_array_almost_equal(train_scores.mean(axis=1), np.linspace(1.9, 1.0, 10)) assert_array_almost_equal(test_scores.mean(axis=1), np.linspace(0.1, 1.0, 10)) def test_learning_curve_unsupervised(): X, _ = make_classification(n_samples=30, n_features=1, n_informative=1, n_redundant=0, n_classes=2, n_clusters_per_class=1, random_state=0) estimator = MockImprovingEstimator(20) train_sizes, train_scores, test_scores = learning_curve( estimator, X, y=None, cv=3, train_sizes=np.linspace(0.1, 1.0, 10)) assert_array_equal(train_sizes, np.linspace(2, 20, 10)) assert_array_almost_equal(train_scores.mean(axis=1), np.linspace(1.9, 1.0, 10)) assert_array_almost_equal(test_scores.mean(axis=1), np.linspace(0.1, 1.0, 10)) def test_learning_curve_verbose(): X, y = make_classification(n_samples=30, n_features=1, n_informative=1, n_redundant=0, n_classes=2, n_clusters_per_class=1, random_state=0) estimator = MockImprovingEstimator(20) old_stdout = sys.stdout sys.stdout = StringIO() try: train_sizes, train_scores, test_scores = \ learning_curve(estimator, X, y, cv=3, verbose=1) finally: out = sys.stdout.getvalue() sys.stdout.close() sys.stdout = old_stdout assert("[learning_curve]" in out) def test_learning_curve_incremental_learning_not_possible(): X, y = make_classification(n_samples=2, n_features=1, n_informative=1, n_redundant=0, n_classes=2, n_clusters_per_class=1, random_state=0) # The mockup does not have partial_fit() estimator = MockImprovingEstimator(1) assert_raises(ValueError, learning_curve, estimator, X, y, exploit_incremental_learning=True) def test_learning_curve_incremental_learning(): X, y = make_classification(n_samples=30, n_features=1, n_informative=1, n_redundant=0, n_classes=2, n_clusters_per_class=1, random_state=0) estimator = MockIncrementalImprovingEstimator(20) train_sizes, train_scores, test_scores = learning_curve( estimator, X, y, cv=3, exploit_incremental_learning=True, train_sizes=np.linspace(0.1, 1.0, 10)) assert_array_equal(train_sizes, np.linspace(2, 20, 10)) assert_array_almost_equal(train_scores.mean(axis=1), np.linspace(1.9, 1.0, 10)) assert_array_almost_equal(test_scores.mean(axis=1), np.linspace(0.1, 1.0, 10)) def test_learning_curve_incremental_learning_unsupervised(): X, _ = make_classification(n_samples=30, n_features=1, n_informative=1, n_redundant=0, n_classes=2, n_clusters_per_class=1, random_state=0) estimator = MockIncrementalImprovingEstimator(20) train_sizes, train_scores, test_scores = learning_curve( estimator, X, y=None, cv=3, exploit_incremental_learning=True, train_sizes=np.linspace(0.1, 1.0, 10)) assert_array_equal(train_sizes, np.linspace(2, 20, 10)) assert_array_almost_equal(train_scores.mean(axis=1), np.linspace(1.9, 1.0, 10)) assert_array_almost_equal(test_scores.mean(axis=1), np.linspace(0.1, 1.0, 10)) def test_learning_curve_batch_and_incremental_learning_are_equal(): X, y = make_classification(n_samples=30, n_features=1, n_informative=1, n_redundant=0, n_classes=2, n_clusters_per_class=1, random_state=0) train_sizes = np.linspace(0.2, 1.0, 5) estimator = PassiveAggressiveClassifier(n_iter=1, shuffle=False) train_sizes_inc, train_scores_inc, test_scores_inc = \ learning_curve( estimator, X, y, train_sizes=train_sizes, cv=3, exploit_incremental_learning=True) train_sizes_batch, train_scores_batch, test_scores_batch = \ learning_curve( estimator, X, y, cv=3, train_sizes=train_sizes, exploit_incremental_learning=False) assert_array_equal(train_sizes_inc, train_sizes_batch) assert_array_almost_equal(train_scores_inc.mean(axis=1), train_scores_batch.mean(axis=1)) assert_array_almost_equal(test_scores_inc.mean(axis=1), test_scores_batch.mean(axis=1)) def test_learning_curve_n_sample_range_out_of_bounds(): X, y = make_classification(n_samples=30, n_features=1, n_informative=1, n_redundant=0, n_classes=2, n_clusters_per_class=1, random_state=0) estimator = MockImprovingEstimator(20) assert_raises(ValueError, learning_curve, estimator, X, y, cv=3, train_sizes=[0, 1]) assert_raises(ValueError, learning_curve, estimator, X, y, cv=3, train_sizes=[0.0, 1.0]) assert_raises(ValueError, learning_curve, estimator, X, y, cv=3, train_sizes=[0.1, 1.1]) assert_raises(ValueError, learning_curve, estimator, X, y, cv=3, train_sizes=[0, 20]) assert_raises(ValueError, learning_curve, estimator, X, y, cv=3, train_sizes=[1, 21]) def test_learning_curve_remove_duplicate_sample_sizes(): X, y = make_classification(n_samples=3, n_features=1, n_informative=1, n_redundant=0, n_classes=2, n_clusters_per_class=1, random_state=0) estimator = MockImprovingEstimator(2) train_sizes, _, _ = assert_warns( RuntimeWarning, learning_curve, estimator, X, y, cv=3, train_sizes=np.linspace(0.33, 1.0, 3)) assert_array_equal(train_sizes, [1, 2]) def test_learning_curve_with_boolean_indices(): X, y = make_classification(n_samples=30, n_features=1, n_informative=1, n_redundant=0, n_classes=2, n_clusters_per_class=1, random_state=0) estimator = MockImprovingEstimator(20) cv = KFold(n=30, n_folds=3) train_sizes, train_scores, test_scores = learning_curve( estimator, X, y, cv=cv, train_sizes=np.linspace(0.1, 1.0, 10)) assert_array_equal(train_sizes, np.linspace(2, 20, 10)) assert_array_almost_equal(train_scores.mean(axis=1), np.linspace(1.9, 1.0, 10)) assert_array_almost_equal(test_scores.mean(axis=1), np.linspace(0.1, 1.0, 10)) def test_validation_curve(): X, y = make_classification(n_samples=2, n_features=1, n_informative=1, n_redundant=0, n_classes=2, n_clusters_per_class=1, random_state=0) param_range = np.linspace(0, 1, 10) with warnings.catch_warnings(record=True) as w: train_scores, test_scores = validation_curve( MockEstimatorWithParameter(), X, y, param_name="param", param_range=param_range, cv=2 ) if len(w) > 0: raise RuntimeError("Unexpected warning: %r" % w[0].message) assert_array_almost_equal(train_scores.mean(axis=1), param_range) assert_array_almost_equal(test_scores.mean(axis=1), 1 - param_range)
bsd-3-clause
aalmah/pylearn2
pylearn2/models/tests/test_svm.py
28
1398
"""Tests for DenseMulticlassSVM""" from __future__ import print_function from pylearn2.datasets.mnist import MNIST from pylearn2.testing.skip import skip_if_no_sklearn, skip_if_no_data import numpy as np from theano.compat.six.moves import xrange import unittest DenseMulticlassSVM = None class TestSVM(unittest.TestCase): """ Test class for DenseMulticlassSVM Parameters ---------- Inherited from unittest.TestCase """ def setUp(self): """ Set up test for DenseMulticlassSVM. Imports DenseMulticlassSVM if available, skips the test otherwise. """ global DenseMulticlassSVM skip_if_no_sklearn() skip_if_no_data() import pylearn2.models.svm DenseMulticlassSVM = pylearn2.models.svm.DenseMulticlassSVM def test_decision_function(self): """ Test DenseMulticlassSVM.decision_function. """ dataset = MNIST(which_set='train') X = dataset.X[0:20, :] y = dataset.y[0:20] for i in xrange(10): assert (y == i).sum() > 0 model = DenseMulticlassSVM(kernel='poly', C=1.0).fit(X, y) f = model.decision_function(X) print(f) yhat_f = np.argmax(f, axis=1) yhat = np.cast[yhat_f.dtype](model.predict(X)) print(yhat_f) print(yhat) assert (yhat_f != yhat).sum() == 0
bsd-3-clause
wlamond/scikit-learn
examples/cluster/plot_adjusted_for_chance_measures.py
105
4300
""" ========================================================== Adjustment for chance in clustering performance evaluation ========================================================== The following plots demonstrate the impact of the number of clusters and number of samples on various clustering performance evaluation metrics. Non-adjusted measures such as the V-Measure show a dependency between the number of clusters and the number of samples: the mean V-Measure of random labeling increases significantly as the number of clusters is closer to the total number of samples used to compute the measure. Adjusted for chance measure such as ARI display some random variations centered around a mean score of 0.0 for any number of samples and clusters. Only adjusted measures can hence safely be used as a consensus index to evaluate the average stability of clustering algorithms for a given value of k on various overlapping sub-samples of the dataset. """ print(__doc__) # Author: Olivier Grisel <olivier.grisel@ensta.org> # License: BSD 3 clause import numpy as np import matplotlib.pyplot as plt from time import time from sklearn import metrics def uniform_labelings_scores(score_func, n_samples, n_clusters_range, fixed_n_classes=None, n_runs=5, seed=42): """Compute score for 2 random uniform cluster labelings. Both random labelings have the same number of clusters for each value possible value in ``n_clusters_range``. When fixed_n_classes is not None the first labeling is considered a ground truth class assignment with fixed number of classes. """ random_labels = np.random.RandomState(seed).randint scores = np.zeros((len(n_clusters_range), n_runs)) if fixed_n_classes is not None: labels_a = random_labels(low=0, high=fixed_n_classes, size=n_samples) for i, k in enumerate(n_clusters_range): for j in range(n_runs): if fixed_n_classes is None: labels_a = random_labels(low=0, high=k, size=n_samples) labels_b = random_labels(low=0, high=k, size=n_samples) scores[i, j] = score_func(labels_a, labels_b) return scores score_funcs = [ metrics.adjusted_rand_score, metrics.v_measure_score, metrics.adjusted_mutual_info_score, metrics.mutual_info_score, ] # 2 independent random clusterings with equal cluster number n_samples = 100 n_clusters_range = np.linspace(2, n_samples, 10).astype(np.int) plt.figure(1) plots = [] names = [] for score_func in score_funcs: print("Computing %s for %d values of n_clusters and n_samples=%d" % (score_func.__name__, len(n_clusters_range), n_samples)) t0 = time() scores = uniform_labelings_scores(score_func, n_samples, n_clusters_range) print("done in %0.3fs" % (time() - t0)) plots.append(plt.errorbar( n_clusters_range, np.median(scores, axis=1), scores.std(axis=1))[0]) names.append(score_func.__name__) plt.title("Clustering measures for 2 random uniform labelings\n" "with equal number of clusters") plt.xlabel('Number of clusters (Number of samples is fixed to %d)' % n_samples) plt.ylabel('Score value') plt.legend(plots, names) plt.ylim(ymin=-0.05, ymax=1.05) # Random labeling with varying n_clusters against ground class labels # with fixed number of clusters n_samples = 1000 n_clusters_range = np.linspace(2, 100, 10).astype(np.int) n_classes = 10 plt.figure(2) plots = [] names = [] for score_func in score_funcs: print("Computing %s for %d values of n_clusters and n_samples=%d" % (score_func.__name__, len(n_clusters_range), n_samples)) t0 = time() scores = uniform_labelings_scores(score_func, n_samples, n_clusters_range, fixed_n_classes=n_classes) print("done in %0.3fs" % (time() - t0)) plots.append(plt.errorbar( n_clusters_range, scores.mean(axis=1), scores.std(axis=1))[0]) names.append(score_func.__name__) plt.title("Clustering measures for random uniform labeling\n" "against reference assignment with %d classes" % n_classes) plt.xlabel('Number of clusters (Number of samples is fixed to %d)' % n_samples) plt.ylabel('Score value') plt.ylim(ymin=-0.05, ymax=1.05) plt.legend(plots, names) plt.show()
bsd-3-clause
ilayn/scipy
scipy/signal/ltisys.py
12
128865
""" ltisys -- a collection of classes and functions for modeling linear time invariant systems. """ # # Author: Travis Oliphant 2001 # # Feb 2010: Warren Weckesser # Rewrote lsim2 and added impulse2. # Apr 2011: Jeffrey Armstrong <jeff@approximatrix.com> # Added dlsim, dstep, dimpulse, cont2discrete # Aug 2013: Juan Luis Cano # Rewrote abcd_normalize. # Jan 2015: Irvin Probst irvin DOT probst AT ensta-bretagne DOT fr # Added pole placement # Mar 2015: Clancy Rowley # Rewrote lsim # May 2015: Felix Berkenkamp # Split lti class into subclasses # Merged discrete systems and added dlti import warnings # np.linalg.qr fails on some tests with LinAlgError: zgeqrf returns -7 # use scipy's qr until this is solved from scipy.linalg import qr as s_qr from scipy import integrate, interpolate, linalg from scipy.interpolate import interp1d from .filter_design import (tf2zpk, zpk2tf, normalize, freqs, freqz, freqs_zpk, freqz_zpk) from .lti_conversion import (tf2ss, abcd_normalize, ss2tf, zpk2ss, ss2zpk, cont2discrete) import numpy import numpy as np from numpy import (real, atleast_1d, atleast_2d, squeeze, asarray, zeros, dot, transpose, ones, zeros_like, linspace, nan_to_num) import copy __all__ = ['lti', 'dlti', 'TransferFunction', 'ZerosPolesGain', 'StateSpace', 'lsim', 'lsim2', 'impulse', 'impulse2', 'step', 'step2', 'bode', 'freqresp', 'place_poles', 'dlsim', 'dstep', 'dimpulse', 'dfreqresp', 'dbode'] class LinearTimeInvariant: def __new__(cls, *system, **kwargs): """Create a new object, don't allow direct instances.""" if cls is LinearTimeInvariant: raise NotImplementedError('The LinearTimeInvariant class is not ' 'meant to be used directly, use `lti` ' 'or `dlti` instead.') return super(LinearTimeInvariant, cls).__new__(cls) def __init__(self): """ Initialize the `lti` baseclass. The heavy lifting is done by the subclasses. """ super().__init__() self.inputs = None self.outputs = None self._dt = None @property def dt(self): """Return the sampling time of the system, `None` for `lti` systems.""" return self._dt @property def _dt_dict(self): if self.dt is None: return {} else: return {'dt': self.dt} @property def zeros(self): """Zeros of the system.""" return self.to_zpk().zeros @property def poles(self): """Poles of the system.""" return self.to_zpk().poles def _as_ss(self): """Convert to `StateSpace` system, without copying. Returns ------- sys: StateSpace The `StateSpace` system. If the class is already an instance of `StateSpace` then this instance is returned. """ if isinstance(self, StateSpace): return self else: return self.to_ss() def _as_zpk(self): """Convert to `ZerosPolesGain` system, without copying. Returns ------- sys: ZerosPolesGain The `ZerosPolesGain` system. If the class is already an instance of `ZerosPolesGain` then this instance is returned. """ if isinstance(self, ZerosPolesGain): return self else: return self.to_zpk() def _as_tf(self): """Convert to `TransferFunction` system, without copying. Returns ------- sys: ZerosPolesGain The `TransferFunction` system. If the class is already an instance of `TransferFunction` then this instance is returned. """ if isinstance(self, TransferFunction): return self else: return self.to_tf() class lti(LinearTimeInvariant): r""" Continuous-time linear time invariant system base class. Parameters ---------- *system : arguments The `lti` class can be instantiated with either 2, 3 or 4 arguments. The following gives the number of arguments and the corresponding continuous-time subclass that is created: * 2: `TransferFunction`: (numerator, denominator) * 3: `ZerosPolesGain`: (zeros, poles, gain) * 4: `StateSpace`: (A, B, C, D) Each argument can be an array or a sequence. See Also -------- ZerosPolesGain, StateSpace, TransferFunction, dlti Notes ----- `lti` instances do not exist directly. Instead, `lti` creates an instance of one of its subclasses: `StateSpace`, `TransferFunction` or `ZerosPolesGain`. If (numerator, denominator) is passed in for ``*system``, coefficients for both the numerator and denominator should be specified in descending exponent order (e.g., ``s^2 + 3s + 5`` would be represented as ``[1, 3, 5]``). Changing the value of properties that are not directly part of the current system representation (such as the `zeros` of a `StateSpace` system) is very inefficient and may lead to numerical inaccuracies. It is better to convert to the specific system representation first. For example, call ``sys = sys.to_zpk()`` before accessing/changing the zeros, poles or gain. Examples -------- >>> from scipy import signal >>> signal.lti(1, 2, 3, 4) StateSpaceContinuous( array([[1]]), array([[2]]), array([[3]]), array([[4]]), dt: None ) Construct the transfer function :math:`H(s) = \frac{5(s - 1)(s - 2)}{(s - 3)(s - 4)}`: >>> signal.lti([1, 2], [3, 4], 5) ZerosPolesGainContinuous( array([1, 2]), array([3, 4]), 5, dt: None ) Construct the transfer function :math:`H(s) = \frac{3s + 4}{1s + 2}`: >>> signal.lti([3, 4], [1, 2]) TransferFunctionContinuous( array([3., 4.]), array([1., 2.]), dt: None ) """ def __new__(cls, *system): """Create an instance of the appropriate subclass.""" if cls is lti: N = len(system) if N == 2: return TransferFunctionContinuous.__new__( TransferFunctionContinuous, *system) elif N == 3: return ZerosPolesGainContinuous.__new__( ZerosPolesGainContinuous, *system) elif N == 4: return StateSpaceContinuous.__new__(StateSpaceContinuous, *system) else: raise ValueError("`system` needs to be an instance of `lti` " "or have 2, 3 or 4 arguments.") # __new__ was called from a subclass, let it call its own functions return super(lti, cls).__new__(cls) def __init__(self, *system): """ Initialize the `lti` baseclass. The heavy lifting is done by the subclasses. """ super().__init__(*system) def impulse(self, X0=None, T=None, N=None): """ Return the impulse response of a continuous-time system. See `impulse` for details. """ return impulse(self, X0=X0, T=T, N=N) def step(self, X0=None, T=None, N=None): """ Return the step response of a continuous-time system. See `step` for details. """ return step(self, X0=X0, T=T, N=N) def output(self, U, T, X0=None): """ Return the response of a continuous-time system to input `U`. See `lsim` for details. """ return lsim(self, U, T, X0=X0) def bode(self, w=None, n=100): """ Calculate Bode magnitude and phase data of a continuous-time system. Returns a 3-tuple containing arrays of frequencies [rad/s], magnitude [dB] and phase [deg]. See `bode` for details. Examples -------- >>> from scipy import signal >>> import matplotlib.pyplot as plt >>> sys = signal.TransferFunction([1], [1, 1]) >>> w, mag, phase = sys.bode() >>> plt.figure() >>> plt.semilogx(w, mag) # Bode magnitude plot >>> plt.figure() >>> plt.semilogx(w, phase) # Bode phase plot >>> plt.show() """ return bode(self, w=w, n=n) def freqresp(self, w=None, n=10000): """ Calculate the frequency response of a continuous-time system. Returns a 2-tuple containing arrays of frequencies [rad/s] and complex magnitude. See `freqresp` for details. """ return freqresp(self, w=w, n=n) def to_discrete(self, dt, method='zoh', alpha=None): """Return a discretized version of the current system. Parameters: See `cont2discrete` for details. Returns ------- sys: instance of `dlti` """ raise NotImplementedError('to_discrete is not implemented for this ' 'system class.') class dlti(LinearTimeInvariant): r""" Discrete-time linear time invariant system base class. Parameters ---------- *system: arguments The `dlti` class can be instantiated with either 2, 3 or 4 arguments. The following gives the number of arguments and the corresponding discrete-time subclass that is created: * 2: `TransferFunction`: (numerator, denominator) * 3: `ZerosPolesGain`: (zeros, poles, gain) * 4: `StateSpace`: (A, B, C, D) Each argument can be an array or a sequence. dt: float, optional Sampling time [s] of the discrete-time systems. Defaults to ``True`` (unspecified sampling time). Must be specified as a keyword argument, for example, ``dt=0.1``. See Also -------- ZerosPolesGain, StateSpace, TransferFunction, lti Notes ----- `dlti` instances do not exist directly. Instead, `dlti` creates an instance of one of its subclasses: `StateSpace`, `TransferFunction` or `ZerosPolesGain`. Changing the value of properties that are not directly part of the current system representation (such as the `zeros` of a `StateSpace` system) is very inefficient and may lead to numerical inaccuracies. It is better to convert to the specific system representation first. For example, call ``sys = sys.to_zpk()`` before accessing/changing the zeros, poles or gain. If (numerator, denominator) is passed in for ``*system``, coefficients for both the numerator and denominator should be specified in descending exponent order (e.g., ``z^2 + 3z + 5`` would be represented as ``[1, 3, 5]``). .. versionadded:: 0.18.0 Examples -------- >>> from scipy import signal >>> signal.dlti(1, 2, 3, 4) StateSpaceDiscrete( array([[1]]), array([[2]]), array([[3]]), array([[4]]), dt: True ) >>> signal.dlti(1, 2, 3, 4, dt=0.1) StateSpaceDiscrete( array([[1]]), array([[2]]), array([[3]]), array([[4]]), dt: 0.1 ) Construct the transfer function :math:`H(z) = \frac{5(z - 1)(z - 2)}{(z - 3)(z - 4)}` with a sampling time of 0.1 seconds: >>> signal.dlti([1, 2], [3, 4], 5, dt=0.1) ZerosPolesGainDiscrete( array([1, 2]), array([3, 4]), 5, dt: 0.1 ) Construct the transfer function :math:`H(z) = \frac{3z + 4}{1z + 2}` with a sampling time of 0.1 seconds: >>> signal.dlti([3, 4], [1, 2], dt=0.1) TransferFunctionDiscrete( array([3., 4.]), array([1., 2.]), dt: 0.1 ) """ def __new__(cls, *system, **kwargs): """Create an instance of the appropriate subclass.""" if cls is dlti: N = len(system) if N == 2: return TransferFunctionDiscrete.__new__( TransferFunctionDiscrete, *system, **kwargs) elif N == 3: return ZerosPolesGainDiscrete.__new__(ZerosPolesGainDiscrete, *system, **kwargs) elif N == 4: return StateSpaceDiscrete.__new__(StateSpaceDiscrete, *system, **kwargs) else: raise ValueError("`system` needs to be an instance of `dlti` " "or have 2, 3 or 4 arguments.") # __new__ was called from a subclass, let it call its own functions return super(dlti, cls).__new__(cls) def __init__(self, *system, **kwargs): """ Initialize the `lti` baseclass. The heavy lifting is done by the subclasses. """ dt = kwargs.pop('dt', True) super().__init__(*system, **kwargs) self.dt = dt @property def dt(self): """Return the sampling time of the system.""" return self._dt @dt.setter def dt(self, dt): self._dt = dt def impulse(self, x0=None, t=None, n=None): """ Return the impulse response of the discrete-time `dlti` system. See `dimpulse` for details. """ return dimpulse(self, x0=x0, t=t, n=n) def step(self, x0=None, t=None, n=None): """ Return the step response of the discrete-time `dlti` system. See `dstep` for details. """ return dstep(self, x0=x0, t=t, n=n) def output(self, u, t, x0=None): """ Return the response of the discrete-time system to input `u`. See `dlsim` for details. """ return dlsim(self, u, t, x0=x0) def bode(self, w=None, n=100): r""" Calculate Bode magnitude and phase data of a discrete-time system. Returns a 3-tuple containing arrays of frequencies [rad/s], magnitude [dB] and phase [deg]. See `dbode` for details. Examples -------- >>> from scipy import signal >>> import matplotlib.pyplot as plt Construct the transfer function :math:`H(z) = \frac{1}{z^2 + 2z + 3}` with sampling time 0.5s: >>> sys = signal.TransferFunction([1], [1, 2, 3], dt=0.5) Equivalent: signal.dbode(sys) >>> w, mag, phase = sys.bode() >>> plt.figure() >>> plt.semilogx(w, mag) # Bode magnitude plot >>> plt.figure() >>> plt.semilogx(w, phase) # Bode phase plot >>> plt.show() """ return dbode(self, w=w, n=n) def freqresp(self, w=None, n=10000, whole=False): """ Calculate the frequency response of a discrete-time system. Returns a 2-tuple containing arrays of frequencies [rad/s] and complex magnitude. See `dfreqresp` for details. """ return dfreqresp(self, w=w, n=n, whole=whole) class TransferFunction(LinearTimeInvariant): r"""Linear Time Invariant system class in transfer function form. Represents the system as the continuous-time transfer function :math:`H(s)=\sum_{i=0}^N b[N-i] s^i / \sum_{j=0}^M a[M-j] s^j` or the discrete-time transfer function :math:`H(s)=\sum_{i=0}^N b[N-i] z^i / \sum_{j=0}^M a[M-j] z^j`, where :math:`b` are elements of the numerator `num`, :math:`a` are elements of the denominator `den`, and ``N == len(b) - 1``, ``M == len(a) - 1``. `TransferFunction` systems inherit additional functionality from the `lti`, respectively the `dlti` classes, depending on which system representation is used. Parameters ---------- *system: arguments The `TransferFunction` class can be instantiated with 1 or 2 arguments. The following gives the number of input arguments and their interpretation: * 1: `lti` or `dlti` system: (`StateSpace`, `TransferFunction` or `ZerosPolesGain`) * 2: array_like: (numerator, denominator) dt: float, optional Sampling time [s] of the discrete-time systems. Defaults to `None` (continuous-time). Must be specified as a keyword argument, for example, ``dt=0.1``. See Also -------- ZerosPolesGain, StateSpace, lti, dlti tf2ss, tf2zpk, tf2sos Notes ----- Changing the value of properties that are not part of the `TransferFunction` system representation (such as the `A`, `B`, `C`, `D` state-space matrices) is very inefficient and may lead to numerical inaccuracies. It is better to convert to the specific system representation first. For example, call ``sys = sys.to_ss()`` before accessing/changing the A, B, C, D system matrices. If (numerator, denominator) is passed in for ``*system``, coefficients for both the numerator and denominator should be specified in descending exponent order (e.g. ``s^2 + 3s + 5`` or ``z^2 + 3z + 5`` would be represented as ``[1, 3, 5]``) Examples -------- Construct the transfer function :math:`H(s) = \frac{s^2 + 3s + 3}{s^2 + 2s + 1}`: >>> from scipy import signal >>> num = [1, 3, 3] >>> den = [1, 2, 1] >>> signal.TransferFunction(num, den) TransferFunctionContinuous( array([1., 3., 3.]), array([1., 2., 1.]), dt: None ) Construct the transfer function :math:`H(z) = \frac{z^2 + 3z + 3}{z^2 + 2z + 1}` with a sampling time of 0.1 seconds: >>> signal.TransferFunction(num, den, dt=0.1) TransferFunctionDiscrete( array([1., 3., 3.]), array([1., 2., 1.]), dt: 0.1 ) """ def __new__(cls, *system, **kwargs): """Handle object conversion if input is an instance of lti.""" if len(system) == 1 and isinstance(system[0], LinearTimeInvariant): return system[0].to_tf() # Choose whether to inherit from `lti` or from `dlti` if cls is TransferFunction: if kwargs.get('dt') is None: return TransferFunctionContinuous.__new__( TransferFunctionContinuous, *system, **kwargs) else: return TransferFunctionDiscrete.__new__( TransferFunctionDiscrete, *system, **kwargs) # No special conversion needed return super(TransferFunction, cls).__new__(cls) def __init__(self, *system, **kwargs): """Initialize the state space LTI system.""" # Conversion of lti instances is handled in __new__ if isinstance(system[0], LinearTimeInvariant): return # Remove system arguments, not needed by parents anymore super().__init__(**kwargs) self._num = None self._den = None self.num, self.den = normalize(*system) def __repr__(self): """Return representation of the system's transfer function""" return '{0}(\n{1},\n{2},\ndt: {3}\n)'.format( self.__class__.__name__, repr(self.num), repr(self.den), repr(self.dt), ) @property def num(self): """Numerator of the `TransferFunction` system.""" return self._num @num.setter def num(self, num): self._num = atleast_1d(num) # Update dimensions if len(self.num.shape) > 1: self.outputs, self.inputs = self.num.shape else: self.outputs = 1 self.inputs = 1 @property def den(self): """Denominator of the `TransferFunction` system.""" return self._den @den.setter def den(self, den): self._den = atleast_1d(den) def _copy(self, system): """ Copy the parameters of another `TransferFunction` object Parameters ---------- system : `TransferFunction` The `StateSpace` system that is to be copied """ self.num = system.num self.den = system.den def to_tf(self): """ Return a copy of the current `TransferFunction` system. Returns ------- sys : instance of `TransferFunction` The current system (copy) """ return copy.deepcopy(self) def to_zpk(self): """ Convert system representation to `ZerosPolesGain`. Returns ------- sys : instance of `ZerosPolesGain` Zeros, poles, gain representation of the current system """ return ZerosPolesGain(*tf2zpk(self.num, self.den), **self._dt_dict) def to_ss(self): """ Convert system representation to `StateSpace`. Returns ------- sys : instance of `StateSpace` State space model of the current system """ return StateSpace(*tf2ss(self.num, self.den), **self._dt_dict) @staticmethod def _z_to_zinv(num, den): """Change a transfer function from the variable `z` to `z**-1`. Parameters ---------- num, den: 1d array_like Sequences representing the coefficients of the numerator and denominator polynomials, in order of descending degree of 'z'. That is, ``5z**2 + 3z + 2`` is presented as ``[5, 3, 2]``. Returns ------- num, den: 1d array_like Sequences representing the coefficients of the numerator and denominator polynomials, in order of ascending degree of 'z**-1'. That is, ``5 + 3 z**-1 + 2 z**-2`` is presented as ``[5, 3, 2]``. """ diff = len(num) - len(den) if diff > 0: den = np.hstack((np.zeros(diff), den)) elif diff < 0: num = np.hstack((np.zeros(-diff), num)) return num, den @staticmethod def _zinv_to_z(num, den): """Change a transfer function from the variable `z` to `z**-1`. Parameters ---------- num, den: 1d array_like Sequences representing the coefficients of the numerator and denominator polynomials, in order of ascending degree of 'z**-1'. That is, ``5 + 3 z**-1 + 2 z**-2`` is presented as ``[5, 3, 2]``. Returns ------- num, den: 1d array_like Sequences representing the coefficients of the numerator and denominator polynomials, in order of descending degree of 'z'. That is, ``5z**2 + 3z + 2`` is presented as ``[5, 3, 2]``. """ diff = len(num) - len(den) if diff > 0: den = np.hstack((den, np.zeros(diff))) elif diff < 0: num = np.hstack((num, np.zeros(-diff))) return num, den class TransferFunctionContinuous(TransferFunction, lti): r""" Continuous-time Linear Time Invariant system in transfer function form. Represents the system as the transfer function :math:`H(s)=\sum_{i=0}^N b[N-i] s^i / \sum_{j=0}^M a[M-j] s^j`, where :math:`b` are elements of the numerator `num`, :math:`a` are elements of the denominator `den`, and ``N == len(b) - 1``, ``M == len(a) - 1``. Continuous-time `TransferFunction` systems inherit additional functionality from the `lti` class. Parameters ---------- *system: arguments The `TransferFunction` class can be instantiated with 1 or 2 arguments. The following gives the number of input arguments and their interpretation: * 1: `lti` system: (`StateSpace`, `TransferFunction` or `ZerosPolesGain`) * 2: array_like: (numerator, denominator) See Also -------- ZerosPolesGain, StateSpace, lti tf2ss, tf2zpk, tf2sos Notes ----- Changing the value of properties that are not part of the `TransferFunction` system representation (such as the `A`, `B`, `C`, `D` state-space matrices) is very inefficient and may lead to numerical inaccuracies. It is better to convert to the specific system representation first. For example, call ``sys = sys.to_ss()`` before accessing/changing the A, B, C, D system matrices. If (numerator, denominator) is passed in for ``*system``, coefficients for both the numerator and denominator should be specified in descending exponent order (e.g. ``s^2 + 3s + 5`` would be represented as ``[1, 3, 5]``) Examples -------- Construct the transfer function :math:`H(s) = \frac{s^2 + 3s + 3}{s^2 + 2s + 1}`: >>> from scipy import signal >>> num = [1, 3, 3] >>> den = [1, 2, 1] >>> signal.TransferFunction(num, den) TransferFunctionContinuous( array([ 1., 3., 3.]), array([ 1., 2., 1.]), dt: None ) """ def to_discrete(self, dt, method='zoh', alpha=None): """ Returns the discretized `TransferFunction` system. Parameters: See `cont2discrete` for details. Returns ------- sys: instance of `dlti` and `StateSpace` """ return TransferFunction(*cont2discrete((self.num, self.den), dt, method=method, alpha=alpha)[:-1], dt=dt) class TransferFunctionDiscrete(TransferFunction, dlti): r""" Discrete-time Linear Time Invariant system in transfer function form. Represents the system as the transfer function :math:`H(z)=\sum_{i=0}^N b[N-i] z^i / \sum_{j=0}^M a[M-j] z^j`, where :math:`b` are elements of the numerator `num`, :math:`a` are elements of the denominator `den`, and ``N == len(b) - 1``, ``M == len(a) - 1``. Discrete-time `TransferFunction` systems inherit additional functionality from the `dlti` class. Parameters ---------- *system: arguments The `TransferFunction` class can be instantiated with 1 or 2 arguments. The following gives the number of input arguments and their interpretation: * 1: `dlti` system: (`StateSpace`, `TransferFunction` or `ZerosPolesGain`) * 2: array_like: (numerator, denominator) dt: float, optional Sampling time [s] of the discrete-time systems. Defaults to `True` (unspecified sampling time). Must be specified as a keyword argument, for example, ``dt=0.1``. See Also -------- ZerosPolesGain, StateSpace, dlti tf2ss, tf2zpk, tf2sos Notes ----- Changing the value of properties that are not part of the `TransferFunction` system representation (such as the `A`, `B`, `C`, `D` state-space matrices) is very inefficient and may lead to numerical inaccuracies. If (numerator, denominator) is passed in for ``*system``, coefficients for both the numerator and denominator should be specified in descending exponent order (e.g., ``z^2 + 3z + 5`` would be represented as ``[1, 3, 5]``). Examples -------- Construct the transfer function :math:`H(z) = \frac{z^2 + 3z + 3}{z^2 + 2z + 1}` with a sampling time of 0.5 seconds: >>> from scipy import signal >>> num = [1, 3, 3] >>> den = [1, 2, 1] >>> signal.TransferFunction(num, den, 0.5) TransferFunctionDiscrete( array([ 1., 3., 3.]), array([ 1., 2., 1.]), dt: 0.5 ) """ pass class ZerosPolesGain(LinearTimeInvariant): r""" Linear Time Invariant system class in zeros, poles, gain form. Represents the system as the continuous- or discrete-time transfer function :math:`H(s)=k \prod_i (s - z[i]) / \prod_j (s - p[j])`, where :math:`k` is the `gain`, :math:`z` are the `zeros` and :math:`p` are the `poles`. `ZerosPolesGain` systems inherit additional functionality from the `lti`, respectively the `dlti` classes, depending on which system representation is used. Parameters ---------- *system : arguments The `ZerosPolesGain` class can be instantiated with 1 or 3 arguments. The following gives the number of input arguments and their interpretation: * 1: `lti` or `dlti` system: (`StateSpace`, `TransferFunction` or `ZerosPolesGain`) * 3: array_like: (zeros, poles, gain) dt: float, optional Sampling time [s] of the discrete-time systems. Defaults to `None` (continuous-time). Must be specified as a keyword argument, for example, ``dt=0.1``. See Also -------- TransferFunction, StateSpace, lti, dlti zpk2ss, zpk2tf, zpk2sos Notes ----- Changing the value of properties that are not part of the `ZerosPolesGain` system representation (such as the `A`, `B`, `C`, `D` state-space matrices) is very inefficient and may lead to numerical inaccuracies. It is better to convert to the specific system representation first. For example, call ``sys = sys.to_ss()`` before accessing/changing the A, B, C, D system matrices. Examples -------- Construct the transfer function :math:`H(s) = \frac{5(s - 1)(s - 2)}{(s - 3)(s - 4)}`: >>> from scipy import signal >>> signal.ZerosPolesGain([1, 2], [3, 4], 5) ZerosPolesGainContinuous( array([1, 2]), array([3, 4]), 5, dt: None ) Construct the transfer function :math:`H(z) = \frac{5(z - 1)(z - 2)}{(z - 3)(z - 4)}` with a sampling time of 0.1 seconds: >>> signal.ZerosPolesGain([1, 2], [3, 4], 5, dt=0.1) ZerosPolesGainDiscrete( array([1, 2]), array([3, 4]), 5, dt: 0.1 ) """ def __new__(cls, *system, **kwargs): """Handle object conversion if input is an instance of `lti`""" if len(system) == 1 and isinstance(system[0], LinearTimeInvariant): return system[0].to_zpk() # Choose whether to inherit from `lti` or from `dlti` if cls is ZerosPolesGain: if kwargs.get('dt') is None: return ZerosPolesGainContinuous.__new__( ZerosPolesGainContinuous, *system, **kwargs) else: return ZerosPolesGainDiscrete.__new__( ZerosPolesGainDiscrete, *system, **kwargs ) # No special conversion needed return super(ZerosPolesGain, cls).__new__(cls) def __init__(self, *system, **kwargs): """Initialize the zeros, poles, gain system.""" # Conversion of lti instances is handled in __new__ if isinstance(system[0], LinearTimeInvariant): return super().__init__(**kwargs) self._zeros = None self._poles = None self._gain = None self.zeros, self.poles, self.gain = system def __repr__(self): """Return representation of the `ZerosPolesGain` system.""" return '{0}(\n{1},\n{2},\n{3},\ndt: {4}\n)'.format( self.__class__.__name__, repr(self.zeros), repr(self.poles), repr(self.gain), repr(self.dt), ) @property def zeros(self): """Zeros of the `ZerosPolesGain` system.""" return self._zeros @zeros.setter def zeros(self, zeros): self._zeros = atleast_1d(zeros) # Update dimensions if len(self.zeros.shape) > 1: self.outputs, self.inputs = self.zeros.shape else: self.outputs = 1 self.inputs = 1 @property def poles(self): """Poles of the `ZerosPolesGain` system.""" return self._poles @poles.setter def poles(self, poles): self._poles = atleast_1d(poles) @property def gain(self): """Gain of the `ZerosPolesGain` system.""" return self._gain @gain.setter def gain(self, gain): self._gain = gain def _copy(self, system): """ Copy the parameters of another `ZerosPolesGain` system. Parameters ---------- system : instance of `ZerosPolesGain` The zeros, poles gain system that is to be copied """ self.poles = system.poles self.zeros = system.zeros self.gain = system.gain def to_tf(self): """ Convert system representation to `TransferFunction`. Returns ------- sys : instance of `TransferFunction` Transfer function of the current system """ return TransferFunction(*zpk2tf(self.zeros, self.poles, self.gain), **self._dt_dict) def to_zpk(self): """ Return a copy of the current 'ZerosPolesGain' system. Returns ------- sys : instance of `ZerosPolesGain` The current system (copy) """ return copy.deepcopy(self) def to_ss(self): """ Convert system representation to `StateSpace`. Returns ------- sys : instance of `StateSpace` State space model of the current system """ return StateSpace(*zpk2ss(self.zeros, self.poles, self.gain), **self._dt_dict) class ZerosPolesGainContinuous(ZerosPolesGain, lti): r""" Continuous-time Linear Time Invariant system in zeros, poles, gain form. Represents the system as the continuous time transfer function :math:`H(s)=k \prod_i (s - z[i]) / \prod_j (s - p[j])`, where :math:`k` is the `gain`, :math:`z` are the `zeros` and :math:`p` are the `poles`. Continuous-time `ZerosPolesGain` systems inherit additional functionality from the `lti` class. Parameters ---------- *system : arguments The `ZerosPolesGain` class can be instantiated with 1 or 3 arguments. The following gives the number of input arguments and their interpretation: * 1: `lti` system: (`StateSpace`, `TransferFunction` or `ZerosPolesGain`) * 3: array_like: (zeros, poles, gain) See Also -------- TransferFunction, StateSpace, lti zpk2ss, zpk2tf, zpk2sos Notes ----- Changing the value of properties that are not part of the `ZerosPolesGain` system representation (such as the `A`, `B`, `C`, `D` state-space matrices) is very inefficient and may lead to numerical inaccuracies. It is better to convert to the specific system representation first. For example, call ``sys = sys.to_ss()`` before accessing/changing the A, B, C, D system matrices. Examples -------- Construct the transfer function :math:`H(s)=\frac{5(s - 1)(s - 2)}{(s - 3)(s - 4)}`: >>> from scipy import signal >>> signal.ZerosPolesGain([1, 2], [3, 4], 5) ZerosPolesGainContinuous( array([1, 2]), array([3, 4]), 5, dt: None ) """ def to_discrete(self, dt, method='zoh', alpha=None): """ Returns the discretized `ZerosPolesGain` system. Parameters: See `cont2discrete` for details. Returns ------- sys: instance of `dlti` and `ZerosPolesGain` """ return ZerosPolesGain( *cont2discrete((self.zeros, self.poles, self.gain), dt, method=method, alpha=alpha)[:-1], dt=dt) class ZerosPolesGainDiscrete(ZerosPolesGain, dlti): r""" Discrete-time Linear Time Invariant system in zeros, poles, gain form. Represents the system as the discrete-time transfer function :math:`H(s)=k \prod_i (s - z[i]) / \prod_j (s - p[j])`, where :math:`k` is the `gain`, :math:`z` are the `zeros` and :math:`p` are the `poles`. Discrete-time `ZerosPolesGain` systems inherit additional functionality from the `dlti` class. Parameters ---------- *system : arguments The `ZerosPolesGain` class can be instantiated with 1 or 3 arguments. The following gives the number of input arguments and their interpretation: * 1: `dlti` system: (`StateSpace`, `TransferFunction` or `ZerosPolesGain`) * 3: array_like: (zeros, poles, gain) dt: float, optional Sampling time [s] of the discrete-time systems. Defaults to `True` (unspecified sampling time). Must be specified as a keyword argument, for example, ``dt=0.1``. See Also -------- TransferFunction, StateSpace, dlti zpk2ss, zpk2tf, zpk2sos Notes ----- Changing the value of properties that are not part of the `ZerosPolesGain` system representation (such as the `A`, `B`, `C`, `D` state-space matrices) is very inefficient and may lead to numerical inaccuracies. It is better to convert to the specific system representation first. For example, call ``sys = sys.to_ss()`` before accessing/changing the A, B, C, D system matrices. Examples -------- Construct the transfer function :math:`H(s) = \frac{5(s - 1)(s - 2)}{(s - 3)(s - 4)}`: >>> from scipy import signal >>> signal.ZerosPolesGain([1, 2], [3, 4], 5) ZerosPolesGainContinuous( array([1, 2]), array([3, 4]), 5, dt: None ) Construct the transfer function :math:`H(s) = \frac{5(z - 1)(z - 2)}{(z - 3)(z - 4)}` with a sampling time of 0.1 seconds: >>> signal.ZerosPolesGain([1, 2], [3, 4], 5, dt=0.1) ZerosPolesGainDiscrete( array([1, 2]), array([3, 4]), 5, dt: 0.1 ) """ pass def _atleast_2d_or_none(arg): if arg is not None: return atleast_2d(arg) class StateSpace(LinearTimeInvariant): r""" Linear Time Invariant system in state-space form. Represents the system as the continuous-time, first order differential equation :math:`\dot{x} = A x + B u` or the discrete-time difference equation :math:`x[k+1] = A x[k] + B u[k]`. `StateSpace` systems inherit additional functionality from the `lti`, respectively the `dlti` classes, depending on which system representation is used. Parameters ---------- *system: arguments The `StateSpace` class can be instantiated with 1 or 4 arguments. The following gives the number of input arguments and their interpretation: * 1: `lti` or `dlti` system: (`StateSpace`, `TransferFunction` or `ZerosPolesGain`) * 4: array_like: (A, B, C, D) dt: float, optional Sampling time [s] of the discrete-time systems. Defaults to `None` (continuous-time). Must be specified as a keyword argument, for example, ``dt=0.1``. See Also -------- TransferFunction, ZerosPolesGain, lti, dlti ss2zpk, ss2tf, zpk2sos Notes ----- Changing the value of properties that are not part of the `StateSpace` system representation (such as `zeros` or `poles`) is very inefficient and may lead to numerical inaccuracies. It is better to convert to the specific system representation first. For example, call ``sys = sys.to_zpk()`` before accessing/changing the zeros, poles or gain. Examples -------- >>> from scipy import signal >>> a = np.array([[0, 1], [0, 0]]) >>> b = np.array([[0], [1]]) >>> c = np.array([[1, 0]]) >>> d = np.array([[0]]) >>> sys = signal.StateSpace(a, b, c, d) >>> print(sys) StateSpaceContinuous( array([[0, 1], [0, 0]]), array([[0], [1]]), array([[1, 0]]), array([[0]]), dt: None ) >>> sys.to_discrete(0.1) StateSpaceDiscrete( array([[1. , 0.1], [0. , 1. ]]), array([[0.005], [0.1 ]]), array([[1, 0]]), array([[0]]), dt: 0.1 ) >>> a = np.array([[1, 0.1], [0, 1]]) >>> b = np.array([[0.005], [0.1]]) >>> signal.StateSpace(a, b, c, d, dt=0.1) StateSpaceDiscrete( array([[1. , 0.1], [0. , 1. ]]), array([[0.005], [0.1 ]]), array([[1, 0]]), array([[0]]), dt: 0.1 ) """ # Override NumPy binary operations and ufuncs __array_priority__ = 100.0 __array_ufunc__ = None def __new__(cls, *system, **kwargs): """Create new StateSpace object and settle inheritance.""" # Handle object conversion if input is an instance of `lti` if len(system) == 1 and isinstance(system[0], LinearTimeInvariant): return system[0].to_ss() # Choose whether to inherit from `lti` or from `dlti` if cls is StateSpace: if kwargs.get('dt') is None: return StateSpaceContinuous.__new__(StateSpaceContinuous, *system, **kwargs) else: return StateSpaceDiscrete.__new__(StateSpaceDiscrete, *system, **kwargs) # No special conversion needed return super(StateSpace, cls).__new__(cls) def __init__(self, *system, **kwargs): """Initialize the state space lti/dlti system.""" # Conversion of lti instances is handled in __new__ if isinstance(system[0], LinearTimeInvariant): return # Remove system arguments, not needed by parents anymore super().__init__(**kwargs) self._A = None self._B = None self._C = None self._D = None self.A, self.B, self.C, self.D = abcd_normalize(*system) def __repr__(self): """Return representation of the `StateSpace` system.""" return '{0}(\n{1},\n{2},\n{3},\n{4},\ndt: {5}\n)'.format( self.__class__.__name__, repr(self.A), repr(self.B), repr(self.C), repr(self.D), repr(self.dt), ) def _check_binop_other(self, other): return isinstance(other, (StateSpace, np.ndarray, float, complex, np.number, int)) def __mul__(self, other): """ Post-multiply another system or a scalar Handles multiplication of systems in the sense of a frequency domain multiplication. That means, given two systems E1(s) and E2(s), their multiplication, H(s) = E1(s) * E2(s), means that applying H(s) to U(s) is equivalent to first applying E2(s), and then E1(s). Notes ----- For SISO systems the order of system application does not matter. However, for MIMO systems, where the two systems are matrices, the order above ensures standard Matrix multiplication rules apply. """ if not self._check_binop_other(other): return NotImplemented if isinstance(other, StateSpace): # Disallow mix of discrete and continuous systems. if type(other) is not type(self): return NotImplemented if self.dt != other.dt: raise TypeError('Cannot multiply systems with different `dt`.') n1 = self.A.shape[0] n2 = other.A.shape[0] # Interconnection of systems # x1' = A1 x1 + B1 u1 # y1 = C1 x1 + D1 u1 # x2' = A2 x2 + B2 y1 # y2 = C2 x2 + D2 y1 # # Plugging in with u1 = y2 yields # [x1'] [A1 B1*C2 ] [x1] [B1*D2] # [x2'] = [0 A2 ] [x2] + [B2 ] u2 # [x1] # y2 = [C1 D1*C2] [x2] + D1*D2 u2 a = np.vstack((np.hstack((self.A, np.dot(self.B, other.C))), np.hstack((zeros((n2, n1)), other.A)))) b = np.vstack((np.dot(self.B, other.D), other.B)) c = np.hstack((self.C, np.dot(self.D, other.C))) d = np.dot(self.D, other.D) else: # Assume that other is a scalar / matrix # For post multiplication the input gets scaled a = self.A b = np.dot(self.B, other) c = self.C d = np.dot(self.D, other) common_dtype = np.find_common_type((a.dtype, b.dtype, c.dtype, d.dtype), ()) return StateSpace(np.asarray(a, dtype=common_dtype), np.asarray(b, dtype=common_dtype), np.asarray(c, dtype=common_dtype), np.asarray(d, dtype=common_dtype), **self._dt_dict) def __rmul__(self, other): """Pre-multiply a scalar or matrix (but not StateSpace)""" if not self._check_binop_other(other) or isinstance(other, StateSpace): return NotImplemented # For pre-multiplication only the output gets scaled a = self.A b = self.B c = np.dot(other, self.C) d = np.dot(other, self.D) common_dtype = np.find_common_type((a.dtype, b.dtype, c.dtype, d.dtype), ()) return StateSpace(np.asarray(a, dtype=common_dtype), np.asarray(b, dtype=common_dtype), np.asarray(c, dtype=common_dtype), np.asarray(d, dtype=common_dtype), **self._dt_dict) def __neg__(self): """Negate the system (equivalent to pre-multiplying by -1).""" return StateSpace(self.A, self.B, -self.C, -self.D, **self._dt_dict) def __add__(self, other): """ Adds two systems in the sense of frequency domain addition. """ if not self._check_binop_other(other): return NotImplemented if isinstance(other, StateSpace): # Disallow mix of discrete and continuous systems. if type(other) is not type(self): raise TypeError('Cannot add {} and {}'.format(type(self), type(other))) if self.dt != other.dt: raise TypeError('Cannot add systems with different `dt`.') # Interconnection of systems # x1' = A1 x1 + B1 u # y1 = C1 x1 + D1 u # x2' = A2 x2 + B2 u # y2 = C2 x2 + D2 u # y = y1 + y2 # # Plugging in yields # [x1'] [A1 0 ] [x1] [B1] # [x2'] = [0 A2] [x2] + [B2] u # [x1] # y = [C1 C2] [x2] + [D1 + D2] u a = linalg.block_diag(self.A, other.A) b = np.vstack((self.B, other.B)) c = np.hstack((self.C, other.C)) d = self.D + other.D else: other = np.atleast_2d(other) if self.D.shape == other.shape: # A scalar/matrix is really just a static system (A=0, B=0, C=0) a = self.A b = self.B c = self.C d = self.D + other else: raise ValueError("Cannot add systems with incompatible " "dimensions ({} and {})" .format(self.D.shape, other.shape)) common_dtype = np.find_common_type((a.dtype, b.dtype, c.dtype, d.dtype), ()) return StateSpace(np.asarray(a, dtype=common_dtype), np.asarray(b, dtype=common_dtype), np.asarray(c, dtype=common_dtype), np.asarray(d, dtype=common_dtype), **self._dt_dict) def __sub__(self, other): if not self._check_binop_other(other): return NotImplemented return self.__add__(-other) def __radd__(self, other): if not self._check_binop_other(other): return NotImplemented return self.__add__(other) def __rsub__(self, other): if not self._check_binop_other(other): return NotImplemented return (-self).__add__(other) def __truediv__(self, other): """ Divide by a scalar """ # Division by non-StateSpace scalars if not self._check_binop_other(other) or isinstance(other, StateSpace): return NotImplemented if isinstance(other, np.ndarray) and other.ndim > 0: # It's ambiguous what this means, so disallow it raise ValueError("Cannot divide StateSpace by non-scalar numpy arrays") return self.__mul__(1/other) @property def A(self): """State matrix of the `StateSpace` system.""" return self._A @A.setter def A(self, A): self._A = _atleast_2d_or_none(A) @property def B(self): """Input matrix of the `StateSpace` system.""" return self._B @B.setter def B(self, B): self._B = _atleast_2d_or_none(B) self.inputs = self.B.shape[-1] @property def C(self): """Output matrix of the `StateSpace` system.""" return self._C @C.setter def C(self, C): self._C = _atleast_2d_or_none(C) self.outputs = self.C.shape[0] @property def D(self): """Feedthrough matrix of the `StateSpace` system.""" return self._D @D.setter def D(self, D): self._D = _atleast_2d_or_none(D) def _copy(self, system): """ Copy the parameters of another `StateSpace` system. Parameters ---------- system : instance of `StateSpace` The state-space system that is to be copied """ self.A = system.A self.B = system.B self.C = system.C self.D = system.D def to_tf(self, **kwargs): """ Convert system representation to `TransferFunction`. Parameters ---------- kwargs : dict, optional Additional keywords passed to `ss2zpk` Returns ------- sys : instance of `TransferFunction` Transfer function of the current system """ return TransferFunction(*ss2tf(self._A, self._B, self._C, self._D, **kwargs), **self._dt_dict) def to_zpk(self, **kwargs): """ Convert system representation to `ZerosPolesGain`. Parameters ---------- kwargs : dict, optional Additional keywords passed to `ss2zpk` Returns ------- sys : instance of `ZerosPolesGain` Zeros, poles, gain representation of the current system """ return ZerosPolesGain(*ss2zpk(self._A, self._B, self._C, self._D, **kwargs), **self._dt_dict) def to_ss(self): """ Return a copy of the current `StateSpace` system. Returns ------- sys : instance of `StateSpace` The current system (copy) """ return copy.deepcopy(self) class StateSpaceContinuous(StateSpace, lti): r""" Continuous-time Linear Time Invariant system in state-space form. Represents the system as the continuous-time, first order differential equation :math:`\dot{x} = A x + B u`. Continuous-time `StateSpace` systems inherit additional functionality from the `lti` class. Parameters ---------- *system: arguments The `StateSpace` class can be instantiated with 1 or 3 arguments. The following gives the number of input arguments and their interpretation: * 1: `lti` system: (`StateSpace`, `TransferFunction` or `ZerosPolesGain`) * 4: array_like: (A, B, C, D) See Also -------- TransferFunction, ZerosPolesGain, lti ss2zpk, ss2tf, zpk2sos Notes ----- Changing the value of properties that are not part of the `StateSpace` system representation (such as `zeros` or `poles`) is very inefficient and may lead to numerical inaccuracies. It is better to convert to the specific system representation first. For example, call ``sys = sys.to_zpk()`` before accessing/changing the zeros, poles or gain. Examples -------- >>> from scipy import signal >>> a = np.array([[0, 1], [0, 0]]) >>> b = np.array([[0], [1]]) >>> c = np.array([[1, 0]]) >>> d = np.array([[0]]) >>> sys = signal.StateSpace(a, b, c, d) >>> print(sys) StateSpaceContinuous( array([[0, 1], [0, 0]]), array([[0], [1]]), array([[1, 0]]), array([[0]]), dt: None ) """ def to_discrete(self, dt, method='zoh', alpha=None): """ Returns the discretized `StateSpace` system. Parameters: See `cont2discrete` for details. Returns ------- sys: instance of `dlti` and `StateSpace` """ return StateSpace(*cont2discrete((self.A, self.B, self.C, self.D), dt, method=method, alpha=alpha)[:-1], dt=dt) class StateSpaceDiscrete(StateSpace, dlti): r""" Discrete-time Linear Time Invariant system in state-space form. Represents the system as the discrete-time difference equation :math:`x[k+1] = A x[k] + B u[k]`. `StateSpace` systems inherit additional functionality from the `dlti` class. Parameters ---------- *system: arguments The `StateSpace` class can be instantiated with 1 or 3 arguments. The following gives the number of input arguments and their interpretation: * 1: `dlti` system: (`StateSpace`, `TransferFunction` or `ZerosPolesGain`) * 4: array_like: (A, B, C, D) dt: float, optional Sampling time [s] of the discrete-time systems. Defaults to `True` (unspecified sampling time). Must be specified as a keyword argument, for example, ``dt=0.1``. See Also -------- TransferFunction, ZerosPolesGain, dlti ss2zpk, ss2tf, zpk2sos Notes ----- Changing the value of properties that are not part of the `StateSpace` system representation (such as `zeros` or `poles`) is very inefficient and may lead to numerical inaccuracies. It is better to convert to the specific system representation first. For example, call ``sys = sys.to_zpk()`` before accessing/changing the zeros, poles or gain. Examples -------- >>> from scipy import signal >>> a = np.array([[1, 0.1], [0, 1]]) >>> b = np.array([[0.005], [0.1]]) >>> c = np.array([[1, 0]]) >>> d = np.array([[0]]) >>> signal.StateSpace(a, b, c, d, dt=0.1) StateSpaceDiscrete( array([[ 1. , 0.1], [ 0. , 1. ]]), array([[ 0.005], [ 0.1 ]]), array([[1, 0]]), array([[0]]), dt: 0.1 ) """ pass def lsim2(system, U=None, T=None, X0=None, **kwargs): """ Simulate output of a continuous-time linear system, by using the ODE solver `scipy.integrate.odeint`. Parameters ---------- system : an instance of the `lti` class or a tuple describing the system. The following gives the number of elements in the tuple and the interpretation: * 1: (instance of `lti`) * 2: (num, den) * 3: (zeros, poles, gain) * 4: (A, B, C, D) U : array_like (1D or 2D), optional An input array describing the input at each time T. Linear interpolation is used between given times. If there are multiple inputs, then each column of the rank-2 array represents an input. If U is not given, the input is assumed to be zero. T : array_like (1D or 2D), optional The time steps at which the input is defined and at which the output is desired. The default is 101 evenly spaced points on the interval [0,10.0]. X0 : array_like (1D), optional The initial condition of the state vector. If `X0` is not given, the initial conditions are assumed to be 0. kwargs : dict Additional keyword arguments are passed on to the function `odeint`. See the notes below for more details. Returns ------- T : 1D ndarray The time values for the output. yout : ndarray The response of the system. xout : ndarray The time-evolution of the state-vector. Notes ----- This function uses `scipy.integrate.odeint` to solve the system's differential equations. Additional keyword arguments given to `lsim2` are passed on to `odeint`. See the documentation for `scipy.integrate.odeint` for the full list of arguments. If (num, den) is passed in for ``system``, coefficients for both the numerator and denominator should be specified in descending exponent order (e.g. ``s^2 + 3s + 5`` would be represented as ``[1, 3, 5]``). See Also -------- lsim Examples -------- We'll use `lsim2` to simulate an analog Bessel filter applied to a signal. >>> from scipy.signal import bessel, lsim2 >>> import matplotlib.pyplot as plt Create a low-pass Bessel filter with a cutoff of 12 Hz. >>> b, a = bessel(N=5, Wn=2*np.pi*12, btype='lowpass', analog=True) Generate data to which the filter is applied. >>> t = np.linspace(0, 1.25, 500, endpoint=False) The input signal is the sum of three sinusoidal curves, with frequencies 4 Hz, 40 Hz, and 80 Hz. The filter should mostly eliminate the 40 Hz and 80 Hz components, leaving just the 4 Hz signal. >>> u = (np.cos(2*np.pi*4*t) + 0.6*np.sin(2*np.pi*40*t) + ... 0.5*np.cos(2*np.pi*80*t)) Simulate the filter with `lsim2`. >>> tout, yout, xout = lsim2((b, a), U=u, T=t) Plot the result. >>> plt.plot(t, u, 'r', alpha=0.5, linewidth=1, label='input') >>> plt.plot(tout, yout, 'k', linewidth=1.5, label='output') >>> plt.legend(loc='best', shadow=True, framealpha=1) >>> plt.grid(alpha=0.3) >>> plt.xlabel('t') >>> plt.show() In a second example, we simulate a double integrator ``y'' = u``, with a constant input ``u = 1``. We'll use the state space representation of the integrator. >>> from scipy.signal import lti >>> A = np.array([[0, 1], [0, 0]]) >>> B = np.array([[0], [1]]) >>> C = np.array([[1, 0]]) >>> D = 0 >>> system = lti(A, B, C, D) `t` and `u` define the time and input signal for the system to be simulated. >>> t = np.linspace(0, 5, num=50) >>> u = np.ones_like(t) Compute the simulation, and then plot `y`. As expected, the plot shows the curve ``y = 0.5*t**2``. >>> tout, y, x = lsim2(system, u, t) >>> plt.plot(t, y) >>> plt.grid(alpha=0.3) >>> plt.xlabel('t') >>> plt.show() """ if isinstance(system, lti): sys = system._as_ss() elif isinstance(system, dlti): raise AttributeError('lsim2 can only be used with continuous-time ' 'systems.') else: sys = lti(*system)._as_ss() if X0 is None: X0 = zeros(sys.B.shape[0], sys.A.dtype) if T is None: # XXX T should really be a required argument, but U was # changed from a required positional argument to a keyword, # and T is after U in the argument list. So we either: change # the API and move T in front of U; check here for T being # None and raise an exception; or assign a default value to T # here. This code implements the latter. T = linspace(0, 10.0, 101) T = atleast_1d(T) if len(T.shape) != 1: raise ValueError("T must be a rank-1 array.") if U is not None: U = atleast_1d(U) if len(U.shape) == 1: U = U.reshape(-1, 1) sU = U.shape if sU[0] != len(T): raise ValueError("U must have the same number of rows " "as elements in T.") if sU[1] != sys.inputs: raise ValueError("The number of inputs in U (%d) is not " "compatible with the number of system " "inputs (%d)" % (sU[1], sys.inputs)) # Create a callable that uses linear interpolation to # calculate the input at any time. ufunc = interpolate.interp1d(T, U, kind='linear', axis=0, bounds_error=False) def fprime(x, t, sys, ufunc): """The vector field of the linear system.""" return dot(sys.A, x) + squeeze(dot(sys.B, nan_to_num(ufunc([t])))) xout = integrate.odeint(fprime, X0, T, args=(sys, ufunc), **kwargs) yout = dot(sys.C, transpose(xout)) + dot(sys.D, transpose(U)) else: def fprime(x, t, sys): """The vector field of the linear system.""" return dot(sys.A, x) xout = integrate.odeint(fprime, X0, T, args=(sys,), **kwargs) yout = dot(sys.C, transpose(xout)) return T, squeeze(transpose(yout)), xout def _cast_to_array_dtype(in1, in2): """Cast array to dtype of other array, while avoiding ComplexWarning. Those can be raised when casting complex to real. """ if numpy.issubdtype(in2.dtype, numpy.float64): # dtype to cast to is not complex, so use .real in1 = in1.real.astype(in2.dtype) else: in1 = in1.astype(in2.dtype) return in1 def lsim(system, U, T, X0=None, interp=True): """ Simulate output of a continuous-time linear system. Parameters ---------- system : an instance of the LTI class or a tuple describing the system. The following gives the number of elements in the tuple and the interpretation: * 1: (instance of `lti`) * 2: (num, den) * 3: (zeros, poles, gain) * 4: (A, B, C, D) U : array_like An input array describing the input at each time `T` (interpolation is assumed between given times). If there are multiple inputs, then each column of the rank-2 array represents an input. If U = 0 or None, a zero input is used. T : array_like The time steps at which the input is defined and at which the output is desired. Must be nonnegative, increasing, and equally spaced. X0 : array_like, optional The initial conditions on the state vector (zero by default). interp : bool, optional Whether to use linear (True, the default) or zero-order-hold (False) interpolation for the input array. Returns ------- T : 1D ndarray Time values for the output. yout : 1D ndarray System response. xout : ndarray Time evolution of the state vector. Notes ----- If (num, den) is passed in for ``system``, coefficients for both the numerator and denominator should be specified in descending exponent order (e.g. ``s^2 + 3s + 5`` would be represented as ``[1, 3, 5]``). Examples -------- We'll use `lsim` to simulate an analog Bessel filter applied to a signal. >>> from scipy.signal import bessel, lsim >>> import matplotlib.pyplot as plt Create a low-pass Bessel filter with a cutoff of 12 Hz. >>> b, a = bessel(N=5, Wn=2*np.pi*12, btype='lowpass', analog=True) Generate data to which the filter is applied. >>> t = np.linspace(0, 1.25, 500, endpoint=False) The input signal is the sum of three sinusoidal curves, with frequencies 4 Hz, 40 Hz, and 80 Hz. The filter should mostly eliminate the 40 Hz and 80 Hz components, leaving just the 4 Hz signal. >>> u = (np.cos(2*np.pi*4*t) + 0.6*np.sin(2*np.pi*40*t) + ... 0.5*np.cos(2*np.pi*80*t)) Simulate the filter with `lsim`. >>> tout, yout, xout = lsim((b, a), U=u, T=t) Plot the result. >>> plt.plot(t, u, 'r', alpha=0.5, linewidth=1, label='input') >>> plt.plot(tout, yout, 'k', linewidth=1.5, label='output') >>> plt.legend(loc='best', shadow=True, framealpha=1) >>> plt.grid(alpha=0.3) >>> plt.xlabel('t') >>> plt.show() In a second example, we simulate a double integrator ``y'' = u``, with a constant input ``u = 1``. We'll use the state space representation of the integrator. >>> from scipy.signal import lti >>> A = np.array([[0.0, 1.0], [0.0, 0.0]]) >>> B = np.array([[0.0], [1.0]]) >>> C = np.array([[1.0, 0.0]]) >>> D = 0.0 >>> system = lti(A, B, C, D) `t` and `u` define the time and input signal for the system to be simulated. >>> t = np.linspace(0, 5, num=50) >>> u = np.ones_like(t) Compute the simulation, and then plot `y`. As expected, the plot shows the curve ``y = 0.5*t**2``. >>> tout, y, x = lsim(system, u, t) >>> plt.plot(t, y) >>> plt.grid(alpha=0.3) >>> plt.xlabel('t') >>> plt.show() """ if isinstance(system, lti): sys = system._as_ss() elif isinstance(system, dlti): raise AttributeError('lsim can only be used with continuous-time ' 'systems.') else: sys = lti(*system)._as_ss() T = atleast_1d(T) if len(T.shape) != 1: raise ValueError("T must be a rank-1 array.") A, B, C, D = map(np.asarray, (sys.A, sys.B, sys.C, sys.D)) n_states = A.shape[0] n_inputs = B.shape[1] n_steps = T.size if X0 is None: X0 = zeros(n_states, sys.A.dtype) xout = np.empty((n_steps, n_states), sys.A.dtype) if T[0] == 0: xout[0] = X0 elif T[0] > 0: # step forward to initial time, with zero input xout[0] = dot(X0, linalg.expm(transpose(A) * T[0])) else: raise ValueError("Initial time must be nonnegative") no_input = (U is None or (isinstance(U, (int, float)) and U == 0.) or not np.any(U)) if n_steps == 1: yout = squeeze(dot(xout, transpose(C))) if not no_input: yout += squeeze(dot(U, transpose(D))) return T, squeeze(yout), squeeze(xout) dt = T[1] - T[0] if not np.allclose((T[1:] - T[:-1]) / dt, 1.0): warnings.warn("Non-uniform timesteps are deprecated. Results may be " "slow and/or inaccurate.", DeprecationWarning) return lsim2(system, U, T, X0) if no_input: # Zero input: just use matrix exponential # take transpose because state is a row vector expAT_dt = linalg.expm(transpose(A) * dt) for i in range(1, n_steps): xout[i] = dot(xout[i-1], expAT_dt) yout = squeeze(dot(xout, transpose(C))) return T, squeeze(yout), squeeze(xout) # Nonzero input U = atleast_1d(U) if U.ndim == 1: U = U[:, np.newaxis] if U.shape[0] != n_steps: raise ValueError("U must have the same number of rows " "as elements in T.") if U.shape[1] != n_inputs: raise ValueError("System does not define that many inputs.") if not interp: # Zero-order hold # Algorithm: to integrate from time 0 to time dt, we solve # xdot = A x + B u, x(0) = x0 # udot = 0, u(0) = u0. # # Solution is # [ x(dt) ] [ A*dt B*dt ] [ x0 ] # [ u(dt) ] = exp [ 0 0 ] [ u0 ] M = np.vstack([np.hstack([A * dt, B * dt]), np.zeros((n_inputs, n_states + n_inputs))]) # transpose everything because the state and input are row vectors expMT = linalg.expm(transpose(M)) Ad = expMT[:n_states, :n_states] Bd = expMT[n_states:, :n_states] for i in range(1, n_steps): xout[i] = dot(xout[i-1], Ad) + dot(U[i-1], Bd) else: # Linear interpolation between steps # Algorithm: to integrate from time 0 to time dt, with linear # interpolation between inputs u(0) = u0 and u(dt) = u1, we solve # xdot = A x + B u, x(0) = x0 # udot = (u1 - u0) / dt, u(0) = u0. # # Solution is # [ x(dt) ] [ A*dt B*dt 0 ] [ x0 ] # [ u(dt) ] = exp [ 0 0 I ] [ u0 ] # [u1 - u0] [ 0 0 0 ] [u1 - u0] M = np.vstack([np.hstack([A * dt, B * dt, np.zeros((n_states, n_inputs))]), np.hstack([np.zeros((n_inputs, n_states + n_inputs)), np.identity(n_inputs)]), np.zeros((n_inputs, n_states + 2 * n_inputs))]) expMT = linalg.expm(transpose(M)) Ad = expMT[:n_states, :n_states] Bd1 = expMT[n_states+n_inputs:, :n_states] Bd0 = expMT[n_states:n_states + n_inputs, :n_states] - Bd1 for i in range(1, n_steps): xout[i] = (dot(xout[i-1], Ad) + dot(U[i-1], Bd0) + dot(U[i], Bd1)) yout = (squeeze(dot(xout, transpose(C))) + squeeze(dot(U, transpose(D)))) return T, squeeze(yout), squeeze(xout) def _default_response_times(A, n): """Compute a reasonable set of time samples for the response time. This function is used by `impulse`, `impulse2`, `step` and `step2` to compute the response time when the `T` argument to the function is None. Parameters ---------- A : array_like The system matrix, which is square. n : int The number of time samples to generate. Returns ------- t : ndarray The 1-D array of length `n` of time samples at which the response is to be computed. """ # Create a reasonable time interval. # TODO: This could use some more work. # For example, what is expected when the system is unstable? vals = linalg.eigvals(A) r = min(abs(real(vals))) if r == 0.0: r = 1.0 tc = 1.0 / r t = linspace(0.0, 7 * tc, n) return t def impulse(system, X0=None, T=None, N=None): """Impulse response of continuous-time system. Parameters ---------- system : an instance of the LTI class or a tuple of array_like describing the system. The following gives the number of elements in the tuple and the interpretation: * 1 (instance of `lti`) * 2 (num, den) * 3 (zeros, poles, gain) * 4 (A, B, C, D) X0 : array_like, optional Initial state-vector. Defaults to zero. T : array_like, optional Time points. Computed if not given. N : int, optional The number of time points to compute (if `T` is not given). Returns ------- T : ndarray A 1-D array of time points. yout : ndarray A 1-D array containing the impulse response of the system (except for singularities at zero). Notes ----- If (num, den) is passed in for ``system``, coefficients for both the numerator and denominator should be specified in descending exponent order (e.g. ``s^2 + 3s + 5`` would be represented as ``[1, 3, 5]``). Examples -------- Compute the impulse response of a second order system with a repeated root: ``x''(t) + 2*x'(t) + x(t) = u(t)`` >>> from scipy import signal >>> system = ([1.0], [1.0, 2.0, 1.0]) >>> t, y = signal.impulse(system) >>> import matplotlib.pyplot as plt >>> plt.plot(t, y) """ if isinstance(system, lti): sys = system._as_ss() elif isinstance(system, dlti): raise AttributeError('impulse can only be used with continuous-time ' 'systems.') else: sys = lti(*system)._as_ss() if X0 is None: X = squeeze(sys.B) else: X = squeeze(sys.B + X0) if N is None: N = 100 if T is None: T = _default_response_times(sys.A, N) else: T = asarray(T) _, h, _ = lsim(sys, 0., T, X, interp=False) return T, h def impulse2(system, X0=None, T=None, N=None, **kwargs): """ Impulse response of a single-input, continuous-time linear system. Parameters ---------- system : an instance of the LTI class or a tuple of array_like describing the system. The following gives the number of elements in the tuple and the interpretation: * 1 (instance of `lti`) * 2 (num, den) * 3 (zeros, poles, gain) * 4 (A, B, C, D) X0 : 1-D array_like, optional The initial condition of the state vector. Default: 0 (the zero vector). T : 1-D array_like, optional The time steps at which the input is defined and at which the output is desired. If `T` is not given, the function will generate a set of time samples automatically. N : int, optional Number of time points to compute. Default: 100. kwargs : various types Additional keyword arguments are passed on to the function `scipy.signal.lsim2`, which in turn passes them on to `scipy.integrate.odeint`; see the latter's documentation for information about these arguments. Returns ------- T : ndarray The time values for the output. yout : ndarray The output response of the system. See Also -------- impulse, lsim2, scipy.integrate.odeint Notes ----- The solution is generated by calling `scipy.signal.lsim2`, which uses the differential equation solver `scipy.integrate.odeint`. If (num, den) is passed in for ``system``, coefficients for both the numerator and denominator should be specified in descending exponent order (e.g. ``s^2 + 3s + 5`` would be represented as ``[1, 3, 5]``). .. versionadded:: 0.8.0 Examples -------- Compute the impulse response of a second order system with a repeated root: ``x''(t) + 2*x'(t) + x(t) = u(t)`` >>> from scipy import signal >>> system = ([1.0], [1.0, 2.0, 1.0]) >>> t, y = signal.impulse2(system) >>> import matplotlib.pyplot as plt >>> plt.plot(t, y) """ if isinstance(system, lti): sys = system._as_ss() elif isinstance(system, dlti): raise AttributeError('impulse2 can only be used with continuous-time ' 'systems.') else: sys = lti(*system)._as_ss() B = sys.B if B.shape[-1] != 1: raise ValueError("impulse2() requires a single-input system.") B = B.squeeze() if X0 is None: X0 = zeros_like(B) if N is None: N = 100 if T is None: T = _default_response_times(sys.A, N) # Move the impulse in the input to the initial conditions, and then # solve using lsim2(). ic = B + X0 Tr, Yr, Xr = lsim2(sys, T=T, X0=ic, **kwargs) return Tr, Yr def step(system, X0=None, T=None, N=None): """Step response of continuous-time system. Parameters ---------- system : an instance of the LTI class or a tuple of array_like describing the system. The following gives the number of elements in the tuple and the interpretation: * 1 (instance of `lti`) * 2 (num, den) * 3 (zeros, poles, gain) * 4 (A, B, C, D) X0 : array_like, optional Initial state-vector (default is zero). T : array_like, optional Time points (computed if not given). N : int, optional Number of time points to compute if `T` is not given. Returns ------- T : 1D ndarray Output time points. yout : 1D ndarray Step response of system. See also -------- scipy.signal.step2 Notes ----- If (num, den) is passed in for ``system``, coefficients for both the numerator and denominator should be specified in descending exponent order (e.g. ``s^2 + 3s + 5`` would be represented as ``[1, 3, 5]``). Examples -------- >>> from scipy import signal >>> import matplotlib.pyplot as plt >>> lti = signal.lti([1.0], [1.0, 1.0]) >>> t, y = signal.step(lti) >>> plt.plot(t, y) >>> plt.xlabel('Time [s]') >>> plt.ylabel('Amplitude') >>> plt.title('Step response for 1. Order Lowpass') >>> plt.grid() """ if isinstance(system, lti): sys = system._as_ss() elif isinstance(system, dlti): raise AttributeError('step can only be used with continuous-time ' 'systems.') else: sys = lti(*system)._as_ss() if N is None: N = 100 if T is None: T = _default_response_times(sys.A, N) else: T = asarray(T) U = ones(T.shape, sys.A.dtype) vals = lsim(sys, U, T, X0=X0, interp=False) return vals[0], vals[1] def step2(system, X0=None, T=None, N=None, **kwargs): """Step response of continuous-time system. This function is functionally the same as `scipy.signal.step`, but it uses the function `scipy.signal.lsim2` to compute the step response. Parameters ---------- system : an instance of the LTI class or a tuple of array_like describing the system. The following gives the number of elements in the tuple and the interpretation: * 1 (instance of `lti`) * 2 (num, den) * 3 (zeros, poles, gain) * 4 (A, B, C, D) X0 : array_like, optional Initial state-vector (default is zero). T : array_like, optional Time points (computed if not given). N : int, optional Number of time points to compute if `T` is not given. kwargs : various types Additional keyword arguments are passed on the function `scipy.signal.lsim2`, which in turn passes them on to `scipy.integrate.odeint`. See the documentation for `scipy.integrate.odeint` for information about these arguments. Returns ------- T : 1D ndarray Output time points. yout : 1D ndarray Step response of system. See also -------- scipy.signal.step Notes ----- If (num, den) is passed in for ``system``, coefficients for both the numerator and denominator should be specified in descending exponent order (e.g. ``s^2 + 3s + 5`` would be represented as ``[1, 3, 5]``). .. versionadded:: 0.8.0 Examples -------- >>> from scipy import signal >>> import matplotlib.pyplot as plt >>> lti = signal.lti([1.0], [1.0, 1.0]) >>> t, y = signal.step2(lti) >>> plt.plot(t, y) >>> plt.xlabel('Time [s]') >>> plt.ylabel('Amplitude') >>> plt.title('Step response for 1. Order Lowpass') >>> plt.grid() """ if isinstance(system, lti): sys = system._as_ss() elif isinstance(system, dlti): raise AttributeError('step2 can only be used with continuous-time ' 'systems.') else: sys = lti(*system)._as_ss() if N is None: N = 100 if T is None: T = _default_response_times(sys.A, N) else: T = asarray(T) U = ones(T.shape, sys.A.dtype) vals = lsim2(sys, U, T, X0=X0, **kwargs) return vals[0], vals[1] def bode(system, w=None, n=100): """ Calculate Bode magnitude and phase data of a continuous-time system. Parameters ---------- system : an instance of the LTI class or a tuple describing the system. The following gives the number of elements in the tuple and the interpretation: * 1 (instance of `lti`) * 2 (num, den) * 3 (zeros, poles, gain) * 4 (A, B, C, D) w : array_like, optional Array of frequencies (in rad/s). Magnitude and phase data is calculated for every value in this array. If not given a reasonable set will be calculated. n : int, optional Number of frequency points to compute if `w` is not given. The `n` frequencies are logarithmically spaced in an interval chosen to include the influence of the poles and zeros of the system. Returns ------- w : 1D ndarray Frequency array [rad/s] mag : 1D ndarray Magnitude array [dB] phase : 1D ndarray Phase array [deg] Notes ----- If (num, den) is passed in for ``system``, coefficients for both the numerator and denominator should be specified in descending exponent order (e.g. ``s^2 + 3s + 5`` would be represented as ``[1, 3, 5]``). .. versionadded:: 0.11.0 Examples -------- >>> from scipy import signal >>> import matplotlib.pyplot as plt >>> sys = signal.TransferFunction([1], [1, 1]) >>> w, mag, phase = signal.bode(sys) >>> plt.figure() >>> plt.semilogx(w, mag) # Bode magnitude plot >>> plt.figure() >>> plt.semilogx(w, phase) # Bode phase plot >>> plt.show() """ w, y = freqresp(system, w=w, n=n) mag = 20.0 * numpy.log10(abs(y)) phase = numpy.unwrap(numpy.arctan2(y.imag, y.real)) * 180.0 / numpy.pi return w, mag, phase def freqresp(system, w=None, n=10000): r"""Calculate the frequency response of a continuous-time system. Parameters ---------- system : an instance of the `lti` class or a tuple describing the system. The following gives the number of elements in the tuple and the interpretation: * 1 (instance of `lti`) * 2 (num, den) * 3 (zeros, poles, gain) * 4 (A, B, C, D) w : array_like, optional Array of frequencies (in rad/s). Magnitude and phase data is calculated for every value in this array. If not given, a reasonable set will be calculated. n : int, optional Number of frequency points to compute if `w` is not given. The `n` frequencies are logarithmically spaced in an interval chosen to include the influence of the poles and zeros of the system. Returns ------- w : 1D ndarray Frequency array [rad/s] H : 1D ndarray Array of complex magnitude values Notes ----- If (num, den) is passed in for ``system``, coefficients for both the numerator and denominator should be specified in descending exponent order (e.g. ``s^2 + 3s + 5`` would be represented as ``[1, 3, 5]``). Examples -------- Generating the Nyquist plot of a transfer function >>> from scipy import signal >>> import matplotlib.pyplot as plt Construct the transfer function :math:`H(s) = \frac{5}{(s-1)^3}`: >>> s1 = signal.ZerosPolesGain([], [1, 1, 1], [5]) >>> w, H = signal.freqresp(s1) >>> plt.figure() >>> plt.plot(H.real, H.imag, "b") >>> plt.plot(H.real, -H.imag, "r") >>> plt.show() """ if isinstance(system, lti): if isinstance(system, (TransferFunction, ZerosPolesGain)): sys = system else: sys = system._as_zpk() elif isinstance(system, dlti): raise AttributeError('freqresp can only be used with continuous-time ' 'systems.') else: sys = lti(*system)._as_zpk() if sys.inputs != 1 or sys.outputs != 1: raise ValueError("freqresp() requires a SISO (single input, single " "output) system.") if w is not None: worN = w else: worN = n if isinstance(sys, TransferFunction): # In the call to freqs(), sys.num.ravel() is used because there are # cases where sys.num is a 2-D array with a single row. w, h = freqs(sys.num.ravel(), sys.den, worN=worN) elif isinstance(sys, ZerosPolesGain): w, h = freqs_zpk(sys.zeros, sys.poles, sys.gain, worN=worN) return w, h # This class will be used by place_poles to return its results # see https://code.activestate.com/recipes/52308/ class Bunch: def __init__(self, **kwds): self.__dict__.update(kwds) def _valid_inputs(A, B, poles, method, rtol, maxiter): """ Check the poles come in complex conjugage pairs Check shapes of A, B and poles are compatible. Check the method chosen is compatible with provided poles Return update method to use and ordered poles """ poles = np.asarray(poles) if poles.ndim > 1: raise ValueError("Poles must be a 1D array like.") # Will raise ValueError if poles do not come in complex conjugates pairs poles = _order_complex_poles(poles) if A.ndim > 2: raise ValueError("A must be a 2D array/matrix.") if B.ndim > 2: raise ValueError("B must be a 2D array/matrix") if A.shape[0] != A.shape[1]: raise ValueError("A must be square") if len(poles) > A.shape[0]: raise ValueError("maximum number of poles is %d but you asked for %d" % (A.shape[0], len(poles))) if len(poles) < A.shape[0]: raise ValueError("number of poles is %d but you should provide %d" % (len(poles), A.shape[0])) r = np.linalg.matrix_rank(B) for p in poles: if sum(p == poles) > r: raise ValueError("at least one of the requested pole is repeated " "more than rank(B) times") # Choose update method update_loop = _YT_loop if method not in ('KNV0','YT'): raise ValueError("The method keyword must be one of 'YT' or 'KNV0'") if method == "KNV0": update_loop = _KNV0_loop if not all(np.isreal(poles)): raise ValueError("Complex poles are not supported by KNV0") if maxiter < 1: raise ValueError("maxiter must be at least equal to 1") # We do not check rtol <= 0 as the user can use a negative rtol to # force maxiter iterations if rtol > 1: raise ValueError("rtol can not be greater than 1") return update_loop, poles def _order_complex_poles(poles): """ Check we have complex conjugates pairs and reorder P according to YT, ie real_poles, complex_i, conjugate complex_i, .... The lexicographic sort on the complex poles is added to help the user to compare sets of poles. """ ordered_poles = np.sort(poles[np.isreal(poles)]) im_poles = [] for p in np.sort(poles[np.imag(poles) < 0]): if np.conj(p) in poles: im_poles.extend((p, np.conj(p))) ordered_poles = np.hstack((ordered_poles, im_poles)) if poles.shape[0] != len(ordered_poles): raise ValueError("Complex poles must come with their conjugates") return ordered_poles def _KNV0(B, ker_pole, transfer_matrix, j, poles): """ Algorithm "KNV0" Kautsky et Al. Robust pole assignment in linear state feedback, Int journal of Control 1985, vol 41 p 1129->1155 https://la.epfl.ch/files/content/sites/la/files/ users/105941/public/KautskyNicholsDooren """ # Remove xj form the base transfer_matrix_not_j = np.delete(transfer_matrix, j, axis=1) # If we QR this matrix in full mode Q=Q0|Q1 # then Q1 will be a single column orthogonnal to # Q0, that's what we are looking for ! # After merge of gh-4249 great speed improvements could be achieved # using QR updates instead of full QR in the line below # To debug with numpy qr uncomment the line below # Q, R = np.linalg.qr(transfer_matrix_not_j, mode="complete") Q, R = s_qr(transfer_matrix_not_j, mode="full") mat_ker_pj = np.dot(ker_pole[j], ker_pole[j].T) yj = np.dot(mat_ker_pj, Q[:, -1]) # If Q[:, -1] is "almost" orthogonal to ker_pole[j] its # projection into ker_pole[j] will yield a vector # close to 0. As we are looking for a vector in ker_pole[j] # simply stick with transfer_matrix[:, j] (unless someone provides me with # a better choice ?) if not np.allclose(yj, 0): xj = yj/np.linalg.norm(yj) transfer_matrix[:, j] = xj # KNV does not support complex poles, using YT technique the two lines # below seem to work 9 out of 10 times but it is not reliable enough: # transfer_matrix[:, j]=real(xj) # transfer_matrix[:, j+1]=imag(xj) # Add this at the beginning of this function if you wish to test # complex support: # if ~np.isreal(P[j]) and (j>=B.shape[0]-1 or P[j]!=np.conj(P[j+1])): # return # Problems arise when imag(xj)=>0 I have no idea on how to fix this def _YT_real(ker_pole, Q, transfer_matrix, i, j): """ Applies algorithm from YT section 6.1 page 19 related to real pairs """ # step 1 page 19 u = Q[:, -2, np.newaxis] v = Q[:, -1, np.newaxis] # step 2 page 19 m = np.dot(np.dot(ker_pole[i].T, np.dot(u, v.T) - np.dot(v, u.T)), ker_pole[j]) # step 3 page 19 um, sm, vm = np.linalg.svd(m) # mu1, mu2 two first columns of U => 2 first lines of U.T mu1, mu2 = um.T[:2, :, np.newaxis] # VM is V.T with numpy we want the first two lines of V.T nu1, nu2 = vm[:2, :, np.newaxis] # what follows is a rough python translation of the formulas # in section 6.2 page 20 (step 4) transfer_matrix_j_mo_transfer_matrix_j = np.vstack(( transfer_matrix[:, i, np.newaxis], transfer_matrix[:, j, np.newaxis])) if not np.allclose(sm[0], sm[1]): ker_pole_imo_mu1 = np.dot(ker_pole[i], mu1) ker_pole_i_nu1 = np.dot(ker_pole[j], nu1) ker_pole_mu_nu = np.vstack((ker_pole_imo_mu1, ker_pole_i_nu1)) else: ker_pole_ij = np.vstack(( np.hstack((ker_pole[i], np.zeros(ker_pole[i].shape))), np.hstack((np.zeros(ker_pole[j].shape), ker_pole[j])) )) mu_nu_matrix = np.vstack( (np.hstack((mu1, mu2)), np.hstack((nu1, nu2))) ) ker_pole_mu_nu = np.dot(ker_pole_ij, mu_nu_matrix) transfer_matrix_ij = np.dot(np.dot(ker_pole_mu_nu, ker_pole_mu_nu.T), transfer_matrix_j_mo_transfer_matrix_j) if not np.allclose(transfer_matrix_ij, 0): transfer_matrix_ij = (np.sqrt(2)*transfer_matrix_ij / np.linalg.norm(transfer_matrix_ij)) transfer_matrix[:, i] = transfer_matrix_ij[ :transfer_matrix[:, i].shape[0], 0 ] transfer_matrix[:, j] = transfer_matrix_ij[ transfer_matrix[:, i].shape[0]:, 0 ] else: # As in knv0 if transfer_matrix_j_mo_transfer_matrix_j is orthogonal to # Vect{ker_pole_mu_nu} assign transfer_matrixi/transfer_matrix_j to # ker_pole_mu_nu and iterate. As we are looking for a vector in # Vect{Matker_pole_MU_NU} (see section 6.1 page 19) this might help # (that's a guess, not a claim !) transfer_matrix[:, i] = ker_pole_mu_nu[ :transfer_matrix[:, i].shape[0], 0 ] transfer_matrix[:, j] = ker_pole_mu_nu[ transfer_matrix[:, i].shape[0]:, 0 ] def _YT_complex(ker_pole, Q, transfer_matrix, i, j): """ Applies algorithm from YT section 6.2 page 20 related to complex pairs """ # step 1 page 20 ur = np.sqrt(2)*Q[:, -2, np.newaxis] ui = np.sqrt(2)*Q[:, -1, np.newaxis] u = ur + 1j*ui # step 2 page 20 ker_pole_ij = ker_pole[i] m = np.dot(np.dot(np.conj(ker_pole_ij.T), np.dot(u, np.conj(u).T) - np.dot(np.conj(u), u.T)), ker_pole_ij) # step 3 page 20 e_val, e_vec = np.linalg.eig(m) # sort eigenvalues according to their module e_val_idx = np.argsort(np.abs(e_val)) mu1 = e_vec[:, e_val_idx[-1], np.newaxis] mu2 = e_vec[:, e_val_idx[-2], np.newaxis] # what follows is a rough python translation of the formulas # in section 6.2 page 20 (step 4) # remember transfer_matrix_i has been split as # transfer_matrix[i]=real(transfer_matrix_i) and # transfer_matrix[j]=imag(transfer_matrix_i) transfer_matrix_j_mo_transfer_matrix_j = ( transfer_matrix[:, i, np.newaxis] + 1j*transfer_matrix[:, j, np.newaxis] ) if not np.allclose(np.abs(e_val[e_val_idx[-1]]), np.abs(e_val[e_val_idx[-2]])): ker_pole_mu = np.dot(ker_pole_ij, mu1) else: mu1_mu2_matrix = np.hstack((mu1, mu2)) ker_pole_mu = np.dot(ker_pole_ij, mu1_mu2_matrix) transfer_matrix_i_j = np.dot(np.dot(ker_pole_mu, np.conj(ker_pole_mu.T)), transfer_matrix_j_mo_transfer_matrix_j) if not np.allclose(transfer_matrix_i_j, 0): transfer_matrix_i_j = (transfer_matrix_i_j / np.linalg.norm(transfer_matrix_i_j)) transfer_matrix[:, i] = np.real(transfer_matrix_i_j[:, 0]) transfer_matrix[:, j] = np.imag(transfer_matrix_i_j[:, 0]) else: # same idea as in YT_real transfer_matrix[:, i] = np.real(ker_pole_mu[:, 0]) transfer_matrix[:, j] = np.imag(ker_pole_mu[:, 0]) def _YT_loop(ker_pole, transfer_matrix, poles, B, maxiter, rtol): """ Algorithm "YT" Tits, Yang. Globally Convergent Algorithms for Robust Pole Assignment by State Feedback https://hdl.handle.net/1903/5598 The poles P have to be sorted accordingly to section 6.2 page 20 """ # The IEEE edition of the YT paper gives useful information on the # optimal update order for the real poles in order to minimize the number # of times we have to loop over all poles, see page 1442 nb_real = poles[np.isreal(poles)].shape[0] # hnb => Half Nb Real hnb = nb_real // 2 # Stick to the indices in the paper and then remove one to get numpy array # index it is a bit easier to link the code to the paper this way even if it # is not very clean. The paper is unclear about what should be done when # there is only one real pole => use KNV0 on this real pole seem to work if nb_real > 0: #update the biggest real pole with the smallest one update_order = [[nb_real], [1]] else: update_order = [[],[]] r_comp = np.arange(nb_real+1, len(poles)+1, 2) # step 1.a r_p = np.arange(1, hnb+nb_real % 2) update_order[0].extend(2*r_p) update_order[1].extend(2*r_p+1) # step 1.b update_order[0].extend(r_comp) update_order[1].extend(r_comp+1) # step 1.c r_p = np.arange(1, hnb+1) update_order[0].extend(2*r_p-1) update_order[1].extend(2*r_p) # step 1.d if hnb == 0 and np.isreal(poles[0]): update_order[0].append(1) update_order[1].append(1) update_order[0].extend(r_comp) update_order[1].extend(r_comp+1) # step 2.a r_j = np.arange(2, hnb+nb_real % 2) for j in r_j: for i in range(1, hnb+1): update_order[0].append(i) update_order[1].append(i+j) # step 2.b if hnb == 0 and np.isreal(poles[0]): update_order[0].append(1) update_order[1].append(1) update_order[0].extend(r_comp) update_order[1].extend(r_comp+1) # step 2.c r_j = np.arange(2, hnb+nb_real % 2) for j in r_j: for i in range(hnb+1, nb_real+1): idx_1 = i+j if idx_1 > nb_real: idx_1 = i+j-nb_real update_order[0].append(i) update_order[1].append(idx_1) # step 2.d if hnb == 0 and np.isreal(poles[0]): update_order[0].append(1) update_order[1].append(1) update_order[0].extend(r_comp) update_order[1].extend(r_comp+1) # step 3.a for i in range(1, hnb+1): update_order[0].append(i) update_order[1].append(i+hnb) # step 3.b if hnb == 0 and np.isreal(poles[0]): update_order[0].append(1) update_order[1].append(1) update_order[0].extend(r_comp) update_order[1].extend(r_comp+1) update_order = np.array(update_order).T-1 stop = False nb_try = 0 while nb_try < maxiter and not stop: det_transfer_matrixb = np.abs(np.linalg.det(transfer_matrix)) for i, j in update_order: if i == j: assert i == 0, "i!=0 for KNV call in YT" assert np.isreal(poles[i]), "calling KNV on a complex pole" _KNV0(B, ker_pole, transfer_matrix, i, poles) else: transfer_matrix_not_i_j = np.delete(transfer_matrix, (i, j), axis=1) # after merge of gh-4249 great speed improvements could be # achieved using QR updates instead of full QR in the line below #to debug with numpy qr uncomment the line below #Q, _ = np.linalg.qr(transfer_matrix_not_i_j, mode="complete") Q, _ = s_qr(transfer_matrix_not_i_j, mode="full") if np.isreal(poles[i]): assert np.isreal(poles[j]), "mixing real and complex " + \ "in YT_real" + str(poles) _YT_real(ker_pole, Q, transfer_matrix, i, j) else: assert ~np.isreal(poles[i]), "mixing real and complex " + \ "in YT_real" + str(poles) _YT_complex(ker_pole, Q, transfer_matrix, i, j) det_transfer_matrix = np.max((np.sqrt(np.spacing(1)), np.abs(np.linalg.det(transfer_matrix)))) cur_rtol = np.abs( (det_transfer_matrix - det_transfer_matrixb) / det_transfer_matrix) if cur_rtol < rtol and det_transfer_matrix > np.sqrt(np.spacing(1)): # Convergence test from YT page 21 stop = True nb_try += 1 return stop, cur_rtol, nb_try def _KNV0_loop(ker_pole, transfer_matrix, poles, B, maxiter, rtol): """ Loop over all poles one by one and apply KNV method 0 algorithm """ # This method is useful only because we need to be able to call # _KNV0 from YT without looping over all poles, otherwise it would # have been fine to mix _KNV0_loop and _KNV0 in a single function stop = False nb_try = 0 while nb_try < maxiter and not stop: det_transfer_matrixb = np.abs(np.linalg.det(transfer_matrix)) for j in range(B.shape[0]): _KNV0(B, ker_pole, transfer_matrix, j, poles) det_transfer_matrix = np.max((np.sqrt(np.spacing(1)), np.abs(np.linalg.det(transfer_matrix)))) cur_rtol = np.abs((det_transfer_matrix - det_transfer_matrixb) / det_transfer_matrix) if cur_rtol < rtol and det_transfer_matrix > np.sqrt(np.spacing(1)): # Convergence test from YT page 21 stop = True nb_try += 1 return stop, cur_rtol, nb_try def place_poles(A, B, poles, method="YT", rtol=1e-3, maxiter=30): """ Compute K such that eigenvalues (A - dot(B, K))=poles. K is the gain matrix such as the plant described by the linear system ``AX+BU`` will have its closed-loop poles, i.e the eigenvalues ``A - B*K``, as close as possible to those asked for in poles. SISO, MISO and MIMO systems are supported. Parameters ---------- A, B : ndarray State-space representation of linear system ``AX + BU``. poles : array_like Desired real poles and/or complex conjugates poles. Complex poles are only supported with ``method="YT"`` (default). method: {'YT', 'KNV0'}, optional Which method to choose to find the gain matrix K. One of: - 'YT': Yang Tits - 'KNV0': Kautsky, Nichols, Van Dooren update method 0 See References and Notes for details on the algorithms. rtol: float, optional After each iteration the determinant of the eigenvectors of ``A - B*K`` is compared to its previous value, when the relative error between these two values becomes lower than `rtol` the algorithm stops. Default is 1e-3. maxiter: int, optional Maximum number of iterations to compute the gain matrix. Default is 30. Returns ------- full_state_feedback : Bunch object full_state_feedback is composed of: gain_matrix : 1-D ndarray The closed loop matrix K such as the eigenvalues of ``A-BK`` are as close as possible to the requested poles. computed_poles : 1-D ndarray The poles corresponding to ``A-BK`` sorted as first the real poles in increasing order, then the complex congugates in lexicographic order. requested_poles : 1-D ndarray The poles the algorithm was asked to place sorted as above, they may differ from what was achieved. X : 2-D ndarray The transfer matrix such as ``X * diag(poles) = (A - B*K)*X`` (see Notes) rtol : float The relative tolerance achieved on ``det(X)`` (see Notes). `rtol` will be NaN if it is possible to solve the system ``diag(poles) = (A - B*K)``, or 0 when the optimization algorithms can't do anything i.e when ``B.shape[1] == 1``. nb_iter : int The number of iterations performed before converging. `nb_iter` will be NaN if it is possible to solve the system ``diag(poles) = (A - B*K)``, or 0 when the optimization algorithms can't do anything i.e when ``B.shape[1] == 1``. Notes ----- The Tits and Yang (YT), [2]_ paper is an update of the original Kautsky et al. (KNV) paper [1]_. KNV relies on rank-1 updates to find the transfer matrix X such that ``X * diag(poles) = (A - B*K)*X``, whereas YT uses rank-2 updates. This yields on average more robust solutions (see [2]_ pp 21-22), furthermore the YT algorithm supports complex poles whereas KNV does not in its original version. Only update method 0 proposed by KNV has been implemented here, hence the name ``'KNV0'``. KNV extended to complex poles is used in Matlab's ``place`` function, YT is distributed under a non-free licence by Slicot under the name ``robpole``. It is unclear and undocumented how KNV0 has been extended to complex poles (Tits and Yang claim on page 14 of their paper that their method can not be used to extend KNV to complex poles), therefore only YT supports them in this implementation. As the solution to the problem of pole placement is not unique for MIMO systems, both methods start with a tentative transfer matrix which is altered in various way to increase its determinant. Both methods have been proven to converge to a stable solution, however depending on the way the initial transfer matrix is chosen they will converge to different solutions and therefore there is absolutely no guarantee that using ``'KNV0'`` will yield results similar to Matlab's or any other implementation of these algorithms. Using the default method ``'YT'`` should be fine in most cases; ``'KNV0'`` is only provided because it is needed by ``'YT'`` in some specific cases. Furthermore ``'YT'`` gives on average more robust results than ``'KNV0'`` when ``abs(det(X))`` is used as a robustness indicator. [2]_ is available as a technical report on the following URL: https://hdl.handle.net/1903/5598 References ---------- .. [1] J. Kautsky, N.K. Nichols and P. van Dooren, "Robust pole assignment in linear state feedback", International Journal of Control, Vol. 41 pp. 1129-1155, 1985. .. [2] A.L. Tits and Y. Yang, "Globally convergent algorithms for robust pole assignment by state feedback", IEEE Transactions on Automatic Control, Vol. 41, pp. 1432-1452, 1996. Examples -------- A simple example demonstrating real pole placement using both KNV and YT algorithms. This is example number 1 from section 4 of the reference KNV publication ([1]_): >>> from scipy import signal >>> import matplotlib.pyplot as plt >>> A = np.array([[ 1.380, -0.2077, 6.715, -5.676 ], ... [-0.5814, -4.290, 0, 0.6750 ], ... [ 1.067, 4.273, -6.654, 5.893 ], ... [ 0.0480, 4.273, 1.343, -2.104 ]]) >>> B = np.array([[ 0, 5.679 ], ... [ 1.136, 1.136 ], ... [ 0, 0, ], ... [-3.146, 0 ]]) >>> P = np.array([-0.2, -0.5, -5.0566, -8.6659]) Now compute K with KNV method 0, with the default YT method and with the YT method while forcing 100 iterations of the algorithm and print some results after each call. >>> fsf1 = signal.place_poles(A, B, P, method='KNV0') >>> fsf1.gain_matrix array([[ 0.20071427, -0.96665799, 0.24066128, -0.10279785], [ 0.50587268, 0.57779091, 0.51795763, -0.41991442]]) >>> fsf2 = signal.place_poles(A, B, P) # uses YT method >>> fsf2.computed_poles array([-8.6659, -5.0566, -0.5 , -0.2 ]) >>> fsf3 = signal.place_poles(A, B, P, rtol=-1, maxiter=100) >>> fsf3.X array([[ 0.52072442+0.j, -0.08409372+0.j, -0.56847937+0.j, 0.74823657+0.j], [-0.04977751+0.j, -0.80872954+0.j, 0.13566234+0.j, -0.29322906+0.j], [-0.82266932+0.j, -0.19168026+0.j, -0.56348322+0.j, -0.43815060+0.j], [ 0.22267347+0.j, 0.54967577+0.j, -0.58387806+0.j, -0.40271926+0.j]]) The absolute value of the determinant of X is a good indicator to check the robustness of the results, both ``'KNV0'`` and ``'YT'`` aim at maximizing it. Below a comparison of the robustness of the results above: >>> abs(np.linalg.det(fsf1.X)) < abs(np.linalg.det(fsf2.X)) True >>> abs(np.linalg.det(fsf2.X)) < abs(np.linalg.det(fsf3.X)) True Now a simple example for complex poles: >>> A = np.array([[ 0, 7/3., 0, 0 ], ... [ 0, 0, 0, 7/9. ], ... [ 0, 0, 0, 0 ], ... [ 0, 0, 0, 0 ]]) >>> B = np.array([[ 0, 0 ], ... [ 0, 0 ], ... [ 1, 0 ], ... [ 0, 1 ]]) >>> P = np.array([-3, -1, -2-1j, -2+1j]) / 3. >>> fsf = signal.place_poles(A, B, P, method='YT') We can plot the desired and computed poles in the complex plane: >>> t = np.linspace(0, 2*np.pi, 401) >>> plt.plot(np.cos(t), np.sin(t), 'k--') # unit circle >>> plt.plot(fsf.requested_poles.real, fsf.requested_poles.imag, ... 'wo', label='Desired') >>> plt.plot(fsf.computed_poles.real, fsf.computed_poles.imag, 'bx', ... label='Placed') >>> plt.grid() >>> plt.axis('image') >>> plt.axis([-1.1, 1.1, -1.1, 1.1]) >>> plt.legend(bbox_to_anchor=(1.05, 1), loc=2, numpoints=1) """ # Move away all the inputs checking, it only adds noise to the code update_loop, poles = _valid_inputs(A, B, poles, method, rtol, maxiter) # The current value of the relative tolerance we achieved cur_rtol = 0 # The number of iterations needed before converging nb_iter = 0 # Step A: QR decomposition of B page 1132 KN # to debug with numpy qr uncomment the line below # u, z = np.linalg.qr(B, mode="complete") u, z = s_qr(B, mode="full") rankB = np.linalg.matrix_rank(B) u0 = u[:, :rankB] u1 = u[:, rankB:] z = z[:rankB, :] # If we can use the identity matrix as X the solution is obvious if B.shape[0] == rankB: # if B is square and full rank there is only one solution # such as (A+BK)=inv(X)*diag(P)*X with X=eye(A.shape[0]) # i.e K=inv(B)*(diag(P)-A) # if B has as many lines as its rank (but not square) there are many # solutions and we can choose one using least squares # => use lstsq in both cases. # In both cases the transfer matrix X will be eye(A.shape[0]) and I # can hardly think of a better one so there is nothing to optimize # # for complex poles we use the following trick # # |a -b| has for eigenvalues a+b and a-b # |b a| # # |a+bi 0| has the obvious eigenvalues a+bi and a-bi # |0 a-bi| # # e.g solving the first one in R gives the solution # for the second one in C diag_poles = np.zeros(A.shape) idx = 0 while idx < poles.shape[0]: p = poles[idx] diag_poles[idx, idx] = np.real(p) if ~np.isreal(p): diag_poles[idx, idx+1] = -np.imag(p) diag_poles[idx+1, idx+1] = np.real(p) diag_poles[idx+1, idx] = np.imag(p) idx += 1 # skip next one idx += 1 gain_matrix = np.linalg.lstsq(B, diag_poles-A, rcond=-1)[0] transfer_matrix = np.eye(A.shape[0]) cur_rtol = np.nan nb_iter = np.nan else: # step A (p1144 KNV) and beginning of step F: decompose # dot(U1.T, A-P[i]*I).T and build our set of transfer_matrix vectors # in the same loop ker_pole = [] # flag to skip the conjugate of a complex pole skip_conjugate = False # select orthonormal base ker_pole for each Pole and vectors for # transfer_matrix for j in range(B.shape[0]): if skip_conjugate: skip_conjugate = False continue pole_space_j = np.dot(u1.T, A-poles[j]*np.eye(B.shape[0])).T # after QR Q=Q0|Q1 # only Q0 is used to reconstruct the qr'ed (dot Q, R) matrix. # Q1 is orthogonnal to Q0 and will be multiplied by the zeros in # R when using mode "complete". In default mode Q1 and the zeros # in R are not computed # To debug with numpy qr uncomment the line below # Q, _ = np.linalg.qr(pole_space_j, mode="complete") Q, _ = s_qr(pole_space_j, mode="full") ker_pole_j = Q[:, pole_space_j.shape[1]:] # We want to select one vector in ker_pole_j to build the transfer # matrix, however qr returns sometimes vectors with zeros on the # same line for each pole and this yields very long convergence # times. # Or some other times a set of vectors, one with zero imaginary # part and one (or several) with imaginary parts. After trying # many ways to select the best possible one (eg ditch vectors # with zero imaginary part for complex poles) I ended up summing # all vectors in ker_pole_j, this solves 100% of the problems and # is a valid choice for transfer_matrix. # This way for complex poles we are sure to have a non zero # imaginary part that way, and the problem of lines full of zeros # in transfer_matrix is solved too as when a vector from # ker_pole_j has a zero the other one(s) when # ker_pole_j.shape[1]>1) for sure won't have a zero there. transfer_matrix_j = np.sum(ker_pole_j, axis=1)[:, np.newaxis] transfer_matrix_j = (transfer_matrix_j / np.linalg.norm(transfer_matrix_j)) if ~np.isreal(poles[j]): # complex pole transfer_matrix_j = np.hstack([np.real(transfer_matrix_j), np.imag(transfer_matrix_j)]) ker_pole.extend([ker_pole_j, ker_pole_j]) # Skip next pole as it is the conjugate skip_conjugate = True else: # real pole, nothing to do ker_pole.append(ker_pole_j) if j == 0: transfer_matrix = transfer_matrix_j else: transfer_matrix = np.hstack((transfer_matrix, transfer_matrix_j)) if rankB > 1: # otherwise there is nothing we can optimize stop, cur_rtol, nb_iter = update_loop(ker_pole, transfer_matrix, poles, B, maxiter, rtol) if not stop and rtol > 0: # if rtol<=0 the user has probably done that on purpose, # don't annoy him err_msg = ( "Convergence was not reached after maxiter iterations.\n" "You asked for a relative tolerance of %f we got %f" % (rtol, cur_rtol) ) warnings.warn(err_msg) # reconstruct transfer_matrix to match complex conjugate pairs, # ie transfer_matrix_j/transfer_matrix_j+1 are # Re(Complex_pole), Im(Complex_pole) now and will be Re-Im/Re+Im after transfer_matrix = transfer_matrix.astype(complex) idx = 0 while idx < poles.shape[0]-1: if ~np.isreal(poles[idx]): rel = transfer_matrix[:, idx].copy() img = transfer_matrix[:, idx+1] # rel will be an array referencing a column of transfer_matrix # if we don't copy() it will changer after the next line and # and the line after will not yield the correct value transfer_matrix[:, idx] = rel-1j*img transfer_matrix[:, idx+1] = rel+1j*img idx += 1 # skip next one idx += 1 try: m = np.linalg.solve(transfer_matrix.T, np.dot(np.diag(poles), transfer_matrix.T)).T gain_matrix = np.linalg.solve(z, np.dot(u0.T, m-A)) except np.linalg.LinAlgError as e: raise ValueError("The poles you've chosen can't be placed. " "Check the controllability matrix and try " "another set of poles") from e # Beware: Kautsky solves A+BK but the usual form is A-BK gain_matrix = -gain_matrix # K still contains complex with ~=0j imaginary parts, get rid of them gain_matrix = np.real(gain_matrix) full_state_feedback = Bunch() full_state_feedback.gain_matrix = gain_matrix full_state_feedback.computed_poles = _order_complex_poles( np.linalg.eig(A - np.dot(B, gain_matrix))[0] ) full_state_feedback.requested_poles = poles full_state_feedback.X = transfer_matrix full_state_feedback.rtol = cur_rtol full_state_feedback.nb_iter = nb_iter return full_state_feedback def dlsim(system, u, t=None, x0=None): """ Simulate output of a discrete-time linear system. Parameters ---------- system : tuple of array_like or instance of `dlti` A tuple describing the system. The following gives the number of elements in the tuple and the interpretation: * 1: (instance of `dlti`) * 3: (num, den, dt) * 4: (zeros, poles, gain, dt) * 5: (A, B, C, D, dt) u : array_like An input array describing the input at each time `t` (interpolation is assumed between given times). If there are multiple inputs, then each column of the rank-2 array represents an input. t : array_like, optional The time steps at which the input is defined. If `t` is given, it must be the same length as `u`, and the final value in `t` determines the number of steps returned in the output. x0 : array_like, optional The initial conditions on the state vector (zero by default). Returns ------- tout : ndarray Time values for the output, as a 1-D array. yout : ndarray System response, as a 1-D array. xout : ndarray, optional Time-evolution of the state-vector. Only generated if the input is a `StateSpace` system. See Also -------- lsim, dstep, dimpulse, cont2discrete Examples -------- A simple integrator transfer function with a discrete time step of 1.0 could be implemented as: >>> from scipy import signal >>> tf = ([1.0,], [1.0, -1.0], 1.0) >>> t_in = [0.0, 1.0, 2.0, 3.0] >>> u = np.asarray([0.0, 0.0, 1.0, 1.0]) >>> t_out, y = signal.dlsim(tf, u, t=t_in) >>> y.T array([[ 0., 0., 0., 1.]]) """ # Convert system to dlti-StateSpace if isinstance(system, lti): raise AttributeError('dlsim can only be used with discrete-time dlti ' 'systems.') elif not isinstance(system, dlti): system = dlti(*system[:-1], dt=system[-1]) # Condition needed to ensure output remains compatible is_ss_input = isinstance(system, StateSpace) system = system._as_ss() u = np.atleast_1d(u) if u.ndim == 1: u = np.atleast_2d(u).T if t is None: out_samples = len(u) stoptime = (out_samples - 1) * system.dt else: stoptime = t[-1] out_samples = int(np.floor(stoptime / system.dt)) + 1 # Pre-build output arrays xout = np.zeros((out_samples, system.A.shape[0])) yout = np.zeros((out_samples, system.C.shape[0])) tout = np.linspace(0.0, stoptime, num=out_samples) # Check initial condition if x0 is None: xout[0, :] = np.zeros((system.A.shape[1],)) else: xout[0, :] = np.asarray(x0) # Pre-interpolate inputs into the desired time steps if t is None: u_dt = u else: if len(u.shape) == 1: u = u[:, np.newaxis] u_dt_interp = interp1d(t, u.transpose(), copy=False, bounds_error=True) u_dt = u_dt_interp(tout).transpose() # Simulate the system for i in range(0, out_samples - 1): xout[i+1, :] = (np.dot(system.A, xout[i, :]) + np.dot(system.B, u_dt[i, :])) yout[i, :] = (np.dot(system.C, xout[i, :]) + np.dot(system.D, u_dt[i, :])) # Last point yout[out_samples-1, :] = (np.dot(system.C, xout[out_samples-1, :]) + np.dot(system.D, u_dt[out_samples-1, :])) if is_ss_input: return tout, yout, xout else: return tout, yout def dimpulse(system, x0=None, t=None, n=None): """ Impulse response of discrete-time system. Parameters ---------- system : tuple of array_like or instance of `dlti` A tuple describing the system. The following gives the number of elements in the tuple and the interpretation: * 1: (instance of `dlti`) * 3: (num, den, dt) * 4: (zeros, poles, gain, dt) * 5: (A, B, C, D, dt) x0 : array_like, optional Initial state-vector. Defaults to zero. t : array_like, optional Time points. Computed if not given. n : int, optional The number of time points to compute (if `t` is not given). Returns ------- tout : ndarray Time values for the output, as a 1-D array. yout : tuple of ndarray Impulse response of system. Each element of the tuple represents the output of the system based on an impulse in each input. See Also -------- impulse, dstep, dlsim, cont2discrete Examples -------- >>> from scipy import signal >>> import matplotlib.pyplot as plt >>> butter = signal.dlti(*signal.butter(3, 0.5)) >>> t, y = signal.dimpulse(butter, n=25) >>> plt.step(t, np.squeeze(y)) >>> plt.grid() >>> plt.xlabel('n [samples]') >>> plt.ylabel('Amplitude') """ # Convert system to dlti-StateSpace if isinstance(system, dlti): system = system._as_ss() elif isinstance(system, lti): raise AttributeError('dimpulse can only be used with discrete-time ' 'dlti systems.') else: system = dlti(*system[:-1], dt=system[-1])._as_ss() # Default to 100 samples if unspecified if n is None: n = 100 # If time is not specified, use the number of samples # and system dt if t is None: t = np.linspace(0, n * system.dt, n, endpoint=False) else: t = np.asarray(t) # For each input, implement a step change yout = None for i in range(0, system.inputs): u = np.zeros((t.shape[0], system.inputs)) u[0, i] = 1.0 one_output = dlsim(system, u, t=t, x0=x0) if yout is None: yout = (one_output[1],) else: yout = yout + (one_output[1],) tout = one_output[0] return tout, yout def dstep(system, x0=None, t=None, n=None): """ Step response of discrete-time system. Parameters ---------- system : tuple of array_like A tuple describing the system. The following gives the number of elements in the tuple and the interpretation: * 1: (instance of `dlti`) * 3: (num, den, dt) * 4: (zeros, poles, gain, dt) * 5: (A, B, C, D, dt) x0 : array_like, optional Initial state-vector. Defaults to zero. t : array_like, optional Time points. Computed if not given. n : int, optional The number of time points to compute (if `t` is not given). Returns ------- tout : ndarray Output time points, as a 1-D array. yout : tuple of ndarray Step response of system. Each element of the tuple represents the output of the system based on a step response to each input. See Also -------- step, dimpulse, dlsim, cont2discrete Examples -------- >>> from scipy import signal >>> import matplotlib.pyplot as plt >>> butter = signal.dlti(*signal.butter(3, 0.5)) >>> t, y = signal.dstep(butter, n=25) >>> plt.step(t, np.squeeze(y)) >>> plt.grid() >>> plt.xlabel('n [samples]') >>> plt.ylabel('Amplitude') """ # Convert system to dlti-StateSpace if isinstance(system, dlti): system = system._as_ss() elif isinstance(system, lti): raise AttributeError('dstep can only be used with discrete-time dlti ' 'systems.') else: system = dlti(*system[:-1], dt=system[-1])._as_ss() # Default to 100 samples if unspecified if n is None: n = 100 # If time is not specified, use the number of samples # and system dt if t is None: t = np.linspace(0, n * system.dt, n, endpoint=False) else: t = np.asarray(t) # For each input, implement a step change yout = None for i in range(0, system.inputs): u = np.zeros((t.shape[0], system.inputs)) u[:, i] = np.ones((t.shape[0],)) one_output = dlsim(system, u, t=t, x0=x0) if yout is None: yout = (one_output[1],) else: yout = yout + (one_output[1],) tout = one_output[0] return tout, yout def dfreqresp(system, w=None, n=10000, whole=False): r""" Calculate the frequency response of a discrete-time system. Parameters ---------- system : an instance of the `dlti` class or a tuple describing the system. The following gives the number of elements in the tuple and the interpretation: * 1 (instance of `dlti`) * 2 (numerator, denominator, dt) * 3 (zeros, poles, gain, dt) * 4 (A, B, C, D, dt) w : array_like, optional Array of frequencies (in radians/sample). Magnitude and phase data is calculated for every value in this array. If not given a reasonable set will be calculated. n : int, optional Number of frequency points to compute if `w` is not given. The `n` frequencies are logarithmically spaced in an interval chosen to include the influence of the poles and zeros of the system. whole : bool, optional Normally, if 'w' is not given, frequencies are computed from 0 to the Nyquist frequency, pi radians/sample (upper-half of unit-circle). If `whole` is True, compute frequencies from 0 to 2*pi radians/sample. Returns ------- w : 1D ndarray Frequency array [radians/sample] H : 1D ndarray Array of complex magnitude values Notes ----- If (num, den) is passed in for ``system``, coefficients for both the numerator and denominator should be specified in descending exponent order (e.g. ``z^2 + 3z + 5`` would be represented as ``[1, 3, 5]``). .. versionadded:: 0.18.0 Examples -------- Generating the Nyquist plot of a transfer function >>> from scipy import signal >>> import matplotlib.pyplot as plt Construct the transfer function :math:`H(z) = \frac{1}{z^2 + 2z + 3}` with a sampling time of 0.05 seconds: >>> sys = signal.TransferFunction([1], [1, 2, 3], dt=0.05) >>> w, H = signal.dfreqresp(sys) >>> plt.figure() >>> plt.plot(H.real, H.imag, "b") >>> plt.plot(H.real, -H.imag, "r") >>> plt.show() """ if not isinstance(system, dlti): if isinstance(system, lti): raise AttributeError('dfreqresp can only be used with ' 'discrete-time systems.') system = dlti(*system[:-1], dt=system[-1]) if isinstance(system, StateSpace): # No SS->ZPK code exists right now, just SS->TF->ZPK system = system._as_tf() if not isinstance(system, (TransferFunction, ZerosPolesGain)): raise ValueError('Unknown system type') if system.inputs != 1 or system.outputs != 1: raise ValueError("dfreqresp requires a SISO (single input, single " "output) system.") if w is not None: worN = w else: worN = n if isinstance(system, TransferFunction): # Convert numerator and denominator from polynomials in the variable # 'z' to polynomials in the variable 'z^-1', as freqz expects. num, den = TransferFunction._z_to_zinv(system.num.ravel(), system.den) w, h = freqz(num, den, worN=worN, whole=whole) elif isinstance(system, ZerosPolesGain): w, h = freqz_zpk(system.zeros, system.poles, system.gain, worN=worN, whole=whole) return w, h def dbode(system, w=None, n=100): r""" Calculate Bode magnitude and phase data of a discrete-time system. Parameters ---------- system : an instance of the LTI class or a tuple describing the system. The following gives the number of elements in the tuple and the interpretation: * 1 (instance of `dlti`) * 2 (num, den, dt) * 3 (zeros, poles, gain, dt) * 4 (A, B, C, D, dt) w : array_like, optional Array of frequencies (in radians/sample). Magnitude and phase data is calculated for every value in this array. If not given a reasonable set will be calculated. n : int, optional Number of frequency points to compute if `w` is not given. The `n` frequencies are logarithmically spaced in an interval chosen to include the influence of the poles and zeros of the system. Returns ------- w : 1D ndarray Frequency array [rad/time_unit] mag : 1D ndarray Magnitude array [dB] phase : 1D ndarray Phase array [deg] Notes ----- If (num, den) is passed in for ``system``, coefficients for both the numerator and denominator should be specified in descending exponent order (e.g. ``z^2 + 3z + 5`` would be represented as ``[1, 3, 5]``). .. versionadded:: 0.18.0 Examples -------- >>> from scipy import signal >>> import matplotlib.pyplot as plt Construct the transfer function :math:`H(z) = \frac{1}{z^2 + 2z + 3}` with a sampling time of 0.05 seconds: >>> sys = signal.TransferFunction([1], [1, 2, 3], dt=0.05) Equivalent: sys.bode() >>> w, mag, phase = signal.dbode(sys) >>> plt.figure() >>> plt.semilogx(w, mag) # Bode magnitude plot >>> plt.figure() >>> plt.semilogx(w, phase) # Bode phase plot >>> plt.show() """ w, y = dfreqresp(system, w=w, n=n) if isinstance(system, dlti): dt = system.dt else: dt = system[-1] mag = 20.0 * numpy.log10(abs(y)) phase = numpy.rad2deg(numpy.unwrap(numpy.angle(y))) return w / dt, mag, phase
bsd-3-clause
sgenoud/scikit-learn
sklearn/metrics/__init__.py
1
1038
""" The :mod:`sklearn.metrics` module includes score functions, performance metrics and pairwise metrics and distance computations. """ from .metrics import confusion_matrix, roc_curve, auc, precision_score, \ recall_score, fbeta_score, f1_score, zero_one_score, \ precision_recall_fscore_support, classification_report, \ precision_recall_curve, explained_variance_score, r2_score, \ zero_one, mean_square_error, hinge_loss, matthews_corrcoef, \ mean_squared_error from . import cluster from .cluster import adjusted_rand_score from .cluster import homogeneity_completeness_v_measure from .cluster import homogeneity_score from .cluster import completeness_score from .cluster import v_measure_score from .cluster import silhouette_score from .cluster import mutual_info_score from .cluster import adjusted_mutual_info_score from .cluster import normalized_mutual_info_score from .pairwise import euclidean_distances, pairwise_distances, pairwise_kernels
bsd-3-clause
jereze/scikit-learn
examples/decomposition/plot_ica_vs_pca.py
306
3329
""" ========================== FastICA on 2D point clouds ========================== This example illustrates visually in the feature space a comparison by results using two different component analysis techniques. :ref:`ICA` vs :ref:`PCA`. Representing ICA in the feature space gives the view of 'geometric ICA': ICA is an algorithm that finds directions in the feature space corresponding to projections with high non-Gaussianity. These directions need not be orthogonal in the original feature space, but they are orthogonal in the whitened feature space, in which all directions correspond to the same variance. PCA, on the other hand, finds orthogonal directions in the raw feature space that correspond to directions accounting for maximum variance. Here we simulate independent sources using a highly non-Gaussian process, 2 student T with a low number of degrees of freedom (top left figure). We mix them to create observations (top right figure). In this raw observation space, directions identified by PCA are represented by orange vectors. We represent the signal in the PCA space, after whitening by the variance corresponding to the PCA vectors (lower left). Running ICA corresponds to finding a rotation in this space to identify the directions of largest non-Gaussianity (lower right). """ print(__doc__) # Authors: Alexandre Gramfort, Gael Varoquaux # License: BSD 3 clause import numpy as np import matplotlib.pyplot as plt from sklearn.decomposition import PCA, FastICA ############################################################################### # Generate sample data rng = np.random.RandomState(42) S = rng.standard_t(1.5, size=(20000, 2)) S[:, 0] *= 2. # Mix data A = np.array([[1, 1], [0, 2]]) # Mixing matrix X = np.dot(S, A.T) # Generate observations pca = PCA() S_pca_ = pca.fit(X).transform(X) ica = FastICA(random_state=rng) S_ica_ = ica.fit(X).transform(X) # Estimate the sources S_ica_ /= S_ica_.std(axis=0) ############################################################################### # Plot results def plot_samples(S, axis_list=None): plt.scatter(S[:, 0], S[:, 1], s=2, marker='o', zorder=10, color='steelblue', alpha=0.5) if axis_list is not None: colors = ['orange', 'red'] for color, axis in zip(colors, axis_list): axis /= axis.std() x_axis, y_axis = axis # Trick to get legend to work plt.plot(0.1 * x_axis, 0.1 * y_axis, linewidth=2, color=color) plt.quiver(0, 0, x_axis, y_axis, zorder=11, width=0.01, scale=6, color=color) plt.hlines(0, -3, 3) plt.vlines(0, -3, 3) plt.xlim(-3, 3) plt.ylim(-3, 3) plt.xlabel('x') plt.ylabel('y') plt.figure() plt.subplot(2, 2, 1) plot_samples(S / S.std()) plt.title('True Independent Sources') axis_list = [pca.components_.T, ica.mixing_] plt.subplot(2, 2, 2) plot_samples(X / np.std(X), axis_list=axis_list) legend = plt.legend(['PCA', 'ICA'], loc='upper right') legend.set_zorder(100) plt.title('Observations') plt.subplot(2, 2, 3) plot_samples(S_pca_ / np.std(S_pca_, axis=0)) plt.title('PCA recovered signals') plt.subplot(2, 2, 4) plot_samples(S_ica_ / np.std(S_ica_)) plt.title('ICA recovered signals') plt.subplots_adjust(0.09, 0.04, 0.94, 0.94, 0.26, 0.36) plt.show()
bsd-3-clause
mattilyra/scikit-learn
sklearn/neighbors/tests/test_kde.py
80
5560
import numpy as np from sklearn.utils.testing import (assert_allclose, assert_raises, assert_equal) from sklearn.neighbors import KernelDensity, KDTree, NearestNeighbors from sklearn.neighbors.ball_tree import kernel_norm from sklearn.pipeline import make_pipeline from sklearn.datasets import make_blobs from sklearn.model_selection import GridSearchCV from sklearn.preprocessing import StandardScaler def compute_kernel_slow(Y, X, kernel, h): d = np.sqrt(((Y[:, None, :] - X) ** 2).sum(-1)) norm = kernel_norm(h, X.shape[1], kernel) / X.shape[0] if kernel == 'gaussian': return norm * np.exp(-0.5 * (d * d) / (h * h)).sum(-1) elif kernel == 'tophat': return norm * (d < h).sum(-1) elif kernel == 'epanechnikov': return norm * ((1.0 - (d * d) / (h * h)) * (d < h)).sum(-1) elif kernel == 'exponential': return norm * (np.exp(-d / h)).sum(-1) elif kernel == 'linear': return norm * ((1 - d / h) * (d < h)).sum(-1) elif kernel == 'cosine': return norm * (np.cos(0.5 * np.pi * d / h) * (d < h)).sum(-1) else: raise ValueError('kernel not recognized') def test_kernel_density(n_samples=100, n_features=3): rng = np.random.RandomState(0) X = rng.randn(n_samples, n_features) Y = rng.randn(n_samples, n_features) for kernel in ['gaussian', 'tophat', 'epanechnikov', 'exponential', 'linear', 'cosine']: for bandwidth in [0.01, 0.1, 1]: dens_true = compute_kernel_slow(Y, X, kernel, bandwidth) def check_results(kernel, bandwidth, atol, rtol): kde = KernelDensity(kernel=kernel, bandwidth=bandwidth, atol=atol, rtol=rtol) log_dens = kde.fit(X).score_samples(Y) assert_allclose(np.exp(log_dens), dens_true, atol=atol, rtol=max(1E-7, rtol)) assert_allclose(np.exp(kde.score(Y)), np.prod(dens_true), atol=atol, rtol=max(1E-7, rtol)) for rtol in [0, 1E-5]: for atol in [1E-6, 1E-2]: for breadth_first in (True, False): yield (check_results, kernel, bandwidth, atol, rtol) def test_kernel_density_sampling(n_samples=100, n_features=3): rng = np.random.RandomState(0) X = rng.randn(n_samples, n_features) bandwidth = 0.2 for kernel in ['gaussian', 'tophat']: # draw a tophat sample kde = KernelDensity(bandwidth, kernel=kernel).fit(X) samp = kde.sample(100) assert_equal(X.shape, samp.shape) # check that samples are in the right range nbrs = NearestNeighbors(n_neighbors=1).fit(X) dist, ind = nbrs.kneighbors(X, return_distance=True) if kernel == 'tophat': assert np.all(dist < bandwidth) elif kernel == 'gaussian': # 5 standard deviations is safe for 100 samples, but there's a # very small chance this test could fail. assert np.all(dist < 5 * bandwidth) # check unsupported kernels for kernel in ['epanechnikov', 'exponential', 'linear', 'cosine']: kde = KernelDensity(bandwidth, kernel=kernel).fit(X) assert_raises(NotImplementedError, kde.sample, 100) # non-regression test: used to return a scalar X = rng.randn(4, 1) kde = KernelDensity(kernel="gaussian").fit(X) assert_equal(kde.sample().shape, (1, 1)) def test_kde_algorithm_metric_choice(): # Smoke test for various metrics and algorithms rng = np.random.RandomState(0) X = rng.randn(10, 2) # 2 features required for haversine dist. Y = rng.randn(10, 2) for algorithm in ['auto', 'ball_tree', 'kd_tree']: for metric in ['euclidean', 'minkowski', 'manhattan', 'chebyshev', 'haversine']: if algorithm == 'kd_tree' and metric not in KDTree.valid_metrics: assert_raises(ValueError, KernelDensity, algorithm=algorithm, metric=metric) else: kde = KernelDensity(algorithm=algorithm, metric=metric) kde.fit(X) y_dens = kde.score_samples(Y) assert_equal(y_dens.shape, Y.shape[:1]) def test_kde_score(n_samples=100, n_features=3): pass #FIXME #np.random.seed(0) #X = np.random.random((n_samples, n_features)) #Y = np.random.random((n_samples, n_features)) def test_kde_badargs(): assert_raises(ValueError, KernelDensity, algorithm='blah') assert_raises(ValueError, KernelDensity, bandwidth=0) assert_raises(ValueError, KernelDensity, kernel='blah') assert_raises(ValueError, KernelDensity, metric='blah') assert_raises(ValueError, KernelDensity, algorithm='kd_tree', metric='blah') def test_kde_pipeline_gridsearch(): # test that kde plays nice in pipelines and grid-searches X, _ = make_blobs(cluster_std=.1, random_state=1, centers=[[0, 1], [1, 0], [0, 0]]) pipe1 = make_pipeline(StandardScaler(with_mean=False, with_std=False), KernelDensity(kernel="gaussian")) params = dict(kerneldensity__bandwidth=[0.001, 0.01, 0.1, 1, 10]) search = GridSearchCV(pipe1, param_grid=params, cv=5) search.fit(X) assert_equal(search.best_params_['kerneldensity__bandwidth'], .1)
bsd-3-clause
aabadie/scikit-learn
sklearn/metrics/tests/test_pairwise.py
13
26241
import numpy as np from numpy import linalg from scipy.sparse import dok_matrix, csr_matrix, issparse from scipy.spatial.distance import cosine, cityblock, minkowski, wminkowski from sklearn.utils.testing import assert_greater from sklearn.utils.testing import assert_array_almost_equal from sklearn.utils.testing import assert_almost_equal from sklearn.utils.testing import assert_equal from sklearn.utils.testing import assert_array_equal from sklearn.utils.testing import assert_raises from sklearn.utils.testing import assert_raises_regexp from sklearn.utils.testing import assert_true from sklearn.utils.testing import ignore_warnings from sklearn.externals.six import iteritems from sklearn.metrics.pairwise import euclidean_distances from sklearn.metrics.pairwise import manhattan_distances from sklearn.metrics.pairwise import linear_kernel from sklearn.metrics.pairwise import chi2_kernel, additive_chi2_kernel from sklearn.metrics.pairwise import polynomial_kernel from sklearn.metrics.pairwise import rbf_kernel from sklearn.metrics.pairwise import laplacian_kernel from sklearn.metrics.pairwise import sigmoid_kernel from sklearn.metrics.pairwise import cosine_similarity from sklearn.metrics.pairwise import cosine_distances from sklearn.metrics.pairwise import pairwise_distances from sklearn.metrics.pairwise import pairwise_distances_argmin_min from sklearn.metrics.pairwise import pairwise_distances_argmin from sklearn.metrics.pairwise import pairwise_kernels from sklearn.metrics.pairwise import PAIRWISE_KERNEL_FUNCTIONS from sklearn.metrics.pairwise import PAIRWISE_DISTANCE_FUNCTIONS from sklearn.metrics.pairwise import PAIRWISE_BOOLEAN_FUNCTIONS from sklearn.metrics.pairwise import PAIRED_DISTANCES from sklearn.metrics.pairwise import check_pairwise_arrays from sklearn.metrics.pairwise import check_paired_arrays from sklearn.metrics.pairwise import paired_distances from sklearn.metrics.pairwise import paired_euclidean_distances from sklearn.metrics.pairwise import paired_manhattan_distances from sklearn.preprocessing import normalize from sklearn.exceptions import DataConversionWarning def test_pairwise_distances(): # Test the pairwise_distance helper function. rng = np.random.RandomState(0) # Euclidean distance should be equivalent to calling the function. X = rng.random_sample((5, 4)) S = pairwise_distances(X, metric="euclidean") S2 = euclidean_distances(X) assert_array_almost_equal(S, S2) # Euclidean distance, with Y != X. Y = rng.random_sample((2, 4)) S = pairwise_distances(X, Y, metric="euclidean") S2 = euclidean_distances(X, Y) assert_array_almost_equal(S, S2) # Test with tuples as X and Y X_tuples = tuple([tuple([v for v in row]) for row in X]) Y_tuples = tuple([tuple([v for v in row]) for row in Y]) S2 = pairwise_distances(X_tuples, Y_tuples, metric="euclidean") assert_array_almost_equal(S, S2) # "cityblock" uses scikit-learn metric, cityblock (function) is # scipy.spatial. S = pairwise_distances(X, metric="cityblock") S2 = pairwise_distances(X, metric=cityblock) assert_equal(S.shape[0], S.shape[1]) assert_equal(S.shape[0], X.shape[0]) assert_array_almost_equal(S, S2) # The manhattan metric should be equivalent to cityblock. S = pairwise_distances(X, Y, metric="manhattan") S2 = pairwise_distances(X, Y, metric=cityblock) assert_equal(S.shape[0], X.shape[0]) assert_equal(S.shape[1], Y.shape[0]) assert_array_almost_equal(S, S2) # Low-level function for manhattan can divide in blocks to avoid # using too much memory during the broadcasting S3 = manhattan_distances(X, Y, size_threshold=10) assert_array_almost_equal(S, S3) # Test cosine as a string metric versus cosine callable # The string "cosine" uses sklearn.metric, # while the function cosine is scipy.spatial S = pairwise_distances(X, Y, metric="cosine") S2 = pairwise_distances(X, Y, metric=cosine) assert_equal(S.shape[0], X.shape[0]) assert_equal(S.shape[1], Y.shape[0]) assert_array_almost_equal(S, S2) # Test with sparse X and Y, # currently only supported for Euclidean, L1 and cosine. X_sparse = csr_matrix(X) Y_sparse = csr_matrix(Y) S = pairwise_distances(X_sparse, Y_sparse, metric="euclidean") S2 = euclidean_distances(X_sparse, Y_sparse) assert_array_almost_equal(S, S2) S = pairwise_distances(X_sparse, Y_sparse, metric="cosine") S2 = cosine_distances(X_sparse, Y_sparse) assert_array_almost_equal(S, S2) S = pairwise_distances(X_sparse, Y_sparse.tocsc(), metric="manhattan") S2 = manhattan_distances(X_sparse.tobsr(), Y_sparse.tocoo()) assert_array_almost_equal(S, S2) S2 = manhattan_distances(X, Y) assert_array_almost_equal(S, S2) # Test with scipy.spatial.distance metric, with a kwd kwds = {"p": 2.0} S = pairwise_distances(X, Y, metric="minkowski", **kwds) S2 = pairwise_distances(X, Y, metric=minkowski, **kwds) assert_array_almost_equal(S, S2) # same with Y = None kwds = {"p": 2.0} S = pairwise_distances(X, metric="minkowski", **kwds) S2 = pairwise_distances(X, metric=minkowski, **kwds) assert_array_almost_equal(S, S2) # Test that scipy distance metrics throw an error if sparse matrix given assert_raises(TypeError, pairwise_distances, X_sparse, metric="minkowski") assert_raises(TypeError, pairwise_distances, X, Y_sparse, metric="minkowski") # Test that a value error is raised if the metric is unknown assert_raises(ValueError, pairwise_distances, X, Y, metric="blah") # ignore conversion to boolean in pairwise_distances @ignore_warnings(category=DataConversionWarning) def test_pairwise_boolean_distance(): # test that we convert to boolean arrays for boolean distances rng = np.random.RandomState(0) X = rng.randn(5, 4) Y = X.copy() Y[0, 0] = 1 - Y[0, 0] for metric in PAIRWISE_BOOLEAN_FUNCTIONS: for Z in [Y, None]: res = pairwise_distances(X, Z, metric=metric) res[np.isnan(res)] = 0 assert_true(np.sum(res != 0) == 0) def test_pairwise_precomputed(): for func in [pairwise_distances, pairwise_kernels]: # Test correct shape assert_raises_regexp(ValueError, '.* shape .*', func, np.zeros((5, 3)), metric='precomputed') # with two args assert_raises_regexp(ValueError, '.* shape .*', func, np.zeros((5, 3)), np.zeros((4, 4)), metric='precomputed') # even if shape[1] agrees (although thus second arg is spurious) assert_raises_regexp(ValueError, '.* shape .*', func, np.zeros((5, 3)), np.zeros((4, 3)), metric='precomputed') # Test not copied (if appropriate dtype) S = np.zeros((5, 5)) S2 = func(S, metric="precomputed") assert_true(S is S2) # with two args S = np.zeros((5, 3)) S2 = func(S, np.zeros((3, 3)), metric="precomputed") assert_true(S is S2) # Test always returns float dtype S = func(np.array([[1]], dtype='int'), metric='precomputed') assert_equal('f', S.dtype.kind) # Test converts list to array-like S = func([[1.]], metric='precomputed') assert_true(isinstance(S, np.ndarray)) def check_pairwise_parallel(func, metric, kwds): rng = np.random.RandomState(0) for make_data in (np.array, csr_matrix): X = make_data(rng.random_sample((5, 4))) Y = make_data(rng.random_sample((3, 4))) try: S = func(X, metric=metric, n_jobs=1, **kwds) except (TypeError, ValueError) as exc: # Not all metrics support sparse input # ValueError may be triggered by bad callable if make_data is csr_matrix: assert_raises(type(exc), func, X, metric=metric, n_jobs=2, **kwds) continue else: raise S2 = func(X, metric=metric, n_jobs=2, **kwds) assert_array_almost_equal(S, S2) S = func(X, Y, metric=metric, n_jobs=1, **kwds) S2 = func(X, Y, metric=metric, n_jobs=2, **kwds) assert_array_almost_equal(S, S2) def test_pairwise_parallel(): wminkowski_kwds = {'w': np.arange(1, 5).astype('double'), 'p': 1} metrics = [(pairwise_distances, 'euclidean', {}), (pairwise_distances, wminkowski, wminkowski_kwds), (pairwise_distances, 'wminkowski', wminkowski_kwds), (pairwise_kernels, 'polynomial', {'degree': 1}), (pairwise_kernels, callable_rbf_kernel, {'gamma': .1}), ] for func, metric, kwds in metrics: yield check_pairwise_parallel, func, metric, kwds def test_pairwise_callable_nonstrict_metric(): # paired_distances should allow callable metric where metric(x, x) != 0 # Knowing that the callable is a strict metric would allow the diagonal to # be left uncalculated and set to 0. assert_equal(pairwise_distances([[1.]], metric=lambda x, y: 5)[0, 0], 5) def callable_rbf_kernel(x, y, **kwds): # Callable version of pairwise.rbf_kernel. K = rbf_kernel(np.atleast_2d(x), np.atleast_2d(y), **kwds) return K def test_pairwise_kernels(): # Test the pairwise_kernels helper function. rng = np.random.RandomState(0) X = rng.random_sample((5, 4)) Y = rng.random_sample((2, 4)) # Test with all metrics that should be in PAIRWISE_KERNEL_FUNCTIONS. test_metrics = ["rbf", "laplacian", "sigmoid", "polynomial", "linear", "chi2", "additive_chi2"] for metric in test_metrics: function = PAIRWISE_KERNEL_FUNCTIONS[metric] # Test with Y=None K1 = pairwise_kernels(X, metric=metric) K2 = function(X) assert_array_almost_equal(K1, K2) # Test with Y=Y K1 = pairwise_kernels(X, Y=Y, metric=metric) K2 = function(X, Y=Y) assert_array_almost_equal(K1, K2) # Test with tuples as X and Y X_tuples = tuple([tuple([v for v in row]) for row in X]) Y_tuples = tuple([tuple([v for v in row]) for row in Y]) K2 = pairwise_kernels(X_tuples, Y_tuples, metric=metric) assert_array_almost_equal(K1, K2) # Test with sparse X and Y X_sparse = csr_matrix(X) Y_sparse = csr_matrix(Y) if metric in ["chi2", "additive_chi2"]: # these don't support sparse matrices yet assert_raises(ValueError, pairwise_kernels, X_sparse, Y=Y_sparse, metric=metric) continue K1 = pairwise_kernels(X_sparse, Y=Y_sparse, metric=metric) assert_array_almost_equal(K1, K2) # Test with a callable function, with given keywords. metric = callable_rbf_kernel kwds = {'gamma': 0.1} K1 = pairwise_kernels(X, Y=Y, metric=metric, **kwds) K2 = rbf_kernel(X, Y=Y, **kwds) assert_array_almost_equal(K1, K2) # callable function, X=Y K1 = pairwise_kernels(X, Y=X, metric=metric, **kwds) K2 = rbf_kernel(X, Y=X, **kwds) assert_array_almost_equal(K1, K2) def test_pairwise_kernels_filter_param(): rng = np.random.RandomState(0) X = rng.random_sample((5, 4)) Y = rng.random_sample((2, 4)) K = rbf_kernel(X, Y, gamma=0.1) params = {"gamma": 0.1, "blabla": ":)"} K2 = pairwise_kernels(X, Y, metric="rbf", filter_params=True, **params) assert_array_almost_equal(K, K2) assert_raises(TypeError, pairwise_kernels, X, Y, "rbf", **params) def test_paired_distances(): # Test the pairwise_distance helper function. rng = np.random.RandomState(0) # Euclidean distance should be equivalent to calling the function. X = rng.random_sample((5, 4)) # Euclidean distance, with Y != X. Y = rng.random_sample((5, 4)) for metric, func in iteritems(PAIRED_DISTANCES): S = paired_distances(X, Y, metric=metric) S2 = func(X, Y) assert_array_almost_equal(S, S2) S3 = func(csr_matrix(X), csr_matrix(Y)) assert_array_almost_equal(S, S3) if metric in PAIRWISE_DISTANCE_FUNCTIONS: # Check the pairwise_distances implementation # gives the same value distances = PAIRWISE_DISTANCE_FUNCTIONS[metric](X, Y) distances = np.diag(distances) assert_array_almost_equal(distances, S) # Check the callable implementation S = paired_distances(X, Y, metric='manhattan') S2 = paired_distances(X, Y, metric=lambda x, y: np.abs(x - y).sum(axis=0)) assert_array_almost_equal(S, S2) # Test that a value error is raised when the lengths of X and Y should not # differ Y = rng.random_sample((3, 4)) assert_raises(ValueError, paired_distances, X, Y) def test_pairwise_distances_argmin_min(): # Check pairwise minimum distances computation for any metric X = [[0], [1]] Y = [[-1], [2]] Xsp = dok_matrix(X) Ysp = csr_matrix(Y, dtype=np.float32) # euclidean metric D, E = pairwise_distances_argmin_min(X, Y, metric="euclidean") D2 = pairwise_distances_argmin(X, Y, metric="euclidean") assert_array_almost_equal(D, [0, 1]) assert_array_almost_equal(D2, [0, 1]) assert_array_almost_equal(D, [0, 1]) assert_array_almost_equal(E, [1., 1.]) # sparse matrix case Dsp, Esp = pairwise_distances_argmin_min(Xsp, Ysp, metric="euclidean") assert_array_equal(Dsp, D) assert_array_equal(Esp, E) # We don't want np.matrix here assert_equal(type(Dsp), np.ndarray) assert_equal(type(Esp), np.ndarray) # Non-euclidean scikit-learn metric D, E = pairwise_distances_argmin_min(X, Y, metric="manhattan") D2 = pairwise_distances_argmin(X, Y, metric="manhattan") assert_array_almost_equal(D, [0, 1]) assert_array_almost_equal(D2, [0, 1]) assert_array_almost_equal(E, [1., 1.]) D, E = pairwise_distances_argmin_min(Xsp, Ysp, metric="manhattan") D2 = pairwise_distances_argmin(Xsp, Ysp, metric="manhattan") assert_array_almost_equal(D, [0, 1]) assert_array_almost_equal(E, [1., 1.]) # Non-euclidean Scipy distance (callable) D, E = pairwise_distances_argmin_min(X, Y, metric=minkowski, metric_kwargs={"p": 2}) assert_array_almost_equal(D, [0, 1]) assert_array_almost_equal(E, [1., 1.]) # Non-euclidean Scipy distance (string) D, E = pairwise_distances_argmin_min(X, Y, metric="minkowski", metric_kwargs={"p": 2}) assert_array_almost_equal(D, [0, 1]) assert_array_almost_equal(E, [1., 1.]) # Compare with naive implementation rng = np.random.RandomState(0) X = rng.randn(97, 149) Y = rng.randn(111, 149) dist = pairwise_distances(X, Y, metric="manhattan") dist_orig_ind = dist.argmin(axis=0) dist_orig_val = dist[dist_orig_ind, range(len(dist_orig_ind))] dist_chunked_ind, dist_chunked_val = pairwise_distances_argmin_min( X, Y, axis=0, metric="manhattan", batch_size=50) np.testing.assert_almost_equal(dist_orig_ind, dist_chunked_ind, decimal=7) np.testing.assert_almost_equal(dist_orig_val, dist_chunked_val, decimal=7) def test_euclidean_distances(): # Check the pairwise Euclidean distances computation X = [[0]] Y = [[1], [2]] D = euclidean_distances(X, Y) assert_array_almost_equal(D, [[1., 2.]]) X = csr_matrix(X) Y = csr_matrix(Y) D = euclidean_distances(X, Y) assert_array_almost_equal(D, [[1., 2.]]) rng = np.random.RandomState(0) X = rng.random_sample((10, 4)) Y = rng.random_sample((20, 4)) X_norm_sq = (X ** 2).sum(axis=1).reshape(1, -1) Y_norm_sq = (Y ** 2).sum(axis=1).reshape(1, -1) # check that we still get the right answers with {X,Y}_norm_squared D1 = euclidean_distances(X, Y) D2 = euclidean_distances(X, Y, X_norm_squared=X_norm_sq) D3 = euclidean_distances(X, Y, Y_norm_squared=Y_norm_sq) D4 = euclidean_distances(X, Y, X_norm_squared=X_norm_sq, Y_norm_squared=Y_norm_sq) assert_array_almost_equal(D2, D1) assert_array_almost_equal(D3, D1) assert_array_almost_equal(D4, D1) # check we get the wrong answer with wrong {X,Y}_norm_squared X_norm_sq *= 0.5 Y_norm_sq *= 0.5 wrong_D = euclidean_distances(X, Y, X_norm_squared=np.zeros_like(X_norm_sq), Y_norm_squared=np.zeros_like(Y_norm_sq)) assert_greater(np.max(np.abs(wrong_D - D1)), .01) # Paired distances def test_paired_euclidean_distances(): # Check the paired Euclidean distances computation X = [[0], [0]] Y = [[1], [2]] D = paired_euclidean_distances(X, Y) assert_array_almost_equal(D, [1., 2.]) def test_paired_manhattan_distances(): # Check the paired manhattan distances computation X = [[0], [0]] Y = [[1], [2]] D = paired_manhattan_distances(X, Y) assert_array_almost_equal(D, [1., 2.]) def test_chi_square_kernel(): rng = np.random.RandomState(0) X = rng.random_sample((5, 4)) Y = rng.random_sample((10, 4)) K_add = additive_chi2_kernel(X, Y) gamma = 0.1 K = chi2_kernel(X, Y, gamma=gamma) assert_equal(K.dtype, np.float) for i, x in enumerate(X): for j, y in enumerate(Y): chi2 = -np.sum((x - y) ** 2 / (x + y)) chi2_exp = np.exp(gamma * chi2) assert_almost_equal(K_add[i, j], chi2) assert_almost_equal(K[i, j], chi2_exp) # check diagonal is ones for data with itself K = chi2_kernel(Y) assert_array_equal(np.diag(K), 1) # check off-diagonal is < 1 but > 0: assert_true(np.all(K > 0)) assert_true(np.all(K - np.diag(np.diag(K)) < 1)) # check that float32 is preserved X = rng.random_sample((5, 4)).astype(np.float32) Y = rng.random_sample((10, 4)).astype(np.float32) K = chi2_kernel(X, Y) assert_equal(K.dtype, np.float32) # check integer type gets converted, # check that zeros are handled X = rng.random_sample((10, 4)).astype(np.int32) K = chi2_kernel(X, X) assert_true(np.isfinite(K).all()) assert_equal(K.dtype, np.float) # check that kernel of similar things is greater than dissimilar ones X = [[.3, .7], [1., 0]] Y = [[0, 1], [.9, .1]] K = chi2_kernel(X, Y) assert_greater(K[0, 0], K[0, 1]) assert_greater(K[1, 1], K[1, 0]) # test negative input assert_raises(ValueError, chi2_kernel, [[0, -1]]) assert_raises(ValueError, chi2_kernel, [[0, -1]], [[-1, -1]]) assert_raises(ValueError, chi2_kernel, [[0, 1]], [[-1, -1]]) # different n_features in X and Y assert_raises(ValueError, chi2_kernel, [[0, 1]], [[.2, .2, .6]]) # sparse matrices assert_raises(ValueError, chi2_kernel, csr_matrix(X), csr_matrix(Y)) assert_raises(ValueError, additive_chi2_kernel, csr_matrix(X), csr_matrix(Y)) def test_kernel_symmetry(): # Valid kernels should be symmetric rng = np.random.RandomState(0) X = rng.random_sample((5, 4)) for kernel in (linear_kernel, polynomial_kernel, rbf_kernel, laplacian_kernel, sigmoid_kernel, cosine_similarity): K = kernel(X, X) assert_array_almost_equal(K, K.T, 15) def test_kernel_sparse(): rng = np.random.RandomState(0) X = rng.random_sample((5, 4)) X_sparse = csr_matrix(X) for kernel in (linear_kernel, polynomial_kernel, rbf_kernel, laplacian_kernel, sigmoid_kernel, cosine_similarity): K = kernel(X, X) K2 = kernel(X_sparse, X_sparse) assert_array_almost_equal(K, K2) def test_linear_kernel(): rng = np.random.RandomState(0) X = rng.random_sample((5, 4)) K = linear_kernel(X, X) # the diagonal elements of a linear kernel are their squared norm assert_array_almost_equal(K.flat[::6], [linalg.norm(x) ** 2 for x in X]) def test_rbf_kernel(): rng = np.random.RandomState(0) X = rng.random_sample((5, 4)) K = rbf_kernel(X, X) # the diagonal elements of a rbf kernel are 1 assert_array_almost_equal(K.flat[::6], np.ones(5)) def test_laplacian_kernel(): rng = np.random.RandomState(0) X = rng.random_sample((5, 4)) K = laplacian_kernel(X, X) # the diagonal elements of a laplacian kernel are 1 assert_array_almost_equal(np.diag(K), np.ones(5)) # off-diagonal elements are < 1 but > 0: assert_true(np.all(K > 0)) assert_true(np.all(K - np.diag(np.diag(K)) < 1)) def test_cosine_similarity_sparse_output(): # Test if cosine_similarity correctly produces sparse output. rng = np.random.RandomState(0) X = rng.random_sample((5, 4)) Y = rng.random_sample((3, 4)) Xcsr = csr_matrix(X) Ycsr = csr_matrix(Y) K1 = cosine_similarity(Xcsr, Ycsr, dense_output=False) assert_true(issparse(K1)) K2 = pairwise_kernels(Xcsr, Y=Ycsr, metric="cosine") assert_array_almost_equal(K1.todense(), K2) def test_cosine_similarity(): # Test the cosine_similarity. rng = np.random.RandomState(0) X = rng.random_sample((5, 4)) Y = rng.random_sample((3, 4)) Xcsr = csr_matrix(X) Ycsr = csr_matrix(Y) for X_, Y_ in ((X, None), (X, Y), (Xcsr, None), (Xcsr, Ycsr)): # Test that the cosine is kernel is equal to a linear kernel when data # has been previously normalized by L2-norm. K1 = pairwise_kernels(X_, Y=Y_, metric="cosine") X_ = normalize(X_) if Y_ is not None: Y_ = normalize(Y_) K2 = pairwise_kernels(X_, Y=Y_, metric="linear") assert_array_almost_equal(K1, K2) def test_check_dense_matrices(): # Ensure that pairwise array check works for dense matrices. # Check that if XB is None, XB is returned as reference to XA XA = np.resize(np.arange(40), (5, 8)) XA_checked, XB_checked = check_pairwise_arrays(XA, None) assert_true(XA_checked is XB_checked) assert_array_equal(XA, XA_checked) def test_check_XB_returned(): # Ensure that if XA and XB are given correctly, they return as equal. # Check that if XB is not None, it is returned equal. # Note that the second dimension of XB is the same as XA. XA = np.resize(np.arange(40), (5, 8)) XB = np.resize(np.arange(32), (4, 8)) XA_checked, XB_checked = check_pairwise_arrays(XA, XB) assert_array_equal(XA, XA_checked) assert_array_equal(XB, XB_checked) XB = np.resize(np.arange(40), (5, 8)) XA_checked, XB_checked = check_paired_arrays(XA, XB) assert_array_equal(XA, XA_checked) assert_array_equal(XB, XB_checked) def test_check_different_dimensions(): # Ensure an error is raised if the dimensions are different. XA = np.resize(np.arange(45), (5, 9)) XB = np.resize(np.arange(32), (4, 8)) assert_raises(ValueError, check_pairwise_arrays, XA, XB) XB = np.resize(np.arange(4 * 9), (4, 9)) assert_raises(ValueError, check_paired_arrays, XA, XB) def test_check_invalid_dimensions(): # Ensure an error is raised on 1D input arrays. # The modified tests are not 1D. In the old test, the array was internally # converted to 2D anyways XA = np.arange(45).reshape(9, 5) XB = np.arange(32).reshape(4, 8) assert_raises(ValueError, check_pairwise_arrays, XA, XB) XA = np.arange(45).reshape(9, 5) XB = np.arange(32).reshape(4, 8) assert_raises(ValueError, check_pairwise_arrays, XA, XB) def test_check_sparse_arrays(): # Ensures that checks return valid sparse matrices. rng = np.random.RandomState(0) XA = rng.random_sample((5, 4)) XA_sparse = csr_matrix(XA) XB = rng.random_sample((5, 4)) XB_sparse = csr_matrix(XB) XA_checked, XB_checked = check_pairwise_arrays(XA_sparse, XB_sparse) # compare their difference because testing csr matrices for # equality with '==' does not work as expected. assert_true(issparse(XA_checked)) assert_equal(abs(XA_sparse - XA_checked).sum(), 0) assert_true(issparse(XB_checked)) assert_equal(abs(XB_sparse - XB_checked).sum(), 0) XA_checked, XA_2_checked = check_pairwise_arrays(XA_sparse, XA_sparse) assert_true(issparse(XA_checked)) assert_equal(abs(XA_sparse - XA_checked).sum(), 0) assert_true(issparse(XA_2_checked)) assert_equal(abs(XA_2_checked - XA_checked).sum(), 0) def tuplify(X): # Turns a numpy matrix (any n-dimensional array) into tuples. s = X.shape if len(s) > 1: # Tuplify each sub-array in the input. return tuple(tuplify(row) for row in X) else: # Single dimension input, just return tuple of contents. return tuple(r for r in X) def test_check_tuple_input(): # Ensures that checks return valid tuples. rng = np.random.RandomState(0) XA = rng.random_sample((5, 4)) XA_tuples = tuplify(XA) XB = rng.random_sample((5, 4)) XB_tuples = tuplify(XB) XA_checked, XB_checked = check_pairwise_arrays(XA_tuples, XB_tuples) assert_array_equal(XA_tuples, XA_checked) assert_array_equal(XB_tuples, XB_checked) def test_check_preserve_type(): # Ensures that type float32 is preserved. XA = np.resize(np.arange(40), (5, 8)).astype(np.float32) XB = np.resize(np.arange(40), (5, 8)).astype(np.float32) XA_checked, XB_checked = check_pairwise_arrays(XA, None) assert_equal(XA_checked.dtype, np.float32) # both float32 XA_checked, XB_checked = check_pairwise_arrays(XA, XB) assert_equal(XA_checked.dtype, np.float32) assert_equal(XB_checked.dtype, np.float32) # mismatched A XA_checked, XB_checked = check_pairwise_arrays(XA.astype(np.float), XB) assert_equal(XA_checked.dtype, np.float) assert_equal(XB_checked.dtype, np.float) # mismatched B XA_checked, XB_checked = check_pairwise_arrays(XA, XB.astype(np.float)) assert_equal(XA_checked.dtype, np.float) assert_equal(XB_checked.dtype, np.float)
bsd-3-clause
murali-munna/scikit-learn
examples/tree/plot_tree_regression_multioutput.py
206
1800
""" =================================================================== Multi-output Decision Tree Regression =================================================================== An example to illustrate multi-output regression with decision tree. The :ref:`decision trees <tree>` is used to predict simultaneously the noisy x and y observations of a circle given a single underlying feature. As a result, it learns local linear regressions approximating the circle. We can see that if the maximum depth of the tree (controlled by the `max_depth` parameter) is set too high, the decision trees learn too fine details of the training data and learn from the noise, i.e. they overfit. """ print(__doc__) import numpy as np import matplotlib.pyplot as plt from sklearn.tree import DecisionTreeRegressor # Create a random dataset rng = np.random.RandomState(1) X = np.sort(200 * rng.rand(100, 1) - 100, axis=0) y = np.array([np.pi * np.sin(X).ravel(), np.pi * np.cos(X).ravel()]).T y[::5, :] += (0.5 - rng.rand(20, 2)) # Fit regression model regr_1 = DecisionTreeRegressor(max_depth=2) regr_2 = DecisionTreeRegressor(max_depth=5) regr_3 = DecisionTreeRegressor(max_depth=8) regr_1.fit(X, y) regr_2.fit(X, y) regr_3.fit(X, y) # Predict X_test = np.arange(-100.0, 100.0, 0.01)[:, np.newaxis] y_1 = regr_1.predict(X_test) y_2 = regr_2.predict(X_test) y_3 = regr_3.predict(X_test) # Plot the results plt.figure() plt.scatter(y[:, 0], y[:, 1], c="k", label="data") plt.scatter(y_1[:, 0], y_1[:, 1], c="g", label="max_depth=2") plt.scatter(y_2[:, 0], y_2[:, 1], c="r", label="max_depth=5") plt.scatter(y_3[:, 0], y_3[:, 1], c="b", label="max_depth=8") plt.xlim([-6, 6]) plt.ylim([-6, 6]) plt.xlabel("data") plt.ylabel("target") plt.title("Multi-output Decision Tree Regression") plt.legend() plt.show()
bsd-3-clause
mattbellis/hmis
tests/test_general.py
1
2643
import hmis import unittest import datetime as datetime import pandas as pd import sys filename = 'test_data/hmis_test_data.pkl' master_dictionary = hmis.read_dictionary_file(filename) def test_calc_age(): ex_birthdate = hmis.get_date_from_string('1995-05-30') now = hmis.get_date_from_string('2017-08-22') ex_age = hmis.calc_age(ex_birthdate,now) assert ex_age.days == 8120 assert isinstance(ex_age, datetime.timedelta) def test_get_date_from_string(): ex_date = '1995-05-30' ex_date = hmis.get_date_from_string(ex_date) assert ex_date.year == 1995 assert isinstance(ex_date, datetime.datetime) def test_convert_to_coordinates(): zip_code = 12211 lat, long = hmis.convert_to_coordinates(zip_code) assert isinstance(lat, float) assert isinstance(long, float) assert abs(lat-42.701752) < 0.01 assert abs(long-(-73.7576574)) < 0.001 def test_pretty_print(): #capturedOutput = StringIO.StringIO() #sys.stdout = capturedOutput return_val = hmis.pretty_print(master_dictionary[0]) assert return_val == 1 #sys.stdout = sys.__stdout__ #print 'Captured', capturedOutput.getvalue() #ex_print = '================================/n 110378941/n 1968-05-04/n Transitional Housing In/Out: 5/7/2013 - 5/3/2014 (361 days)/t Zip code: 12202' #assert ex_print == capturedOutput.getvalue() def test_calc_average_age_by_year(): ages_list = hmis.calc_average_age_by_year(master_dictionary) age_earlier, age2013, age2014, age2015, age2016 = ages_list for a in ages_list: assert isinstance(a, list) assert age_earlier== [90.13972602739726, 38.02465753424657] assert age2013 == [] assert age2014 == [] assert age2015 == [35.6, 16.586301369863012] assert age2016 == [71.88219178082191, 5.838356164383562] #sys.stdout = capturedOutput #hmis.calc_average_age(master_dictionary) #sys.stdout = sys.__stdout__ #print 'Captured', capturedOutput.getvalue() #assert 'Average age for all years before 2013: 49 /n Average age for the year 2013: 23 /n Average age for the year 2014: 23 /n Average age for the year 2015: 26 /n Average age for the year 2016: 26' == capturedOutput.getvalue()
mit
pvlib/pvlib-python
pvlib/iotools/bsrn.py
3
6686
"""Functions to read data from the Baseline Surface Radiation Network (BSRN). .. codeauthor:: Adam R. Jensen<adam-r-j@hotmail.com> """ import pandas as pd import gzip COL_SPECS = [(0, 3), (4, 9), (10, 16), (16, 22), (22, 27), (27, 32), (32, 39), (39, 45), (45, 50), (50, 55), (55, 64), (64, 70), (70, 75)] BSRN_COLUMNS = ['day', 'minute', 'ghi', 'ghi_std', 'ghi_min', 'ghi_max', 'dni', 'dni_std', 'dni_min', 'dni_max', 'empty', 'empty', 'empty', 'empty', 'empty', 'dhi', 'dhi_std', 'dhi_min', 'dhi_max', 'lwd', 'lwd_std', 'lwd_min', 'lwd_max', 'temp_air', 'relative_humidity', 'pressure'] def read_bsrn(filename): """ Read a BSRN station-to-archive file into a DataFrame. The BSRN (Baseline Surface Radiation Network) is a world wide network of high-quality solar radiation monitoring stations as described in [1]_. The function only parses the basic measurements (LR0100), which include global, diffuse, direct and downwelling long-wave radiation [2]_. Future updates may include parsing of additional data and meta-data. BSRN files are freely available and can be accessed via FTP [3]_. Required username and password are easily obtainable as described in the BSRN's Data Release Guidelines [4]_. Parameters ---------- filename: str A relative or absolute file path. Returns ------- data: DataFrame A DataFrame with the columns as described below. For more extensive description of the variables, consult [2]_. Notes ----- The data DataFrame includes the following fields: ======================= ====== ========================================== Key Format Description ======================= ====== ========================================== day int Day of the month 1-31 minute int Minute of the day 0-1439 ghi float Mean global horizontal irradiance [W/m^2] ghi_std float Std. global horizontal irradiance [W/m^2] ghi_min float Min. global horizontal irradiance [W/m^2] ghi_max float Max. global horizontal irradiance [W/m^2] dni float Mean direct normal irradiance [W/m^2] dni_std float Std. direct normal irradiance [W/m^2] dni_min float Min. direct normal irradiance [W/m^2] dni_max float Max. direct normal irradiance [W/m^2] dhi float Mean diffuse horizontal irradiance [W/m^2] dhi_std float Std. diffuse horizontal irradiance [W/m^2] dhi_min float Min. diffuse horizontal irradiance [W/m^2] dhi_max float Max. diffuse horizontal irradiance [W/m^2] lwd float Mean. downward long-wave radiation [W/m^2] lwd_std float Std. downward long-wave radiation [W/m^2] lwd_min float Min. downward long-wave radiation [W/m^2] lwd_max float Max. downward long-wave radiation [W/m^2] temp_air float Air temperature [°C] relative_humidity float Relative humidity [%] pressure float Atmospheric pressure [hPa] ======================= ====== ========================================== References ---------- .. [1] `World Radiation Monitoring Center - Baseline Surface Radiation Network (BSRN) <https://bsrn.awi.de/>`_ .. [2] `Update of the Technical Plan for BSRN Data Management, 2013, Global Climate Observing System (GCOS) GCOS-172. <https://bsrn.awi.de/fileadmin/user_upload/bsrn.awi.de/Publications/gcos-174.pdf>`_ .. [3] `BSRN Data Retrieval via FTP <https://bsrn.awi.de/data/data-retrieval-via-ftp/>`_ .. [4] `BSRN Data Release Guidelines <https://bsrn.awi.de/data/conditions-of-data-release/>`_ """ # Read file and store the starting line number for each logical record (LR) line_no_dict = {} if str(filename).endswith('.gz'): # check if file is a gzipped (.gz) file open_func, mode = gzip.open, 'rt' else: open_func, mode = open, 'r' with open_func(filename, mode) as f: f.readline() # first line should be *U0001, so read it and discard line_no_dict['0001'] = 0 date_line = f.readline() # second line contains the year and month start_date = pd.Timestamp(year=int(date_line[7:11]), month=int(date_line[3:6]), day=1, tz='UTC') # BSRN timestamps are UTC for num, line in enumerate(f, start=2): if line.startswith('*'): # Find start of all logical records line_no_dict[line[2:6]] = num # key is 4 digit LR number # Determine start and end line of logical record LR0100 to be parsed start_row = line_no_dict['0100'] + 1 # Start line number # If LR0100 is the last logical record, then read rest of file if start_row-1 == max(line_no_dict.values()): end_row = num # then parse rest of the file else: # otherwise parse until the beginning of the next logical record end_row = min([i for i in line_no_dict.values() if i > start_row]) - 1 nrows = end_row-start_row+1 # Read file as a fixed width file (fwf) data = pd.read_fwf(filename, skiprows=start_row, nrows=nrows, header=None, colspecs=COL_SPECS, na_values=[-999.0, -99.9], compression='infer') # Create multi-index and unstack, resulting in one column for each variable data = data.set_index([data.index // 2, data.index % 2]) data = data.unstack(level=1).swaplevel(i=0, j=1, axis='columns') # Sort columns to match original order and assign column names data = data.reindex(sorted(data.columns), axis='columns') data.columns = BSRN_COLUMNS # Drop empty columns data = data.drop('empty', axis='columns') # Change day and minute type to integer data['day'] = data['day'].astype('Int64') data['minute'] = data['minute'].astype('Int64') # Set datetime index data.index = (start_date + pd.to_timedelta(data['day']-1, unit='d') + pd.to_timedelta(data['minute'], unit='T')) return data
bsd-3-clause
rlzijdeman/nlgis2
maps/bin/viewer.py
4
2527
# coding: utf-8 # In[1]: #!/usr/bin/python import urllib2 import simplejson import json import sys from shapely.geometry import shape, Polygon, MultiPolygon import numpy as np import matplotlib.pyplot as plt import matplotlib from pylab import * # Example of polygon co1 = {"type": "Polygon", "coordinates": [ [(-102.05, 41.0), (-102.05, 37.0), (-109.05, 37.0), (-109.05, 41.0)]]} varyear = None varcode = None if sys.argv[1]: varcode = sys.argv[1] if len(sys.argv) > 2: varyear = sys.argv[2] # In[5]: # Default debug = 0 varcode = 10426 varyear = 1997 varname = "Amsterdam" apiurl = "http://node-128.dev.socialhistoryservices.org/api/maps" def getmap(apiurl, code, year, cityname): amscode = str(code) if cityname: amscode = '' jsondataurl = apiurl + "?year=" + str(year) + "&format=geojson" req = urllib2.Request(jsondataurl) opener = urllib2.build_opener() f = opener.open(req) datapolygons = simplejson.load(f) def coordinates(polygons, amscode, cityname): for key in polygons: if key == 'features': data = polygons[key] for key in data: response = json.dumps(key) dict = json.loads(response) for key in dict: if key == 'properties': maincode = str(dict[key]['amsterdamcode']) mainname = dict[key]['name'] if maincode == amscode: co = dict['geometry']['coordinates'] if mainname.encode('utf-8') == cityname: co = dict['geometry']['coordinates'] return co coords = coordinates(datapolygons, amscode, cityname) x = [i for i,j in coords[0][0]] y = [j for i,j in coords[0][0]] return (x,y) colors = ['red', 'green', 'orange', 'brown', 'purple'] (x,y) = getmap(apiurl, varcode, varyear, varname) fig = plt.figure() ax = fig.gca() ax.plot(x,y) ax.axis('scaled') fig.savefig('myplot.png') plt.show() #from pyproj import Proj #pa = Proj("+proj=aea +lat_1=37.0 +lat_2=41.0 +lat_0=39.0 +lon_0=-106.55") #lon, lat = zip(x[0],y[0]) cop = {"type": "Polygon", "coordinates": [zip(x, y)]} #x, y = pa(lon, lat) debug = 1 if debug: print cop #shape = shape(cop) #print shape.type #print shape.area # In[ ]:
gpl-3.0
KellyChan/python-examples
cpp/deeplearning/caffe/examples/web_demo/app.py
41
7793
import os import time import cPickle import datetime import logging import flask import werkzeug import optparse import tornado.wsgi import tornado.httpserver import numpy as np import pandas as pd from PIL import Image import cStringIO as StringIO import urllib import exifutil import caffe REPO_DIRNAME = os.path.abspath(os.path.dirname(os.path.abspath(__file__)) + '/../..') UPLOAD_FOLDER = '/tmp/caffe_demos_uploads' ALLOWED_IMAGE_EXTENSIONS = set(['png', 'bmp', 'jpg', 'jpe', 'jpeg', 'gif']) # Obtain the flask app object app = flask.Flask(__name__) @app.route('/') def index(): return flask.render_template('index.html', has_result=False) @app.route('/classify_url', methods=['GET']) def classify_url(): imageurl = flask.request.args.get('imageurl', '') try: string_buffer = StringIO.StringIO( urllib.urlopen(imageurl).read()) image = caffe.io.load_image(string_buffer) except Exception as err: # For any exception we encounter in reading the image, we will just # not continue. logging.info('URL Image open error: %s', err) return flask.render_template( 'index.html', has_result=True, result=(False, 'Cannot open image from URL.') ) logging.info('Image: %s', imageurl) result = app.clf.classify_image(image) return flask.render_template( 'index.html', has_result=True, result=result, imagesrc=imageurl) @app.route('/classify_upload', methods=['POST']) def classify_upload(): try: # We will save the file to disk for possible data collection. imagefile = flask.request.files['imagefile'] filename_ = str(datetime.datetime.now()).replace(' ', '_') + \ werkzeug.secure_filename(imagefile.filename) filename = os.path.join(UPLOAD_FOLDER, filename_) imagefile.save(filename) logging.info('Saving to %s.', filename) image = exifutil.open_oriented_im(filename) except Exception as err: logging.info('Uploaded image open error: %s', err) return flask.render_template( 'index.html', has_result=True, result=(False, 'Cannot open uploaded image.') ) result = app.clf.classify_image(image) return flask.render_template( 'index.html', has_result=True, result=result, imagesrc=embed_image_html(image) ) def embed_image_html(image): """Creates an image embedded in HTML base64 format.""" image_pil = Image.fromarray((255 * image).astype('uint8')) image_pil = image_pil.resize((256, 256)) string_buf = StringIO.StringIO() image_pil.save(string_buf, format='png') data = string_buf.getvalue().encode('base64').replace('\n', '') return 'data:image/png;base64,' + data def allowed_file(filename): return ( '.' in filename and filename.rsplit('.', 1)[1] in ALLOWED_IMAGE_EXTENSIONS ) class ImagenetClassifier(object): default_args = { 'model_def_file': ( '{}/models/bvlc_reference_caffenet/deploy.prototxt'.format(REPO_DIRNAME)), 'pretrained_model_file': ( '{}/models/bvlc_reference_caffenet/bvlc_reference_caffenet.caffemodel'.format(REPO_DIRNAME)), 'mean_file': ( '{}/python/caffe/imagenet/ilsvrc_2012_mean.npy'.format(REPO_DIRNAME)), 'class_labels_file': ( '{}/data/ilsvrc12/synset_words.txt'.format(REPO_DIRNAME)), 'bet_file': ( '{}/data/ilsvrc12/imagenet.bet.pickle'.format(REPO_DIRNAME)), } for key, val in default_args.iteritems(): if not os.path.exists(val): raise Exception( "File for {} is missing. Should be at: {}".format(key, val)) default_args['image_dim'] = 256 default_args['raw_scale'] = 255. def __init__(self, model_def_file, pretrained_model_file, mean_file, raw_scale, class_labels_file, bet_file, image_dim, gpu_mode): logging.info('Loading net and associated files...') if gpu_mode: caffe.set_mode_gpu() else: caffe.set_mode_cpu() self.net = caffe.Classifier( model_def_file, pretrained_model_file, image_dims=(image_dim, image_dim), raw_scale=raw_scale, mean=np.load(mean_file).mean(1).mean(1), channel_swap=(2, 1, 0) ) with open(class_labels_file) as f: labels_df = pd.DataFrame([ { 'synset_id': l.strip().split(' ')[0], 'name': ' '.join(l.strip().split(' ')[1:]).split(',')[0] } for l in f.readlines() ]) self.labels = labels_df.sort('synset_id')['name'].values self.bet = cPickle.load(open(bet_file)) # A bias to prefer children nodes in single-chain paths # I am setting the value to 0.1 as a quick, simple model. # We could use better psychological models here... self.bet['infogain'] -= np.array(self.bet['preferences']) * 0.1 def classify_image(self, image): try: starttime = time.time() scores = self.net.predict([image], oversample=True).flatten() endtime = time.time() indices = (-scores).argsort()[:5] predictions = self.labels[indices] # In addition to the prediction text, we will also produce # the length for the progress bar visualization. meta = [ (p, '%.5f' % scores[i]) for i, p in zip(indices, predictions) ] logging.info('result: %s', str(meta)) # Compute expected information gain expected_infogain = np.dot( self.bet['probmat'], scores[self.bet['idmapping']]) expected_infogain *= self.bet['infogain'] # sort the scores infogain_sort = expected_infogain.argsort()[::-1] bet_result = [(self.bet['words'][v], '%.5f' % expected_infogain[v]) for v in infogain_sort[:5]] logging.info('bet result: %s', str(bet_result)) return (True, meta, bet_result, '%.3f' % (endtime - starttime)) except Exception as err: logging.info('Classification error: %s', err) return (False, 'Something went wrong when classifying the ' 'image. Maybe try another one?') def start_tornado(app, port=5000): http_server = tornado.httpserver.HTTPServer( tornado.wsgi.WSGIContainer(app)) http_server.listen(port) print("Tornado server starting on port {}".format(port)) tornado.ioloop.IOLoop.instance().start() def start_from_terminal(app): """ Parse command line options and start the server. """ parser = optparse.OptionParser() parser.add_option( '-d', '--debug', help="enable debug mode", action="store_true", default=False) parser.add_option( '-p', '--port', help="which port to serve content on", type='int', default=5000) parser.add_option( '-g', '--gpu', help="use gpu mode", action='store_true', default=False) opts, args = parser.parse_args() ImagenetClassifier.default_args.update({'gpu_mode': opts.gpu}) # Initialize classifier + warm start by forward for allocation app.clf = ImagenetClassifier(**ImagenetClassifier.default_args) app.clf.net.forward() if opts.debug: app.run(debug=True, host='0.0.0.0', port=opts.port) else: start_tornado(app, opts.port) if __name__ == '__main__': logging.getLogger().setLevel(logging.INFO) if not os.path.exists(UPLOAD_FOLDER): os.makedirs(UPLOAD_FOLDER) start_from_terminal(app)
mit
wateraccounting/wa
General/data_conversions.py
1
16172
# -*- coding: utf-8 -*- """ Created on Sun Dec 18 13:07:32 2016 @author: tih """ import gzip import zipfile import gdal import osr import os import pandas as pd import numpy as np import netCDF4 import time def Convert_nc_to_tiff(input_nc, output_folder): """ This function converts the nc file into tiff files Keyword Arguments: input_nc -- name, name of the adf file output_folder -- Name of the output tiff file """ from datetime import date import wa.General.raster_conversions as RC #All_Data = RC.Open_nc_array(input_nc) if type(input_nc) == str: nc = netCDF4.Dataset(input_nc) elif type(input_nc) == list: nc = netCDF4.MFDataset(input_nc) Var = nc.variables.keys()[-1] All_Data = nc[Var] geo_out, epsg, size_X, size_Y, size_Z, Time = RC.Open_nc_info(input_nc) if epsg == 4326: epsg = 'WGS84' # Create output folder if needed if not os.path.exists(output_folder): os.mkdir(output_folder) for i in range(0,size_Z): if not Time == -9999: time_one = Time[i] d = date.fromordinal(time_one) name = os.path.splitext(os.path.basename(input_nc))[0] nameparts = name.split('_')[0:-2] name_out = os.path.join(output_folder, '_'.join(nameparts) + '_%d.%02d.%02d.tif' %(d.year, d.month, d.day)) Data_one = All_Data[i,:,:] else: name=os.path.splitext(os.path.basename(input_nc))[0] name_out = os.path.join(output_folder, name + '.tif') Data_one = All_Data[:,:] Save_as_tiff(name_out, Data_one, geo_out, epsg) return() def Convert_grb2_to_nc(input_wgrib, output_nc, band): import wa.General.raster_conversions as RC # Get environmental variable WA_env_paths = os.environ["WA_PATHS"].split(';') GDAL_env_path = WA_env_paths[0] GDAL_TRANSLATE_PATH = os.path.join(GDAL_env_path, 'gdal_translate.exe') # Create command fullCmd = ' '.join(['"%s" -of netcdf -b %d' %(GDAL_TRANSLATE_PATH, band), input_wgrib, output_nc]) # -r {nearest} RC.Run_command_window(fullCmd) return() def Convert_adf_to_tiff(input_adf, output_tiff): """ This function converts the adf files into tiff files Keyword Arguments: input_adf -- name, name of the adf file output_tiff -- Name of the output tiff file """ import wa.General.raster_conversions as RC # Get environmental variable WA_env_paths = os.environ["WA_PATHS"].split(';') GDAL_env_path = WA_env_paths[0] GDAL_TRANSLATE_PATH = os.path.join(GDAL_env_path, 'gdal_translate.exe') # convert data from ESRI GRID to GeoTIFF fullCmd = ('"%s" -co COMPRESS=DEFLATE -co PREDICTOR=1 -co ' 'ZLEVEL=1 -of GTiff %s %s') % (GDAL_TRANSLATE_PATH, input_adf, output_tiff) RC.Run_command_window(fullCmd) return(output_tiff) def Extract_Data(input_file, output_folder): """ This function extract the zip files Keyword Arguments: output_file -- name, name of the file that must be unzipped output_folder -- Dir, directory where the unzipped data must be stored """ # extract the data z = zipfile.ZipFile(input_file, 'r') z.extractall(output_folder) z.close() def Extract_Data_gz(zip_filename, outfilename): """ This function extract the zip files Keyword Arguments: zip_filename -- name, name of the file that must be unzipped outfilename -- Dir, directory where the unzipped data must be stored """ with gzip.GzipFile(zip_filename, 'rb') as zf: file_content = zf.read() save_file_content = file(outfilename, 'wb') save_file_content.write(file_content) save_file_content.close() zf.close() os.remove(zip_filename) def Save_as_tiff(name='', data='', geo='', projection=''): """ This function save the array as a geotiff Keyword arguments: name -- string, directory name data -- [array], dataset of the geotiff geo -- [minimum lon, pixelsize, rotation, maximum lat, rotation, pixelsize], (geospatial dataset) projection -- integer, the EPSG code """ # save as a geotiff driver = gdal.GetDriverByName("GTiff") dst_ds = driver.Create(name, int(data.shape[1]), int(data.shape[0]), 1, gdal.GDT_Float32, ['COMPRESS=LZW']) srse = osr.SpatialReference() if projection == '': srse.SetWellKnownGeogCS("WGS84") else: try: if not srse.SetWellKnownGeogCS(projection) == 6: srse.SetWellKnownGeogCS(projection) else: try: srse.ImportFromEPSG(int(projection)) except: srse.ImportFromWkt(projection) except: try: srse.ImportFromEPSG(int(projection)) except: srse.ImportFromWkt(projection) dst_ds.SetProjection(srse.ExportToWkt()) dst_ds.GetRasterBand(1).SetNoDataValue(-9999) dst_ds.SetGeoTransform(geo) dst_ds.GetRasterBand(1).WriteArray(data) dst_ds = None return() def Save_as_MEM(data='', geo='', projection=''): """ This function save the array as a memory file Keyword arguments: data -- [array], dataset of the geotiff geo -- [minimum lon, pixelsize, rotation, maximum lat, rotation, pixelsize], (geospatial dataset) projection -- interger, the EPSG code """ # save as a geotiff driver = gdal.GetDriverByName("MEM") dst_ds = driver.Create('', int(data.shape[1]), int(data.shape[0]), 1, gdal.GDT_Float32, ['COMPRESS=LZW']) srse = osr.SpatialReference() if projection == '': srse.SetWellKnownGeogCS("WGS84") else: srse.SetWellKnownGeogCS(projection) dst_ds.SetProjection(srse.ExportToWkt()) dst_ds.GetRasterBand(1).SetNoDataValue(-9999) dst_ds.SetGeoTransform(geo) dst_ds.GetRasterBand(1).WriteArray(data) return(dst_ds) def Save_as_NC(namenc, DataCube, Var, Reference_filename, Startdate = '', Enddate = '', Time_steps = '', Scaling_factor = 1): """ This function save the array as a netcdf file Keyword arguments: namenc -- string, complete path of the output file with .nc extension DataCube -- [array], dataset of the nc file, can be a 2D or 3D array [time, lat, lon], must be same size as reference data Var -- string, the name of the variable Reference_filename -- string, complete path to the reference file name Startdate -- 'YYYY-mm-dd', needs to be filled when you want to save a 3D array, defines the Start datum of the dataset Enddate -- 'YYYY-mm-dd', needs to be filled when you want to save a 3D array, defines the End datum of the dataset Time_steps -- 'monthly' or 'daily', needs to be filled when you want to save a 3D array, defines the timestep of the dataset Scaling_factor -- number, scaling_factor of the dataset, default = 1 """ # Import modules import wa.General.raster_conversions as RC from netCDF4 import Dataset if not os.path.exists(namenc): # Get raster information geo_out, proj, size_X, size_Y = RC.Open_array_info(Reference_filename) # Create the lat/lon rasters lon = np.arange(size_X)*geo_out[1]+geo_out[0] - 0.5 * geo_out[1] lat = np.arange(size_Y)*geo_out[5]+geo_out[3] - 0.5 * geo_out[5] # Create the nc file nco = Dataset(namenc, 'w', format='NETCDF4_CLASSIC') nco.description = '%s data' %Var # Create dimensions, variables and attributes: nco.createDimension('longitude', size_X) nco.createDimension('latitude', size_Y) # Create time dimension if the parameter is time dependent if Startdate is not '': if Time_steps == 'monthly': Dates = pd.date_range(Startdate,Enddate,freq = 'MS') if Time_steps == 'daily': Dates = pd.date_range(Startdate,Enddate,freq = 'D') time_or=np.zeros(len(Dates)) i = 0 for Date in Dates: time_or[i] = Date.toordinal() i += 1 nco.createDimension('time', None) timeo = nco.createVariable('time', 'f4', ('time',)) timeo.units = '%s' %Time_steps timeo.standard_name = 'time' # Create the lon variable lono = nco.createVariable('longitude', 'f8', ('longitude',)) lono.standard_name = 'longitude' lono.units = 'degrees_east' lono.pixel_size = geo_out[1] # Create the lat variable lato = nco.createVariable('latitude', 'f8', ('latitude',)) lato.standard_name = 'latitude' lato.units = 'degrees_north' lato.pixel_size = geo_out[5] # Create container variable for CRS: lon/lat WGS84 datum crso = nco.createVariable('crs', 'i4') crso.long_name = 'Lon/Lat Coords in WGS84' crso.grid_mapping_name = 'latitude_longitude' crso.projection = proj crso.longitude_of_prime_meridian = 0.0 crso.semi_major_axis = 6378137.0 crso.inverse_flattening = 298.257223563 crso.geo_reference = geo_out # Create the data variable if Startdate is not '': preco = nco.createVariable('%s' %Var, 'f8', ('time', 'latitude', 'longitude'), zlib=True, least_significant_digit=1) timeo[:]=time_or else: preco = nco.createVariable('%s' %Var, 'f8', ('latitude', 'longitude'), zlib=True, least_significant_digit=1) # Set the data variable information preco.scale_factor = Scaling_factor preco.add_offset = 0.00 preco.grid_mapping = 'crs' preco.set_auto_maskandscale(False) # Set the lat/lon variable lono[:] = lon lato[:] = lat # Set the data variable if Startdate is not '': for i in range(len(Dates)): preco[i,:,:] = DataCube[i,:,:]*1./np.float(Scaling_factor) else: preco[:,:] = DataCube[:,:] * 1./np.float(Scaling_factor) nco.close() return() def Create_NC_name(Var, Simulation, Dir_Basin, sheet_nmbr, info = ''): # Create the output name nameOut=''.join(['_'.join([Var,'Simulation%d' % Simulation,'_'.join(info)]),'.nc']) namePath = os.path.join(Dir_Basin,'Simulations','Simulation_%d' %Simulation, 'Sheet_%d' %sheet_nmbr) if not os.path.exists(namePath): os.makedirs(namePath) nameTot=os.path.join(namePath,nameOut) return(nameTot) def Create_new_NC_file(nc_outname, Basin_Example_File, Basin): # Open basin file dest = gdal.Open(Basin_Example_File) Basin_array = dest.GetRasterBand(1).ReadAsArray() Basin_array[np.isnan(Basin_array)] = -9999 Basin_array[Basin_array<0] = -9999 # Get Basic information Geo = dest.GetGeoTransform() size_X = dest.RasterXSize size_Y = dest.RasterYSize epsg = dest.GetProjection() # Get Year and months year = int(os.path.basename(nc_outname).split(".")[0]) Dates = pd.date_range("%d-01-01" %year, "%d-12-31" %year, freq = "MS") # Latitude and longitude lons = np.arange(size_X)*Geo[1]+Geo[0] + 0.5 * Geo[1] lats = np.arange(size_Y)*Geo[5]+Geo[3] + 0.5 * Geo[5] # Create NetCDF file nco = netCDF4.Dataset(nc_outname, 'w', format = 'NETCDF4_CLASSIC') nco.set_fill_on() nco.description = '%s' %Basin # Create dimensions nco.createDimension('latitude', size_Y) nco.createDimension('longitude', size_X) nco.createDimension('time', None) # Create NetCDF variables crso = nco.createVariable('crs', 'i4') crso.long_name = 'Lon/Lat Coords in WGS84' crso.standard_name = 'crs' crso.grid_mapping_name = 'latitude_longitude' crso.projection = epsg crso.longitude_of_prime_meridian = 0.0 crso.semi_major_axis = 6378137.0 crso.inverse_flattening = 298.257223563 crso.geo_reference = Geo ######################### Save Rasters in NetCDF ############################## lato = nco.createVariable('latitude', 'f8', ('latitude',)) lato.units = 'degrees_north' lato.standard_name = 'latitude' lato.pixel_size = Geo[5] lono = nco.createVariable('longitude', 'f8', ('longitude',)) lono.units = 'degrees_east' lono.standard_name = 'longitude' lono.pixel_size = Geo[1] timeo = nco.createVariable('time', 'f4', ('time',)) timeo.units = 'Monthly' timeo.standard_name = 'time' # Variables basin_var = nco.createVariable('Landuse', 'i', ('latitude', 'longitude'), fill_value=-9999) basin_var.long_name = 'Landuse' basin_var.grid_mapping = 'crs' # Create time unit i = 0 time_or=np.zeros(len(Dates)) for Date in Dates: time_or[i] = Date.toordinal() i += 1 # Load data lato[:] = lats lono[:] = lons timeo[:] = time_or basin_var[:,:] = Basin_array # close the file time.sleep(1) nco.close() return() def Add_NC_Array_Variable(nc_outname, Array, name, unit, Scaling_factor = 1): # create input array Array[np.isnan(Array)] = -9999 * np.float(Scaling_factor) Array = np.int_(Array * 1./np.float(Scaling_factor)) # Create NetCDF file nco = netCDF4.Dataset(nc_outname, 'r+', format = 'NETCDF4_CLASSIC') nco.set_fill_on() paro = nco.createVariable('%s' %name, 'i', ('time', 'latitude', 'longitude'),fill_value=-9999, zlib=True, least_significant_digit=0) paro.scale_factor = Scaling_factor paro.add_offset = 0.00 paro.grid_mapping = 'crs' paro.long_name = name paro.units = unit paro.set_auto_maskandscale(False) # Set the data variable paro[:,:,:] = Array # close the file time.sleep(1) nco.close() return() def Add_NC_Array_Static(nc_outname, Array, name, unit, Scaling_factor = 1): # create input array Array[np.isnan(Array)] = -9999 * np.float(Scaling_factor) Array = np.int_(Array * 1./np.float(Scaling_factor)) # Create NetCDF file nco = netCDF4.Dataset(nc_outname, 'r+', format = 'NETCDF4_CLASSIC') nco.set_fill_on() paro = nco.createVariable('%s' %name, 'i', ('latitude', 'longitude'),fill_value=-9999, zlib=True, least_significant_digit=0) paro.scale_factor = Scaling_factor paro.add_offset = 0.00 paro.grid_mapping = 'crs' paro.long_name = name paro.units = unit paro.set_auto_maskandscale(False) # Set the data variable paro[:,:] = Array # close the file time.sleep(1) nco.close() return() def Convert_dict_to_array(River_dict, Array_dict, Reference_data): import numpy as np import os import wa.General.raster_conversions as RC if os.path.splitext(Reference_data)[-1] == '.nc': # Get raster information geo_out, proj, size_X, size_Y, size_Z, Time = RC.Open_nc_info(Reference_data) else: # Get raster information geo_out, proj, size_X, size_Y = RC.Open_array_info(Reference_data) # Create ID Matrix y,x = np.indices((size_Y, size_X)) ID_Matrix = np.int32(np.ravel_multi_index(np.vstack((y.ravel(),x.ravel())),(size_Y,size_X),mode='clip').reshape(x.shape)) + 1 # Get tiff array time dimension: time_dimension = int(np.shape(Array_dict[0])[0]) # create an empty array DataCube = np.ones([time_dimension, size_Y, size_X]) * np.nan for river_part in range(0,len(River_dict)): for river_pixel in range(1,len(River_dict[river_part])): river_pixel_ID = River_dict[river_part][river_pixel] if len(np.argwhere(ID_Matrix == river_pixel_ID))>0: row, col = np.argwhere(ID_Matrix == river_pixel_ID)[0][:] DataCube[:,row,col] = Array_dict[river_part][:,river_pixel] return(DataCube)
apache-2.0
BiaDarkia/scikit-learn
sklearn/model_selection/tests/test_split.py
21
57285
"""Test the split module""" from __future__ import division import warnings import numpy as np from scipy.sparse import coo_matrix, csc_matrix, csr_matrix from scipy import stats from itertools import combinations from itertools import combinations_with_replacement from sklearn.utils.testing import assert_true from sklearn.utils.testing import assert_false from sklearn.utils.testing import assert_equal from sklearn.utils.testing import assert_almost_equal from sklearn.utils.testing import assert_raises from sklearn.utils.testing import assert_raises_regexp from sklearn.utils.testing import assert_greater from sklearn.utils.testing import assert_greater_equal from sklearn.utils.testing import assert_not_equal from sklearn.utils.testing import assert_array_almost_equal from sklearn.utils.testing import assert_array_equal from sklearn.utils.testing import assert_warns_message from sklearn.utils.testing import assert_warns from sklearn.utils.testing import assert_raise_message from sklearn.utils.testing import ignore_warnings from sklearn.utils.validation import _num_samples from sklearn.utils.mocking import MockDataFrame from sklearn.model_selection import cross_val_score from sklearn.model_selection import KFold from sklearn.model_selection import StratifiedKFold from sklearn.model_selection import GroupKFold from sklearn.model_selection import TimeSeriesSplit from sklearn.model_selection import LeaveOneOut from sklearn.model_selection import LeaveOneGroupOut from sklearn.model_selection import LeavePOut from sklearn.model_selection import LeavePGroupsOut from sklearn.model_selection import ShuffleSplit from sklearn.model_selection import GroupShuffleSplit from sklearn.model_selection import StratifiedShuffleSplit from sklearn.model_selection import PredefinedSplit from sklearn.model_selection import check_cv from sklearn.model_selection import train_test_split from sklearn.model_selection import GridSearchCV from sklearn.model_selection import RepeatedKFold from sklearn.model_selection import RepeatedStratifiedKFold from sklearn.linear_model import Ridge from sklearn.model_selection._split import _validate_shuffle_split from sklearn.model_selection._split import _CVIterableWrapper from sklearn.model_selection._split import _build_repr from sklearn.datasets import load_digits from sklearn.datasets import make_classification from sklearn.externals import six from sklearn.externals.six.moves import zip from sklearn.utils.fixes import comb from sklearn.svm import SVC X = np.ones(10) y = np.arange(10) // 2 P_sparse = coo_matrix(np.eye(5)) test_groups = ( np.array([1, 1, 1, 1, 2, 2, 2, 3, 3, 3, 3, 3]), np.array([0, 0, 0, 1, 1, 1, 2, 2, 2, 3, 3, 3]), np.array([0, 1, 2, 3, 0, 1, 2, 3, 0, 1, 2, 3, 0, 1, 2]), np.array([1, 1, 2, 2, 2, 3, 3, 3, 4, 4, 4, 4, 4, 4, 4, 4]), [1, 1, 1, 1, 2, 2, 2, 3, 3, 3, 3, 3], ['1', '1', '1', '1', '2', '2', '2', '3', '3', '3', '3', '3']) digits = load_digits() class MockClassifier(object): """Dummy classifier to test the cross-validation""" def __init__(self, a=0, allow_nd=False): self.a = a self.allow_nd = allow_nd def fit(self, X, Y=None, sample_weight=None, class_prior=None, sparse_sample_weight=None, sparse_param=None, dummy_int=None, dummy_str=None, dummy_obj=None, callback=None): """The dummy arguments are to test that this fit function can accept non-array arguments through cross-validation, such as: - int - str (this is actually array-like) - object - function """ self.dummy_int = dummy_int self.dummy_str = dummy_str self.dummy_obj = dummy_obj if callback is not None: callback(self) if self.allow_nd: X = X.reshape(len(X), -1) if X.ndim >= 3 and not self.allow_nd: raise ValueError('X cannot be d') if sample_weight is not None: assert_true(sample_weight.shape[0] == X.shape[0], 'MockClassifier extra fit_param sample_weight.shape[0]' ' is {0}, should be {1}'.format(sample_weight.shape[0], X.shape[0])) if class_prior is not None: assert_true(class_prior.shape[0] == len(np.unique(y)), 'MockClassifier extra fit_param class_prior.shape[0]' ' is {0}, should be {1}'.format(class_prior.shape[0], len(np.unique(y)))) if sparse_sample_weight is not None: fmt = ('MockClassifier extra fit_param sparse_sample_weight' '.shape[0] is {0}, should be {1}') assert_true(sparse_sample_weight.shape[0] == X.shape[0], fmt.format(sparse_sample_weight.shape[0], X.shape[0])) if sparse_param is not None: fmt = ('MockClassifier extra fit_param sparse_param.shape ' 'is ({0}, {1}), should be ({2}, {3})') assert_true(sparse_param.shape == P_sparse.shape, fmt.format(sparse_param.shape[0], sparse_param.shape[1], P_sparse.shape[0], P_sparse.shape[1])) return self def predict(self, T): if self.allow_nd: T = T.reshape(len(T), -1) return T[:, 0] def score(self, X=None, Y=None): return 1. / (1 + np.abs(self.a)) def get_params(self, deep=False): return {'a': self.a, 'allow_nd': self.allow_nd} @ignore_warnings def test_cross_validator_with_default_params(): n_samples = 4 n_unique_groups = 4 n_splits = 2 p = 2 n_shuffle_splits = 10 # (the default value) X = np.array([[1, 2], [3, 4], [5, 6], [7, 8]]) X_1d = np.array([1, 2, 3, 4]) y = np.array([1, 1, 2, 2]) groups = np.array([1, 2, 3, 4]) loo = LeaveOneOut() lpo = LeavePOut(p) kf = KFold(n_splits) skf = StratifiedKFold(n_splits) lolo = LeaveOneGroupOut() lopo = LeavePGroupsOut(p) ss = ShuffleSplit(random_state=0) ps = PredefinedSplit([1, 1, 2, 2]) # n_splits = np of unique folds = 2 loo_repr = "LeaveOneOut()" lpo_repr = "LeavePOut(p=2)" kf_repr = "KFold(n_splits=2, random_state=None, shuffle=False)" skf_repr = "StratifiedKFold(n_splits=2, random_state=None, shuffle=False)" lolo_repr = "LeaveOneGroupOut()" lopo_repr = "LeavePGroupsOut(n_groups=2)" ss_repr = ("ShuffleSplit(n_splits=10, random_state=0, " "test_size='default',\n train_size=None)") ps_repr = "PredefinedSplit(test_fold=array([1, 1, 2, 2]))" n_splits_expected = [n_samples, comb(n_samples, p), n_splits, n_splits, n_unique_groups, comb(n_unique_groups, p), n_shuffle_splits, 2] for i, (cv, cv_repr) in enumerate(zip( [loo, lpo, kf, skf, lolo, lopo, ss, ps], [loo_repr, lpo_repr, kf_repr, skf_repr, lolo_repr, lopo_repr, ss_repr, ps_repr])): # Test if get_n_splits works correctly assert_equal(n_splits_expected[i], cv.get_n_splits(X, y, groups)) # Test if the cross-validator works as expected even if # the data is 1d np.testing.assert_equal(list(cv.split(X, y, groups)), list(cv.split(X_1d, y, groups))) # Test that train, test indices returned are integers for train, test in cv.split(X, y, groups): assert_equal(np.asarray(train).dtype.kind, 'i') assert_equal(np.asarray(train).dtype.kind, 'i') # Test if the repr works without any errors assert_equal(cv_repr, repr(cv)) # ValueError for get_n_splits methods msg = "The 'X' parameter should not be None." assert_raise_message(ValueError, msg, loo.get_n_splits, None, y, groups) assert_raise_message(ValueError, msg, lpo.get_n_splits, None, y, groups) def test_2d_y(): # smoke test for 2d y and multi-label n_samples = 30 rng = np.random.RandomState(1) X = rng.randint(0, 3, size=(n_samples, 2)) y = rng.randint(0, 3, size=(n_samples,)) y_2d = y.reshape(-1, 1) y_multilabel = rng.randint(0, 2, size=(n_samples, 3)) groups = rng.randint(0, 3, size=(n_samples,)) splitters = [LeaveOneOut(), LeavePOut(p=2), KFold(), StratifiedKFold(), RepeatedKFold(), RepeatedStratifiedKFold(), ShuffleSplit(), StratifiedShuffleSplit(test_size=.5), GroupShuffleSplit(), LeaveOneGroupOut(), LeavePGroupsOut(n_groups=2), GroupKFold(), TimeSeriesSplit(), PredefinedSplit(test_fold=groups)] for splitter in splitters: list(splitter.split(X, y, groups)) list(splitter.split(X, y_2d, groups)) try: list(splitter.split(X, y_multilabel, groups)) except ValueError as e: allowed_target_types = ('binary', 'multiclass') msg = "Supported target types are: {}. Got 'multilabel".format( allowed_target_types) assert msg in str(e) def check_valid_split(train, test, n_samples=None): # Use python sets to get more informative assertion failure messages train, test = set(train), set(test) # Train and test split should not overlap assert_equal(train.intersection(test), set()) if n_samples is not None: # Check that the union of train an test split cover all the indices assert_equal(train.union(test), set(range(n_samples))) def check_cv_coverage(cv, X, y, groups, expected_n_splits=None): n_samples = _num_samples(X) # Check that a all the samples appear at least once in a test fold if expected_n_splits is not None: assert_equal(cv.get_n_splits(X, y, groups), expected_n_splits) else: expected_n_splits = cv.get_n_splits(X, y, groups) collected_test_samples = set() iterations = 0 for train, test in cv.split(X, y, groups): check_valid_split(train, test, n_samples=n_samples) iterations += 1 collected_test_samples.update(test) # Check that the accumulated test samples cover the whole dataset assert_equal(iterations, expected_n_splits) if n_samples is not None: assert_equal(collected_test_samples, set(range(n_samples))) def test_kfold_valueerrors(): X1 = np.array([[1, 2], [3, 4], [5, 6]]) X2 = np.array([[1, 2], [3, 4], [5, 6], [7, 8], [9, 10]]) # Check that errors are raised if there is not enough samples (ValueError, next, KFold(4).split(X1)) # Check that a warning is raised if the least populated class has too few # members. y = np.array([3, 3, -1, -1, 3]) skf_3 = StratifiedKFold(3) assert_warns_message(Warning, "The least populated class", next, skf_3.split(X2, y)) # Check that despite the warning the folds are still computed even # though all the classes are not necessarily represented at on each # side of the split at each split with warnings.catch_warnings(): warnings.simplefilter("ignore") check_cv_coverage(skf_3, X2, y, groups=None, expected_n_splits=3) # Check that errors are raised if all n_groups for individual # classes are less than n_splits. y = np.array([3, 3, -1, -1, 2]) assert_raises(ValueError, next, skf_3.split(X2, y)) # Error when number of folds is <= 1 assert_raises(ValueError, KFold, 0) assert_raises(ValueError, KFold, 1) error_string = ("k-fold cross-validation requires at least one" " train/test split") assert_raise_message(ValueError, error_string, StratifiedKFold, 0) assert_raise_message(ValueError, error_string, StratifiedKFold, 1) # When n_splits is not integer: assert_raises(ValueError, KFold, 1.5) assert_raises(ValueError, KFold, 2.0) assert_raises(ValueError, StratifiedKFold, 1.5) assert_raises(ValueError, StratifiedKFold, 2.0) # When shuffle is not a bool: assert_raises(TypeError, KFold, n_splits=4, shuffle=None) def test_kfold_indices(): # Check all indices are returned in the test folds X1 = np.ones(18) kf = KFold(3) check_cv_coverage(kf, X1, y=None, groups=None, expected_n_splits=3) # Check all indices are returned in the test folds even when equal-sized # folds are not possible X2 = np.ones(17) kf = KFold(3) check_cv_coverage(kf, X2, y=None, groups=None, expected_n_splits=3) # Check if get_n_splits returns the number of folds assert_equal(5, KFold(5).get_n_splits(X2)) def test_kfold_no_shuffle(): # Manually check that KFold preserves the data ordering on toy datasets X2 = [[1, 2], [3, 4], [5, 6], [7, 8], [9, 10]] splits = KFold(2).split(X2[:-1]) train, test = next(splits) assert_array_equal(test, [0, 1]) assert_array_equal(train, [2, 3]) train, test = next(splits) assert_array_equal(test, [2, 3]) assert_array_equal(train, [0, 1]) splits = KFold(2).split(X2) train, test = next(splits) assert_array_equal(test, [0, 1, 2]) assert_array_equal(train, [3, 4]) train, test = next(splits) assert_array_equal(test, [3, 4]) assert_array_equal(train, [0, 1, 2]) def test_stratified_kfold_no_shuffle(): # Manually check that StratifiedKFold preserves the data ordering as much # as possible on toy datasets in order to avoid hiding sample dependencies # when possible X, y = np.ones(4), [1, 1, 0, 0] splits = StratifiedKFold(2).split(X, y) train, test = next(splits) assert_array_equal(test, [0, 2]) assert_array_equal(train, [1, 3]) train, test = next(splits) assert_array_equal(test, [1, 3]) assert_array_equal(train, [0, 2]) X, y = np.ones(7), [1, 1, 1, 0, 0, 0, 0] splits = StratifiedKFold(2).split(X, y) train, test = next(splits) assert_array_equal(test, [0, 1, 3, 4]) assert_array_equal(train, [2, 5, 6]) train, test = next(splits) assert_array_equal(test, [2, 5, 6]) assert_array_equal(train, [0, 1, 3, 4]) # Check if get_n_splits returns the number of folds assert_equal(5, StratifiedKFold(5).get_n_splits(X, y)) # Make sure string labels are also supported X = np.ones(7) y1 = ['1', '1', '1', '0', '0', '0', '0'] y2 = [1, 1, 1, 0, 0, 0, 0] np.testing.assert_equal( list(StratifiedKFold(2).split(X, y1)), list(StratifiedKFold(2).split(X, y2))) def test_stratified_kfold_ratios(): # Check that stratified kfold preserves class ratios in individual splits # Repeat with shuffling turned off and on n_samples = 1000 X = np.ones(n_samples) y = np.array([4] * int(0.10 * n_samples) + [0] * int(0.89 * n_samples) + [1] * int(0.01 * n_samples)) for shuffle in (False, True): for train, test in StratifiedKFold(5, shuffle=shuffle).split(X, y): assert_almost_equal(np.sum(y[train] == 4) / len(train), 0.10, 2) assert_almost_equal(np.sum(y[train] == 0) / len(train), 0.89, 2) assert_almost_equal(np.sum(y[train] == 1) / len(train), 0.01, 2) assert_almost_equal(np.sum(y[test] == 4) / len(test), 0.10, 2) assert_almost_equal(np.sum(y[test] == 0) / len(test), 0.89, 2) assert_almost_equal(np.sum(y[test] == 1) / len(test), 0.01, 2) def test_kfold_balance(): # Check that KFold returns folds with balanced sizes for i in range(11, 17): kf = KFold(5).split(X=np.ones(i)) sizes = [] for _, test in kf: sizes.append(len(test)) assert_true((np.max(sizes) - np.min(sizes)) <= 1) assert_equal(np.sum(sizes), i) def test_stratifiedkfold_balance(): # Check that KFold returns folds with balanced sizes (only when # stratification is possible) # Repeat with shuffling turned off and on X = np.ones(17) y = [0] * 3 + [1] * 14 for shuffle in (True, False): cv = StratifiedKFold(3, shuffle=shuffle) for i in range(11, 17): skf = cv.split(X[:i], y[:i]) sizes = [] for _, test in skf: sizes.append(len(test)) assert_true((np.max(sizes) - np.min(sizes)) <= 1) assert_equal(np.sum(sizes), i) def test_shuffle_kfold(): # Check the indices are shuffled properly kf = KFold(3) kf2 = KFold(3, shuffle=True, random_state=0) kf3 = KFold(3, shuffle=True, random_state=1) X = np.ones(300) all_folds = np.zeros(300) for (tr1, te1), (tr2, te2), (tr3, te3) in zip( kf.split(X), kf2.split(X), kf3.split(X)): for tr_a, tr_b in combinations((tr1, tr2, tr3), 2): # Assert that there is no complete overlap assert_not_equal(len(np.intersect1d(tr_a, tr_b)), len(tr1)) # Set all test indices in successive iterations of kf2 to 1 all_folds[te2] = 1 # Check that all indices are returned in the different test folds assert_equal(sum(all_folds), 300) def test_shuffle_kfold_stratifiedkfold_reproducibility(): # Check that when the shuffle is True multiple split calls produce the # same split when random_state is set X = np.ones(15) # Divisible by 3 y = [0] * 7 + [1] * 8 X2 = np.ones(16) # Not divisible by 3 y2 = [0] * 8 + [1] * 8 kf = KFold(3, shuffle=True, random_state=0) skf = StratifiedKFold(3, shuffle=True, random_state=0) for cv in (kf, skf): np.testing.assert_equal(list(cv.split(X, y)), list(cv.split(X, y))) np.testing.assert_equal(list(cv.split(X2, y2)), list(cv.split(X2, y2))) kf = KFold(3, shuffle=True) skf = StratifiedKFold(3, shuffle=True) for cv in (kf, skf): for data in zip((X, X2), (y, y2)): # Test if the two splits are different # numpy's assert_equal properly compares nested lists try: np.testing.assert_array_equal(list(cv.split(*data)), list(cv.split(*data))) except AssertionError: pass else: raise AssertionError("The splits for data, %s, are same even " "when random state is not set" % data) def test_shuffle_stratifiedkfold(): # Check that shuffling is happening when requested, and for proper # sample coverage X_40 = np.ones(40) y = [0] * 20 + [1] * 20 kf0 = StratifiedKFold(5, shuffle=True, random_state=0) kf1 = StratifiedKFold(5, shuffle=True, random_state=1) for (_, test0), (_, test1) in zip(kf0.split(X_40, y), kf1.split(X_40, y)): assert_not_equal(set(test0), set(test1)) check_cv_coverage(kf0, X_40, y, groups=None, expected_n_splits=5) def test_kfold_can_detect_dependent_samples_on_digits(): # see #2372 # The digits samples are dependent: they are apparently grouped by authors # although we don't have any information on the groups segment locations # for this data. We can highlight this fact by computing k-fold cross- # validation with and without shuffling: we observe that the shuffling case # wrongly makes the IID assumption and is therefore too optimistic: it # estimates a much higher accuracy (around 0.93) than that the non # shuffling variant (around 0.81). X, y = digits.data[:600], digits.target[:600] model = SVC(C=10, gamma=0.005) n_splits = 3 cv = KFold(n_splits=n_splits, shuffle=False) mean_score = cross_val_score(model, X, y, cv=cv).mean() assert_greater(0.92, mean_score) assert_greater(mean_score, 0.80) # Shuffling the data artificially breaks the dependency and hides the # overfitting of the model with regards to the writing style of the authors # by yielding a seriously overestimated score: cv = KFold(n_splits, shuffle=True, random_state=0) mean_score = cross_val_score(model, X, y, cv=cv).mean() assert_greater(mean_score, 0.92) cv = KFold(n_splits, shuffle=True, random_state=1) mean_score = cross_val_score(model, X, y, cv=cv).mean() assert_greater(mean_score, 0.92) # Similarly, StratifiedKFold should try to shuffle the data as little # as possible (while respecting the balanced class constraints) # and thus be able to detect the dependency by not overestimating # the CV score either. As the digits dataset is approximately balanced # the estimated mean score is close to the score measured with # non-shuffled KFold cv = StratifiedKFold(n_splits) mean_score = cross_val_score(model, X, y, cv=cv).mean() assert_greater(0.93, mean_score) assert_greater(mean_score, 0.80) def test_shuffle_split(): ss1 = ShuffleSplit(test_size=0.2, random_state=0).split(X) ss2 = ShuffleSplit(test_size=2, random_state=0).split(X) ss3 = ShuffleSplit(test_size=np.int32(2), random_state=0).split(X) for typ in six.integer_types: ss4 = ShuffleSplit(test_size=typ(2), random_state=0).split(X) for t1, t2, t3, t4 in zip(ss1, ss2, ss3, ss4): assert_array_equal(t1[0], t2[0]) assert_array_equal(t2[0], t3[0]) assert_array_equal(t3[0], t4[0]) assert_array_equal(t1[1], t2[1]) assert_array_equal(t2[1], t3[1]) assert_array_equal(t3[1], t4[1]) @ignore_warnings def test_stratified_shuffle_split_init(): X = np.arange(7) y = np.asarray([0, 1, 1, 1, 2, 2, 2]) # Check that error is raised if there is a class with only one sample assert_raises(ValueError, next, StratifiedShuffleSplit(3, 0.2).split(X, y)) # Check that error is raised if the test set size is smaller than n_classes assert_raises(ValueError, next, StratifiedShuffleSplit(3, 2).split(X, y)) # Check that error is raised if the train set size is smaller than # n_classes assert_raises(ValueError, next, StratifiedShuffleSplit(3, 3, 2).split(X, y)) X = np.arange(9) y = np.asarray([0, 0, 0, 1, 1, 1, 2, 2, 2]) # Check that errors are raised if there is not enough samples assert_raises(ValueError, StratifiedShuffleSplit, 3, 0.5, 0.6) assert_raises(ValueError, next, StratifiedShuffleSplit(3, 8, 0.6).split(X, y)) assert_raises(ValueError, next, StratifiedShuffleSplit(3, 0.6, 8).split(X, y)) # Train size or test size too small assert_raises(ValueError, next, StratifiedShuffleSplit(train_size=2).split(X, y)) assert_raises(ValueError, next, StratifiedShuffleSplit(test_size=2).split(X, y)) def test_stratified_shuffle_split_respects_test_size(): y = np.array([0, 1, 2, 3, 0, 1, 2, 3, 0, 1, 2, 3, 0, 1, 2]) test_size = 5 train_size = 10 sss = StratifiedShuffleSplit(6, test_size=test_size, train_size=train_size, random_state=0).split(np.ones(len(y)), y) for train, test in sss: assert_equal(len(train), train_size) assert_equal(len(test), test_size) def test_stratified_shuffle_split_iter(): ys = [np.array([1, 1, 1, 1, 2, 2, 2, 3, 3, 3, 3, 3]), np.array([0, 0, 0, 1, 1, 1, 2, 2, 2, 3, 3, 3]), np.array([0, 1, 2, 3, 0, 1, 2, 3, 0, 1, 2, 3, 0, 1, 2] * 2), np.array([1, 1, 2, 2, 2, 3, 3, 3, 4, 4, 4, 4, 4, 4, 4, 4]), np.array([-1] * 800 + [1] * 50), np.concatenate([[i] * (100 + i) for i in range(11)]), [1, 1, 1, 1, 2, 2, 2, 3, 3, 3, 3, 3], ['1', '1', '1', '1', '2', '2', '2', '3', '3', '3', '3', '3'], ] for y in ys: sss = StratifiedShuffleSplit(6, test_size=0.33, random_state=0).split(np.ones(len(y)), y) y = np.asanyarray(y) # To make it indexable for y[train] # this is how test-size is computed internally # in _validate_shuffle_split test_size = np.ceil(0.33 * len(y)) train_size = len(y) - test_size for train, test in sss: assert_array_equal(np.unique(y[train]), np.unique(y[test])) # Checks if folds keep classes proportions p_train = (np.bincount(np.unique(y[train], return_inverse=True)[1]) / float(len(y[train]))) p_test = (np.bincount(np.unique(y[test], return_inverse=True)[1]) / float(len(y[test]))) assert_array_almost_equal(p_train, p_test, 1) assert_equal(len(train) + len(test), y.size) assert_equal(len(train), train_size) assert_equal(len(test), test_size) assert_array_equal(np.lib.arraysetops.intersect1d(train, test), []) def test_stratified_shuffle_split_even(): # Test the StratifiedShuffleSplit, indices are drawn with a # equal chance n_folds = 5 n_splits = 1000 def assert_counts_are_ok(idx_counts, p): # Here we test that the distribution of the counts # per index is close enough to a binomial threshold = 0.05 / n_splits bf = stats.binom(n_splits, p) for count in idx_counts: prob = bf.pmf(count) assert_true(prob > threshold, "An index is not drawn with chance corresponding " "to even draws") for n_samples in (6, 22): groups = np.array((n_samples // 2) * [0, 1]) splits = StratifiedShuffleSplit(n_splits=n_splits, test_size=1. / n_folds, random_state=0) train_counts = [0] * n_samples test_counts = [0] * n_samples n_splits_actual = 0 for train, test in splits.split(X=np.ones(n_samples), y=groups): n_splits_actual += 1 for counter, ids in [(train_counts, train), (test_counts, test)]: for id in ids: counter[id] += 1 assert_equal(n_splits_actual, n_splits) n_train, n_test = _validate_shuffle_split( n_samples, test_size=1. / n_folds, train_size=1. - (1. / n_folds)) assert_equal(len(train), n_train) assert_equal(len(test), n_test) assert_equal(len(set(train).intersection(test)), 0) group_counts = np.unique(groups) assert_equal(splits.test_size, 1.0 / n_folds) assert_equal(n_train + n_test, len(groups)) assert_equal(len(group_counts), 2) ex_test_p = float(n_test) / n_samples ex_train_p = float(n_train) / n_samples assert_counts_are_ok(train_counts, ex_train_p) assert_counts_are_ok(test_counts, ex_test_p) def test_stratified_shuffle_split_overlap_train_test_bug(): # See https://github.com/scikit-learn/scikit-learn/issues/6121 for # the original bug report y = [0, 1, 2, 3] * 3 + [4, 5] * 5 X = np.ones_like(y) sss = StratifiedShuffleSplit(n_splits=1, test_size=0.5, random_state=0) train, test = next(sss.split(X=X, y=y)) # no overlap assert_array_equal(np.intersect1d(train, test), []) # complete partition assert_array_equal(np.union1d(train, test), np.arange(len(y))) def test_stratified_shuffle_split_multilabel(): # fix for issue 9037 for y in [np.array([[0, 1], [1, 0], [1, 0], [0, 1]]), np.array([[0, 1], [1, 1], [1, 1], [0, 1]])]: X = np.ones_like(y) sss = StratifiedShuffleSplit(n_splits=1, test_size=0.5, random_state=0) train, test = next(sss.split(X=X, y=y)) y_train = y[train] y_test = y[test] # no overlap assert_array_equal(np.intersect1d(train, test), []) # complete partition assert_array_equal(np.union1d(train, test), np.arange(len(y))) # correct stratification of entire rows # (by design, here y[:, 0] uniquely determines the entire row of y) expected_ratio = np.mean(y[:, 0]) assert_equal(expected_ratio, np.mean(y_train[:, 0])) assert_equal(expected_ratio, np.mean(y_test[:, 0])) def test_stratified_shuffle_split_multilabel_many_labels(): # fix in PR #9922: for multilabel data with > 1000 labels, str(row) # truncates with an ellipsis for elements in positions 4 through # len(row) - 4, so labels were not being correctly split using the powerset # method for transforming a multilabel problem to a multiclass one; this # test checks that this problem is fixed. row_with_many_zeros = [1, 0, 1] + [0] * 1000 + [1, 0, 1] row_with_many_ones = [1, 0, 1] + [1] * 1000 + [1, 0, 1] y = np.array([row_with_many_zeros] * 10 + [row_with_many_ones] * 100) X = np.ones_like(y) sss = StratifiedShuffleSplit(n_splits=1, test_size=0.5, random_state=0) train, test = next(sss.split(X=X, y=y)) y_train = y[train] y_test = y[test] # correct stratification of entire rows # (by design, here y[:, 4] uniquely determines the entire row of y) expected_ratio = np.mean(y[:, 4]) assert_equal(expected_ratio, np.mean(y_train[:, 4])) assert_equal(expected_ratio, np.mean(y_test[:, 4])) def test_predefinedsplit_with_kfold_split(): # Check that PredefinedSplit can reproduce a split generated by Kfold. folds = -1 * np.ones(10) kf_train = [] kf_test = [] for i, (train_ind, test_ind) in enumerate(KFold(5, shuffle=True).split(X)): kf_train.append(train_ind) kf_test.append(test_ind) folds[test_ind] = i ps_train = [] ps_test = [] ps = PredefinedSplit(folds) # n_splits is simply the no of unique folds assert_equal(len(np.unique(folds)), ps.get_n_splits()) for train_ind, test_ind in ps.split(): ps_train.append(train_ind) ps_test.append(test_ind) assert_array_equal(ps_train, kf_train) assert_array_equal(ps_test, kf_test) def test_group_shuffle_split(): for groups_i in test_groups: X = y = np.ones(len(groups_i)) n_splits = 6 test_size = 1. / 3 slo = GroupShuffleSplit(n_splits, test_size=test_size, random_state=0) # Make sure the repr works repr(slo) # Test that the length is correct assert_equal(slo.get_n_splits(X, y, groups=groups_i), n_splits) l_unique = np.unique(groups_i) l = np.asarray(groups_i) for train, test in slo.split(X, y, groups=groups_i): # First test: no train group is in the test set and vice versa l_train_unique = np.unique(l[train]) l_test_unique = np.unique(l[test]) assert_false(np.any(np.in1d(l[train], l_test_unique))) assert_false(np.any(np.in1d(l[test], l_train_unique))) # Second test: train and test add up to all the data assert_equal(l[train].size + l[test].size, l.size) # Third test: train and test are disjoint assert_array_equal(np.intersect1d(train, test), []) # Fourth test: # unique train and test groups are correct, +- 1 for rounding error assert_true(abs(len(l_test_unique) - round(test_size * len(l_unique))) <= 1) assert_true(abs(len(l_train_unique) - round((1.0 - test_size) * len(l_unique))) <= 1) def test_leave_one_p_group_out(): logo = LeaveOneGroupOut() lpgo_1 = LeavePGroupsOut(n_groups=1) lpgo_2 = LeavePGroupsOut(n_groups=2) # Make sure the repr works assert_equal(repr(logo), 'LeaveOneGroupOut()') assert_equal(repr(lpgo_1), 'LeavePGroupsOut(n_groups=1)') assert_equal(repr(lpgo_2), 'LeavePGroupsOut(n_groups=2)') assert_equal(repr(LeavePGroupsOut(n_groups=3)), 'LeavePGroupsOut(n_groups=3)') for j, (cv, p_groups_out) in enumerate(((logo, 1), (lpgo_1, 1), (lpgo_2, 2))): for i, groups_i in enumerate(test_groups): n_groups = len(np.unique(groups_i)) n_splits = (n_groups if p_groups_out == 1 else n_groups * (n_groups - 1) / 2) X = y = np.ones(len(groups_i)) # Test that the length is correct assert_equal(cv.get_n_splits(X, y, groups=groups_i), n_splits) groups_arr = np.asarray(groups_i) # Split using the original list / array / list of string groups_i for train, test in cv.split(X, y, groups=groups_i): # First test: no train group is in the test set and vice versa assert_array_equal(np.intersect1d(groups_arr[train], groups_arr[test]).tolist(), []) # Second test: train and test add up to all the data assert_equal(len(train) + len(test), len(groups_i)) # Third test: # The number of groups in test must be equal to p_groups_out assert_true(np.unique(groups_arr[test]).shape[0], p_groups_out) # check get_n_splits() with dummy parameters assert_equal(logo.get_n_splits(None, None, ['a', 'b', 'c', 'b', 'c']), 3) assert_equal(logo.get_n_splits(groups=[1.0, 1.1, 1.0, 1.2]), 3) assert_equal(lpgo_2.get_n_splits(None, None, np.arange(4)), 6) assert_equal(lpgo_1.get_n_splits(groups=np.arange(4)), 4) # raise ValueError if a `groups` parameter is illegal with assert_raises(ValueError): logo.get_n_splits(None, None, [0.0, np.nan, 0.0]) with assert_raises(ValueError): lpgo_2.get_n_splits(None, None, [0.0, np.inf, 0.0]) msg = "The 'groups' parameter should not be None." assert_raise_message(ValueError, msg, logo.get_n_splits, None, None, None) assert_raise_message(ValueError, msg, lpgo_1.get_n_splits, None, None, None) def test_leave_group_out_changing_groups(): # Check that LeaveOneGroupOut and LeavePGroupsOut work normally if # the groups variable is changed before calling split groups = np.array([0, 1, 2, 1, 1, 2, 0, 0]) X = np.ones(len(groups)) groups_changing = np.array(groups, copy=True) lolo = LeaveOneGroupOut().split(X, groups=groups) lolo_changing = LeaveOneGroupOut().split(X, groups=groups) lplo = LeavePGroupsOut(n_groups=2).split(X, groups=groups) lplo_changing = LeavePGroupsOut(n_groups=2).split(X, groups=groups) groups_changing[:] = 0 for llo, llo_changing in [(lolo, lolo_changing), (lplo, lplo_changing)]: for (train, test), (train_chan, test_chan) in zip(llo, llo_changing): assert_array_equal(train, train_chan) assert_array_equal(test, test_chan) # n_splits = no of 2 (p) group combinations of the unique groups = 3C2 = 3 assert_equal( 3, LeavePGroupsOut(n_groups=2).get_n_splits(X, y=X, groups=groups)) # n_splits = no of unique groups (C(uniq_lbls, 1) = n_unique_groups) assert_equal(3, LeaveOneGroupOut().get_n_splits(X, y=X, groups=groups)) def test_leave_one_p_group_out_error_on_fewer_number_of_groups(): X = y = groups = np.ones(0) assert_raise_message(ValueError, "Found array with 0 sample(s)", next, LeaveOneGroupOut().split(X, y, groups)) X = y = groups = np.ones(1) msg = ("The groups parameter contains fewer than 2 unique groups ({}). " "LeaveOneGroupOut expects at least 2.").format(groups) assert_raise_message(ValueError, msg, next, LeaveOneGroupOut().split(X, y, groups)) X = y = groups = np.ones(1) msg = ("The groups parameter contains fewer than (or equal to) n_groups " "(3) numbers of unique groups ({}). LeavePGroupsOut expects " "that at least n_groups + 1 (4) unique groups " "be present").format(groups) assert_raise_message(ValueError, msg, next, LeavePGroupsOut(n_groups=3).split(X, y, groups)) X = y = groups = np.arange(3) msg = ("The groups parameter contains fewer than (or equal to) n_groups " "(3) numbers of unique groups ({}). LeavePGroupsOut expects " "that at least n_groups + 1 (4) unique groups " "be present").format(groups) assert_raise_message(ValueError, msg, next, LeavePGroupsOut(n_groups=3).split(X, y, groups)) @ignore_warnings def test_repeated_cv_value_errors(): # n_repeats is not integer or <= 0 for cv in (RepeatedKFold, RepeatedStratifiedKFold): assert_raises(ValueError, cv, n_repeats=0) assert_raises(ValueError, cv, n_repeats=1.5) def test_repeated_kfold_determinstic_split(): X = [[1, 2], [3, 4], [5, 6], [7, 8], [9, 10]] random_state = 258173307 rkf = RepeatedKFold( n_splits=2, n_repeats=2, random_state=random_state) # split should produce same and deterministic splits on # each call for _ in range(3): splits = rkf.split(X) train, test = next(splits) assert_array_equal(train, [2, 4]) assert_array_equal(test, [0, 1, 3]) train, test = next(splits) assert_array_equal(train, [0, 1, 3]) assert_array_equal(test, [2, 4]) train, test = next(splits) assert_array_equal(train, [0, 1]) assert_array_equal(test, [2, 3, 4]) train, test = next(splits) assert_array_equal(train, [2, 3, 4]) assert_array_equal(test, [0, 1]) assert_raises(StopIteration, next, splits) def test_get_n_splits_for_repeated_kfold(): n_splits = 3 n_repeats = 4 rkf = RepeatedKFold(n_splits, n_repeats) expected_n_splits = n_splits * n_repeats assert_equal(expected_n_splits, rkf.get_n_splits()) def test_get_n_splits_for_repeated_stratified_kfold(): n_splits = 3 n_repeats = 4 rskf = RepeatedStratifiedKFold(n_splits, n_repeats) expected_n_splits = n_splits * n_repeats assert_equal(expected_n_splits, rskf.get_n_splits()) def test_repeated_stratified_kfold_determinstic_split(): X = [[1, 2], [3, 4], [5, 6], [7, 8], [9, 10]] y = [1, 1, 1, 0, 0] random_state = 1944695409 rskf = RepeatedStratifiedKFold( n_splits=2, n_repeats=2, random_state=random_state) # split should produce same and deterministic splits on # each call for _ in range(3): splits = rskf.split(X, y) train, test = next(splits) assert_array_equal(train, [1, 4]) assert_array_equal(test, [0, 2, 3]) train, test = next(splits) assert_array_equal(train, [0, 2, 3]) assert_array_equal(test, [1, 4]) train, test = next(splits) assert_array_equal(train, [2, 3]) assert_array_equal(test, [0, 1, 4]) train, test = next(splits) assert_array_equal(train, [0, 1, 4]) assert_array_equal(test, [2, 3]) assert_raises(StopIteration, next, splits) def test_train_test_split_errors(): assert_raises(ValueError, train_test_split) assert_raises(ValueError, train_test_split, range(3), train_size=1.1) assert_raises(ValueError, train_test_split, range(3), test_size=0.6, train_size=0.6) assert_raises(ValueError, train_test_split, range(3), test_size=np.float32(0.6), train_size=np.float32(0.6)) assert_raises(ValueError, train_test_split, range(3), test_size="wrong_type") assert_raises(ValueError, train_test_split, range(3), test_size=2, train_size=4) assert_raises(TypeError, train_test_split, range(3), some_argument=1.1) assert_raises(ValueError, train_test_split, range(3), range(42)) assert_raises(ValueError, train_test_split, range(10), shuffle=False, stratify=True) def test_train_test_split(): X = np.arange(100).reshape((10, 10)) X_s = coo_matrix(X) y = np.arange(10) # simple test split = train_test_split(X, y, test_size=None, train_size=.5) X_train, X_test, y_train, y_test = split assert_equal(len(y_test), len(y_train)) # test correspondence of X and y assert_array_equal(X_train[:, 0], y_train * 10) assert_array_equal(X_test[:, 0], y_test * 10) # don't convert lists to anything else by default split = train_test_split(X, X_s, y.tolist()) X_train, X_test, X_s_train, X_s_test, y_train, y_test = split assert_true(isinstance(y_train, list)) assert_true(isinstance(y_test, list)) # allow nd-arrays X_4d = np.arange(10 * 5 * 3 * 2).reshape(10, 5, 3, 2) y_3d = np.arange(10 * 7 * 11).reshape(10, 7, 11) split = train_test_split(X_4d, y_3d) assert_equal(split[0].shape, (7, 5, 3, 2)) assert_equal(split[1].shape, (3, 5, 3, 2)) assert_equal(split[2].shape, (7, 7, 11)) assert_equal(split[3].shape, (3, 7, 11)) # test stratification option y = np.array([1, 1, 1, 1, 2, 2, 2, 2]) for test_size, exp_test_size in zip([2, 4, 0.25, 0.5, 0.75], [2, 4, 2, 4, 6]): train, test = train_test_split(y, test_size=test_size, stratify=y, random_state=0) assert_equal(len(test), exp_test_size) assert_equal(len(test) + len(train), len(y)) # check the 1:1 ratio of ones and twos in the data is preserved assert_equal(np.sum(train == 1), np.sum(train == 2)) # test unshuffled split y = np.arange(10) for test_size in [2, 0.2]: train, test = train_test_split(y, shuffle=False, test_size=test_size) assert_array_equal(test, [8, 9]) assert_array_equal(train, [0, 1, 2, 3, 4, 5, 6, 7]) @ignore_warnings def train_test_split_pandas(): # check train_test_split doesn't destroy pandas dataframe types = [MockDataFrame] try: from pandas import DataFrame types.append(DataFrame) except ImportError: pass for InputFeatureType in types: # X dataframe X_df = InputFeatureType(X) X_train, X_test = train_test_split(X_df) assert_true(isinstance(X_train, InputFeatureType)) assert_true(isinstance(X_test, InputFeatureType)) def train_test_split_sparse(): # check that train_test_split converts scipy sparse matrices # to csr, as stated in the documentation X = np.arange(100).reshape((10, 10)) sparse_types = [csr_matrix, csc_matrix, coo_matrix] for InputFeatureType in sparse_types: X_s = InputFeatureType(X) X_train, X_test = train_test_split(X_s) assert_true(isinstance(X_train, csr_matrix)) assert_true(isinstance(X_test, csr_matrix)) def train_test_split_mock_pandas(): # X mock dataframe X_df = MockDataFrame(X) X_train, X_test = train_test_split(X_df) assert_true(isinstance(X_train, MockDataFrame)) assert_true(isinstance(X_test, MockDataFrame)) X_train_arr, X_test_arr = train_test_split(X_df) def train_test_split_list_input(): # Check that when y is a list / list of string labels, it works. X = np.ones(7) y1 = ['1'] * 4 + ['0'] * 3 y2 = np.hstack((np.ones(4), np.zeros(3))) y3 = y2.tolist() for stratify in (True, False): X_train1, X_test1, y_train1, y_test1 = train_test_split( X, y1, stratify=y1 if stratify else None, random_state=0) X_train2, X_test2, y_train2, y_test2 = train_test_split( X, y2, stratify=y2 if stratify else None, random_state=0) X_train3, X_test3, y_train3, y_test3 = train_test_split( X, y3, stratify=y3 if stratify else None, random_state=0) np.testing.assert_equal(X_train1, X_train2) np.testing.assert_equal(y_train2, y_train3) np.testing.assert_equal(X_test1, X_test3) np.testing.assert_equal(y_test3, y_test2) @ignore_warnings def test_shufflesplit_errors(): # When the {test|train}_size is a float/invalid, error is raised at init assert_raises(ValueError, ShuffleSplit, test_size=None, train_size=None) assert_raises(ValueError, ShuffleSplit, test_size=2.0) assert_raises(ValueError, ShuffleSplit, test_size=1.0) assert_raises(ValueError, ShuffleSplit, test_size=0.1, train_size=0.95) assert_raises(ValueError, ShuffleSplit, train_size=1j) # When the {test|train}_size is an int, validation is based on the input X # and happens at split(...) assert_raises(ValueError, next, ShuffleSplit(test_size=11).split(X)) assert_raises(ValueError, next, ShuffleSplit(test_size=10).split(X)) assert_raises(ValueError, next, ShuffleSplit(test_size=8, train_size=3).split(X)) def test_shufflesplit_reproducible(): # Check that iterating twice on the ShuffleSplit gives the same # sequence of train-test when the random_state is given ss = ShuffleSplit(random_state=21) assert_array_equal(list(a for a, b in ss.split(X)), list(a for a, b in ss.split(X))) def test_stratifiedshufflesplit_list_input(): # Check that when y is a list / list of string labels, it works. sss = StratifiedShuffleSplit(test_size=2, random_state=42) X = np.ones(7) y1 = ['1'] * 4 + ['0'] * 3 y2 = np.hstack((np.ones(4), np.zeros(3))) y3 = y2.tolist() np.testing.assert_equal(list(sss.split(X, y1)), list(sss.split(X, y2))) np.testing.assert_equal(list(sss.split(X, y3)), list(sss.split(X, y2))) def test_train_test_split_allow_nans(): # Check that train_test_split allows input data with NaNs X = np.arange(200, dtype=np.float64).reshape(10, -1) X[2, :] = np.nan y = np.repeat([0, 1], X.shape[0] / 2) train_test_split(X, y, test_size=0.2, random_state=42) def test_check_cv(): X = np.ones(9) cv = check_cv(3, classifier=False) # Use numpy.testing.assert_equal which recursively compares # lists of lists np.testing.assert_equal(list(KFold(3).split(X)), list(cv.split(X))) y_binary = np.array([0, 1, 0, 1, 0, 0, 1, 1, 1]) cv = check_cv(3, y_binary, classifier=True) np.testing.assert_equal(list(StratifiedKFold(3).split(X, y_binary)), list(cv.split(X, y_binary))) y_multiclass = np.array([0, 1, 0, 1, 2, 1, 2, 0, 2]) cv = check_cv(3, y_multiclass, classifier=True) np.testing.assert_equal(list(StratifiedKFold(3).split(X, y_multiclass)), list(cv.split(X, y_multiclass))) # also works with 2d multiclass y_multiclass_2d = y_multiclass.reshape(-1, 1) cv = check_cv(3, y_multiclass_2d, classifier=True) np.testing.assert_equal(list(StratifiedKFold(3).split(X, y_multiclass_2d)), list(cv.split(X, y_multiclass_2d))) assert_false(np.all( next(StratifiedKFold(3).split(X, y_multiclass_2d))[0] == next(KFold(3).split(X, y_multiclass_2d))[0])) X = np.ones(5) y_multilabel = np.array([[0, 0, 0, 0], [0, 1, 1, 0], [0, 0, 0, 1], [1, 1, 0, 1], [0, 0, 1, 0]]) cv = check_cv(3, y_multilabel, classifier=True) np.testing.assert_equal(list(KFold(3).split(X)), list(cv.split(X))) y_multioutput = np.array([[1, 2], [0, 3], [0, 0], [3, 1], [2, 0]]) cv = check_cv(3, y_multioutput, classifier=True) np.testing.assert_equal(list(KFold(3).split(X)), list(cv.split(X))) # Check if the old style classes are wrapped to have a split method X = np.ones(9) y_multiclass = np.array([0, 1, 0, 1, 2, 1, 2, 0, 2]) cv1 = check_cv(3, y_multiclass, classifier=True) with warnings.catch_warnings(record=True): from sklearn.cross_validation import StratifiedKFold as OldSKF cv2 = check_cv(OldSKF(y_multiclass, n_folds=3)) np.testing.assert_equal(list(cv1.split(X, y_multiclass)), list(cv2.split())) assert_raises(ValueError, check_cv, cv="lolo") def test_cv_iterable_wrapper(): y_multiclass = np.array([0, 1, 0, 1, 2, 1, 2, 0, 2]) with warnings.catch_warnings(record=True): from sklearn.cross_validation import StratifiedKFold as OldSKF cv = OldSKF(y_multiclass, n_folds=3) wrapped_old_skf = _CVIterableWrapper(cv) # Check if split works correctly np.testing.assert_equal(list(cv), list(wrapped_old_skf.split())) # Check if get_n_splits works correctly assert_equal(len(cv), wrapped_old_skf.get_n_splits()) kf_iter = KFold(n_splits=5).split(X, y) kf_iter_wrapped = check_cv(kf_iter) # Since the wrapped iterable is enlisted and stored, # split can be called any number of times to produce # consistent results. np.testing.assert_equal(list(kf_iter_wrapped.split(X, y)), list(kf_iter_wrapped.split(X, y))) # If the splits are randomized, successive calls to split yields different # results kf_randomized_iter = KFold(n_splits=5, shuffle=True).split(X, y) kf_randomized_iter_wrapped = check_cv(kf_randomized_iter) # numpy's assert_array_equal properly compares nested lists np.testing.assert_equal(list(kf_randomized_iter_wrapped.split(X, y)), list(kf_randomized_iter_wrapped.split(X, y))) try: np.testing.assert_equal(list(kf_iter_wrapped.split(X, y)), list(kf_randomized_iter_wrapped.split(X, y))) splits_are_equal = True except AssertionError: splits_are_equal = False assert_false(splits_are_equal, "If the splits are randomized, " "successive calls to split should yield different results") def test_group_kfold(): rng = np.random.RandomState(0) # Parameters of the test n_groups = 15 n_samples = 1000 n_splits = 5 X = y = np.ones(n_samples) # Construct the test data tolerance = 0.05 * n_samples # 5 percent error allowed groups = rng.randint(0, n_groups, n_samples) ideal_n_groups_per_fold = n_samples // n_splits len(np.unique(groups)) # Get the test fold indices from the test set indices of each fold folds = np.zeros(n_samples) lkf = GroupKFold(n_splits=n_splits) for i, (_, test) in enumerate(lkf.split(X, y, groups)): folds[test] = i # Check that folds have approximately the same size assert_equal(len(folds), len(groups)) for i in np.unique(folds): assert_greater_equal(tolerance, abs(sum(folds == i) - ideal_n_groups_per_fold)) # Check that each group appears only in 1 fold for group in np.unique(groups): assert_equal(len(np.unique(folds[groups == group])), 1) # Check that no group is on both sides of the split groups = np.asarray(groups, dtype=object) for train, test in lkf.split(X, y, groups): assert_equal(len(np.intersect1d(groups[train], groups[test])), 0) # Construct the test data groups = np.array(['Albert', 'Jean', 'Bertrand', 'Michel', 'Jean', 'Francis', 'Robert', 'Michel', 'Rachel', 'Lois', 'Michelle', 'Bernard', 'Marion', 'Laura', 'Jean', 'Rachel', 'Franck', 'John', 'Gael', 'Anna', 'Alix', 'Robert', 'Marion', 'David', 'Tony', 'Abel', 'Becky', 'Madmood', 'Cary', 'Mary', 'Alexandre', 'David', 'Francis', 'Barack', 'Abdoul', 'Rasha', 'Xi', 'Silvia']) n_groups = len(np.unique(groups)) n_samples = len(groups) n_splits = 5 tolerance = 0.05 * n_samples # 5 percent error allowed ideal_n_groups_per_fold = n_samples // n_splits X = y = np.ones(n_samples) # Get the test fold indices from the test set indices of each fold folds = np.zeros(n_samples) for i, (_, test) in enumerate(lkf.split(X, y, groups)): folds[test] = i # Check that folds have approximately the same size assert_equal(len(folds), len(groups)) for i in np.unique(folds): assert_greater_equal(tolerance, abs(sum(folds == i) - ideal_n_groups_per_fold)) # Check that each group appears only in 1 fold with warnings.catch_warnings(): warnings.simplefilter("ignore", DeprecationWarning) for group in np.unique(groups): assert_equal(len(np.unique(folds[groups == group])), 1) # Check that no group is on both sides of the split groups = np.asarray(groups, dtype=object) for train, test in lkf.split(X, y, groups): assert_equal(len(np.intersect1d(groups[train], groups[test])), 0) # groups can also be a list cv_iter = list(lkf.split(X, y, groups.tolist())) for (train1, test1), (train2, test2) in zip(lkf.split(X, y, groups), cv_iter): assert_array_equal(train1, train2) assert_array_equal(test1, test2) # Should fail if there are more folds than groups groups = np.array([1, 1, 1, 2, 2]) X = y = np.ones(len(groups)) assert_raises_regexp(ValueError, "Cannot have number of splits.*greater", next, GroupKFold(n_splits=3).split(X, y, groups)) def test_time_series_cv(): X = [[1, 2], [3, 4], [5, 6], [7, 8], [9, 10], [11, 12], [13, 14]] # Should fail if there are more folds than samples assert_raises_regexp(ValueError, "Cannot have number of folds.*greater", next, TimeSeriesSplit(n_splits=7).split(X)) tscv = TimeSeriesSplit(2) # Manually check that Time Series CV preserves the data # ordering on toy datasets splits = tscv.split(X[:-1]) train, test = next(splits) assert_array_equal(train, [0, 1]) assert_array_equal(test, [2, 3]) train, test = next(splits) assert_array_equal(train, [0, 1, 2, 3]) assert_array_equal(test, [4, 5]) splits = TimeSeriesSplit(2).split(X) train, test = next(splits) assert_array_equal(train, [0, 1, 2]) assert_array_equal(test, [3, 4]) train, test = next(splits) assert_array_equal(train, [0, 1, 2, 3, 4]) assert_array_equal(test, [5, 6]) # Check get_n_splits returns the correct number of splits splits = TimeSeriesSplit(2).split(X) n_splits_actual = len(list(splits)) assert_equal(n_splits_actual, tscv.get_n_splits()) assert_equal(n_splits_actual, 2) def _check_time_series_max_train_size(splits, check_splits, max_train_size): for (train, test), (check_train, check_test) in zip(splits, check_splits): assert_array_equal(test, check_test) assert_true(len(check_train) <= max_train_size) suffix_start = max(len(train) - max_train_size, 0) assert_array_equal(check_train, train[suffix_start:]) def test_time_series_max_train_size(): X = np.zeros((6, 1)) splits = TimeSeriesSplit(n_splits=3).split(X) check_splits = TimeSeriesSplit(n_splits=3, max_train_size=3).split(X) _check_time_series_max_train_size(splits, check_splits, max_train_size=3) # Test for the case where the size of a fold is greater than max_train_size check_splits = TimeSeriesSplit(n_splits=3, max_train_size=2).split(X) _check_time_series_max_train_size(splits, check_splits, max_train_size=2) # Test for the case where the size of each fold is less than max_train_size check_splits = TimeSeriesSplit(n_splits=3, max_train_size=5).split(X) _check_time_series_max_train_size(splits, check_splits, max_train_size=2) def test_nested_cv(): # Test if nested cross validation works with different combinations of cv rng = np.random.RandomState(0) X, y = make_classification(n_samples=15, n_classes=2, random_state=0) groups = rng.randint(0, 5, 15) cvs = [LeaveOneGroupOut(), LeaveOneOut(), GroupKFold(), StratifiedKFold(), StratifiedShuffleSplit(n_splits=3, random_state=0)] for inner_cv, outer_cv in combinations_with_replacement(cvs, 2): gs = GridSearchCV(Ridge(), param_grid={'alpha': [1, .1]}, cv=inner_cv) cross_val_score(gs, X=X, y=y, groups=groups, cv=outer_cv, fit_params={'groups': groups}) def test_train_test_default_warning(): assert_warns(FutureWarning, ShuffleSplit, train_size=0.75) assert_warns(FutureWarning, GroupShuffleSplit, train_size=0.75) assert_warns(FutureWarning, StratifiedShuffleSplit, train_size=0.75) assert_warns(FutureWarning, train_test_split, range(3), train_size=0.75) def test_build_repr(): class MockSplitter: def __init__(self, a, b=0, c=None): self.a = a self.b = b self.c = c def __repr__(self): return _build_repr(self) assert_equal(repr(MockSplitter(5, 6)), "MockSplitter(a=5, b=6, c=None)")
bsd-3-clause
raymond91125/TissueEnrichmentAnalysis
tea_paper_docs/src/hgf_benchmark_script.py
4
14884
# -*- coding: utf-8 -*- """ A script to benchmark TEA. @david angeles dangeles@caltech.edu """ import tissue_enrichment_analysis as tea # the library to be used import pandas as pd import os import numpy as np import seaborn as sns import matplotlib.pyplot as plt import re import matplotlib as mpl sns.set_context('paper') # pd.set_option('display.float_format', lambda x:'%f'%x) pd.set_option('precision', 3) # this script generates a few directories. dirOutput = '../output/' dirSummaries = '../output/SummaryInformation/' dirHGT25_any = '../output/HGT25_any_Results/' dirHGT33_any = '../output/HGT33_any_Results/' dirHGT50_any = '../output/HGT50_any_Results/' dirHGT100_any = '../output/HGT100_any_Results/' dirComp = '../output/comparisons/' DIRS = [dirOutput, dirSummaries, dirHGT25_any, dirHGT50_any, dirHGT100_any, dirComp] # open the relevant file path_sets = '../input/genesets_golden/' path_dicts = '../input/WS252AnatomyDictionary/' # Make all the necessary dirs if they don't already exist for d in DIRS: if not os.path.exists(d): os.makedirs(d) # Make the file that will hold the summaries and make the columns. with open(dirSummaries+'ExecutiveSummary.csv', 'w') as fSum: fSum.write('#Summary of results from all benchmarks\n') fSum.write('NoAnnotations,Threshold,Method,EnrichmentSetUsed,TissuesTested,GenesSubmitted,TissuesReturned,GenesUsed,AvgFold,AvgQ,GenesInDict\n') # ============================================================================== # ============================================================================== # # Perform the bulk of the analysis, run every single dictionary on every set # ============================================================================== # ============================================================================== i = 0 # look in the dictionaries for folder in os.walk(path_dicts): # open each one for f_dict in folder[2]: if f_dict == '.DS_Store': continue tissue_df = pd.read_csv(path_dicts+f_dict) # tobedropped when tissue dictionary is corrected annot, thresh = re.findall(r"[-+]?\d*\.\d+|\d+", f_dict) annot = int(annot) thresh = float(thresh) # typecasting method = f_dict[-7:-4] ntiss = len(tissue_df.columns) ngenes = tissue_df.shape[0] # open each enrichment set for fodder in os.walk(path_sets): for f_set in fodder[2]: df = pd.read_csv(path_sets + f_set) test = df.gene.values ntest = len(test) short_name = f_set[16:len(f_set)-16] df_analysis, unused = tea.enrichment_analysis(test, tissue_df, alpha=0.05, show=False) # save the analysis to the relevant folder savepath = '../output/HGT'+annot + '_' + method + '_Results/' df_analysis.to_csv(savepath + f_set+'.csv', index=False) tea.plot_enrichment_results(df_analysis, save='savepath'+f_set+'Graph', ftype='pdf') nana = len(df_analysis) # len of results nun = len(unused) # number of genes dropped avf = df_analysis['Enrichment Fold Change'].mean() avq = df_analysis['Q value'].mean() s = '{0},{1},{2},{3},{4},{5},{6},{7},{8},{9},{10}'.format( annot, thresh, method, f_set, ntiss, ntest, nana, ntest-nun, avf, avq, ngenes) with open(dirSummaries+'ExecutiveSummary.csv', 'a+') as fSum: fSum.write(s) fSum.write('\n') # Print summary to csv df_summary = pd.read_csv(dirSummaries+'ExecutiveSummary.csv', comment='#') # some entries contain nulls. before I remove them, I can inspect them df_summary.isnull().any() indexFold = df_summary['AvgFold'].index[df_summary['AvgFold'].apply(np.isnan)] indexQ = df_summary['AvgQ'].index[df_summary['AvgQ'].apply(np.isnan)] df_summary.ix[indexFold[0]] df_summary.ix[indexQ[5]] # kill all nulls! df_summary.dropna(inplace=True) # calculate fraction of tissues that tested significant in each run df_summary['fracTissues'] = df_summary['TissuesReturned']/df_summary[ 'TissuesTested'] df_summary.sort_values(['NoAnnotations', 'Threshold', 'Method'], inplace=True) # ============================================================================== # ============================================================================== # # Plot summary graphs # ============================================================================== # ============================================================================== sel = lambda x, y, z: ((df_summary.NoAnnotations == x) & (df_summary.Threshold == y) & (df_summary.Method == z)) # KDE of the fraction of all tissues that tested significant # one color per cutoff cols = ['#1b9e77', '#d95f02', '#7570b3', '#e7298a', '#66a61e'] ls = ['-', '--', ':'] # used with varying thresh thresh = df_summary.Threshold.unique() NoAnnotations = df_summary.NoAnnotations.unique() def resplot(column, method='any'): """ A method to quickly plot all combinations of cutoffs, thresholds. All cutoffs are same color All Thresholds are same line style Parameters: column -- the column to select method -- the method used to specify similarity metrics """ for j, annots in enumerate(NoAnnotations): for i, threshold in enumerate(thresh): if threshold == 1: continue s = sel(annots, threshold, method) df_summary[s][column].plot('kde', color=cols[j], ls=ls[i], lw=4, label='Annotation Cut-off: {0}, \ Threshold: {1}'.format(annots, threshold)) resplot('fracTissues') plt.xlabel('Fraction of all tissues that tested significant') plt.xlim(0, 1) plt.title('KDE Curves for all dictionaries, benchmarked on all gold standards') plt.legend() plt.savefig(dirSummaries+'fractissuesKDE_method=any.pdf') plt.close() resplot('AvgQ', method='avg') plt.xlabel('Fraction of all tissues that tested significant') plt.xlim(0, 0.05) plt.title('KDE Curves for all dictionaries, benchmarked on all gold standards') plt.legend() plt.savefig(dirSummaries+'avgQKDE_method=avg.pdf') plt.close() resplot('AvgQ') plt.xlabel('AvgQ value') plt.xlim(0, .05) plt.title('KDE Curves for all dictionaries, benchmarked on all gold standards') plt.legend() plt.savefig(dirSummaries+'avgQKDE_method=any.pdf') plt.close() # KDE of the fraction of avgFold resplot('AvgFold') plt.xlabel('Avg Fold Change value') plt.xlim(0, 15) plt.title('KDE Curves for all dictionaries, benchmarked on all gold standards') plt.legend() plt.savefig(dirSummaries+'avgFoldChangeKDE.pdf') plt.close() def line_prepender(filename, line): """Given filename, open it and prepend 'line' at beginning of the file.""" with open(filename, 'r+') as f: content = f.read() f.seek(0, 0) f.write(line.rstrip('\r\n') + '\n' + content) # ============================================================================== # ============================================================================== # # Detailed analysis of 25 and 50 genes per node dictionaries # ============================================================================== # ============================================================================== def walker(tissue_df, directory, save=True): """Given the tissue dictionary and a directory to save to, open all the gene sets, analyze them and deposit the results in the specified directory. Parameters: ------------------- tissue_df - pandas dataframe containing specified tissue dictionary directory - where to save to save - boolean indicating whether to save results or not. """ with open(directory+'empty.txt', 'w') as f: f.write('Genesets with no enrichment:\n') # go through each file in the folder for fodder in os.walk(path_sets): for f_set in fodder[2]: # open df df = pd.read_csv(path_sets + f_set) # extract gene list and analyze short_name = f_set test = df.gene.values df_analysis, unused = tea.enrichment_analysis(test, tissue_df, show=False) # if it's not empty and you want to save: if df_analysis.empty is False & save: # save without index df_analysis.to_csv(directory+short_name+'.csv', index=False) # add a comment line = '#' + short_name+'\n' line_prepender(directory+short_name+'.csv', line) # plot tea.plot_enrichment_results(df_analysis, title=short_name, dirGraphs=directory, ftype='pdf') plt.close() # if it's empty and you want to save, place it in file called empty if df_analysis.empty & save: with open(directory+'empty.txt', 'a+') as f: f.write(short_name+'\n') def compare(resA, resB, l, r): """Given two results (.csv files output by tea), open and compare them, concatenate the dataframes Parameters: resA, resB -- filenames that store the dfs l, r -- suffixes to attach to the columns post merge Returns: result - a dataframe that is the outer merger of resA, resB """ # open both dfs. df1 = pd.read_csv(resA, comment='#') df2 = pd.read_csv(resB, comment='#') # drop observed column from df1 df1.drop('Observed', axis=1, inplace=True) df2.drop('Observed', axis=1, inplace=True) # make a dummy column, key for merging df1['key'] = df1['Tissue'] df2['key'] = df2['Tissue'] # find the index of each tissue in either df result = pd.merge(df1, df2, on='key', suffixes=[l, r], how='outer') # sort by q val and drop non useful columns # result.sort_values('Q value{0}'.format(l)) result.drop('Tissue{0}'.format(l), axis=1, inplace=True) result.drop('Tissue{0}'.format(r), axis=1, inplace=True) result['Tissue'] = result['key'] # drop key result.drop('key', axis=1, inplace=True) result.sort_values(['Q value%s' % (l), 'Q value%s' % (r)], inplace=True) # drop Expected values result.drop(['Expected%s' % (l), 'Expected%s' % (r)], axis=1, inplace=True) # rearrange columns cols = ['Tissue', 'Q value%s' % (l), 'Q value%s' % (r), 'Enrichment Fold Change%s' % (l), 'Enrichment Fold Change%s' % (r)] result = result[cols] # drop observed return result # return result tissue_df = pd.read_csv('../input/WS252AnatomyDictionary/cutoff25_threshold0.95_methodany.csv') walker(tissue_df, dirHGT25_any) tissue_df = pd.read_csv('../input/WS252AnatomyDictionary/cutoff50_threshold0.95_methodany.csv') walker(tissue_df, dirHGT50_any) tissue_df = pd.read_csv('../input/WS252AnatomyDictionary/cutoff100_threshold0.95_methodany.csv') walker(tissue_df, dirHGT100_any) tissue_df = pd.read_csv('../input/WS252AnatomyDictionary/cutoff33_threshold0.95_methodany.csv') walker(tissue_df, dirHGT33_any) grouped = df_summary.groupby(['NoAnnotations', 'Threshold', 'Method']) with open('../doc/figures/TissueNumbers.csv', 'w') as f: f.write('Annotation Cutoff,Similarity Threshold,Method') f.write(',No. Of Terms in Dictionary\n') for key, group in grouped: f.write('{0},{1},{2},{3}\n'.format(key[0], key[1], key[2], group.TissuesTested.unique()[0])) tissue_data = pd.read_csv('../output/SummaryInformation/TissueNumbers.csv') sel = lambda y, z: ((tissue_data.iloc[:, 1] == y) & (tissue_data.iloc[:, 2] == z)) # KDE of the fraction of all tissues that tested significant cols = ['#1b9e77', '#d95f02', '#7570b3'] # used with varying colors thresh = df_summary.Threshold.unique() NoAnnotations = df_summary.NoAnnotations.unique() # def resplot(column, cutoff=25, method='any'): # """ # A method to quickly plot all combinations of cutoffs, thresholds. # All cutoffs are same color # All Thresholds are same line style # """ # for i, threshold in enumerate(thresh): # ax = plt.gca() # ax.grid(False) # if threshold == 1: # continue # tissue_data[sel(threshold, method)].plot(x='No. Of Annotations', # y='No. Of Tissues in Dictionary', # kind='scatter', # color=cols[i], # ax=ax, s=50, alpha=.7) # ax.set_xlim(20, 110) # ax.set_xscale('log') # ax.set_xticks([25, 33, 50, 100]) # ax.get_xaxis().set_major_formatter(mpl.ticker.ScalarFormatter()) # # ax.set_ylim(25, 1000) # ax.set_yscale('log') # ax.set_yticks([50, 100, 250, 500]) # ax.get_yaxis().set_major_formatter(mpl.ticker.ScalarFormatter()) # # # resplot('No. Of Tissues in Dictionary') a = '../output/HGT33_any_Results/WBPaper00024970_GABAergic_neuron_specific_WBbt_0005190_247.csv' b = '../output/HGT33_any_Results/WBPaper00037950_GABAergic-motor-neurons_larva_enriched_WBbt_0005190_132.csv' df = compare(a, b, 'Spencer', 'Watson') df.to_csv('../output/comparisons/neuronal_comparison_33_WBPaper00024970_with_WBPaper0037950_complete.csv', index=False, na_rep='-', float_format='%.2g') a = '../output/HGT33_any_Results/WBPaper00037950_GABAergic-motor-neurons_larva_enriched_WBbt_0005190_132.csv' b = '../output/HGT50_any_Results/WBPaper00037950_GABAergic-motor-neurons_larva_enriched_WBbt_0005190_132.csv' df = compare(a, b, '33', '50') df.to_csv('../output/comparisons/neuronal_comparison_GABAergic_33-50_WBPaper0037950_complete.csv', index=False, na_rep='-', float_format='%.2g') a = '../output/HGT33_any_Results/WBPaper00024970_GABAergic_neuron_specific_WBbt_0005190_247.csv' b = '../output/HGT50_any_Results/WBPaper00024970_GABAergic_neuron_specific_WBbt_0005190_247.csv' df = compare(a, b, '-33', '-50') # print to figures df.head(10).to_csv('../doc/figures/dict-comparison-50-33.csv', index=False, na_rep='-', float_format='%.2g') df.to_csv('../output/comparisons/neuronal_comparison_Pan_Neuronal_33-50_WBPaper0031532_complete.csv', index=False, na_rep='-', float_format='%.2g')
mit
ilyes14/scikit-learn
examples/linear_model/plot_logistic_l1_l2_sparsity.py
384
2601
""" ============================================== L1 Penalty and Sparsity in Logistic Regression ============================================== Comparison of the sparsity (percentage of zero coefficients) of solutions when L1 and L2 penalty are used for different values of C. We can see that large values of C give more freedom to the model. Conversely, smaller values of C constrain the model more. In the L1 penalty case, this leads to sparser solutions. We classify 8x8 images of digits into two classes: 0-4 against 5-9. The visualization shows coefficients of the models for varying C. """ print(__doc__) # Authors: Alexandre Gramfort <alexandre.gramfort@inria.fr> # Mathieu Blondel <mathieu@mblondel.org> # Andreas Mueller <amueller@ais.uni-bonn.de> # License: BSD 3 clause import numpy as np import matplotlib.pyplot as plt from sklearn.linear_model import LogisticRegression from sklearn import datasets from sklearn.preprocessing import StandardScaler digits = datasets.load_digits() X, y = digits.data, digits.target X = StandardScaler().fit_transform(X) # classify small against large digits y = (y > 4).astype(np.int) # Set regularization parameter for i, C in enumerate((100, 1, 0.01)): # turn down tolerance for short training time clf_l1_LR = LogisticRegression(C=C, penalty='l1', tol=0.01) clf_l2_LR = LogisticRegression(C=C, penalty='l2', tol=0.01) clf_l1_LR.fit(X, y) clf_l2_LR.fit(X, y) coef_l1_LR = clf_l1_LR.coef_.ravel() coef_l2_LR = clf_l2_LR.coef_.ravel() # coef_l1_LR contains zeros due to the # L1 sparsity inducing norm sparsity_l1_LR = np.mean(coef_l1_LR == 0) * 100 sparsity_l2_LR = np.mean(coef_l2_LR == 0) * 100 print("C=%.2f" % C) print("Sparsity with L1 penalty: %.2f%%" % sparsity_l1_LR) print("score with L1 penalty: %.4f" % clf_l1_LR.score(X, y)) print("Sparsity with L2 penalty: %.2f%%" % sparsity_l2_LR) print("score with L2 penalty: %.4f" % clf_l2_LR.score(X, y)) l1_plot = plt.subplot(3, 2, 2 * i + 1) l2_plot = plt.subplot(3, 2, 2 * (i + 1)) if i == 0: l1_plot.set_title("L1 penalty") l2_plot.set_title("L2 penalty") l1_plot.imshow(np.abs(coef_l1_LR.reshape(8, 8)), interpolation='nearest', cmap='binary', vmax=1, vmin=0) l2_plot.imshow(np.abs(coef_l2_LR.reshape(8, 8)), interpolation='nearest', cmap='binary', vmax=1, vmin=0) plt.text(-8, 3, "C = %.2f" % C) l1_plot.set_xticks(()) l1_plot.set_yticks(()) l2_plot.set_xticks(()) l2_plot.set_yticks(()) plt.show()
bsd-3-clause
arjoly/scikit-learn
sklearn/utils/tests/test_fixes.py
281
1829
# Authors: Gael Varoquaux <gael.varoquaux@normalesup.org> # Justin Vincent # Lars Buitinck # License: BSD 3 clause import numpy as np from nose.tools import assert_equal from nose.tools import assert_false from nose.tools import assert_true from numpy.testing import (assert_almost_equal, assert_array_almost_equal) from sklearn.utils.fixes import divide, expit from sklearn.utils.fixes import astype def test_expit(): # Check numerical stability of expit (logistic function). # Simulate our previous Cython implementation, based on #http://fa.bianp.net/blog/2013/numerical-optimizers-for-logistic-regression assert_almost_equal(expit(1000.), 1. / (1. + np.exp(-1000.)), decimal=16) assert_almost_equal(expit(-1000.), np.exp(-1000.) / (1. + np.exp(-1000.)), decimal=16) x = np.arange(10) out = np.zeros_like(x, dtype=np.float32) assert_array_almost_equal(expit(x), expit(x, out=out)) def test_divide(): assert_equal(divide(.6, 1), .600000000000) def test_astype_copy_memory(): a_int32 = np.ones(3, np.int32) # Check that dtype conversion works b_float32 = astype(a_int32, dtype=np.float32, copy=False) assert_equal(b_float32.dtype, np.float32) # Changing dtype forces a copy even if copy=False assert_false(np.may_share_memory(b_float32, a_int32)) # Check that copy can be skipped if requested dtype match c_int32 = astype(a_int32, dtype=np.int32, copy=False) assert_true(c_int32 is a_int32) # Check that copy can be forced, and is the case by default: d_int32 = astype(a_int32, dtype=np.int32, copy=True) assert_false(np.may_share_memory(d_int32, a_int32)) e_int32 = astype(a_int32, dtype=np.int32) assert_false(np.may_share_memory(e_int32, a_int32))
bsd-3-clause
LiaoPan/scikit-learn
sklearn/linear_model/omp.py
127
30417
"""Orthogonal matching pursuit algorithms """ # Author: Vlad Niculae # # License: BSD 3 clause import warnings from distutils.version import LooseVersion import numpy as np from scipy import linalg from scipy.linalg.lapack import get_lapack_funcs from .base import LinearModel, _pre_fit from ..base import RegressorMixin from ..utils import as_float_array, check_array, check_X_y from ..cross_validation import check_cv from ..externals.joblib import Parallel, delayed import scipy solve_triangular_args = {} if LooseVersion(scipy.__version__) >= LooseVersion('0.12'): # check_finite=False is an optimization available only in scipy >=0.12 solve_triangular_args = {'check_finite': False} premature = """ Orthogonal matching pursuit ended prematurely due to linear dependence in the dictionary. The requested precision might not have been met. """ def _cholesky_omp(X, y, n_nonzero_coefs, tol=None, copy_X=True, return_path=False): """Orthogonal Matching Pursuit step using the Cholesky decomposition. Parameters ---------- X : array, shape (n_samples, n_features) Input dictionary. Columns are assumed to have unit norm. y : array, shape (n_samples,) Input targets n_nonzero_coefs : int Targeted number of non-zero elements tol : float Targeted squared error, if not None overrides n_nonzero_coefs. copy_X : bool, optional Whether the design matrix X must be copied by the algorithm. A false value is only helpful if X is already Fortran-ordered, otherwise a copy is made anyway. return_path : bool, optional. Default: False Whether to return every value of the nonzero coefficients along the forward path. Useful for cross-validation. Returns ------- gamma : array, shape (n_nonzero_coefs,) Non-zero elements of the solution idx : array, shape (n_nonzero_coefs,) Indices of the positions of the elements in gamma within the solution vector coef : array, shape (n_features, n_nonzero_coefs) The first k values of column k correspond to the coefficient value for the active features at that step. The lower left triangle contains garbage. Only returned if ``return_path=True``. n_active : int Number of active features at convergence. """ if copy_X: X = X.copy('F') else: # even if we are allowed to overwrite, still copy it if bad order X = np.asfortranarray(X) min_float = np.finfo(X.dtype).eps nrm2, swap = linalg.get_blas_funcs(('nrm2', 'swap'), (X,)) potrs, = get_lapack_funcs(('potrs',), (X,)) alpha = np.dot(X.T, y) residual = y gamma = np.empty(0) n_active = 0 indices = np.arange(X.shape[1]) # keeping track of swapping max_features = X.shape[1] if tol is not None else n_nonzero_coefs if solve_triangular_args: # new scipy, don't need to initialize because check_finite=False L = np.empty((max_features, max_features), dtype=X.dtype) else: # old scipy, we need the garbage upper triangle to be non-Inf L = np.zeros((max_features, max_features), dtype=X.dtype) L[0, 0] = 1. if return_path: coefs = np.empty_like(L) while True: lam = np.argmax(np.abs(np.dot(X.T, residual))) if lam < n_active or alpha[lam] ** 2 < min_float: # atom already selected or inner product too small warnings.warn(premature, RuntimeWarning, stacklevel=2) break if n_active > 0: # Updates the Cholesky decomposition of X' X L[n_active, :n_active] = np.dot(X[:, :n_active].T, X[:, lam]) linalg.solve_triangular(L[:n_active, :n_active], L[n_active, :n_active], trans=0, lower=1, overwrite_b=True, **solve_triangular_args) v = nrm2(L[n_active, :n_active]) ** 2 if 1 - v <= min_float: # selected atoms are dependent warnings.warn(premature, RuntimeWarning, stacklevel=2) break L[n_active, n_active] = np.sqrt(1 - v) X.T[n_active], X.T[lam] = swap(X.T[n_active], X.T[lam]) alpha[n_active], alpha[lam] = alpha[lam], alpha[n_active] indices[n_active], indices[lam] = indices[lam], indices[n_active] n_active += 1 # solves LL'x = y as a composition of two triangular systems gamma, _ = potrs(L[:n_active, :n_active], alpha[:n_active], lower=True, overwrite_b=False) if return_path: coefs[:n_active, n_active - 1] = gamma residual = y - np.dot(X[:, :n_active], gamma) if tol is not None and nrm2(residual) ** 2 <= tol: break elif n_active == max_features: break if return_path: return gamma, indices[:n_active], coefs[:, :n_active], n_active else: return gamma, indices[:n_active], n_active def _gram_omp(Gram, Xy, n_nonzero_coefs, tol_0=None, tol=None, copy_Gram=True, copy_Xy=True, return_path=False): """Orthogonal Matching Pursuit step on a precomputed Gram matrix. This function uses the the Cholesky decomposition method. Parameters ---------- Gram : array, shape (n_features, n_features) Gram matrix of the input data matrix Xy : array, shape (n_features,) Input targets n_nonzero_coefs : int Targeted number of non-zero elements tol_0 : float Squared norm of y, required if tol is not None. tol : float Targeted squared error, if not None overrides n_nonzero_coefs. copy_Gram : bool, optional Whether the gram matrix must be copied by the algorithm. A false value is only helpful if it is already Fortran-ordered, otherwise a copy is made anyway. copy_Xy : bool, optional Whether the covariance vector Xy must be copied by the algorithm. If False, it may be overwritten. return_path : bool, optional. Default: False Whether to return every value of the nonzero coefficients along the forward path. Useful for cross-validation. Returns ------- gamma : array, shape (n_nonzero_coefs,) Non-zero elements of the solution idx : array, shape (n_nonzero_coefs,) Indices of the positions of the elements in gamma within the solution vector coefs : array, shape (n_features, n_nonzero_coefs) The first k values of column k correspond to the coefficient value for the active features at that step. The lower left triangle contains garbage. Only returned if ``return_path=True``. n_active : int Number of active features at convergence. """ Gram = Gram.copy('F') if copy_Gram else np.asfortranarray(Gram) if copy_Xy: Xy = Xy.copy() min_float = np.finfo(Gram.dtype).eps nrm2, swap = linalg.get_blas_funcs(('nrm2', 'swap'), (Gram,)) potrs, = get_lapack_funcs(('potrs',), (Gram,)) indices = np.arange(len(Gram)) # keeping track of swapping alpha = Xy tol_curr = tol_0 delta = 0 gamma = np.empty(0) n_active = 0 max_features = len(Gram) if tol is not None else n_nonzero_coefs if solve_triangular_args: # new scipy, don't need to initialize because check_finite=False L = np.empty((max_features, max_features), dtype=Gram.dtype) else: # old scipy, we need the garbage upper triangle to be non-Inf L = np.zeros((max_features, max_features), dtype=Gram.dtype) L[0, 0] = 1. if return_path: coefs = np.empty_like(L) while True: lam = np.argmax(np.abs(alpha)) if lam < n_active or alpha[lam] ** 2 < min_float: # selected same atom twice, or inner product too small warnings.warn(premature, RuntimeWarning, stacklevel=3) break if n_active > 0: L[n_active, :n_active] = Gram[lam, :n_active] linalg.solve_triangular(L[:n_active, :n_active], L[n_active, :n_active], trans=0, lower=1, overwrite_b=True, **solve_triangular_args) v = nrm2(L[n_active, :n_active]) ** 2 if 1 - v <= min_float: # selected atoms are dependent warnings.warn(premature, RuntimeWarning, stacklevel=3) break L[n_active, n_active] = np.sqrt(1 - v) Gram[n_active], Gram[lam] = swap(Gram[n_active], Gram[lam]) Gram.T[n_active], Gram.T[lam] = swap(Gram.T[n_active], Gram.T[lam]) indices[n_active], indices[lam] = indices[lam], indices[n_active] Xy[n_active], Xy[lam] = Xy[lam], Xy[n_active] n_active += 1 # solves LL'x = y as a composition of two triangular systems gamma, _ = potrs(L[:n_active, :n_active], Xy[:n_active], lower=True, overwrite_b=False) if return_path: coefs[:n_active, n_active - 1] = gamma beta = np.dot(Gram[:, :n_active], gamma) alpha = Xy - beta if tol is not None: tol_curr += delta delta = np.inner(gamma, beta[:n_active]) tol_curr -= delta if abs(tol_curr) <= tol: break elif n_active == max_features: break if return_path: return gamma, indices[:n_active], coefs[:, :n_active], n_active else: return gamma, indices[:n_active], n_active def orthogonal_mp(X, y, n_nonzero_coefs=None, tol=None, precompute=False, copy_X=True, return_path=False, return_n_iter=False): """Orthogonal Matching Pursuit (OMP) Solves n_targets Orthogonal Matching Pursuit problems. An instance of the problem has the form: When parametrized by the number of non-zero coefficients using `n_nonzero_coefs`: argmin ||y - X\gamma||^2 subject to ||\gamma||_0 <= n_{nonzero coefs} When parametrized by error using the parameter `tol`: argmin ||\gamma||_0 subject to ||y - X\gamma||^2 <= tol Read more in the :ref:`User Guide <omp>`. Parameters ---------- X : array, shape (n_samples, n_features) Input data. Columns are assumed to have unit norm. y : array, shape (n_samples,) or (n_samples, n_targets) Input targets n_nonzero_coefs : int Desired number of non-zero entries in the solution. If None (by default) this value is set to 10% of n_features. tol : float Maximum norm of the residual. If not None, overrides n_nonzero_coefs. precompute : {True, False, 'auto'}, Whether to perform precomputations. Improves performance when n_targets or n_samples is very large. copy_X : bool, optional Whether the design matrix X must be copied by the algorithm. A false value is only helpful if X is already Fortran-ordered, otherwise a copy is made anyway. return_path : bool, optional. Default: False Whether to return every value of the nonzero coefficients along the forward path. Useful for cross-validation. return_n_iter : bool, optional default False Whether or not to return the number of iterations. Returns ------- coef : array, shape (n_features,) or (n_features, n_targets) Coefficients of the OMP solution. If `return_path=True`, this contains the whole coefficient path. In this case its shape is (n_features, n_features) or (n_features, n_targets, n_features) and iterating over the last axis yields coefficients in increasing order of active features. n_iters : array-like or int Number of active features across every target. Returned only if `return_n_iter` is set to True. See also -------- OrthogonalMatchingPursuit orthogonal_mp_gram lars_path decomposition.sparse_encode Notes ----- Orthogonal matching pursuit was introduced in G. Mallat, Z. Zhang, Matching pursuits with time-frequency dictionaries, IEEE Transactions on Signal Processing, Vol. 41, No. 12. (December 1993), pp. 3397-3415. (http://blanche.polytechnique.fr/~mallat/papiers/MallatPursuit93.pdf) This implementation is based on Rubinstein, R., Zibulevsky, M. and Elad, M., Efficient Implementation of the K-SVD Algorithm using Batch Orthogonal Matching Pursuit Technical Report - CS Technion, April 2008. http://www.cs.technion.ac.il/~ronrubin/Publications/KSVD-OMP-v2.pdf """ X = check_array(X, order='F', copy=copy_X) copy_X = False if y.ndim == 1: y = y.reshape(-1, 1) y = check_array(y) if y.shape[1] > 1: # subsequent targets will be affected copy_X = True if n_nonzero_coefs is None and tol is None: # default for n_nonzero_coefs is 0.1 * n_features # but at least one. n_nonzero_coefs = max(int(0.1 * X.shape[1]), 1) if tol is not None and tol < 0: raise ValueError("Epsilon cannot be negative") if tol is None and n_nonzero_coefs <= 0: raise ValueError("The number of atoms must be positive") if tol is None and n_nonzero_coefs > X.shape[1]: raise ValueError("The number of atoms cannot be more than the number " "of features") if precompute == 'auto': precompute = X.shape[0] > X.shape[1] if precompute: G = np.dot(X.T, X) G = np.asfortranarray(G) Xy = np.dot(X.T, y) if tol is not None: norms_squared = np.sum((y ** 2), axis=0) else: norms_squared = None return orthogonal_mp_gram(G, Xy, n_nonzero_coefs, tol, norms_squared, copy_Gram=copy_X, copy_Xy=False, return_path=return_path) if return_path: coef = np.zeros((X.shape[1], y.shape[1], X.shape[1])) else: coef = np.zeros((X.shape[1], y.shape[1])) n_iters = [] for k in range(y.shape[1]): out = _cholesky_omp( X, y[:, k], n_nonzero_coefs, tol, copy_X=copy_X, return_path=return_path) if return_path: _, idx, coefs, n_iter = out coef = coef[:, :, :len(idx)] for n_active, x in enumerate(coefs.T): coef[idx[:n_active + 1], k, n_active] = x[:n_active + 1] else: x, idx, n_iter = out coef[idx, k] = x n_iters.append(n_iter) if y.shape[1] == 1: n_iters = n_iters[0] if return_n_iter: return np.squeeze(coef), n_iters else: return np.squeeze(coef) def orthogonal_mp_gram(Gram, Xy, n_nonzero_coefs=None, tol=None, norms_squared=None, copy_Gram=True, copy_Xy=True, return_path=False, return_n_iter=False): """Gram Orthogonal Matching Pursuit (OMP) Solves n_targets Orthogonal Matching Pursuit problems using only the Gram matrix X.T * X and the product X.T * y. Read more in the :ref:`User Guide <omp>`. Parameters ---------- Gram : array, shape (n_features, n_features) Gram matrix of the input data: X.T * X Xy : array, shape (n_features,) or (n_features, n_targets) Input targets multiplied by X: X.T * y n_nonzero_coefs : int Desired number of non-zero entries in the solution. If None (by default) this value is set to 10% of n_features. tol : float Maximum norm of the residual. If not None, overrides n_nonzero_coefs. norms_squared : array-like, shape (n_targets,) Squared L2 norms of the lines of y. Required if tol is not None. copy_Gram : bool, optional Whether the gram matrix must be copied by the algorithm. A false value is only helpful if it is already Fortran-ordered, otherwise a copy is made anyway. copy_Xy : bool, optional Whether the covariance vector Xy must be copied by the algorithm. If False, it may be overwritten. return_path : bool, optional. Default: False Whether to return every value of the nonzero coefficients along the forward path. Useful for cross-validation. return_n_iter : bool, optional default False Whether or not to return the number of iterations. Returns ------- coef : array, shape (n_features,) or (n_features, n_targets) Coefficients of the OMP solution. If `return_path=True`, this contains the whole coefficient path. In this case its shape is (n_features, n_features) or (n_features, n_targets, n_features) and iterating over the last axis yields coefficients in increasing order of active features. n_iters : array-like or int Number of active features across every target. Returned only if `return_n_iter` is set to True. See also -------- OrthogonalMatchingPursuit orthogonal_mp lars_path decomposition.sparse_encode Notes ----- Orthogonal matching pursuit was introduced in G. Mallat, Z. Zhang, Matching pursuits with time-frequency dictionaries, IEEE Transactions on Signal Processing, Vol. 41, No. 12. (December 1993), pp. 3397-3415. (http://blanche.polytechnique.fr/~mallat/papiers/MallatPursuit93.pdf) This implementation is based on Rubinstein, R., Zibulevsky, M. and Elad, M., Efficient Implementation of the K-SVD Algorithm using Batch Orthogonal Matching Pursuit Technical Report - CS Technion, April 2008. http://www.cs.technion.ac.il/~ronrubin/Publications/KSVD-OMP-v2.pdf """ Gram = check_array(Gram, order='F', copy=copy_Gram) Xy = np.asarray(Xy) if Xy.ndim > 1 and Xy.shape[1] > 1: # or subsequent target will be affected copy_Gram = True if Xy.ndim == 1: Xy = Xy[:, np.newaxis] if tol is not None: norms_squared = [norms_squared] if n_nonzero_coefs is None and tol is None: n_nonzero_coefs = int(0.1 * len(Gram)) if tol is not None and norms_squared is None: raise ValueError('Gram OMP needs the precomputed norms in order ' 'to evaluate the error sum of squares.') if tol is not None and tol < 0: raise ValueError("Epsilon cannot be negative") if tol is None and n_nonzero_coefs <= 0: raise ValueError("The number of atoms must be positive") if tol is None and n_nonzero_coefs > len(Gram): raise ValueError("The number of atoms cannot be more than the number " "of features") if return_path: coef = np.zeros((len(Gram), Xy.shape[1], len(Gram))) else: coef = np.zeros((len(Gram), Xy.shape[1])) n_iters = [] for k in range(Xy.shape[1]): out = _gram_omp( Gram, Xy[:, k], n_nonzero_coefs, norms_squared[k] if tol is not None else None, tol, copy_Gram=copy_Gram, copy_Xy=copy_Xy, return_path=return_path) if return_path: _, idx, coefs, n_iter = out coef = coef[:, :, :len(idx)] for n_active, x in enumerate(coefs.T): coef[idx[:n_active + 1], k, n_active] = x[:n_active + 1] else: x, idx, n_iter = out coef[idx, k] = x n_iters.append(n_iter) if Xy.shape[1] == 1: n_iters = n_iters[0] if return_n_iter: return np.squeeze(coef), n_iters else: return np.squeeze(coef) class OrthogonalMatchingPursuit(LinearModel, RegressorMixin): """Orthogonal Matching Pursuit model (OMP) Parameters ---------- n_nonzero_coefs : int, optional Desired number of non-zero entries in the solution. If None (by default) this value is set to 10% of n_features. tol : float, optional Maximum norm of the residual. If not None, overrides n_nonzero_coefs. fit_intercept : boolean, optional whether to calculate the intercept for this model. If set to false, no intercept will be used in calculations (e.g. data is expected to be already centered). normalize : boolean, optional If False, the regressors X are assumed to be already normalized. precompute : {True, False, 'auto'}, default 'auto' Whether to use a precomputed Gram and Xy matrix to speed up calculations. Improves performance when `n_targets` or `n_samples` is very large. Note that if you already have such matrices, you can pass them directly to the fit method. Read more in the :ref:`User Guide <omp>`. Attributes ---------- coef_ : array, shape (n_features,) or (n_features, n_targets) parameter vector (w in the formula) intercept_ : float or array, shape (n_targets,) independent term in decision function. n_iter_ : int or array-like Number of active features across every target. Notes ----- Orthogonal matching pursuit was introduced in G. Mallat, Z. Zhang, Matching pursuits with time-frequency dictionaries, IEEE Transactions on Signal Processing, Vol. 41, No. 12. (December 1993), pp. 3397-3415. (http://blanche.polytechnique.fr/~mallat/papiers/MallatPursuit93.pdf) This implementation is based on Rubinstein, R., Zibulevsky, M. and Elad, M., Efficient Implementation of the K-SVD Algorithm using Batch Orthogonal Matching Pursuit Technical Report - CS Technion, April 2008. http://www.cs.technion.ac.il/~ronrubin/Publications/KSVD-OMP-v2.pdf See also -------- orthogonal_mp orthogonal_mp_gram lars_path Lars LassoLars decomposition.sparse_encode """ def __init__(self, n_nonzero_coefs=None, tol=None, fit_intercept=True, normalize=True, precompute='auto'): self.n_nonzero_coefs = n_nonzero_coefs self.tol = tol self.fit_intercept = fit_intercept self.normalize = normalize self.precompute = precompute def fit(self, X, y): """Fit the model using X, y as training data. Parameters ---------- X : array-like, shape (n_samples, n_features) Training data. y : array-like, shape (n_samples,) or (n_samples, n_targets) Target values. Returns ------- self : object returns an instance of self. """ X, y = check_X_y(X, y, multi_output=True, y_numeric=True) n_features = X.shape[1] X, y, X_mean, y_mean, X_std, Gram, Xy = \ _pre_fit(X, y, None, self.precompute, self.normalize, self.fit_intercept, copy=True) if y.ndim == 1: y = y[:, np.newaxis] if self.n_nonzero_coefs is None and self.tol is None: # default for n_nonzero_coefs is 0.1 * n_features # but at least one. self.n_nonzero_coefs_ = max(int(0.1 * n_features), 1) else: self.n_nonzero_coefs_ = self.n_nonzero_coefs if Gram is False: coef_, self.n_iter_ = orthogonal_mp( X, y, self.n_nonzero_coefs_, self.tol, precompute=False, copy_X=True, return_n_iter=True) else: norms_sq = np.sum(y ** 2, axis=0) if self.tol is not None else None coef_, self.n_iter_ = orthogonal_mp_gram( Gram, Xy=Xy, n_nonzero_coefs=self.n_nonzero_coefs_, tol=self.tol, norms_squared=norms_sq, copy_Gram=True, copy_Xy=True, return_n_iter=True) self.coef_ = coef_.T self._set_intercept(X_mean, y_mean, X_std) return self def _omp_path_residues(X_train, y_train, X_test, y_test, copy=True, fit_intercept=True, normalize=True, max_iter=100): """Compute the residues on left-out data for a full LARS path Parameters ----------- X_train : array, shape (n_samples, n_features) The data to fit the LARS on y_train : array, shape (n_samples) The target variable to fit LARS on X_test : array, shape (n_samples, n_features) The data to compute the residues on y_test : array, shape (n_samples) The target variable to compute the residues on copy : boolean, optional Whether X_train, X_test, y_train and y_test should be copied. If False, they may be overwritten. fit_intercept : boolean whether to calculate the intercept for this model. If set to false, no intercept will be used in calculations (e.g. data is expected to be already centered). normalize : boolean, optional, default False If True, the regressors X will be normalized before regression. max_iter : integer, optional Maximum numbers of iterations to perform, therefore maximum features to include. 100 by default. Returns ------- residues: array, shape (n_samples, max_features) Residues of the prediction on the test data """ if copy: X_train = X_train.copy() y_train = y_train.copy() X_test = X_test.copy() y_test = y_test.copy() if fit_intercept: X_mean = X_train.mean(axis=0) X_train -= X_mean X_test -= X_mean y_mean = y_train.mean(axis=0) y_train = as_float_array(y_train, copy=False) y_train -= y_mean y_test = as_float_array(y_test, copy=False) y_test -= y_mean if normalize: norms = np.sqrt(np.sum(X_train ** 2, axis=0)) nonzeros = np.flatnonzero(norms) X_train[:, nonzeros] /= norms[nonzeros] coefs = orthogonal_mp(X_train, y_train, n_nonzero_coefs=max_iter, tol=None, precompute=False, copy_X=False, return_path=True) if coefs.ndim == 1: coefs = coefs[:, np.newaxis] if normalize: coefs[nonzeros] /= norms[nonzeros][:, np.newaxis] return np.dot(coefs.T, X_test.T) - y_test class OrthogonalMatchingPursuitCV(LinearModel, RegressorMixin): """Cross-validated Orthogonal Matching Pursuit model (OMP) Parameters ---------- copy : bool, optional Whether the design matrix X must be copied by the algorithm. A false value is only helpful if X is already Fortran-ordered, otherwise a copy is made anyway. fit_intercept : boolean, optional whether to calculate the intercept for this model. If set to false, no intercept will be used in calculations (e.g. data is expected to be already centered). normalize : boolean, optional If False, the regressors X are assumed to be already normalized. max_iter : integer, optional Maximum numbers of iterations to perform, therefore maximum features to include. 10% of ``n_features`` but at least 5 if available. cv : cross-validation generator, optional see :mod:`sklearn.cross_validation`. If ``None`` is passed, default to a 5-fold strategy n_jobs : integer, optional Number of CPUs to use during the cross validation. If ``-1``, use all the CPUs verbose : boolean or integer, optional Sets the verbosity amount Read more in the :ref:`User Guide <omp>`. Attributes ---------- intercept_ : float or array, shape (n_targets,) Independent term in decision function. coef_ : array, shape (n_features,) or (n_features, n_targets) Parameter vector (w in the problem formulation). n_nonzero_coefs_ : int Estimated number of non-zero coefficients giving the best mean squared error over the cross-validation folds. n_iter_ : int or array-like Number of active features across every target for the model refit with the best hyperparameters got by cross-validating across all folds. See also -------- orthogonal_mp orthogonal_mp_gram lars_path Lars LassoLars OrthogonalMatchingPursuit LarsCV LassoLarsCV decomposition.sparse_encode """ def __init__(self, copy=True, fit_intercept=True, normalize=True, max_iter=None, cv=None, n_jobs=1, verbose=False): self.copy = copy self.fit_intercept = fit_intercept self.normalize = normalize self.max_iter = max_iter self.cv = cv self.n_jobs = n_jobs self.verbose = verbose def fit(self, X, y): """Fit the model using X, y as training data. Parameters ---------- X : array-like, shape [n_samples, n_features] Training data. y : array-like, shape [n_samples] Target values. Returns ------- self : object returns an instance of self. """ X, y = check_X_y(X, y, y_numeric=True) X = as_float_array(X, copy=False, force_all_finite=False) cv = check_cv(self.cv, X, y, classifier=False) max_iter = (min(max(int(0.1 * X.shape[1]), 5), X.shape[1]) if not self.max_iter else self.max_iter) cv_paths = Parallel(n_jobs=self.n_jobs, verbose=self.verbose)( delayed(_omp_path_residues)( X[train], y[train], X[test], y[test], self.copy, self.fit_intercept, self.normalize, max_iter) for train, test in cv) min_early_stop = min(fold.shape[0] for fold in cv_paths) mse_folds = np.array([(fold[:min_early_stop] ** 2).mean(axis=1) for fold in cv_paths]) best_n_nonzero_coefs = np.argmin(mse_folds.mean(axis=0)) + 1 self.n_nonzero_coefs_ = best_n_nonzero_coefs omp = OrthogonalMatchingPursuit(n_nonzero_coefs=best_n_nonzero_coefs, fit_intercept=self.fit_intercept, normalize=self.normalize) omp.fit(X, y) self.coef_ = omp.coef_ self.intercept_ = omp.intercept_ self.n_iter_ = omp.n_iter_ return self
bsd-3-clause
lancezlin/ml_template_py
lib/python2.7/site-packages/matplotlib/tests/test_coding_standards.py
7
12216
from __future__ import (absolute_import, division, print_function, unicode_literals) from fnmatch import fnmatch import os from nose.tools import assert_equal from nose.plugins.skip import SkipTest from matplotlib.testing.noseclasses import KnownFailureTest try: import pep8 except ImportError: HAS_PEP8 = False else: HAS_PEP8 = pep8.__version__ > '1.4.5' import matplotlib PEP8_ADDITIONAL_IGNORE = ['E111', 'E114', 'E115', 'E116', 'E121', 'E122', 'E123', 'E124', 'E125', 'E126', 'E127', 'E128', 'E129', 'E131', 'E265', 'E266', 'W503'] EXTRA_EXCLUDE_FILE = os.path.join(os.path.dirname(__file__), '.pep8_test_exclude.txt') if HAS_PEP8: class StandardReportWithExclusions(pep8.StandardReport): #: A class attribute to store the exception exclusion file patterns. expected_bad_files = [] #: A class attribute to store the lines of failing tests. _global_deferred_print = [] #: A class attribute to store patterns which have seen exceptions. matched_exclusions = set() def get_file_results(self): # If the file had no errors, return self.file_errors # (which will be 0). if not self._deferred_print: return self.file_errors # Iterate over all of the patterns, to find a possible exclusion. # If the filename is to be excluded, go ahead and remove the # counts that self.error added. for pattern in self.expected_bad_files: if fnmatch(self.filename, pattern): self.matched_exclusions.add(pattern) # invert the error method's counters. for _, _, code, _, _ in self._deferred_print: self.counters[code] -= 1 if self.counters[code] == 0: self.counters.pop(code) self.messages.pop(code) self.file_errors -= 1 self.total_errors -= 1 return self.file_errors # mirror the content of StandardReport, only storing the output to # file rather than printing. This could be a feature request for # the PEP8 tool. self._deferred_print.sort() for line_number, offset, code, text, _ in self._deferred_print: self._global_deferred_print.append( self._fmt % {'path': self.filename, 'row': self.line_offset + line_number, 'col': offset + 1, 'code': code, 'text': text}) return self.file_errors def assert_pep8_conformance(module=matplotlib, exclude_files=None, extra_exclude_file=EXTRA_EXCLUDE_FILE, pep8_additional_ignore=PEP8_ADDITIONAL_IGNORE, dirname=None, expected_bad_files=None, extra_exclude_directories=None): """ Tests the matplotlib codebase against the "pep8" tool. Users can add their own excluded files (should files exist in the local directory which is not in the repository) by adding a ".pep8_test_exclude.txt" file in the same directory as this test. The file should be a line separated list of filenames/directories as can be passed to the "pep8" tool's exclude list. """ if not HAS_PEP8: raise SkipTest('The pep8 tool is required for this test') # to get a list of bad files, rather than the specific errors, add # "reporter=pep8.FileReport" to the StyleGuide constructor. pep8style = pep8.StyleGuide(quiet=False, reporter=StandardReportWithExclusions) reporter = pep8style.options.reporter if expected_bad_files is not None: reporter.expected_bad_files = expected_bad_files # Extend the number of PEP8 guidelines which are not checked. pep8style.options.ignore = (pep8style.options.ignore + tuple(pep8_additional_ignore)) # Support for egg shared object wrappers, which are not PEP8 compliant, # nor part of the matplotlib repository. # DO NOT ADD FILES *IN* THE REPOSITORY TO THIS LIST. if exclude_files is not None: pep8style.options.exclude.extend(exclude_files) # Allow users to add their own exclude list. if extra_exclude_file is not None and os.path.exists(extra_exclude_file): with open(extra_exclude_file, 'r') as fh: extra_exclude = [line.strip() for line in fh if line.strip()] pep8style.options.exclude.extend(extra_exclude) if extra_exclude_directories: pep8style.options.exclude.extend(extra_exclude_directories) if dirname is None: dirname = os.path.dirname(module.__file__) result = pep8style.check_files([dirname]) if reporter is StandardReportWithExclusions: msg = ("Found code syntax errors (and warnings):\n" "{0}".format('\n'.join(reporter._global_deferred_print))) else: msg = "Found code syntax errors (and warnings)." assert_equal(result.total_errors, 0, msg) # If we've been using the exclusions reporter, check that we didn't # exclude files unnecessarily. if reporter is StandardReportWithExclusions: unexpectedly_good = sorted(set(reporter.expected_bad_files) - reporter.matched_exclusions) if unexpectedly_good: raise ValueError('Some exclude patterns were unnecessary as the ' 'files they pointed to either passed the PEP8 ' 'tests or do not point to a file:\n ' '{0}'.format('\n '.join(unexpectedly_good))) def test_pep8_conformance_installed_files(): exclude_files = ['_delaunay.py', '_image.py', '_tri.py', '_backend_agg.py', '_tkagg.py', 'ft2font.py', '_cntr.py', '_contour.py', '_png.py', '_path.py', 'ttconv.py', '_gtkagg.py', '_backend_gdk.py', 'pyparsing*', '_qhull.py', '_macosx.py'] expected_bad_files = ['_cm.py', '_mathtext_data.py', 'backend_bases.py', 'cbook.py', 'collections.py', 'dviread.py', 'font_manager.py', 'fontconfig_pattern.py', 'gridspec.py', 'legend_handler.py', 'mathtext.py', 'patheffects.py', 'pylab.py', 'pyplot.py', 'rcsetup.py', 'stackplot.py', 'texmanager.py', 'transforms.py', 'type1font.py', 'widgets.py', 'testing/decorators.py', 'testing/jpl_units/Duration.py', 'testing/jpl_units/Epoch.py', 'testing/jpl_units/EpochConverter.py', 'testing/jpl_units/StrConverter.py', 'testing/jpl_units/UnitDbl.py', 'testing/jpl_units/UnitDblConverter.py', 'testing/jpl_units/UnitDblFormatter.py', 'testing/jpl_units/__init__.py', 'tri/triinterpolate.py', 'tests/test_axes.py', 'tests/test_bbox_tight.py', 'tests/test_delaunay.py', 'tests/test_dviread.py', 'tests/test_image.py', 'tests/test_legend.py', 'tests/test_lines.py', 'tests/test_mathtext.py', 'tests/test_rcparams.py', 'tests/test_simplification.py', 'tests/test_streamplot.py', 'tests/test_subplots.py', 'tests/test_tightlayout.py', 'tests/test_triangulation.py', 'compat/subprocess.py', 'backends/__init__.py', 'backends/backend_agg.py', 'backends/backend_cairo.py', 'backends/backend_cocoaagg.py', 'backends/backend_gdk.py', 'backends/backend_gtk.py', 'backends/backend_gtk3.py', 'backends/backend_gtk3cairo.py', 'backends/backend_gtkagg.py', 'backends/backend_gtkcairo.py', 'backends/backend_macosx.py', 'backends/backend_mixed.py', 'backends/backend_pgf.py', 'backends/backend_ps.py', 'backends/backend_svg.py', 'backends/backend_template.py', 'backends/backend_tkagg.py', 'backends/tkagg.py', 'backends/windowing.py', 'backends/qt_editor/formlayout.py', 'sphinxext/mathmpl.py', 'sphinxext/only_directives.py', 'sphinxext/plot_directive.py', 'projections/__init__.py', 'projections/geo.py', 'projections/polar.py', 'externals/six.py'] expected_bad_files = ['*/matplotlib/' + s for s in expected_bad_files] assert_pep8_conformance(module=matplotlib, exclude_files=exclude_files, expected_bad_files=expected_bad_files) def test_pep8_conformance_examples(): mpldir = os.environ.get('MPL_REPO_DIR', None) if mpldir is None: # try and guess! fp = os.getcwd() while len(fp) > 2: if os.path.isdir(os.path.join(fp, 'examples')): mpldir = fp break fp, tail = os.path.split(fp) if mpldir is None: raise KnownFailureTest("can not find the examples, set env " "MPL_REPO_DIR to point to the top-level path " "of the source tree") exdir = os.path.join(mpldir, 'examples') blacklist = () expected_bad_files = ['*/pylab_examples/table_demo.py', '*/pylab_examples/tricontour_demo.py', '*/pylab_examples/tripcolor_demo.py', '*/pylab_examples/triplot_demo.py', '*/shapes_and_collections/artist_reference.py'] assert_pep8_conformance(dirname=exdir, extra_exclude_directories=blacklist, pep8_additional_ignore=PEP8_ADDITIONAL_IGNORE + ['E116', 'E501', 'E402'], expected_bad_files=expected_bad_files) if __name__ == '__main__': import nose nose.runmodule(argv=['-s', '--with-doctest'], exit=False)
mit
hvanhovell/spark
python/pyspark/sql/tests/test_arrow.py
8
21337
# # 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. # import datetime import os import threading import time import unittest import warnings from pyspark import SparkContext, SparkConf from pyspark.sql import Row, SparkSession from pyspark.sql.functions import udf from pyspark.sql.types import * from pyspark.testing.sqlutils import ReusedSQLTestCase, have_pandas, have_pyarrow, \ pandas_requirement_message, pyarrow_requirement_message from pyspark.testing.utils import QuietTest from pyspark.util import _exception_message if have_pandas: import pandas as pd from pandas.util.testing import assert_frame_equal if have_pyarrow: import pyarrow as pa @unittest.skipIf( not have_pandas or not have_pyarrow, pandas_requirement_message or pyarrow_requirement_message) class ArrowTests(ReusedSQLTestCase): @classmethod def setUpClass(cls): from datetime import date, datetime from decimal import Decimal super(ArrowTests, cls).setUpClass() cls.warnings_lock = threading.Lock() # Synchronize default timezone between Python and Java cls.tz_prev = os.environ.get("TZ", None) # save current tz if set tz = "America/Los_Angeles" os.environ["TZ"] = tz time.tzset() cls.spark.conf.set("spark.sql.session.timeZone", tz) # Test fallback cls.spark.conf.set("spark.sql.execution.arrow.enabled", "false") assert cls.spark.conf.get("spark.sql.execution.arrow.pyspark.enabled") == "false" cls.spark.conf.set("spark.sql.execution.arrow.enabled", "true") assert cls.spark.conf.get("spark.sql.execution.arrow.pyspark.enabled") == "true" cls.spark.conf.set("spark.sql.execution.arrow.fallback.enabled", "true") assert cls.spark.conf.get("spark.sql.execution.arrow.pyspark.fallback.enabled") == "true" cls.spark.conf.set("spark.sql.execution.arrow.fallback.enabled", "false") assert cls.spark.conf.get("spark.sql.execution.arrow.pyspark.fallback.enabled") == "false" # Enable Arrow optimization in this tests. cls.spark.conf.set("spark.sql.execution.arrow.pyspark.enabled", "true") # Disable fallback by default to easily detect the failures. cls.spark.conf.set("spark.sql.execution.arrow.pyspark.fallback.enabled", "false") cls.schema = StructType([ StructField("1_str_t", StringType(), True), StructField("2_int_t", IntegerType(), True), StructField("3_long_t", LongType(), True), StructField("4_float_t", FloatType(), True), StructField("5_double_t", DoubleType(), True), StructField("6_decimal_t", DecimalType(38, 18), True), StructField("7_date_t", DateType(), True), StructField("8_timestamp_t", TimestampType(), True), StructField("9_binary_t", BinaryType(), True)]) cls.data = [(u"a", 1, 10, 0.2, 2.0, Decimal("2.0"), date(1969, 1, 1), datetime(1969, 1, 1, 1, 1, 1), bytearray(b"a")), (u"b", 2, 20, 0.4, 4.0, Decimal("4.0"), date(2012, 2, 2), datetime(2012, 2, 2, 2, 2, 2), bytearray(b"bb")), (u"c", 3, 30, 0.8, 6.0, Decimal("6.0"), date(2100, 3, 3), datetime(2100, 3, 3, 3, 3, 3), bytearray(b"ccc")), (u"d", 4, 40, 1.0, 8.0, Decimal("8.0"), date(2262, 4, 12), datetime(2262, 3, 3, 3, 3, 3), bytearray(b"dddd"))] @classmethod def tearDownClass(cls): del os.environ["TZ"] if cls.tz_prev is not None: os.environ["TZ"] = cls.tz_prev time.tzset() super(ArrowTests, cls).tearDownClass() def create_pandas_data_frame(self): import numpy as np data_dict = {} for j, name in enumerate(self.schema.names): data_dict[name] = [self.data[i][j] for i in range(len(self.data))] # need to convert these to numpy types first data_dict["2_int_t"] = np.int32(data_dict["2_int_t"]) data_dict["4_float_t"] = np.float32(data_dict["4_float_t"]) return pd.DataFrame(data=data_dict) def test_toPandas_fallback_enabled(self): with self.sql_conf({"spark.sql.execution.arrow.pyspark.fallback.enabled": True}): schema = StructType([StructField("map", MapType(StringType(), IntegerType()), True)]) df = self.spark.createDataFrame([({u'a': 1},)], schema=schema) with QuietTest(self.sc): with self.warnings_lock: with warnings.catch_warnings(record=True) as warns: # we want the warnings to appear even if this test is run from a subclass warnings.simplefilter("always") pdf = df.toPandas() # Catch and check the last UserWarning. user_warns = [ warn.message for warn in warns if isinstance(warn.message, UserWarning)] self.assertTrue(len(user_warns) > 0) self.assertTrue( "Attempting non-optimization" in _exception_message(user_warns[-1])) assert_frame_equal(pdf, pd.DataFrame({u'map': [{u'a': 1}]})) def test_toPandas_fallback_disabled(self): schema = StructType([StructField("map", MapType(StringType(), IntegerType()), True)]) df = self.spark.createDataFrame([(None,)], schema=schema) with QuietTest(self.sc): with self.warnings_lock: with self.assertRaisesRegexp(Exception, 'Unsupported type'): df.toPandas() def test_null_conversion(self): df_null = self.spark.createDataFrame([tuple([None for _ in range(len(self.data[0]))])] + self.data) pdf = df_null.toPandas() null_counts = pdf.isnull().sum().tolist() self.assertTrue(all([c == 1 for c in null_counts])) def _toPandas_arrow_toggle(self, df): with self.sql_conf({"spark.sql.execution.arrow.pyspark.enabled": False}): pdf = df.toPandas() pdf_arrow = df.toPandas() return pdf, pdf_arrow def test_toPandas_arrow_toggle(self): df = self.spark.createDataFrame(self.data, schema=self.schema) pdf, pdf_arrow = self._toPandas_arrow_toggle(df) expected = self.create_pandas_data_frame() assert_frame_equal(expected, pdf) assert_frame_equal(expected, pdf_arrow) def test_toPandas_respect_session_timezone(self): df = self.spark.createDataFrame(self.data, schema=self.schema) timezone = "America/New_York" with self.sql_conf({ "spark.sql.execution.pandas.respectSessionTimeZone": False, "spark.sql.session.timeZone": timezone}): pdf_la, pdf_arrow_la = self._toPandas_arrow_toggle(df) assert_frame_equal(pdf_arrow_la, pdf_la) with self.sql_conf({ "spark.sql.execution.pandas.respectSessionTimeZone": True, "spark.sql.session.timeZone": timezone}): pdf_ny, pdf_arrow_ny = self._toPandas_arrow_toggle(df) assert_frame_equal(pdf_arrow_ny, pdf_ny) self.assertFalse(pdf_ny.equals(pdf_la)) from pyspark.sql.types import _check_series_convert_timestamps_local_tz pdf_la_corrected = pdf_la.copy() for field in self.schema: if isinstance(field.dataType, TimestampType): pdf_la_corrected[field.name] = _check_series_convert_timestamps_local_tz( pdf_la_corrected[field.name], timezone) assert_frame_equal(pdf_ny, pdf_la_corrected) def test_pandas_round_trip(self): pdf = self.create_pandas_data_frame() df = self.spark.createDataFrame(self.data, schema=self.schema) pdf_arrow = df.toPandas() assert_frame_equal(pdf_arrow, pdf) def test_filtered_frame(self): df = self.spark.range(3).toDF("i") pdf = df.filter("i < 0").toPandas() self.assertEqual(len(pdf.columns), 1) self.assertEqual(pdf.columns[0], "i") self.assertTrue(pdf.empty) def test_no_partition_frame(self): schema = StructType([StructField("field1", StringType(), True)]) df = self.spark.createDataFrame(self.sc.emptyRDD(), schema) pdf = df.toPandas() self.assertEqual(len(pdf.columns), 1) self.assertEqual(pdf.columns[0], "field1") self.assertTrue(pdf.empty) def test_propagates_spark_exception(self): df = self.spark.range(3).toDF("i") def raise_exception(): raise Exception("My error") exception_udf = udf(raise_exception, IntegerType()) df = df.withColumn("error", exception_udf()) with QuietTest(self.sc): with self.assertRaisesRegexp(Exception, 'My error'): df.toPandas() def _createDataFrame_toggle(self, pdf, schema=None): with self.sql_conf({"spark.sql.execution.arrow.pyspark.enabled": False}): df_no_arrow = self.spark.createDataFrame(pdf, schema=schema) df_arrow = self.spark.createDataFrame(pdf, schema=schema) return df_no_arrow, df_arrow def test_createDataFrame_toggle(self): pdf = self.create_pandas_data_frame() df_no_arrow, df_arrow = self._createDataFrame_toggle(pdf, schema=self.schema) self.assertEquals(df_no_arrow.collect(), df_arrow.collect()) def test_createDataFrame_respect_session_timezone(self): from datetime import timedelta pdf = self.create_pandas_data_frame() timezone = "America/New_York" with self.sql_conf({ "spark.sql.execution.pandas.respectSessionTimeZone": False, "spark.sql.session.timeZone": timezone}): df_no_arrow_la, df_arrow_la = self._createDataFrame_toggle(pdf, schema=self.schema) result_la = df_no_arrow_la.collect() result_arrow_la = df_arrow_la.collect() self.assertEqual(result_la, result_arrow_la) with self.sql_conf({ "spark.sql.execution.pandas.respectSessionTimeZone": True, "spark.sql.session.timeZone": timezone}): df_no_arrow_ny, df_arrow_ny = self._createDataFrame_toggle(pdf, schema=self.schema) result_ny = df_no_arrow_ny.collect() result_arrow_ny = df_arrow_ny.collect() self.assertEqual(result_ny, result_arrow_ny) self.assertNotEqual(result_ny, result_la) # Correct result_la by adjusting 3 hours difference between Los Angeles and New York result_la_corrected = [Row(**{k: v - timedelta(hours=3) if k == '8_timestamp_t' else v for k, v in row.asDict().items()}) for row in result_la] self.assertEqual(result_ny, result_la_corrected) def test_createDataFrame_with_schema(self): pdf = self.create_pandas_data_frame() df = self.spark.createDataFrame(pdf, schema=self.schema) self.assertEquals(self.schema, df.schema) pdf_arrow = df.toPandas() assert_frame_equal(pdf_arrow, pdf) def test_createDataFrame_with_incorrect_schema(self): pdf = self.create_pandas_data_frame() fields = list(self.schema) fields[0], fields[1] = fields[1], fields[0] # swap str with int wrong_schema = StructType(fields) with QuietTest(self.sc): with self.assertRaisesRegexp(Exception, "integer.*required"): self.spark.createDataFrame(pdf, schema=wrong_schema) def test_createDataFrame_with_names(self): pdf = self.create_pandas_data_frame() new_names = list(map(str, range(len(self.schema.fieldNames())))) # Test that schema as a list of column names gets applied df = self.spark.createDataFrame(pdf, schema=list(new_names)) self.assertEquals(df.schema.fieldNames(), new_names) # Test that schema as tuple of column names gets applied df = self.spark.createDataFrame(pdf, schema=tuple(new_names)) self.assertEquals(df.schema.fieldNames(), new_names) def test_createDataFrame_column_name_encoding(self): pdf = pd.DataFrame({u'a': [1]}) columns = self.spark.createDataFrame(pdf).columns self.assertTrue(isinstance(columns[0], str)) self.assertEquals(columns[0], 'a') columns = self.spark.createDataFrame(pdf, [u'b']).columns self.assertTrue(isinstance(columns[0], str)) self.assertEquals(columns[0], 'b') def test_createDataFrame_with_single_data_type(self): with QuietTest(self.sc): with self.assertRaisesRegexp(ValueError, ".*IntegerType.*not supported.*"): self.spark.createDataFrame(pd.DataFrame({"a": [1]}), schema="int") def test_createDataFrame_does_not_modify_input(self): # Some series get converted for Spark to consume, this makes sure input is unchanged pdf = self.create_pandas_data_frame() # Use a nanosecond value to make sure it is not truncated pdf.ix[0, '8_timestamp_t'] = pd.Timestamp(1) # Integers with nulls will get NaNs filled with 0 and will be casted pdf.ix[1, '2_int_t'] = None pdf_copy = pdf.copy(deep=True) self.spark.createDataFrame(pdf, schema=self.schema) self.assertTrue(pdf.equals(pdf_copy)) def test_schema_conversion_roundtrip(self): from pyspark.sql.types import from_arrow_schema, to_arrow_schema arrow_schema = to_arrow_schema(self.schema) schema_rt = from_arrow_schema(arrow_schema) self.assertEquals(self.schema, schema_rt) def test_createDataFrame_with_array_type(self): pdf = pd.DataFrame({"a": [[1, 2], [3, 4]], "b": [[u"x", u"y"], [u"y", u"z"]]}) df, df_arrow = self._createDataFrame_toggle(pdf) result = df.collect() result_arrow = df_arrow.collect() expected = [tuple(list(e) for e in rec) for rec in pdf.to_records(index=False)] for r in range(len(expected)): for e in range(len(expected[r])): self.assertTrue(expected[r][e] == result_arrow[r][e] and result[r][e] == result_arrow[r][e]) def test_toPandas_with_array_type(self): expected = [([1, 2], [u"x", u"y"]), ([3, 4], [u"y", u"z"])] array_schema = StructType([StructField("a", ArrayType(IntegerType())), StructField("b", ArrayType(StringType()))]) df = self.spark.createDataFrame(expected, schema=array_schema) pdf, pdf_arrow = self._toPandas_arrow_toggle(df) result = [tuple(list(e) for e in rec) for rec in pdf.to_records(index=False)] result_arrow = [tuple(list(e) for e in rec) for rec in pdf_arrow.to_records(index=False)] for r in range(len(expected)): for e in range(len(expected[r])): self.assertTrue(expected[r][e] == result_arrow[r][e] and result[r][e] == result_arrow[r][e]) def test_createDataFrame_with_int_col_names(self): import numpy as np pdf = pd.DataFrame(np.random.rand(4, 2)) df, df_arrow = self._createDataFrame_toggle(pdf) pdf_col_names = [str(c) for c in pdf.columns] self.assertEqual(pdf_col_names, df.columns) self.assertEqual(pdf_col_names, df_arrow.columns) def test_createDataFrame_fallback_enabled(self): with QuietTest(self.sc): with self.sql_conf({"spark.sql.execution.arrow.pyspark.fallback.enabled": True}): with warnings.catch_warnings(record=True) as warns: # we want the warnings to appear even if this test is run from a subclass warnings.simplefilter("always") df = self.spark.createDataFrame( pd.DataFrame([[{u'a': 1}]]), "a: map<string, int>") # Catch and check the last UserWarning. user_warns = [ warn.message for warn in warns if isinstance(warn.message, UserWarning)] self.assertTrue(len(user_warns) > 0) self.assertTrue( "Attempting non-optimization" in _exception_message(user_warns[-1])) self.assertEqual(df.collect(), [Row(a={u'a': 1})]) def test_createDataFrame_fallback_disabled(self): with QuietTest(self.sc): with self.assertRaisesRegexp(TypeError, 'Unsupported type'): self.spark.createDataFrame( pd.DataFrame([[{u'a': 1}]]), "a: map<string, int>") # Regression test for SPARK-23314 def test_timestamp_dst(self): # Daylight saving time for Los Angeles for 2015 is Sun, Nov 1 at 2:00 am dt = [datetime.datetime(2015, 11, 1, 0, 30), datetime.datetime(2015, 11, 1, 1, 30), datetime.datetime(2015, 11, 1, 2, 30)] pdf = pd.DataFrame({'time': dt}) df_from_python = self.spark.createDataFrame(dt, 'timestamp').toDF('time') df_from_pandas = self.spark.createDataFrame(pdf) assert_frame_equal(pdf, df_from_python.toPandas()) assert_frame_equal(pdf, df_from_pandas.toPandas()) # Regression test for SPARK-28003 def test_timestamp_nat(self): dt = [pd.NaT, pd.Timestamp('2019-06-11'), None] * 100 pdf = pd.DataFrame({'time': dt}) df_no_arrow, df_arrow = self._createDataFrame_toggle(pdf) assert_frame_equal(pdf, df_no_arrow.toPandas()) assert_frame_equal(pdf, df_arrow.toPandas()) def test_toPandas_batch_order(self): def delay_first_part(partition_index, iterator): if partition_index == 0: time.sleep(0.1) return iterator # Collects Arrow RecordBatches out of order in driver JVM then re-orders in Python def run_test(num_records, num_parts, max_records, use_delay=False): df = self.spark.range(num_records, numPartitions=num_parts).toDF("a") if use_delay: df = df.rdd.mapPartitionsWithIndex(delay_first_part).toDF() with self.sql_conf({"spark.sql.execution.arrow.maxRecordsPerBatch": max_records}): pdf, pdf_arrow = self._toPandas_arrow_toggle(df) assert_frame_equal(pdf, pdf_arrow) cases = [ (1024, 512, 2), # Use large num partitions for more likely collecting out of order (64, 8, 2, True), # Use delay in first partition to force collecting out of order (64, 64, 1), # Test single batch per partition (64, 1, 64), # Test single partition, single batch (64, 1, 8), # Test single partition, multiple batches (30, 7, 2), # Test different sized partitions ] for case in cases: run_test(*case) @unittest.skipIf( not have_pandas or not have_pyarrow, pandas_requirement_message or pyarrow_requirement_message) class MaxResultArrowTests(unittest.TestCase): # These tests are separate as 'spark.driver.maxResultSize' configuration # is a static configuration to Spark context. @classmethod def setUpClass(cls): cls.spark = SparkSession(SparkContext( 'local[4]', cls.__name__, conf=SparkConf().set("spark.driver.maxResultSize", "10k"))) # Explicitly enable Arrow and disable fallback. cls.spark.conf.set("spark.sql.execution.arrow.pyspark.enabled", "true") cls.spark.conf.set("spark.sql.execution.arrow.pyspark.fallback.enabled", "false") @classmethod def tearDownClass(cls): if hasattr(cls, "spark"): cls.spark.stop() def test_exception_by_max_results(self): with self.assertRaisesRegexp(Exception, "is bigger than"): self.spark.range(0, 10000, 1, 100).toPandas() class EncryptionArrowTests(ArrowTests): @classmethod def conf(cls): return super(EncryptionArrowTests, cls).conf().set("spark.io.encryption.enabled", "true") if __name__ == "__main__": from pyspark.sql.tests.test_arrow import * try: import xmlrunner testRunner = xmlrunner.XMLTestRunner(output='target/test-reports', verbosity=2) except ImportError: testRunner = None unittest.main(testRunner=testRunner, verbosity=2)
apache-2.0
vortex-exoplanet/VIP
vip_hci/negfc/speckle_noise.py
2
12649
#! /usr/bin/env python """ Module with routines allowing for the estimation of the uncertainty on the parameters of an imaged companion associated to residual speckle noise. """ __author__ = 'O. Wertz, C. A. Gomez Gonzalez, V. Christiaens' __all__ = ['speckle_noise_uncertainty'] #import itertools as itt from multiprocessing import cpu_count import numpy as np import matplotlib.pyplot as plt from ..conf.utils_conf import pool_map, iterable #eval_func_tuple from ..metrics import cube_inject_companions from .simplex_optim import firstguess_simplex from .simplex_fmerit import get_mu_and_sigma from .utils_negfc import cube_planet_free from .mcmc_sampling import confidence def speckle_noise_uncertainty(cube, p_true, angle_range, derot_angles, algo, psfn, plsc, fwhm, aperture_radius, cube_ref=None, fmerit='sum', algo_options={}, transmission=None, mu_sigma=None, wedge=None, weights=None, force_rPA=False, nproc=None, simplex_options=None, bins=None, save=False, output=None, verbose=True, full_output=True, plot=False): """ Step-by-step procedure used to determine the speckle noise uncertainty associated to the parameters of a companion candidate. __ | The steps 1 to 3 need to be performed for each angle. | | - 1 - At the true planet radial distance and for a given angle, we | inject a fake companion in our planet-free cube. | | - 2 - Then, using the negative fake companion method, we determine the | position and flux of the fake companion thanks to a Simplex | Nelder-Mead minimization. | | - 3 - We calculate the offset between the true values of the position | and the flux of the fake companion, and those obtained from the | minimization. The results will be dependent on the angular | position of the fake companion. |__ The resulting distribution of deviations is then used to infer the 1-sigma uncertainty on each parameter by fitting a 1d-gaussian. Parameters ---------- cube: numpy array The original ADI cube. p_true: tuple or numpy array with 3 elements The radial separation, position angle (from x=0 axis) and flux associated to a given companion candidate for which the speckle uncertainty is to be evaluated. The planet will first be subtracted from the cube, then used for test injections. angle_range: 1d numpy array Range of angles (counted from x=0 axis, counter-clockwise) at which the fake companions will be injected, in [0,360[. derot_angles: 1d numpy array Derotation angles for ADI. Length should match input cube. algo: python routine Routine to be used to model and subtract the stellar PSF. From an input cube, derotation angles, and optional arguments, it should return a post-processed frame. psfn: 2d numpy array 2d array with the normalized PSF template. The PSF image must be centered wrt to the array. Therefore, it is recommended to run the function ``metrics/normalize_psf()`` to generate a centered and flux-normalized PSF template. plsc : float Value of the plsc in arcsec/px. Only used for printing debug output when ``verbose=True``. algo_options: dict Options for algo. To be provided as a dictionary. Can include ncomp (for PCA), svd_mode, collapse, imlib, interpolation, scaling, delta_rot transmission: numpy array, optional Array with 2 columns. First column is the radial separation in pixels. Second column is the off-axis transmission (between 0 and 1) at the radial separation given in column 1. mu_sigma: tuple of 2 floats, bool or None, opt If set to None: not used, and falls back to original version of the algorithm, using fmerit. If a tuple of 2 elements: should be the mean and standard deviation of pixel intensities in an annulus centered on the lcoation of the companion candidate, excluding the area directly adjacent to the CC. If set to anything else, but None/False/tuple: will compute said mean and standard deviation automatically. force_rPA: bool, optional Whether to only search for optimal flux, provided (r,PA). fmerit: None Figure of merit to use, if mu_sigma is None. simplex_options: dict All the required simplex parameters, for instance {'tol':1e-08, 'max_iter':200} bins: int or None, opt Number of bins for histogram of parameter deviations. If None, will be determined automatically based on number of injected fake companions. full_output: bool, optional Whether to return more outputs. output: str, optional The name of the output file (if save is True) save: bool, optional If True, the result are pickled. verbose: bool, optional If True, informations are displayed in the shell. plot: bool, optional Whether to plot the gaussian fit to the distributions of parameter deviations (between retrieved and injected). Returns: -------- sp_unc: numpy ndarray of 3 elements Uncertainties on the radius, position angle and flux of the companion, respectively, associated to residual speckle noise. Only 1 element if force_rPA is set to True. If full_output, also returns: mean_dev: numpy ndarray of 3 elements Mean deviation for each of the 3 parameters p_simplex: numpy ndarray n_fc x 3 Parameters retrieved by the simplex for the injected fake companions; n_fc is the number of injected offset: numpy ndarray n_fc x 3 Deviations with respect to the values used for injection of the fake companions. chi2, nit, success: numpy ndarray of length n_fc Outputs from the simplex function for the retrieval of the parameters of each injected companion: chi square value, number of iterations and whether the simplex converged, respectively. """ if not nproc: # Hyper-threading "duplicates" the cores -> cpu_count/2 nproc = (cpu_count()/2) if verbose: print('') print('#######################################################') print('### SPECKLE NOISE DETERMINATION ###') print('#######################################################') print('') r_true, theta_true, f_true = p_true if angle_range[0]%360 == angle_range[-1]%360: angle_range = angle_range[:-1] if verbose: print('Number of steps: {}'.format(angle_range.shape[0])) print('') imlib = algo_options.get('imlib','opencv') interpolation = algo_options.get('interpolation','lanczos4') # FIRST SUBTRACT THE TRUE COMPANION CANDIDATE planet_parameter = np.array([[r_true, theta_true, f_true]]) cube_pf = cube_planet_free(planet_parameter, cube, derot_angles, psfn, plsc, imlib=imlib, interpolation=interpolation, transmission=transmission) # Measure mu and sigma once in the annulus (instead of each MCMC step) if isinstance(mu_sigma,tuple): if len(mu_sigma)!=2: raise TypeError("If a tuple, mu_sigma must have 2 elements") elif mu_sigma is not None: ncomp = algo_options.get('ncomp', None) annulus_width = algo_options.get('annulus_width', int(fwhm)) if weights is not None: if not len(weights)==cube.shape[0]: raise TypeError("Weights should have same length as cube axis 0") norm_weights = weights/np.sum(weights) else: norm_weights=weights mu_sigma = get_mu_and_sigma(cube, derot_angles, ncomp, annulus_width, aperture_radius, fwhm, r_true, theta_true, cube_ref=cube_ref, wedge=wedge, algo=algo, weights=norm_weights, algo_options=algo_options) res = pool_map(nproc, _estimate_speckle_one_angle, iterable(angle_range), cube_pf, psfn, derot_angles, r_true, f_true, plsc, fwhm, aperture_radius, cube_ref, fmerit, algo, algo_options, transmission, mu_sigma, weights, force_rPA, simplex_options, verbose=verbose) residuals = np.array(res) if verbose: print("residuals (offsets): ", residuals[:,3],residuals[:,4], residuals[:,5]) p_simplex = np.transpose(np.vstack((residuals[:,0],residuals[:,1], residuals[:,2]))) offset = np.transpose(np.vstack((residuals[:,3],residuals[:,4], residuals[:,5]))) print(offset) chi2 = residuals[:,6] nit = residuals[:,7] success = residuals[:,8] if save: speckles = {'r_true':r_true, 'angle_range': angle_range, 'f_true':f_true, 'r_simplex':residuals[:,0], 'theta_simplex':residuals[:,1], 'f_simplex':residuals[:,2], 'offset': offset, 'chi2': chi2, 'nit': nit, 'success': success} if output is None: output = 'speckles_noise_result' from pickle import Pickler with open(output,'wb') as fileSave: myPickler = Pickler(fileSave) myPickler.dump(speckles) # Calculate 1 sigma of distribution of deviations print(offset.shape) if force_rPA: offset = offset[:,2] print(offset.shape) if bins is None: bins = offset.shape[0] mean_dev, sp_unc = confidence(offset, cfd=68.27, bins=bins, gaussian_fit=True, verbose=True, save=False, output_dir='', force=True) if plot: plt.show() if full_output: return sp_unc, mean_dev, p_simplex, offset, chi2, nit, success else: return sp_unc def _estimate_speckle_one_angle(angle, cube_pf, psfn, angs, r_true, f_true, plsc, fwhm, aperture_radius, cube_ref, fmerit, algo, algo_options, transmission, mu_sigma, weights, force_rPA, simplex_options, verbose=True): if verbose: print('Process is running for angle: {:.2f}'.format(angle)) cube_fc = cube_inject_companions(cube_pf, psfn, angs, flevel=f_true, plsc=plsc, rad_dists=[r_true], n_branches=1, theta=angle, transmission=transmission, verbose=False) ncomp = algo_options.get('ncomp', None) annulus_width = algo_options.get('annulus_width', int(fwhm)) res_simplex = firstguess_simplex((r_true,angle,f_true), cube_fc, angs, psfn, plsc, ncomp, fwhm, annulus_width, aperture_radius, cube_ref=cube_ref, fmerit=fmerit, algo=algo, algo_options=algo_options, transmission=transmission, mu_sigma=mu_sigma, weights=weights, force_rPA=force_rPA, options=simplex_options, verbose=False) if force_rPA: simplex_res_f, = res_simplex.x simplex_res_r, simplex_res_PA = r_true, angle else: simplex_res_r, simplex_res_PA, simplex_res_f = res_simplex.x offset_r = simplex_res_r - r_true offset_PA = simplex_res_PA - angle offset_f = simplex_res_f - f_true chi2 = res_simplex.fun nit = res_simplex.nit success = res_simplex.success return (simplex_res_r, simplex_res_PA, simplex_res_f, offset_r, offset_PA, offset_f, chi2, nit, success)
mit
louisLouL/pair_trading
capstone_env/lib/python3.6/site-packages/matplotlib/backends/backend_pdf.py
2
98412
# -*- coding: utf-8 -*- """ A PDF matplotlib backend Author: Jouni K Seppänen <jks@iki.fi> """ from __future__ import (absolute_import, division, print_function, unicode_literals) import six import codecs import os import re import struct import sys import time import warnings import zlib import collections from io import BytesIO from functools import total_ordering import numpy as np from six import unichr from datetime import datetime, tzinfo, timedelta from math import ceil, cos, floor, pi, sin import matplotlib from matplotlib import __version__, rcParams from matplotlib._pylab_helpers import Gcf from matplotlib.backend_bases import ( _Backend, FigureCanvasBase, FigureManagerBase, GraphicsContextBase, RendererBase) from matplotlib.backends.backend_mixed import MixedModeRenderer from matplotlib.cbook import (Bunch, get_realpath_and_stat, is_writable_file_like, maxdict) from matplotlib.figure import Figure from matplotlib.font_manager import findfont, is_opentype_cff_font, get_font from matplotlib.afm import AFM import matplotlib.type1font as type1font import matplotlib.dviread as dviread from matplotlib.ft2font import (FIXED_WIDTH, ITALIC, LOAD_NO_SCALE, LOAD_NO_HINTING, KERNING_UNFITTED) from matplotlib.mathtext import MathTextParser from matplotlib.transforms import Affine2D, BboxBase from matplotlib.path import Path from matplotlib.dates import UTC from matplotlib import _path from matplotlib import _png from matplotlib import ttconv # Overview # # The low-level knowledge about pdf syntax lies mainly in the pdfRepr # function and the classes Reference, Name, Operator, and Stream. The # PdfFile class knows about the overall structure of pdf documents. # It provides a "write" method for writing arbitrary strings in the # file, and an "output" method that passes objects through the pdfRepr # function before writing them in the file. The output method is # called by the RendererPdf class, which contains the various draw_foo # methods. RendererPdf contains a GraphicsContextPdf instance, and # each draw_foo calls self.check_gc before outputting commands. This # method checks whether the pdf graphics state needs to be modified # and outputs the necessary commands. GraphicsContextPdf represents # the graphics state, and its "delta" method returns the commands that # modify the state. # Add "pdf.use14corefonts: True" in your configuration file to use only # the 14 PDF core fonts. These fonts do not need to be embedded; every # PDF viewing application is required to have them. This results in very # light PDF files you can use directly in LaTeX or ConTeXt documents # generated with pdfTeX, without any conversion. # These fonts are: Helvetica, Helvetica-Bold, Helvetica-Oblique, # Helvetica-BoldOblique, Courier, Courier-Bold, Courier-Oblique, # Courier-BoldOblique, Times-Roman, Times-Bold, Times-Italic, # Times-BoldItalic, Symbol, ZapfDingbats. # # Some tricky points: # # 1. The clip path can only be widened by popping from the state # stack. Thus the state must be pushed onto the stack before narrowing # the clip path. This is taken care of by GraphicsContextPdf. # # 2. Sometimes it is necessary to refer to something (e.g., font, # image, or extended graphics state, which contains the alpha value) # in the page stream by a name that needs to be defined outside the # stream. PdfFile provides the methods fontName, imageObject, and # alphaState for this purpose. The implementations of these methods # should perhaps be generalized. # TODOs: # # * encoding of fonts, including mathtext fonts and unicode support # * TTF support has lots of small TODOs, e.g., how do you know if a font # is serif/sans-serif, or symbolic/non-symbolic? # * draw_markers, draw_line_collection, etc. def fill(strings, linelen=75): """Make one string from sequence of strings, with whitespace in between. The whitespace is chosen to form lines of at most linelen characters, if possible.""" currpos = 0 lasti = 0 result = [] for i, s in enumerate(strings): length = len(s) if currpos + length < linelen: currpos += length + 1 else: result.append(b' '.join(strings[lasti:i])) lasti = i currpos = length result.append(b' '.join(strings[lasti:])) return b'\n'.join(result) # PDF strings are supposed to be able to include any eight-bit data, # except that unbalanced parens and backslashes must be escaped by a # backslash. However, sf bug #2708559 shows that the carriage return # character may get read as a newline; these characters correspond to # \gamma and \Omega in TeX's math font encoding. Escaping them fixes # the bug. _string_escape_regex = re.compile(br'([\\()\r\n])') def _string_escape(match): m = match.group(0) if m in br'\()': return b'\\' + m elif m == b'\n': return br'\n' elif m == b'\r': return br'\r' assert False def pdfRepr(obj): """Map Python objects to PDF syntax.""" # Some objects defined later have their own pdfRepr method. if hasattr(obj, 'pdfRepr'): return obj.pdfRepr() # Floats. PDF does not have exponential notation (1.0e-10) so we # need to use %f with some precision. Perhaps the precision # should adapt to the magnitude of the number? elif isinstance(obj, (float, np.floating)): if not np.isfinite(obj): raise ValueError("Can only output finite numbers in PDF") r = ("%.10f" % obj).encode('ascii') return r.rstrip(b'0').rstrip(b'.') # Booleans. Needs to be tested before integers since # isinstance(True, int) is true. elif isinstance(obj, bool): return [b'false', b'true'][obj] # Integers are written as such. elif isinstance(obj, (six.integer_types, np.integer)): return ("%d" % obj).encode('ascii') # Unicode strings are encoded in UTF-16BE with byte-order mark. elif isinstance(obj, six.text_type): try: # But maybe it's really ASCII? s = obj.encode('ASCII') return pdfRepr(s) except UnicodeEncodeError: s = codecs.BOM_UTF16_BE + obj.encode('UTF-16BE') return pdfRepr(s) # Strings are written in parentheses, with backslashes and parens # escaped. Actually balanced parens are allowed, but it is # simpler to escape them all. TODO: cut long strings into lines; # I believe there is some maximum line length in PDF. elif isinstance(obj, bytes): return b'(' + _string_escape_regex.sub(_string_escape, obj) + b')' # Dictionaries. The keys must be PDF names, so if we find strings # there, we make Name objects from them. The values may be # anything, so the caller must ensure that PDF names are # represented as Name objects. elif isinstance(obj, dict): r = [b"<<"] r.extend([Name(key).pdfRepr() + b" " + pdfRepr(obj[key]) for key in sorted(obj)]) r.append(b">>") return fill(r) # Lists. elif isinstance(obj, (list, tuple)): r = [b"["] r.extend([pdfRepr(val) for val in obj]) r.append(b"]") return fill(r) # The null keyword. elif obj is None: return b'null' # A date. elif isinstance(obj, datetime): r = obj.strftime('D:%Y%m%d%H%M%S') z = obj.utcoffset() if z is not None: z = z.seconds else: if time.daylight: z = time.altzone else: z = time.timezone if z == 0: r += 'Z' elif z < 0: r += "+%02d'%02d'" % ((-z) // 3600, (-z) % 3600) else: r += "-%02d'%02d'" % (z // 3600, z % 3600) return pdfRepr(r) # A bounding box elif isinstance(obj, BboxBase): return fill([pdfRepr(val) for val in obj.bounds]) else: msg = "Don't know a PDF representation for %s objects." % type(obj) raise TypeError(msg) class Reference(object): """PDF reference object. Use PdfFile.reserveObject() to create References. """ def __init__(self, id): self.id = id def __repr__(self): return "<Reference %d>" % self.id def pdfRepr(self): return ("%d 0 R" % self.id).encode('ascii') def write(self, contents, file): write = file.write write(("%d 0 obj\n" % self.id).encode('ascii')) write(pdfRepr(contents)) write(b"\nendobj\n") @total_ordering class Name(object): """PDF name object.""" __slots__ = ('name',) _regex = re.compile(r'[^!-~]') def __init__(self, name): if isinstance(name, Name): self.name = name.name else: if isinstance(name, bytes): name = name.decode('ascii') self.name = self._regex.sub(Name.hexify, name).encode('ascii') def __repr__(self): return "<Name %s>" % self.name def __str__(self): return '/' + six.text_type(self.name) def __eq__(self, other): return isinstance(other, Name) and self.name == other.name def __lt__(self, other): return isinstance(other, Name) and self.name < other.name def __hash__(self): return hash(self.name) @staticmethod def hexify(match): return '#%02x' % ord(match.group()) def pdfRepr(self): return b'/' + self.name class Operator(object): """PDF operator object.""" __slots__ = ('op',) def __init__(self, op): self.op = op def __repr__(self): return '<Operator %s>' % self.op def pdfRepr(self): return self.op class Verbatim(object): """Store verbatim PDF command content for later inclusion in the stream.""" def __init__(self, x): self._x = x def pdfRepr(self): return self._x # PDF operators (not an exhaustive list) _pdfops = dict( close_fill_stroke=b'b', fill_stroke=b'B', fill=b'f', closepath=b'h', close_stroke=b's', stroke=b'S', endpath=b'n', begin_text=b'BT', end_text=b'ET', curveto=b'c', rectangle=b're', lineto=b'l', moveto=b'm', concat_matrix=b'cm', use_xobject=b'Do', setgray_stroke=b'G', setgray_nonstroke=b'g', setrgb_stroke=b'RG', setrgb_nonstroke=b'rg', setcolorspace_stroke=b'CS', setcolorspace_nonstroke=b'cs', setcolor_stroke=b'SCN', setcolor_nonstroke=b'scn', setdash=b'd', setlinejoin=b'j', setlinecap=b'J', setgstate=b'gs', gsave=b'q', grestore=b'Q', textpos=b'Td', selectfont=b'Tf', textmatrix=b'Tm', show=b'Tj', showkern=b'TJ', setlinewidth=b'w', clip=b'W', shading=b'sh') Op = Bunch(**{name: Operator(value) for name, value in six.iteritems(_pdfops)}) def _paint_path(fill, stroke): """Return the PDF operator to paint a path in the following way: fill: fill the path with the fill color stroke: stroke the outline of the path with the line color""" if stroke: if fill: return Op.fill_stroke else: return Op.stroke else: if fill: return Op.fill else: return Op.endpath Op.paint_path = _paint_path class Stream(object): """PDF stream object. This has no pdfRepr method. Instead, call begin(), then output the contents of the stream by calling write(), and finally call end(). """ __slots__ = ('id', 'len', 'pdfFile', 'file', 'compressobj', 'extra', 'pos') def __init__(self, id, len, file, extra=None, png=None): """id: object id of stream; len: an unused Reference object for the length of the stream, or None (to use a memory buffer); file: a PdfFile; extra: a dictionary of extra key-value pairs to include in the stream header; png: if the data is already png compressed, the decode parameters""" self.id = id # object id self.len = len # id of length object self.pdfFile = file self.file = file.fh # file to which the stream is written self.compressobj = None # compression object if extra is None: self.extra = dict() else: self.extra = extra.copy() if png is not None: self.extra.update({'Filter': Name('FlateDecode'), 'DecodeParms': png}) self.pdfFile.recordXref(self.id) if rcParams['pdf.compression'] and not png: self.compressobj = zlib.compressobj(rcParams['pdf.compression']) if self.len is None: self.file = BytesIO() else: self._writeHeader() self.pos = self.file.tell() def _writeHeader(self): write = self.file.write write(("%d 0 obj\n" % self.id).encode('ascii')) dict = self.extra dict['Length'] = self.len if rcParams['pdf.compression']: dict['Filter'] = Name('FlateDecode') write(pdfRepr(dict)) write(b"\nstream\n") def end(self): """Finalize stream.""" self._flush() if self.len is None: contents = self.file.getvalue() self.len = len(contents) self.file = self.pdfFile.fh self._writeHeader() self.file.write(contents) self.file.write(b"\nendstream\nendobj\n") else: length = self.file.tell() - self.pos self.file.write(b"\nendstream\nendobj\n") self.pdfFile.writeObject(self.len, length) def write(self, data): """Write some data on the stream.""" if self.compressobj is None: self.file.write(data) else: compressed = self.compressobj.compress(data) self.file.write(compressed) def _flush(self): """Flush the compression object.""" if self.compressobj is not None: compressed = self.compressobj.flush() self.file.write(compressed) self.compressobj = None class PdfFile(object): """PDF file object.""" def __init__(self, filename, metadata=None): self.nextObject = 1 # next free object id self.xrefTable = [[0, 65535, 'the zero object']] self.passed_in_file_object = False self.original_file_like = None self.tell_base = 0 if isinstance(filename, six.string_types): fh = open(filename, 'wb') elif is_writable_file_like(filename): try: self.tell_base = filename.tell() except IOError: fh = BytesIO() self.original_file_like = filename else: fh = filename self.passed_in_file_object = True else: raise ValueError("filename must be a path or a file-like object") self._core14fontdir = os.path.join( rcParams['datapath'], 'fonts', 'pdfcorefonts') self.fh = fh self.currentstream = None # stream object to write to, if any fh.write(b"%PDF-1.4\n") # 1.4 is the first version to have alpha # Output some eight-bit chars as a comment so various utilities # recognize the file as binary by looking at the first few # lines (see note in section 3.4.1 of the PDF reference). fh.write(b"%\254\334 \253\272\n") self.rootObject = self.reserveObject('root') self.pagesObject = self.reserveObject('pages') self.pageList = [] self.fontObject = self.reserveObject('fonts') self.alphaStateObject = self.reserveObject('extended graphics states') self.hatchObject = self.reserveObject('tiling patterns') self.gouraudObject = self.reserveObject('Gouraud triangles') self.XObjectObject = self.reserveObject('external objects') self.resourceObject = self.reserveObject('resources') root = {'Type': Name('Catalog'), 'Pages': self.pagesObject} self.writeObject(self.rootObject, root) # get source date from SOURCE_DATE_EPOCH, if set # See https://reproducible-builds.org/specs/source-date-epoch/ source_date_epoch = os.getenv("SOURCE_DATE_EPOCH") if source_date_epoch: source_date = datetime.utcfromtimestamp(int(source_date_epoch)) source_date = source_date.replace(tzinfo=UTC) else: source_date = datetime.today() self.infoDict = { 'Creator': 'matplotlib %s, http://matplotlib.org' % __version__, 'Producer': 'matplotlib pdf backend %s' % __version__, 'CreationDate': source_date } if metadata is not None: self.infoDict.update(metadata) self.infoDict = {k: v for (k, v) in self.infoDict.items() if v is not None} self.fontNames = {} # maps filenames to internal font names self.nextFont = 1 # next free internal font name self.dviFontInfo = {} # maps dvi font names to embedding information self._texFontMap = None # maps TeX font names to PostScript fonts # differently encoded Type-1 fonts may share the same descriptor self.type1Descriptors = {} self.used_characters = {} self.alphaStates = {} # maps alpha values to graphics state objects self.nextAlphaState = 1 # reproducible writeHatches needs an ordered dict: self.hatchPatterns = collections.OrderedDict() self.nextHatch = 1 self.gouraudTriangles = [] self._images = collections.OrderedDict() # reproducible writeImages self.nextImage = 1 self.markers = collections.OrderedDict() # reproducible writeMarkers self.multi_byte_charprocs = {} self.paths = [] self.pageAnnotations = [] # A list of annotations for the # current page # The PDF spec recommends to include every procset procsets = [Name(x) for x in "PDF Text ImageB ImageC ImageI".split()] # Write resource dictionary. # Possibly TODO: more general ExtGState (graphics state dictionaries) # ColorSpace Pattern Shading Properties resources = {'Font': self.fontObject, 'XObject': self.XObjectObject, 'ExtGState': self.alphaStateObject, 'Pattern': self.hatchObject, 'Shading': self.gouraudObject, 'ProcSet': procsets} self.writeObject(self.resourceObject, resources) def newPage(self, width, height): self.endStream() self.width, self.height = width, height contentObject = self.reserveObject('page contents') thePage = {'Type': Name('Page'), 'Parent': self.pagesObject, 'Resources': self.resourceObject, 'MediaBox': [0, 0, 72 * width, 72 * height], 'Contents': contentObject, 'Group': {'Type': Name('Group'), 'S': Name('Transparency'), 'CS': Name('DeviceRGB')}, 'Annots': self.pageAnnotations, } pageObject = self.reserveObject('page') self.writeObject(pageObject, thePage) self.pageList.append(pageObject) self.beginStream(contentObject.id, self.reserveObject('length of content stream')) # Initialize the pdf graphics state to match the default mpl # graphics context: currently only the join style needs to be set self.output(GraphicsContextPdf.joinstyles['round'], Op.setlinejoin) # Clear the list of annotations for the next page self.pageAnnotations = [] def newTextnote(self, text, positionRect=[-100, -100, 0, 0]): # Create a new annotation of type text theNote = {'Type': Name('Annot'), 'Subtype': Name('Text'), 'Contents': text, 'Rect': positionRect, } annotObject = self.reserveObject('annotation') self.writeObject(annotObject, theNote) self.pageAnnotations.append(annotObject) def finalize(self): "Write out the various deferred objects and the pdf end matter." self.endStream() self.writeFonts() self.writeObject( self.alphaStateObject, {val[0]: val[1] for val in six.itervalues(self.alphaStates)}) self.writeHatches() self.writeGouraudTriangles() xobjects = { name: ob for image, name, ob in six.itervalues(self._images)} for tup in six.itervalues(self.markers): xobjects[tup[0]] = tup[1] for name, value in six.iteritems(self.multi_byte_charprocs): xobjects[name] = value for name, path, trans, ob, join, cap, padding, filled, stroked \ in self.paths: xobjects[name] = ob self.writeObject(self.XObjectObject, xobjects) self.writeImages() self.writeMarkers() self.writePathCollectionTemplates() self.writeObject(self.pagesObject, {'Type': Name('Pages'), 'Kids': self.pageList, 'Count': len(self.pageList)}) self.writeInfoDict() # Finalize the file self.writeXref() self.writeTrailer() def close(self): "Flush all buffers and free all resources." self.endStream() if self.passed_in_file_object: self.fh.flush() else: if self.original_file_like is not None: self.original_file_like.write(self.fh.getvalue()) self.fh.close() def write(self, data): if self.currentstream is None: self.fh.write(data) else: self.currentstream.write(data) def output(self, *data): self.write(fill([pdfRepr(x) for x in data])) self.write(b'\n') def beginStream(self, id, len, extra=None, png=None): assert self.currentstream is None self.currentstream = Stream(id, len, self, extra, png) def endStream(self): if self.currentstream is not None: self.currentstream.end() self.currentstream = None def fontName(self, fontprop): """ Select a font based on fontprop and return a name suitable for Op.selectfont. If fontprop is a string, it will be interpreted as the filename of the font. """ if isinstance(fontprop, six.string_types): filename = fontprop elif rcParams['pdf.use14corefonts']: filename = findfont( fontprop, fontext='afm', directory=self._core14fontdir) if filename is None: filename = findfont( "Helvetica", fontext='afm', directory=self._core14fontdir) else: filename = findfont(fontprop) Fx = self.fontNames.get(filename) if Fx is None: Fx = Name('F%d' % self.nextFont) self.fontNames[filename] = Fx self.nextFont += 1 matplotlib.verbose.report( 'Assigning font %s = %r' % (Fx, filename), 'debug') return Fx @property def texFontMap(self): # lazy-load texFontMap, it takes a while to parse # and usetex is a relatively rare use case if self._texFontMap is None: self._texFontMap = dviread.PsfontsMap( dviread.find_tex_file('pdftex.map')) return self._texFontMap def dviFontName(self, dvifont): """ Given a dvi font object, return a name suitable for Op.selectfont. This registers the font information in self.dviFontInfo if not yet registered. """ dvi_info = self.dviFontInfo.get(dvifont.texname) if dvi_info is not None: return dvi_info.pdfname psfont = self.texFontMap[dvifont.texname] if psfont.filename is None: raise ValueError( ("No usable font file found for {0} (TeX: {1}). " "The font may lack a Type-1 version.") .format(psfont.psname, dvifont.texname)) pdfname = Name('F%d' % self.nextFont) self.nextFont += 1 matplotlib.verbose.report( 'Assigning font {0} = {1} (dvi)'.format(pdfname, dvifont.texname), 'debug') self.dviFontInfo[dvifont.texname] = Bunch( dvifont=dvifont, pdfname=pdfname, fontfile=psfont.filename, basefont=psfont.psname, encodingfile=psfont.encoding, effects=psfont.effects) return pdfname def writeFonts(self): fonts = {} for dviname, info in sorted(self.dviFontInfo.items()): Fx = info.pdfname matplotlib.verbose.report('Embedding Type-1 font %s from dvi' % dviname, 'debug') fonts[Fx] = self._embedTeXFont(info) for filename in sorted(self.fontNames): Fx = self.fontNames[filename] matplotlib.verbose.report('Embedding font %s' % filename, 'debug') if filename.endswith('.afm'): # from pdf.use14corefonts matplotlib.verbose.report('Writing AFM font', 'debug') fonts[Fx] = self._write_afm_font(filename) else: # a normal TrueType font matplotlib.verbose.report('Writing TrueType font', 'debug') realpath, stat_key = get_realpath_and_stat(filename) chars = self.used_characters.get(stat_key) if chars is not None and len(chars[1]): fonts[Fx] = self.embedTTF(realpath, chars[1]) self.writeObject(self.fontObject, fonts) def _write_afm_font(self, filename): with open(filename, 'rb') as fh: font = AFM(fh) fontname = font.get_fontname() fontdict = {'Type': Name('Font'), 'Subtype': Name('Type1'), 'BaseFont': Name(fontname), 'Encoding': Name('WinAnsiEncoding')} fontdictObject = self.reserveObject('font dictionary') self.writeObject(fontdictObject, fontdict) return fontdictObject def _embedTeXFont(self, fontinfo): msg = ('Embedding TeX font {0} - fontinfo={1}' .format(fontinfo.dvifont.texname, fontinfo.__dict__)) matplotlib.verbose.report(msg, 'debug') # Widths widthsObject = self.reserveObject('font widths') self.writeObject(widthsObject, fontinfo.dvifont.widths) # Font dictionary fontdictObject = self.reserveObject('font dictionary') fontdict = { 'Type': Name('Font'), 'Subtype': Name('Type1'), 'FirstChar': 0, 'LastChar': len(fontinfo.dvifont.widths) - 1, 'Widths': widthsObject, } # Encoding (if needed) if fontinfo.encodingfile is not None: enc = dviread.Encoding(fontinfo.encodingfile) differencesArray = [Name(ch) for ch in enc] differencesArray = [0] + differencesArray fontdict['Encoding'] = \ {'Type': Name('Encoding'), 'Differences': differencesArray} # If no file is specified, stop short if fontinfo.fontfile is None: msg = ('Because of TeX configuration (pdftex.map, see updmap ' 'option pdftexDownloadBase14) the font {0} is not ' 'embedded. This is deprecated as of PDF 1.5 and it may ' 'cause the consumer application to show something that ' 'was not intended.').format(fontinfo.basefont) warnings.warn(msg) fontdict['BaseFont'] = Name(fontinfo.basefont) self.writeObject(fontdictObject, fontdict) return fontdictObject # We have a font file to embed - read it in and apply any effects t1font = type1font.Type1Font(fontinfo.fontfile) if fontinfo.effects: t1font = t1font.transform(fontinfo.effects) fontdict['BaseFont'] = Name(t1font.prop['FontName']) # Font descriptors may be shared between differently encoded # Type-1 fonts, so only create a new descriptor if there is no # existing descriptor for this font. effects = (fontinfo.effects.get('slant', 0.0), fontinfo.effects.get('extend', 1.0)) fontdesc = self.type1Descriptors.get((fontinfo.fontfile, effects)) if fontdesc is None: fontdesc = self.createType1Descriptor(t1font, fontinfo.fontfile) self.type1Descriptors[(fontinfo.fontfile, effects)] = fontdesc fontdict['FontDescriptor'] = fontdesc self.writeObject(fontdictObject, fontdict) return fontdictObject def createType1Descriptor(self, t1font, fontfile): # Create and write the font descriptor and the font file # of a Type-1 font fontdescObject = self.reserveObject('font descriptor') fontfileObject = self.reserveObject('font file') italic_angle = t1font.prop['ItalicAngle'] fixed_pitch = t1font.prop['isFixedPitch'] flags = 0 # fixed width if fixed_pitch: flags |= 1 << 0 # TODO: serif if 0: flags |= 1 << 1 # TODO: symbolic (most TeX fonts are) if 1: flags |= 1 << 2 # non-symbolic else: flags |= 1 << 5 # italic if italic_angle: flags |= 1 << 6 # TODO: all caps if 0: flags |= 1 << 16 # TODO: small caps if 0: flags |= 1 << 17 # TODO: force bold if 0: flags |= 1 << 18 ft2font = get_font(fontfile) descriptor = { 'Type': Name('FontDescriptor'), 'FontName': Name(t1font.prop['FontName']), 'Flags': flags, 'FontBBox': ft2font.bbox, 'ItalicAngle': italic_angle, 'Ascent': ft2font.ascender, 'Descent': ft2font.descender, 'CapHeight': 1000, # TODO: find this out 'XHeight': 500, # TODO: this one too 'FontFile': fontfileObject, 'FontFamily': t1font.prop['FamilyName'], 'StemV': 50, # TODO # (see also revision 3874; but not all TeX distros have AFM files!) # 'FontWeight': a number where 400 = Regular, 700 = Bold } self.writeObject(fontdescObject, descriptor) self.beginStream(fontfileObject.id, None, {'Length1': len(t1font.parts[0]), 'Length2': len(t1font.parts[1]), 'Length3': 0}) self.currentstream.write(t1font.parts[0]) self.currentstream.write(t1font.parts[1]) self.endStream() return fontdescObject def _get_xobject_symbol_name(self, filename, symbol_name): return "%s-%s" % ( os.path.splitext(os.path.basename(filename))[0], symbol_name) _identityToUnicodeCMap = """/CIDInit /ProcSet findresource begin 12 dict begin begincmap /CIDSystemInfo << /Registry (Adobe) /Ordering (UCS) /Supplement 0 >> def /CMapName /Adobe-Identity-UCS def /CMapType 2 def 1 begincodespacerange <0000> <ffff> endcodespacerange %d beginbfrange %s endbfrange endcmap CMapName currentdict /CMap defineresource pop end end""" def embedTTF(self, filename, characters): """Embed the TTF font from the named file into the document.""" font = get_font(filename) fonttype = rcParams['pdf.fonttype'] def cvt(length, upe=font.units_per_EM, nearest=True): "Convert font coordinates to PDF glyph coordinates" value = length / upe * 1000 if nearest: return np.round(value) # Perhaps best to round away from zero for bounding # boxes and the like if value < 0: return floor(value) else: return ceil(value) def embedTTFType3(font, characters, descriptor): """The Type 3-specific part of embedding a Truetype font""" widthsObject = self.reserveObject('font widths') fontdescObject = self.reserveObject('font descriptor') fontdictObject = self.reserveObject('font dictionary') charprocsObject = self.reserveObject('character procs') differencesArray = [] firstchar, lastchar = 0, 255 bbox = [cvt(x, nearest=False) for x in font.bbox] fontdict = { 'Type': Name('Font'), 'BaseFont': ps_name, 'FirstChar': firstchar, 'LastChar': lastchar, 'FontDescriptor': fontdescObject, 'Subtype': Name('Type3'), 'Name': descriptor['FontName'], 'FontBBox': bbox, 'FontMatrix': [.001, 0, 0, .001, 0, 0], 'CharProcs': charprocsObject, 'Encoding': { 'Type': Name('Encoding'), 'Differences': differencesArray}, 'Widths': widthsObject } # Make the "Widths" array from encodings import cp1252 # The "decoding_map" was changed # to a "decoding_table" as of Python 2.5. if hasattr(cp1252, 'decoding_map'): def decode_char(charcode): return cp1252.decoding_map[charcode] or 0 else: def decode_char(charcode): return ord(cp1252.decoding_table[charcode]) def get_char_width(charcode): s = decode_char(charcode) width = font.load_char( s, flags=LOAD_NO_SCALE | LOAD_NO_HINTING).horiAdvance return cvt(width) widths = [get_char_width(charcode) for charcode in range(firstchar, lastchar+1)] descriptor['MaxWidth'] = max(widths) # Make the "Differences" array, sort the ccodes < 255 from # the multi-byte ccodes, and build the whole set of glyph ids # that we need from this font. glyph_ids = [] differences = [] multi_byte_chars = set() for c in characters: ccode = c gind = font.get_char_index(ccode) glyph_ids.append(gind) glyph_name = font.get_glyph_name(gind) if ccode <= 255: differences.append((ccode, glyph_name)) else: multi_byte_chars.add(glyph_name) differences.sort() last_c = -2 for c, name in differences: if c != last_c + 1: differencesArray.append(c) differencesArray.append(Name(name)) last_c = c # Make the charprocs array (using ttconv to generate the # actual outlines) rawcharprocs = ttconv.get_pdf_charprocs( filename.encode(sys.getfilesystemencoding()), glyph_ids) charprocs = {} for charname in sorted(rawcharprocs): stream = rawcharprocs[charname] charprocDict = {'Length': len(stream)} # The 2-byte characters are used as XObjects, so they # need extra info in their dictionary if charname in multi_byte_chars: charprocDict['Type'] = Name('XObject') charprocDict['Subtype'] = Name('Form') charprocDict['BBox'] = bbox # Each glyph includes bounding box information, # but xpdf and ghostscript can't handle it in a # Form XObject (they segfault!!!), so we remove it # from the stream here. It's not needed anyway, # since the Form XObject includes it in its BBox # value. stream = stream[stream.find(b"d1") + 2:] charprocObject = self.reserveObject('charProc') self.beginStream(charprocObject.id, None, charprocDict) self.currentstream.write(stream) self.endStream() # Send the glyphs with ccode > 255 to the XObject dictionary, # and the others to the font itself if charname in multi_byte_chars: name = self._get_xobject_symbol_name(filename, charname) self.multi_byte_charprocs[name] = charprocObject else: charprocs[charname] = charprocObject # Write everything out self.writeObject(fontdictObject, fontdict) self.writeObject(fontdescObject, descriptor) self.writeObject(widthsObject, widths) self.writeObject(charprocsObject, charprocs) return fontdictObject def embedTTFType42(font, characters, descriptor): """The Type 42-specific part of embedding a Truetype font""" fontdescObject = self.reserveObject('font descriptor') cidFontDictObject = self.reserveObject('CID font dictionary') type0FontDictObject = self.reserveObject('Type 0 font dictionary') cidToGidMapObject = self.reserveObject('CIDToGIDMap stream') fontfileObject = self.reserveObject('font file stream') wObject = self.reserveObject('Type 0 widths') toUnicodeMapObject = self.reserveObject('ToUnicode map') cidFontDict = { 'Type': Name('Font'), 'Subtype': Name('CIDFontType2'), 'BaseFont': ps_name, 'CIDSystemInfo': { 'Registry': 'Adobe', 'Ordering': 'Identity', 'Supplement': 0}, 'FontDescriptor': fontdescObject, 'W': wObject, 'CIDToGIDMap': cidToGidMapObject } type0FontDict = { 'Type': Name('Font'), 'Subtype': Name('Type0'), 'BaseFont': ps_name, 'Encoding': Name('Identity-H'), 'DescendantFonts': [cidFontDictObject], 'ToUnicode': toUnicodeMapObject } # Make fontfile stream descriptor['FontFile2'] = fontfileObject length1Object = self.reserveObject('decoded length of a font') self.beginStream( fontfileObject.id, self.reserveObject('length of font stream'), {'Length1': length1Object}) with open(filename, 'rb') as fontfile: length1 = 0 while True: data = fontfile.read(4096) if not data: break length1 += len(data) self.currentstream.write(data) self.endStream() self.writeObject(length1Object, length1) # Make the 'W' (Widths) array, CidToGidMap and ToUnicode CMap # at the same time cid_to_gid_map = ['\0'] * 65536 widths = [] max_ccode = 0 for c in characters: ccode = c gind = font.get_char_index(ccode) glyph = font.load_char(ccode, flags=LOAD_NO_SCALE | LOAD_NO_HINTING) widths.append((ccode, cvt(glyph.horiAdvance))) if ccode < 65536: cid_to_gid_map[ccode] = unichr(gind) max_ccode = max(ccode, max_ccode) widths.sort() cid_to_gid_map = cid_to_gid_map[:max_ccode + 1] last_ccode = -2 w = [] max_width = 0 unicode_groups = [] for ccode, width in widths: if ccode != last_ccode + 1: w.append(ccode) w.append([width]) unicode_groups.append([ccode, ccode]) else: w[-1].append(width) unicode_groups[-1][1] = ccode max_width = max(max_width, width) last_ccode = ccode unicode_bfrange = [] for start, end in unicode_groups: unicode_bfrange.append( "<%04x> <%04x> [%s]" % (start, end, " ".join(["<%04x>" % x for x in range(start, end+1)]))) unicode_cmap = (self._identityToUnicodeCMap % (len(unicode_groups), "\n".join(unicode_bfrange))).encode('ascii') # CIDToGIDMap stream cid_to_gid_map = "".join(cid_to_gid_map).encode("utf-16be") self.beginStream(cidToGidMapObject.id, None, {'Length': len(cid_to_gid_map)}) self.currentstream.write(cid_to_gid_map) self.endStream() # ToUnicode CMap self.beginStream(toUnicodeMapObject.id, None, {'Length': unicode_cmap}) self.currentstream.write(unicode_cmap) self.endStream() descriptor['MaxWidth'] = max_width # Write everything out self.writeObject(cidFontDictObject, cidFontDict) self.writeObject(type0FontDictObject, type0FontDict) self.writeObject(fontdescObject, descriptor) self.writeObject(wObject, w) return type0FontDictObject # Beginning of main embedTTF function... # You are lost in a maze of TrueType tables, all different... sfnt = font.get_sfnt() try: ps_name = sfnt[(1, 0, 0, 6)].decode('macroman') # Macintosh scheme except KeyError: # Microsoft scheme: ps_name = sfnt[(3, 1, 0x0409, 6)].decode('utf-16be') # (see freetype/ttnameid.h) ps_name = ps_name.encode('ascii', 'replace') ps_name = Name(ps_name) pclt = font.get_sfnt_table('pclt') or {'capHeight': 0, 'xHeight': 0} post = font.get_sfnt_table('post') or {'italicAngle': (0, 0)} ff = font.face_flags sf = font.style_flags flags = 0 symbolic = False # ps_name.name in ('Cmsy10', 'Cmmi10', 'Cmex10') if ff & FIXED_WIDTH: flags |= 1 << 0 if 0: # TODO: serif flags |= 1 << 1 if symbolic: flags |= 1 << 2 else: flags |= 1 << 5 if sf & ITALIC: flags |= 1 << 6 if 0: # TODO: all caps flags |= 1 << 16 if 0: # TODO: small caps flags |= 1 << 17 if 0: # TODO: force bold flags |= 1 << 18 descriptor = { 'Type': Name('FontDescriptor'), 'FontName': ps_name, 'Flags': flags, 'FontBBox': [cvt(x, nearest=False) for x in font.bbox], 'Ascent': cvt(font.ascender, nearest=False), 'Descent': cvt(font.descender, nearest=False), 'CapHeight': cvt(pclt['capHeight'], nearest=False), 'XHeight': cvt(pclt['xHeight']), 'ItalicAngle': post['italicAngle'][1], # ??? 'StemV': 0 # ??? } # The font subsetting to a Type 3 font does not work for # OpenType (.otf) that embed a Postscript CFF font, so avoid that -- # save as a (non-subsetted) Type 42 font instead. if is_opentype_cff_font(filename): fonttype = 42 msg = ("'%s' can not be subsetted into a Type 3 font. " "The entire font will be embedded in the output.") warnings.warn(msg % os.path.basename(filename)) if fonttype == 3: return embedTTFType3(font, characters, descriptor) elif fonttype == 42: return embedTTFType42(font, characters, descriptor) def alphaState(self, alpha): """Return name of an ExtGState that sets alpha to the given value""" state = self.alphaStates.get(alpha, None) if state is not None: return state[0] name = Name('A%d' % self.nextAlphaState) self.nextAlphaState += 1 self.alphaStates[alpha] = \ (name, {'Type': Name('ExtGState'), 'CA': alpha[0], 'ca': alpha[1]}) return name def hatchPattern(self, hatch_style): # The colors may come in as numpy arrays, which aren't hashable if hatch_style is not None: edge, face, hatch = hatch_style if edge is not None: edge = tuple(edge) if face is not None: face = tuple(face) hatch_style = (edge, face, hatch) pattern = self.hatchPatterns.get(hatch_style, None) if pattern is not None: return pattern name = Name('H%d' % self.nextHatch) self.nextHatch += 1 self.hatchPatterns[hatch_style] = name return name def writeHatches(self): hatchDict = dict() sidelen = 72.0 for hatch_style, name in six.iteritems(self.hatchPatterns): ob = self.reserveObject('hatch pattern') hatchDict[name] = ob res = {'Procsets': [Name(x) for x in "PDF Text ImageB ImageC ImageI".split()]} self.beginStream( ob.id, None, {'Type': Name('Pattern'), 'PatternType': 1, 'PaintType': 1, 'TilingType': 1, 'BBox': [0, 0, sidelen, sidelen], 'XStep': sidelen, 'YStep': sidelen, 'Resources': res, # Change origin to match Agg at top-left. 'Matrix': [1, 0, 0, 1, 0, self.height * 72]}) stroke_rgb, fill_rgb, path = hatch_style self.output(stroke_rgb[0], stroke_rgb[1], stroke_rgb[2], Op.setrgb_stroke) if fill_rgb is not None: self.output(fill_rgb[0], fill_rgb[1], fill_rgb[2], Op.setrgb_nonstroke, 0, 0, sidelen, sidelen, Op.rectangle, Op.fill) self.output(rcParams['hatch.linewidth'], Op.setlinewidth) self.output(*self.pathOperations( Path.hatch(path), Affine2D().scale(sidelen), simplify=False)) self.output(Op.fill_stroke) self.endStream() self.writeObject(self.hatchObject, hatchDict) def addGouraudTriangles(self, points, colors): name = Name('GT%d' % len(self.gouraudTriangles)) self.gouraudTriangles.append((name, points, colors)) return name def writeGouraudTriangles(self): gouraudDict = dict() for name, points, colors in self.gouraudTriangles: ob = self.reserveObject('Gouraud triangle') gouraudDict[name] = ob shape = points.shape flat_points = points.reshape((shape[0] * shape[1], 2)) flat_colors = colors.reshape((shape[0] * shape[1], 4)) points_min = np.min(flat_points, axis=0) - (1 << 8) points_max = np.max(flat_points, axis=0) + (1 << 8) factor = float(0xffffffff) / (points_max - points_min) self.beginStream( ob.id, None, {'ShadingType': 4, 'BitsPerCoordinate': 32, 'BitsPerComponent': 8, 'BitsPerFlag': 8, 'ColorSpace': Name('DeviceRGB'), 'AntiAlias': True, 'Decode': [points_min[0], points_max[0], points_min[1], points_max[1], 0, 1, 0, 1, 0, 1] }) streamarr = np.empty( (shape[0] * shape[1],), dtype=[(str('flags'), str('u1')), (str('points'), str('>u4'), (2,)), (str('colors'), str('u1'), (3,))]) streamarr['flags'] = 0 streamarr['points'] = (flat_points - points_min) * factor streamarr['colors'] = flat_colors[:, :3] * 255.0 self.write(streamarr.tostring()) self.endStream() self.writeObject(self.gouraudObject, gouraudDict) def imageObject(self, image): """Return name of an image XObject representing the given image.""" entry = self._images.get(id(image), None) if entry is not None: return entry[1] name = Name('I%d' % self.nextImage) ob = self.reserveObject('image %d' % self.nextImage) self.nextImage += 1 self._images[id(image)] = (image, name, ob) return name def _unpack(self, im): """ Unpack the image object im into height, width, data, alpha, where data and alpha are HxWx3 (RGB) or HxWx1 (grayscale or alpha) arrays, except alpha is None if the image is fully opaque. """ h, w = im.shape[:2] im = im[::-1] if im.ndim == 2: return h, w, im, None else: rgb = im[:, :, :3] rgb = np.array(rgb, order='C') # PDF needs a separate alpha image if im.shape[2] == 4: alpha = im[:, :, 3][..., None] if np.all(alpha == 255): alpha = None else: alpha = np.array(alpha, order='C') else: alpha = None return h, w, rgb, alpha def _writePng(self, data): """ Write the image *data* into the pdf file using png predictors with Flate compression. """ buffer = BytesIO() _png.write_png(data, buffer) buffer.seek(8) written = 0 header = bytearray(8) while True: n = buffer.readinto(header) assert n == 8 length, type = struct.unpack(b'!L4s', bytes(header)) if type == b'IDAT': data = bytearray(length) n = buffer.readinto(data) assert n == length self.currentstream.write(bytes(data)) written += n elif type == b'IEND': break else: buffer.seek(length, 1) buffer.seek(4, 1) # skip CRC def _writeImg(self, data, height, width, grayscale, id, smask=None): """ Write the image *data* of size *height* x *width*, as grayscale if *grayscale* is true and RGB otherwise, as pdf object *id* and with the soft mask (alpha channel) *smask*, which should be either None or a *height* x *width* x 1 array. """ obj = {'Type': Name('XObject'), 'Subtype': Name('Image'), 'Width': width, 'Height': height, 'ColorSpace': Name('DeviceGray' if grayscale else 'DeviceRGB'), 'BitsPerComponent': 8} if smask: obj['SMask'] = smask if rcParams['pdf.compression']: png = {'Predictor': 10, 'Colors': 1 if grayscale else 3, 'Columns': width} else: png = None self.beginStream( id, self.reserveObject('length of image stream'), obj, png=png ) if png: self._writePng(data) else: self.currentstream.write(data.tostring()) self.endStream() def writeImages(self): for img, name, ob in six.itervalues(self._images): height, width, data, adata = self._unpack(img) if adata is not None: smaskObject = self.reserveObject("smask") self._writeImg(adata, height, width, True, smaskObject.id) else: smaskObject = None self._writeImg(data, height, width, False, ob.id, smaskObject) def markerObject(self, path, trans, fill, stroke, lw, joinstyle, capstyle): """Return name of a marker XObject representing the given path.""" # self.markers used by markerObject, writeMarkers, close: # mapping from (path operations, fill?, stroke?) to # [name, object reference, bounding box, linewidth] # This enables different draw_markers calls to share the XObject # if the gc is sufficiently similar: colors etc can vary, but # the choices of whether to fill and whether to stroke cannot. # We need a bounding box enclosing all of the XObject path, # but since line width may vary, we store the maximum of all # occurring line widths in self.markers. # close() is somewhat tightly coupled in that it expects the # first two components of each value in self.markers to be the # name and object reference. pathops = self.pathOperations(path, trans, simplify=False) key = (tuple(pathops), bool(fill), bool(stroke), joinstyle, capstyle) result = self.markers.get(key) if result is None: name = Name('M%d' % len(self.markers)) ob = self.reserveObject('marker %d' % len(self.markers)) bbox = path.get_extents(trans) self.markers[key] = [name, ob, bbox, lw] else: if result[-1] < lw: result[-1] = lw name = result[0] return name def writeMarkers(self): for ((pathops, fill, stroke, joinstyle, capstyle), (name, ob, bbox, lw)) in six.iteritems(self.markers): bbox = bbox.padded(lw * 0.5) self.beginStream( ob.id, None, {'Type': Name('XObject'), 'Subtype': Name('Form'), 'BBox': list(bbox.extents)}) self.output(GraphicsContextPdf.joinstyles[joinstyle], Op.setlinejoin) self.output(GraphicsContextPdf.capstyles[capstyle], Op.setlinecap) self.output(*pathops) self.output(Op.paint_path(fill, stroke)) self.endStream() def pathCollectionObject(self, gc, path, trans, padding, filled, stroked): name = Name('P%d' % len(self.paths)) ob = self.reserveObject('path %d' % len(self.paths)) self.paths.append( (name, path, trans, ob, gc.get_joinstyle(), gc.get_capstyle(), padding, filled, stroked)) return name def writePathCollectionTemplates(self): for (name, path, trans, ob, joinstyle, capstyle, padding, filled, stroked) in self.paths: pathops = self.pathOperations(path, trans, simplify=False) bbox = path.get_extents(trans) if not np.all(np.isfinite(bbox.extents)): extents = [0, 0, 0, 0] else: bbox = bbox.padded(padding) extents = list(bbox.extents) self.beginStream( ob.id, None, {'Type': Name('XObject'), 'Subtype': Name('Form'), 'BBox': extents}) self.output(GraphicsContextPdf.joinstyles[joinstyle], Op.setlinejoin) self.output(GraphicsContextPdf.capstyles[capstyle], Op.setlinecap) self.output(*pathops) self.output(Op.paint_path(filled, stroked)) self.endStream() @staticmethod def pathOperations(path, transform, clip=None, simplify=None, sketch=None): return [Verbatim(_path.convert_to_string( path, transform, clip, simplify, sketch, 6, [Op.moveto.op, Op.lineto.op, b'', Op.curveto.op, Op.closepath.op], True))] def writePath(self, path, transform, clip=False, sketch=None): if clip: clip = (0.0, 0.0, self.width * 72, self.height * 72) simplify = path.should_simplify else: clip = None simplify = False cmds = self.pathOperations(path, transform, clip, simplify=simplify, sketch=sketch) self.output(*cmds) def reserveObject(self, name=''): """Reserve an ID for an indirect object. The name is used for debugging in case we forget to print out the object with writeObject. """ id = self.nextObject self.nextObject += 1 self.xrefTable.append([None, 0, name]) return Reference(id) def recordXref(self, id): self.xrefTable[id][0] = self.fh.tell() - self.tell_base def writeObject(self, object, contents): self.recordXref(object.id) object.write(contents, self) def writeXref(self): """Write out the xref table.""" self.startxref = self.fh.tell() - self.tell_base self.write(("xref\n0 %d\n" % self.nextObject).encode('ascii')) i = 0 borken = False for offset, generation, name in self.xrefTable: if offset is None: print('No offset for object %d (%s)' % (i, name), file=sys.stderr) borken = True else: if name == 'the zero object': key = "f" else: key = "n" text = "%010d %05d %s \n" % (offset, generation, key) self.write(text.encode('ascii')) i += 1 if borken: raise AssertionError('Indirect object does not exist') def writeInfoDict(self): """Write out the info dictionary, checking it for good form""" def is_string_like(x): return isinstance(x, six.string_types) def is_date(x): return isinstance(x, datetime) check_trapped = (lambda x: isinstance(x, Name) and x.name in ('True', 'False', 'Unknown')) keywords = {'Title': is_string_like, 'Author': is_string_like, 'Subject': is_string_like, 'Keywords': is_string_like, 'Creator': is_string_like, 'Producer': is_string_like, 'CreationDate': is_date, 'ModDate': is_date, 'Trapped': check_trapped} for k in self.infoDict: if k not in keywords: warnings.warn('Unknown infodict keyword: %s' % k) else: if not keywords[k](self.infoDict[k]): warnings.warn('Bad value for infodict keyword %s' % k) self.infoObject = self.reserveObject('info') self.writeObject(self.infoObject, self.infoDict) def writeTrailer(self): """Write out the PDF trailer.""" self.write(b"trailer\n") self.write(pdfRepr( {'Size': self.nextObject, 'Root': self.rootObject, 'Info': self.infoObject})) # Could add 'ID' self.write(("\nstartxref\n%d\n%%%%EOF\n" % self.startxref).encode('ascii')) class RendererPdf(RendererBase): afm_font_cache = maxdict(50) def __init__(self, file, image_dpi, height, width): RendererBase.__init__(self) self.height = height self.width = width self.file = file self.gc = self.new_gc() self.mathtext_parser = MathTextParser("Pdf") self.image_dpi = image_dpi def finalize(self): self.file.output(*self.gc.finalize()) def check_gc(self, gc, fillcolor=None): orig_fill = getattr(gc, '_fillcolor', (0., 0., 0.)) gc._fillcolor = fillcolor orig_alphas = getattr(gc, '_effective_alphas', (1.0, 1.0)) if gc.get_rgb() is None: # it should not matter what color here # since linewidth should be 0 # unless affected by global settings in rcParams # hence setting zero alpha just incase gc.set_foreground((0, 0, 0, 0), isRGBA=True) if gc._forced_alpha: gc._effective_alphas = (gc._alpha, gc._alpha) elif fillcolor is None or len(fillcolor) < 4: gc._effective_alphas = (gc._rgb[3], 1.0) else: gc._effective_alphas = (gc._rgb[3], fillcolor[3]) delta = self.gc.delta(gc) if delta: self.file.output(*delta) # Restore gc to avoid unwanted side effects gc._fillcolor = orig_fill gc._effective_alphas = orig_alphas def track_characters(self, font, s): """Keeps track of which characters are required from each font.""" if isinstance(font, six.string_types): fname = font else: fname = font.fname realpath, stat_key = get_realpath_and_stat(fname) used_characters = self.file.used_characters.setdefault( stat_key, (realpath, set())) used_characters[1].update([ord(x) for x in s]) def merge_used_characters(self, other): for stat_key, (realpath, charset) in six.iteritems(other): used_characters = self.file.used_characters.setdefault( stat_key, (realpath, set())) used_characters[1].update(charset) def get_image_magnification(self): return self.image_dpi/72.0 def option_scale_image(self): """ pdf backend support arbitrary scaling of image. """ return True def option_image_nocomposite(self): """ return whether to generate a composite image from multiple images on a set of axes """ return not rcParams['image.composite_image'] def draw_image(self, gc, x, y, im, transform=None): h, w = im.shape[:2] if w == 0 or h == 0: return if transform is None: # If there's no transform, alpha has already been applied gc.set_alpha(1.0) self.check_gc(gc) w = 72.0 * w / self.image_dpi h = 72.0 * h / self.image_dpi imob = self.file.imageObject(im) if transform is None: self.file.output(Op.gsave, w, 0, 0, h, x, y, Op.concat_matrix, imob, Op.use_xobject, Op.grestore) else: tr1, tr2, tr3, tr4, tr5, tr6 = transform.frozen().to_values() self.file.output(Op.gsave, 1, 0, 0, 1, x, y, Op.concat_matrix, tr1, tr2, tr3, tr4, tr5, tr6, Op.concat_matrix, imob, Op.use_xobject, Op.grestore) def draw_path(self, gc, path, transform, rgbFace=None): self.check_gc(gc, rgbFace) self.file.writePath( path, transform, rgbFace is None and gc.get_hatch_path() is None, gc.get_sketch_params()) self.file.output(self.gc.paint()) def draw_path_collection(self, gc, master_transform, paths, all_transforms, offsets, offsetTrans, facecolors, edgecolors, linewidths, linestyles, antialiaseds, urls, offset_position): # We can only reuse the objects if the presence of fill and # stroke (and the amount of alpha for each) is the same for # all of them can_do_optimization = True facecolors = np.asarray(facecolors) edgecolors = np.asarray(edgecolors) if not len(facecolors): filled = False can_do_optimization = not gc.get_hatch() else: if np.all(facecolors[:, 3] == facecolors[0, 3]): filled = facecolors[0, 3] != 0.0 else: can_do_optimization = False if not len(edgecolors): stroked = False else: if np.all(np.asarray(linewidths) == 0.0): stroked = False elif np.all(edgecolors[:, 3] == edgecolors[0, 3]): stroked = edgecolors[0, 3] != 0.0 else: can_do_optimization = False # Is the optimization worth it? Rough calculation: # cost of emitting a path in-line is len_path * uses_per_path # cost of XObject is len_path + 5 for the definition, # uses_per_path for the uses len_path = len(paths[0].vertices) if len(paths) > 0 else 0 uses_per_path = self._iter_collection_uses_per_path( paths, all_transforms, offsets, facecolors, edgecolors) should_do_optimization = \ len_path + uses_per_path + 5 < len_path * uses_per_path if (not can_do_optimization) or (not should_do_optimization): return RendererBase.draw_path_collection( self, gc, master_transform, paths, all_transforms, offsets, offsetTrans, facecolors, edgecolors, linewidths, linestyles, antialiaseds, urls, offset_position) padding = np.max(linewidths) path_codes = [] for i, (path, transform) in enumerate(self._iter_collection_raw_paths( master_transform, paths, all_transforms)): name = self.file.pathCollectionObject( gc, path, transform, padding, filled, stroked) path_codes.append(name) output = self.file.output output(*self.gc.push()) lastx, lasty = 0, 0 for xo, yo, path_id, gc0, rgbFace in self._iter_collection( gc, master_transform, all_transforms, path_codes, offsets, offsetTrans, facecolors, edgecolors, linewidths, linestyles, antialiaseds, urls, offset_position): self.check_gc(gc0, rgbFace) dx, dy = xo - lastx, yo - lasty output(1, 0, 0, 1, dx, dy, Op.concat_matrix, path_id, Op.use_xobject) lastx, lasty = xo, yo output(*self.gc.pop()) def draw_markers(self, gc, marker_path, marker_trans, path, trans, rgbFace=None): # Same logic as in draw_path_collection len_marker_path = len(marker_path) uses = len(path) if len_marker_path * uses < len_marker_path + uses + 5: RendererBase.draw_markers(self, gc, marker_path, marker_trans, path, trans, rgbFace) return self.check_gc(gc, rgbFace) fill = gc.fill(rgbFace) stroke = gc.stroke() output = self.file.output marker = self.file.markerObject( marker_path, marker_trans, fill, stroke, self.gc._linewidth, gc.get_joinstyle(), gc.get_capstyle()) output(Op.gsave) lastx, lasty = 0, 0 for vertices, code in path.iter_segments( trans, clip=(0, 0, self.file.width*72, self.file.height*72), simplify=False): if len(vertices): x, y = vertices[-2:] if (x < 0 or y < 0 or x > self.file.width * 72 or y > self.file.height * 72): continue dx, dy = x - lastx, y - lasty output(1, 0, 0, 1, dx, dy, Op.concat_matrix, marker, Op.use_xobject) lastx, lasty = x, y output(Op.grestore) def draw_gouraud_triangle(self, gc, points, colors, trans): self.draw_gouraud_triangles(gc, points.reshape((1, 3, 2)), colors.reshape((1, 3, 4)), trans) def draw_gouraud_triangles(self, gc, points, colors, trans): assert len(points) == len(colors) assert points.ndim == 3 assert points.shape[1] == 3 assert points.shape[2] == 2 assert colors.ndim == 3 assert colors.shape[1] == 3 assert colors.shape[2] == 4 shape = points.shape points = points.reshape((shape[0] * shape[1], 2)) tpoints = trans.transform(points) tpoints = tpoints.reshape(shape) name = self.file.addGouraudTriangles(tpoints, colors) self.check_gc(gc) self.file.output(name, Op.shading) def _setup_textpos(self, x, y, angle, oldx=0, oldy=0, oldangle=0): if angle == oldangle == 0: self.file.output(x - oldx, y - oldy, Op.textpos) else: angle = angle / 180.0 * pi self.file.output(cos(angle), sin(angle), -sin(angle), cos(angle), x, y, Op.textmatrix) self.file.output(0, 0, Op.textpos) def draw_mathtext(self, gc, x, y, s, prop, angle): # TODO: fix positioning and encoding width, height, descent, glyphs, rects, used_characters = \ self.mathtext_parser.parse(s, 72, prop) self.merge_used_characters(used_characters) # When using Type 3 fonts, we can't use character codes higher # than 255, so we use the "Do" command to render those # instead. global_fonttype = rcParams['pdf.fonttype'] # Set up a global transformation matrix for the whole math expression a = angle / 180.0 * pi self.file.output(Op.gsave) self.file.output(cos(a), sin(a), -sin(a), cos(a), x, y, Op.concat_matrix) self.check_gc(gc, gc._rgb) self.file.output(Op.begin_text) prev_font = None, None oldx, oldy = 0, 0 for ox, oy, fontname, fontsize, num, symbol_name in glyphs: if is_opentype_cff_font(fontname): fonttype = 42 else: fonttype = global_fonttype if fonttype == 42 or num <= 255: self._setup_textpos(ox, oy, 0, oldx, oldy) oldx, oldy = ox, oy if (fontname, fontsize) != prev_font: self.file.output(self.file.fontName(fontname), fontsize, Op.selectfont) prev_font = fontname, fontsize self.file.output(self.encode_string(unichr(num), fonttype), Op.show) self.file.output(Op.end_text) # If using Type 3 fonts, render all of the multi-byte characters # as XObjects using the 'Do' command. if global_fonttype == 3: for ox, oy, fontname, fontsize, num, symbol_name in glyphs: if is_opentype_cff_font(fontname): fonttype = 42 else: fonttype = global_fonttype if fonttype == 3 and num > 255: self.file.fontName(fontname) self.file.output(Op.gsave, 0.001 * fontsize, 0, 0, 0.001 * fontsize, ox, oy, Op.concat_matrix) name = self.file._get_xobject_symbol_name( fontname, symbol_name) self.file.output(Name(name), Op.use_xobject) self.file.output(Op.grestore) # Draw any horizontal lines in the math layout for ox, oy, width, height in rects: self.file.output(Op.gsave, ox, oy, width, height, Op.rectangle, Op.fill, Op.grestore) # Pop off the global transformation self.file.output(Op.grestore) def draw_tex(self, gc, x, y, s, prop, angle, ismath='TeX!', mtext=None): texmanager = self.get_texmanager() fontsize = prop.get_size_in_points() dvifile = texmanager.make_dvi(s, fontsize) with dviread.Dvi(dvifile, 72) as dvi: page = next(iter(dvi)) # Gather font information and do some setup for combining # characters into strings. The variable seq will contain a # sequence of font and text entries. A font entry is a list # ['font', name, size] where name is a Name object for the # font. A text entry is ['text', x, y, glyphs, x+w] where x # and y are the starting coordinates, w is the width, and # glyphs is a list; in this phase it will always contain just # one one-character string, but later it may have longer # strings interspersed with kern amounts. oldfont, seq = None, [] for x1, y1, dvifont, glyph, width in page.text: if dvifont != oldfont: pdfname = self.file.dviFontName(dvifont) seq += [['font', pdfname, dvifont.size]] oldfont = dvifont # We need to convert the glyph numbers to bytes, and the easiest # way to do this on both Python 2 and 3 is .encode('latin-1') seq += [['text', x1, y1, [six.unichr(glyph).encode('latin-1')], x1+width]] # Find consecutive text strings with constant y coordinate and # combine into a sequence of strings and kerns, or just one # string (if any kerns would be less than 0.1 points). i, curx, fontsize = 0, 0, None while i < len(seq)-1: elt, nxt = seq[i:i+2] if elt[0] == 'font': fontsize = elt[2] elif elt[0] == nxt[0] == 'text' and elt[2] == nxt[2]: offset = elt[4] - nxt[1] if abs(offset) < 0.1: elt[3][-1] += nxt[3][0] elt[4] += nxt[4]-nxt[1] else: elt[3] += [offset*1000.0/fontsize, nxt[3][0]] elt[4] = nxt[4] del seq[i+1] continue i += 1 # Create a transform to map the dvi contents to the canvas. mytrans = Affine2D().rotate_deg(angle).translate(x, y) # Output the text. self.check_gc(gc, gc._rgb) self.file.output(Op.begin_text) curx, cury, oldx, oldy = 0, 0, 0, 0 for elt in seq: if elt[0] == 'font': self.file.output(elt[1], elt[2], Op.selectfont) elif elt[0] == 'text': curx, cury = mytrans.transform_point((elt[1], elt[2])) self._setup_textpos(curx, cury, angle, oldx, oldy) oldx, oldy = curx, cury if len(elt[3]) == 1: self.file.output(elt[3][0], Op.show) else: self.file.output(elt[3], Op.showkern) else: assert False self.file.output(Op.end_text) # Then output the boxes (e.g., variable-length lines of square # roots). boxgc = self.new_gc() boxgc.copy_properties(gc) boxgc.set_linewidth(0) pathops = [Path.MOVETO, Path.LINETO, Path.LINETO, Path.LINETO, Path.CLOSEPOLY] for x1, y1, h, w in page.boxes: path = Path([[x1, y1], [x1+w, y1], [x1+w, y1+h], [x1, y1+h], [0, 0]], pathops) self.draw_path(boxgc, path, mytrans, gc._rgb) def encode_string(self, s, fonttype): if fonttype in (1, 3): return s.encode('cp1252', 'replace') return s.encode('utf-16be', 'replace') def draw_text(self, gc, x, y, s, prop, angle, ismath=False, mtext=None): # TODO: combine consecutive texts into one BT/ET delimited section # This function is rather complex, since there is no way to # access characters of a Type 3 font with codes > 255. (Type # 3 fonts can not have a CIDMap). Therefore, we break the # string into chunks, where each chunk contains exclusively # 1-byte or exclusively 2-byte characters, and output each # chunk a separate command. 1-byte characters use the regular # text show command (Tj), whereas 2-byte characters use the # use XObject command (Do). If using Type 42 fonts, all of # this complication is avoided, but of course, those fonts can # not be subsetted. self.check_gc(gc, gc._rgb) if ismath: return self.draw_mathtext(gc, x, y, s, prop, angle) fontsize = prop.get_size_in_points() if rcParams['pdf.use14corefonts']: font = self._get_font_afm(prop) l, b, w, h = font.get_str_bbox(s) fonttype = 1 else: font = self._get_font_ttf(prop) self.track_characters(font, s) font.set_text(s, 0.0, flags=LOAD_NO_HINTING) fonttype = rcParams['pdf.fonttype'] # We can't subset all OpenType fonts, so switch to Type 42 # in that case. if is_opentype_cff_font(font.fname): fonttype = 42 def check_simple_method(s): """Determine if we should use the simple or woven method to output this text, and chunks the string into 1-byte and 2-byte sections if necessary.""" use_simple_method = True chunks = [] if not rcParams['pdf.use14corefonts']: if fonttype == 3 and not isinstance(s, bytes) and len(s) != 0: # Break the string into chunks where each chunk is either # a string of chars <= 255, or a single character > 255. s = six.text_type(s) for c in s: if ord(c) <= 255: char_type = 1 else: char_type = 2 if len(chunks) and chunks[-1][0] == char_type: chunks[-1][1].append(c) else: chunks.append((char_type, [c])) use_simple_method = (len(chunks) == 1 and chunks[-1][0] == 1) return use_simple_method, chunks def draw_text_simple(): """Outputs text using the simple method.""" self.file.output(Op.begin_text, self.file.fontName(prop), fontsize, Op.selectfont) self._setup_textpos(x, y, angle) self.file.output(self.encode_string(s, fonttype), Op.show, Op.end_text) def draw_text_woven(chunks): """Outputs text using the woven method, alternating between chunks of 1-byte characters and 2-byte characters. Only used for Type 3 fonts.""" chunks = [(a, ''.join(b)) for a, b in chunks] # Do the rotation and global translation as a single matrix # concatenation up front self.file.output(Op.gsave) a = angle / 180.0 * pi self.file.output(cos(a), sin(a), -sin(a), cos(a), x, y, Op.concat_matrix) # Output all the 1-byte characters in a BT/ET group, then # output all the 2-byte characters. for mode in (1, 2): newx = oldx = 0 # Output a 1-byte character chunk if mode == 1: self.file.output(Op.begin_text, self.file.fontName(prop), fontsize, Op.selectfont) for chunk_type, chunk in chunks: if mode == 1 and chunk_type == 1: self._setup_textpos(newx, 0, 0, oldx, 0, 0) self.file.output(self.encode_string(chunk, fonttype), Op.show) oldx = newx lastgind = None for c in chunk: ccode = ord(c) gind = font.get_char_index(ccode) if gind is not None: if mode == 2 and chunk_type == 2: glyph_name = font.get_glyph_name(gind) self.file.output(Op.gsave) self.file.output(0.001 * fontsize, 0, 0, 0.001 * fontsize, newx, 0, Op.concat_matrix) name = self.file._get_xobject_symbol_name( font.fname, glyph_name) self.file.output(Name(name), Op.use_xobject) self.file.output(Op.grestore) # Move the pointer based on the character width # and kerning glyph = font.load_char(ccode, flags=LOAD_NO_HINTING) if lastgind is not None: kern = font.get_kerning( lastgind, gind, KERNING_UNFITTED) else: kern = 0 lastgind = gind newx += kern/64.0 + glyph.linearHoriAdvance/65536.0 if mode == 1: self.file.output(Op.end_text) self.file.output(Op.grestore) use_simple_method, chunks = check_simple_method(s) if use_simple_method: return draw_text_simple() else: return draw_text_woven(chunks) def get_text_width_height_descent(self, s, prop, ismath): if rcParams['text.usetex']: texmanager = self.get_texmanager() fontsize = prop.get_size_in_points() w, h, d = texmanager.get_text_width_height_descent(s, fontsize, renderer=self) return w, h, d if ismath: w, h, d, glyphs, rects, used_characters = \ self.mathtext_parser.parse(s, 72, prop) elif rcParams['pdf.use14corefonts']: font = self._get_font_afm(prop) l, b, w, h, d = font.get_str_bbox_and_descent(s) scale = prop.get_size_in_points() w *= scale / 1000 h *= scale / 1000 d *= scale / 1000 else: font = self._get_font_ttf(prop) font.set_text(s, 0.0, flags=LOAD_NO_HINTING) w, h = font.get_width_height() scale = (1.0 / 64.0) w *= scale h *= scale d = font.get_descent() d *= scale return w, h, d def _get_font_afm(self, prop): key = hash(prop) font = self.afm_font_cache.get(key) if font is None: filename = findfont( prop, fontext='afm', directory=self.file._core14fontdir) if filename is None: filename = findfont( "Helvetica", fontext='afm', directory=self.file._core14fontdir) font = self.afm_font_cache.get(filename) if font is None: with open(filename, 'rb') as fh: font = AFM(fh) self.afm_font_cache[filename] = font self.afm_font_cache[key] = font return font def _get_font_ttf(self, prop): filename = findfont(prop) font = get_font(filename) font.clear() font.set_size(prop.get_size_in_points(), 72) return font def flipy(self): return False def get_canvas_width_height(self): return self.file.width * 72.0, self.file.height * 72.0 def new_gc(self): return GraphicsContextPdf(self.file) class GraphicsContextPdf(GraphicsContextBase): def __init__(self, file): GraphicsContextBase.__init__(self) self._fillcolor = (0.0, 0.0, 0.0) self._effective_alphas = (1.0, 1.0) self.file = file self.parent = None def __repr__(self): d = dict(self.__dict__) del d['file'] del d['parent'] return repr(d) def stroke(self): """ Predicate: does the path need to be stroked (its outline drawn)? This tests for the various conditions that disable stroking the path, in which case it would presumably be filled. """ # _linewidth > 0: in pdf a line of width 0 is drawn at minimum # possible device width, but e.g., agg doesn't draw at all return (self._linewidth > 0 and self._alpha > 0 and (len(self._rgb) <= 3 or self._rgb[3] != 0.0)) def fill(self, *args): """ Predicate: does the path need to be filled? An optional argument can be used to specify an alternative _fillcolor, as needed by RendererPdf.draw_markers. """ if len(args): _fillcolor = args[0] else: _fillcolor = self._fillcolor return (self._hatch or (_fillcolor is not None and (len(_fillcolor) <= 3 or _fillcolor[3] != 0.0))) def paint(self): """ Return the appropriate pdf operator to cause the path to be stroked, filled, or both. """ return Op.paint_path(self.fill(), self.stroke()) capstyles = {'butt': 0, 'round': 1, 'projecting': 2} joinstyles = {'miter': 0, 'round': 1, 'bevel': 2} def capstyle_cmd(self, style): return [self.capstyles[style], Op.setlinecap] def joinstyle_cmd(self, style): return [self.joinstyles[style], Op.setlinejoin] def linewidth_cmd(self, width): return [width, Op.setlinewidth] def dash_cmd(self, dashes): offset, dash = dashes if dash is None: dash = [] offset = 0 return [list(dash), offset, Op.setdash] def alpha_cmd(self, alpha, forced, effective_alphas): name = self.file.alphaState(effective_alphas) return [name, Op.setgstate] def hatch_cmd(self, hatch, hatch_color): if not hatch: if self._fillcolor is not None: return self.fillcolor_cmd(self._fillcolor) else: return [Name('DeviceRGB'), Op.setcolorspace_nonstroke] else: hatch_style = (hatch_color, self._fillcolor, hatch) name = self.file.hatchPattern(hatch_style) return [Name('Pattern'), Op.setcolorspace_nonstroke, name, Op.setcolor_nonstroke] def rgb_cmd(self, rgb): if rcParams['pdf.inheritcolor']: return [] if rgb[0] == rgb[1] == rgb[2]: return [rgb[0], Op.setgray_stroke] else: return list(rgb[:3]) + [Op.setrgb_stroke] def fillcolor_cmd(self, rgb): if rgb is None or rcParams['pdf.inheritcolor']: return [] elif rgb[0] == rgb[1] == rgb[2]: return [rgb[0], Op.setgray_nonstroke] else: return list(rgb[:3]) + [Op.setrgb_nonstroke] def push(self): parent = GraphicsContextPdf(self.file) parent.copy_properties(self) parent.parent = self.parent self.parent = parent return [Op.gsave] def pop(self): assert self.parent is not None self.copy_properties(self.parent) self.parent = self.parent.parent return [Op.grestore] def clip_cmd(self, cliprect, clippath): """Set clip rectangle. Calls self.pop() and self.push().""" cmds = [] # Pop graphics state until we hit the right one or the stack is empty while ((self._cliprect, self._clippath) != (cliprect, clippath) and self.parent is not None): cmds.extend(self.pop()) # Unless we hit the right one, set the clip polygon if ((self._cliprect, self._clippath) != (cliprect, clippath) or self.parent is None): cmds.extend(self.push()) if self._cliprect != cliprect: cmds.extend([cliprect, Op.rectangle, Op.clip, Op.endpath]) if self._clippath != clippath: path, affine = clippath.get_transformed_path_and_affine() cmds.extend( PdfFile.pathOperations(path, affine, simplify=False) + [Op.clip, Op.endpath]) return cmds commands = ( # must come first since may pop (('_cliprect', '_clippath'), clip_cmd), (('_alpha', '_forced_alpha', '_effective_alphas'), alpha_cmd), (('_capstyle',), capstyle_cmd), (('_fillcolor',), fillcolor_cmd), (('_joinstyle',), joinstyle_cmd), (('_linewidth',), linewidth_cmd), (('_dashes',), dash_cmd), (('_rgb',), rgb_cmd), # must come after fillcolor and rgb (('_hatch', '_hatch_color'), hatch_cmd), ) def delta(self, other): """ Copy properties of other into self and return PDF commands needed to transform self into other. """ cmds = [] fill_performed = False for params, cmd in self.commands: different = False for p in params: ours = getattr(self, p) theirs = getattr(other, p) try: if (ours is None or theirs is None): different = bool(not(ours is theirs)) else: different = bool(ours != theirs) except ValueError: ours = np.asarray(ours) theirs = np.asarray(theirs) different = (ours.shape != theirs.shape or np.any(ours != theirs)) if different: break # Need to update hatching if we also updated fillcolor if params == ('_hatch', '_hatch_color') and fill_performed: different = True if different: if params == ('_fillcolor',): fill_performed = True theirs = [getattr(other, p) for p in params] cmds.extend(cmd(self, *theirs)) for p in params: setattr(self, p, getattr(other, p)) return cmds def copy_properties(self, other): """ Copy properties of other into self. """ GraphicsContextBase.copy_properties(self, other) fillcolor = getattr(other, '_fillcolor', self._fillcolor) effective_alphas = getattr(other, '_effective_alphas', self._effective_alphas) self._fillcolor = fillcolor self._effective_alphas = effective_alphas def finalize(self): """ Make sure every pushed graphics state is popped. """ cmds = [] while self.parent is not None: cmds.extend(self.pop()) return cmds ######################################################################## # # The following functions and classes are for pylab and implement # window/figure managers, etc... # ######################################################################## class PdfPages(object): """ A multi-page PDF file. Examples -------- >>> import matplotlib.pyplot as plt >>> # Initialize: >>> with PdfPages('foo.pdf') as pdf: ... # As many times as you like, create a figure fig and save it: ... fig = plt.figure() ... pdf.savefig(fig) ... # When no figure is specified the current figure is saved ... pdf.savefig() Notes ----- In reality :class:`PdfPages` is a thin wrapper around :class:`PdfFile`, in order to avoid confusion when using :func:`~matplotlib.pyplot.savefig` and forgetting the format argument. """ __slots__ = ('_file', 'keep_empty') def __init__(self, filename, keep_empty=True, metadata=None): """ Create a new PdfPages object. Parameters ---------- filename : str Plots using :meth:`PdfPages.savefig` will be written to a file at this location. The file is opened at once and any older file with the same name is overwritten. keep_empty : bool, optional If set to False, then empty pdf files will be deleted automatically when closed. metadata : dictionary, optional Information dictionary object (see PDF reference section 10.2.1 'Document Information Dictionary'), e.g.: `{'Creator': 'My software', 'Author': 'Me', 'Title': 'Awesome fig'}` The standard keys are `'Title'`, `'Author'`, `'Subject'`, `'Keywords'`, `'Creator'`, `'Producer'`, `'CreationDate'`, `'ModDate'`, and `'Trapped'`. Values have been predefined for `'Creator'`, `'Producer'` and `'CreationDate'`. They can be removed by setting them to `None`. """ self._file = PdfFile(filename, metadata=metadata) self.keep_empty = keep_empty def __enter__(self): return self def __exit__(self, exc_type, exc_val, exc_tb): self.close() def close(self): """ Finalize this object, making the underlying file a complete PDF file. """ self._file.finalize() self._file.close() if (self.get_pagecount() == 0 and not self.keep_empty and not self._file.passed_in_file_object): os.remove(self._file.fh.name) self._file = None def infodict(self): """ Return a modifiable information dictionary object (see PDF reference section 10.2.1 'Document Information Dictionary'). """ return self._file.infoDict def savefig(self, figure=None, **kwargs): """ Saves a :class:`~matplotlib.figure.Figure` to this file as a new page. Any other keyword arguments are passed to :meth:`~matplotlib.figure.Figure.savefig`. Parameters ---------- figure : :class:`~matplotlib.figure.Figure` or int, optional Specifies what figure is saved to file. If not specified, the active figure is saved. If a :class:`~matplotlib.figure.Figure` instance is provided, this figure is saved. If an int is specified, the figure instance to save is looked up by number. """ if isinstance(figure, Figure): figure.savefig(self, format='pdf', **kwargs) else: if figure is None: figureManager = Gcf.get_active() else: figureManager = Gcf.get_fig_manager(figure) if figureManager is None: raise ValueError("No such figure: " + repr(figure)) else: figureManager.canvas.figure.savefig(self, format='pdf', **kwargs) def get_pagecount(self): """ Returns the current number of pages in the multipage pdf file. """ return len(self._file.pageList) def attach_note(self, text, positionRect=[-100, -100, 0, 0]): """ Add a new text note to the page to be saved next. The optional positionRect specifies the position of the new note on the page. It is outside the page per default to make sure it is invisible on printouts. """ self._file.newTextnote(text, positionRect) class FigureCanvasPdf(FigureCanvasBase): """ The canvas the figure renders into. Calls the draw and print fig methods, creates the renderers, etc... Attributes ---------- figure : `matplotlib.figure.Figure` A high-level Figure instance """ fixed_dpi = 72 def draw(self): pass filetypes = {'pdf': 'Portable Document Format'} def get_default_filetype(self): return 'pdf' def print_pdf(self, filename, **kwargs): image_dpi = kwargs.get('dpi', 72) # dpi to use for images self.figure.set_dpi(72) # there are 72 pdf points to an inch width, height = self.figure.get_size_inches() if isinstance(filename, PdfPages): file = filename._file else: file = PdfFile(filename, metadata=kwargs.pop("metadata", None)) try: file.newPage(width, height) _bbox_inches_restore = kwargs.pop("bbox_inches_restore", None) renderer = MixedModeRenderer( self.figure, width, height, image_dpi, RendererPdf(file, image_dpi, height, width), bbox_inches_restore=_bbox_inches_restore) self.figure.draw(renderer) renderer.finalize() file.finalize() finally: if isinstance(filename, PdfPages): # finish off this page file.endStream() else: # we opened the file above; now finish it off file.close() class FigureManagerPdf(FigureManagerBase): pass @_Backend.export class _BackendPdf(_Backend): FigureCanvas = FigureCanvasPdf FigureManager = FigureManagerPdf
mit
krafczyk/spack
var/spack/repos/builtin/packages/py-iminuit/package.py
5
1801
############################################################################## # Copyright (c) 2013-2018, Lawrence Livermore National Security, LLC. # Produced at the Lawrence Livermore National Laboratory. # # This file is part of Spack. # Created by Todd Gamblin, tgamblin@llnl.gov, All rights reserved. # LLNL-CODE-647188 # # For details, see https://github.com/spack/spack # Please also see the NOTICE and LICENSE files for our notice and the LGPL. # # This program is free software; you can redistribute it and/or modify # it under the terms of the GNU Lesser General Public License (as # published by the Free Software Foundation) version 2.1, February 1999. # # This program is distributed in the hope that it will be useful, but # WITHOUT ANY WARRANTY; without even the IMPLIED WARRANTY OF # MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the terms and # conditions of the GNU Lesser General Public License for more details. # # You should have received a copy of the GNU Lesser General Public # License along with this program; if not, write to the Free Software # Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA ############################################################################## from spack import * class PyIminuit(PythonPackage): """Interactive IPython-Friendly Minimizer based on SEAL Minuit2.""" homepage = "https://pypi.python.org/pypi/iminuit" url = "https://pypi.io/packages/source/i/iminuit/iminuit-1.2.tar.gz" version('1.2', '4701ec472cae42015e26251703e6e984') # Required dependencies depends_on('py-setuptools', type='build') # Optional dependencies depends_on('py-numpy', type=('build', 'run')) depends_on('py-matplotlib', type=('build', 'run')) depends_on('py-cython', type='build')
lgpl-2.1
stineb/sofun
get_sitelist_simsuite.py
1
1708
import pandas import os import os.path ##-------------------------------------------------------------------- ## Simulation suite ## - "swissface" ## - "fluxnet" ## - "fluxnet2015" ## - "fluxnet_cnmodel" ## - "gcme" ## - "campi" ## - "campi_cmodel" ## - "fluxnet_fixalloc" ## - "atkin" ## - "atkinfull" ## - "olson" ## - "olson_cmodel" ##-------------------------------------------------------------------- ## For global simulations, set simsuite to 'global'. ## This links NetCDF input files from directories mirrored locally from ## /work/bstocker/labprentice/data on Imperial's HPC CX1 server into the ## input directory structure required for SOFUN. ##-------------------------------------------------------------------- ## For an example simulation (simulation name 'EXAMPLE_global'), set ## simsuite to 'example'. This should work after cloning this repo ## from github. ##-------------------------------------------------------------------- simsuite = 'fluxnet2015' ##-------------------------------------------------------------------- ## Get site/experiment names ##-------------------------------------------------------------------- filnam_siteinfo_csv = '../input_' + simsuite + '_sofun/experiments_' + simsuite + '_sofun.csv' if os.path.exists( filnam_siteinfo_csv ): print 'reading site information file ' + filnam_siteinfo_csv + ' ...' siteinfo = pandas.read_csv( filnam_siteinfo_csv ) elif simsuite == 'example': print 'Executing single example simulation...' else: print 'site info file does not exist: ' + filnam_siteinfo_csv print 'writing file sitelist.txt' fil = open('sitelist.txt', 'w') for index, row in siteinfo.iterrows(): fil.write( row['expname'] + '\n' )
lgpl-2.1
MohamedAbdultawab/FOC_RiceUniv
algorithmic-thinking-1/module-2-project-and-application/02_application-2-analysis-of-a-computer-network/main.py
1
13373
#!/usr/bin python3.5 import random import time from itertools import chain import matplotlib.pyplot as plt from collections import deque from copy import deepcopy class Queue(object): """ Queue wrapper implementation of deque """ def __init__(self, arg=list()): self._queue = deque(arg) def __iter__(self): # TODO: find a way to do it without using sorted for value in sorted(self._queue, reverse=False): yield value def __len__(self): return len(self._queue) def __str__(self): return str(self._queue) def enqueue(self, value): """ docstring for enqueue """ self._queue.appendleft(value) def dequeue(self): """ docstring for dequeue """ return self._queue.pop() def is_empty(self): """ Return True when the queue is empty False otherwise """ return True if len(self._queue) == 0 else False def clear(self): """ Clear out the queue """ self._queue.clear() class UPATrial: """ Simple class to encapsulate optimizated trials for the UPA algorithm Maintains a list of node numbers with multiple instance of each number. The number of instances of each node number are in the same proportion as the desired probabilities Uses random.choice() to select a node number from this list for each trial. """ def __init__(self, num_nodes): """ Initialize a UPATrial object corresponding to a complete graph with num_nodes nodes Note the initial list of node numbers has num_nodes copies of each node number """ self._num_nodes = num_nodes self._node_numbers = [node for node in range(num_nodes) for dummy_idx in range(num_nodes)] def run_trial(self, num_nodes): """ Conduct num_nodes trials using by applying random.choice() to the list of node numbers Updates the list of node numbers so that each node number appears in correct ratio Returns: Set of nodes """ # compute the neighbors for the newly-created node new_node_neighbors = set() for _ in range(num_nodes): new_node_neighbors.add(random.choice(self._node_numbers)) # update the list of node numbers so that each node number # appears in the correct ratio self._node_numbers.append(self._num_nodes) for dummy_idx in range(len(new_node_neighbors)): self._node_numbers.append(self._num_nodes) self._node_numbers.extend(list(new_node_neighbors)) # update the number of nodes self._num_nodes += 1 return new_node_neighbors def timeit(func, *args, **kwargs): start = time.time() func(*args, **kwargs) return time.time() - start def make_graph(nodes, edges): """Returns a graph from a list of nodes and a list of edges represented as tuples""" graph = dict() for node in nodes: graph[node] = set() for edge in edges: graph[edge[0]].add(edge[1]) return graph def remove_node(graph, node): for neighbor in graph[node]: graph[neighbor].remove(node) del graph[node] def make_complete_graph(num_nodes): """Returns a complete graph""" nodes = list(range(num_nodes)) edges = [(node_1, node_2) for node_1 in nodes for node_2 in nodes if node_1 != node_2] return make_graph(nodes, edges) def make_er(num_nodes, probability): nodes = list(range(num_nodes)) edges = list(chain.from_iterable([(i, j), (j, i)] for i in nodes for j in nodes if i != j and random.random() < probability)) return make_graph(nodes, edges) def make_upa(num_edges, num_nodes): graph = make_complete_graph(num_edges) trials = UPATrial(num_edges) for node in range(num_edges, num_nodes): new_nodes = trials.run_trial(num_edges) graph[node] = new_nodes for neighbor in new_nodes: graph[neighbor].add(node) return graph def load_graph_data(file_name): """ Function that loads a graph given a text representation of the graph Returns a dictionary that models a graph """ graph_file = open(file_name) graph_text = graph_file.read() graph_lines = graph_text.split('\n') graph_file.close() graph_lines = graph_lines[:-1] print("Loaded graph with", len(graph_lines), "nodes") nodes = [] edges = [] for line in graph_lines: neighbors = line.split(' ') node = int(neighbors[0]) nodes.append(node) for neighbor in neighbors[1:-1]: edges.append((node, int(neighbor))) edges.append((node, int(neighbor))[::-1]) return nodes, edges def bfs_visited(ugraph, start_node): """ Breadth-first search implementation Takes the undirected graph #ugraph and the node #start_node Returns the set consisting of all nodes that are visited by a breadth-first search that starts at start_node. """ queue = Queue() visited = set() visited.add(start_node) queue.enqueue(start_node) while not queue.is_empty(): node = queue.dequeue() for neighbor in ugraph[node]: if neighbor not in visited: visited.add(neighbor) queue.enqueue(neighbor) return visited def cc_visited(ugraph): """ Compute connected components Takes the undirected graph #ugraph Returns a list of sets, where each set consists of all the nodes in a connected component, and there is exactly one set in the list for each connected component in ugraph and nothing else. """ remaining_nodes = set(ugraph.keys()) connected_components = list() while remaining_nodes: node = random.choice(list(remaining_nodes)) visited = bfs_visited(ugraph, node) connected_components.append(visited) remaining_nodes.difference_update(visited) return connected_components def largest_cc_size(ugraph): """Takes the undirected graph #ugraph. Returns the size (an integer) of the largest connected component in ugraph. """ connected_components = cc_visited(ugraph) if not connected_components: return 0 return len(sorted(connected_components, key=len, reverse=True)[0]) def compute_resilience(ugraph, attack_order): """Takes the undirected graph #ugraph, a list of nodes #attack_order For each node in the list, the function removes the given node and its edges from the graph and then computes the size of the largest connected component for the resulting graph. Returns a list whose k+1th entry is the size of the largest connected component in the graph after the removal of the first k nodes in attack_order. The first entry (indexed by zero) is the size of the largest connected component in the original graph. """ ugraph = deepcopy(ugraph) cc_lst = list() for node in attack_order: cc_lst.append(largest_cc_size(ugraph)) remove_node(ugraph, node) cc_lst.append(largest_cc_size(ugraph)) return cc_lst def random_order(graph): nodes = list(graph.keys()) random.shuffle(nodes) return nodes def fast_targeted_order(graph): graph = deepcopy(graph) graph_length = len(graph) degree_sets = [set([]) for degree in range(graph_length)] for i in graph.keys(): d = len(graph[i]) degree_sets[d].add(i) order = [] for k in range(len(graph) - 1, -1, -1): while degree_sets[k]: node = degree_sets[k].pop() for neighbor in graph[node]: d = len(graph[neighbor]) degree_sets[d].remove(neighbor) degree_sets[d - 1].add(neighbor) order.append(node) remove_node(graph, node) return order def targeted_order(graph): """ Compute a targeted attack order consisting of nodes of maximal degree Returns: A list of nodes """ # copy the graph new_graph = deepcopy(graph) order = [] while len(new_graph) > 0: max_degree = -1 for node in new_graph: if len(new_graph[node]) > max_degree: max_degree = len(new_graph[node]) max_degree_node = node neighbors = new_graph[max_degree_node] new_graph.pop(max_degree_node) for neighbor in neighbors: new_graph[neighbor].remove(max_degree_node) order.append(max_degree_node) return order ################################################## # Application 2 questions def Q1(): # Generating graphs nodes, edges = load_graph_data('alg_rf7.txt') num_nodes = len(nodes) # Computer Network graph comp_net_graph = make_graph(nodes, edges) # Erdos and Renyi graph er_graph = make_er(num_nodes, .002) # Preferential Attachment graph pa_graph = make_upa(3, num_nodes) comp_attack_order = random_order(comp_net_graph) er_attack_order = random_order(er_graph) pa_attack_order = random_order(pa_graph) comp_resilience = compute_resilience(comp_net_graph, comp_attack_order) er_resilience = compute_resilience(er_graph, er_attack_order) pa_resilience = compute_resilience(pa_graph, pa_attack_order) plt.figure(figsize=(7, 7), dpi=300) plt.plot(comp_resilience, color='blue', label='Computer Network') plt.plot(er_resilience, color='green', label='ER random graph') plt.plot(pa_resilience, color='red', label='UPA graph') plt.title('Resilience of different graphs', fontsize=18, color='#ff8800') plt.xlabel('Number of nodes removed', fontsize=14, color='#ff8800') plt.ylabel('Size of the largest connected component', fontsize=14, color='#ff8800') plt.legend(loc='best', labels=['Computer Network', 'ER random graph, P = .02', 'UPA graph, M = 3']) # plt.show() plt.savefig('Q1', dpi=300, format='png', transparent=False, orientation='landscape', bbox_inches='tight', pad_inches=0.3) # print(len(comp_net_graph), sum([len(x) for x in comp_net_graph.values()]) // 2, largest_cc_size(comp_net_graph)) # print(len(er_graph), sum([len(x) for x in er_graph.values()]) // 2, largest_cc_size(er_graph)) # print(len(pa_graph), sum([len(x) for x in pa_graph.values()]) // 2, largest_cc_size(pa_graph)) def Q3(): """ fast_targeted_order: fast targeted_order: slow """ graph_lengths = range(10, 1000, 10) graphs = [make_upa(5, x) for x in graph_lengths] fast_times = [timeit(fast_targeted_order, graph) for graph in graphs] slow_times = [timeit(targeted_order, graph) for graph in graphs] # Plotting plt.plot(graph_lengths, fast_times, color='b', label='fast_targeted_order') plt.plot(graph_lengths, slow_times, color='g', label='targeted_order') plt.title('Regular and fast targeted order - Desktop', fontsize=18, color='#ff8800') plt.xlabel('Size of graph, with M = 5', fontsize=14, color='#ff8800') plt.ylabel('Time in seconds', fontsize=14, color='#ff8800') plt.legend(loc='best', labels=['fast_targeted_order', 'targeted_order']) plt.show() # plt.savefig('Q3', dpi=300, format='png', transparent=False, orientation='landscape', bbox_inches='tight', pad_inches=0.3) def Q4(): # Generating graphs nodes, edges = load_graph_data('alg_rf7.txt') num_nodes = len(nodes) # Computer Network graph comp_net_graph = make_graph(nodes, edges) # Erdos and Renyi graph er_graph = make_er(num_nodes, .002) # Preferential Attachment graph pa_graph = make_upa(3, num_nodes) comp_attack_order = fast_targeted_order(comp_net_graph) er_attack_order = fast_targeted_order(er_graph) pa_attack_order = fast_targeted_order(pa_graph) comp_resilience = compute_resilience(comp_net_graph, comp_attack_order) er_resilience = compute_resilience(er_graph, er_attack_order) pa_resilience = compute_resilience(pa_graph, pa_attack_order) # Plotting plt.plot(comp_resilience, color='blue', label='Computer Network') plt.plot(er_resilience, color='green', label='ER random graph') plt.plot(pa_resilience, color='red', label='UPA graph') plt.title('Resilience of different graphs under tageted attacks\nusing fast_targeted_order', fontsize=18, color='#ff8800') plt.xlabel('Number of nodes removed', fontsize=14, color='#ff8800') plt.ylabel('Size of the largest connected component', fontsize=14, color='#ff8800') plt.legend(loc='best', labels=['Computer Network', 'ER random graph, P = .02', 'UPA graph, M = 3']) # plt.show() plt.savefig('Q4', dpi=300, format='png', transparent=False, orientation='landscape', bbox_inches='tight', pad_inches=0.3) # print(timeit(Q1))
gpl-3.0
grehx/spark-tk
regression-tests/sparktkregtests/testcases/graph/graph_connected_test.py
1
2428
# vim: set encoding=utf-8 # Copyright (c) 2016 Intel Corporation  # # 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. # """Test connected_components graphx, Valuesare checked against networkx""" import unittest from sparktkregtests.lib import sparktk_test class ConnectedComponents(sparktk_test.SparkTKTestCase): def test_connected_component(self): """ Tests the graphx connected components in ATK""" super(ConnectedComponents, self).setUp() graph_data = self.get_file("clique_10.csv") schema = [('src', str), ('dst', str)] # set up the vertex frame, which is the union of the src and # the dst columns of the edges self.frame = self.context.frame.import_csv(graph_data, schema=schema) self.vertices = self.frame.copy() self.vertices2 = self.frame.copy() self.vertices.rename_columns({"src": "id"}) self.vertices.drop_columns(["dst"]) self.vertices2.rename_columns({"dst": "id"}) self.vertices2.drop_columns(["src"]) self.vertices.append(self.vertices2) self.vertices.drop_duplicates() self.vertices.sort("id") self.frame.add_columns(lambda x: 2, ("value", int)) self.graph = self.context.graph.create(self.vertices, self.frame) components = self.graph.connected_components() components.sort('id') components.add_columns( lambda x: x['id'].split('_')[1], ("element", str)) frame = components.to_pandas(components.count()) group = frame.groupby('component').agg(lambda x: x.nunique()) # Each component should only have 1 element value, the name of the # component for _, row in group.iterrows(): self.assertEqual(row['element'], 1) if __name__ == '__main__': unittest.main()
apache-2.0
mblondel/scikit-learn
benchmarks/bench_plot_ward.py
290
1260
""" Benchmark scikit-learn's Ward implement compared to SciPy's """ import time import numpy as np from scipy.cluster import hierarchy import pylab as pl from sklearn.cluster import AgglomerativeClustering ward = AgglomerativeClustering(n_clusters=3, linkage='ward') n_samples = np.logspace(.5, 3, 9) n_features = np.logspace(1, 3.5, 7) N_samples, N_features = np.meshgrid(n_samples, n_features) scikits_time = np.zeros(N_samples.shape) scipy_time = np.zeros(N_samples.shape) for i, n in enumerate(n_samples): for j, p in enumerate(n_features): X = np.random.normal(size=(n, p)) t0 = time.time() ward.fit(X) scikits_time[j, i] = time.time() - t0 t0 = time.time() hierarchy.ward(X) scipy_time[j, i] = time.time() - t0 ratio = scikits_time / scipy_time pl.figure("scikit-learn Ward's method benchmark results") pl.imshow(np.log(ratio), aspect='auto', origin="lower") pl.colorbar() pl.contour(ratio, levels=[1, ], colors='k') pl.yticks(range(len(n_features)), n_features.astype(np.int)) pl.ylabel('N features') pl.xticks(range(len(n_samples)), n_samples.astype(np.int)) pl.xlabel('N samples') pl.title("Scikit's time, in units of scipy time (log)") pl.show()
bsd-3-clause
B0BBB/ProxyVotingSim
Main.py
1
6988
from collections import defaultdict from random import sample from time import time import csv import matplotlib.pyplot as plt import numpy as np from sympy.printing.pretty.pretty_symbology import pretty_symbol # Library located at https://pypi.python.org/pypi/Distance/ from Simulations import create_mel_dist, create_f_pop, create_ballots, reset_active_agents, \ get_proxy_ranks from utils import borda_voting_rule from config import * def main(): print 'All set, the parameters are:', pretty_symbol('phi'), '=', PHI, 'A =', A, 'N =', N, 'Iterations =', Runs print 'Population Size =', PopSize, 'Truth =', Truth, 'Vnearest =', Vnearest print 'Weights will be calculated for', WN, 'Agents \n' print 'Creating Mellow\'s Distribution for the Data Set \n' distance_table = defaultdict(list) weight_table = defaultdict(list) counter = 1 create_mel_dist(Truth, PHI, distance) print 'Creating Population \n' data = create_f_pop(PopSize, Mel) print 'Running Simulations \n' for n in range(2, N + 1): stime = time() for run in range(Runs): active_agents = sample(data, n) for scenario in Scenarios: # If number of agents smaller than Vnearest append 0 and continue if scenario.upper() == 'V': if n < Vnearest: distance_table[(n, scenario)] += [] continue reset_active_agents(data, scenario) ballots = create_ballots(data, active_agents, scenario) result = borda_voting_rule(ballots, A) distance_table[(n, scenario)] += [distance(result, Truth)] if scenario.upper() == 'P' and n == WN: # currently saves the weight, the key is the number of the simulation weight_table[('P', counter)] += get_proxy_ranks(active_agents) elif scenario.upper() == 'V' and n == WN: weight_table[('V', counter)] = get_proxy_ranks(active_agents) counter += 1 if (time() - stime) < 60: print 'Simulation number', counter, 'Number of active agents:', n, 'Exec Time:', int(time() - stime), 'Sec ' else: print 'Simulation number', counter, 'Number of active agents:', n, 'Exec Time:', ( time() - stime) / 60, 'Min ' dist_table = {} weight_table_p = [0] * WN weight_table_v = [0] * WN # Creates the table dict, which contains the average distances from all the Runs (simulations), # if it's an empty list will add 'None' - for the V scenario for n, s in distance_table: if distance_table[(n, s)]: dist_table[(n, s)] = np.average(distance_table[(n, s)]) else: dist_table[(n, s)] = None for i in range(WN): for k in weight_table: if k[0] == 'P': weight_table_p[i] += weight_table[k][i] else: weight_table_v[i] += weight_table[k][i] for i in range(WN): weight_table_v[i] = weight_table_v[i] / float(Runs) weight_table_p[i] = weight_table_p[i] / float(Runs) # Creating an empty list for each scenario Blist, Plist, Vlist, Elist = [], [], [], [] # Create list with the average distances for each scenario for i in range(2, N + 1): for scenario in Scenarios: if scenario.upper() == 'B': Blist.append(dist_table[(i, scenario)]) elif scenario.upper() == 'P': Plist.append(dist_table[(i, scenario)]) elif scenario.upper() == 'V': Vlist.append(dist_table[(i, scenario)]) elif scenario.upper() == 'E': Elist.append(dist_table[(i, scenario)]) index_a = np.arange(2, N + 1) # Define the current figure, all functions/commands will apply to the current figure plt.figure(1) avg_errors = [] # Each plot function is a specific line (scenario) avg_errors.extend(plt.plot(index_a, Blist, color='b', linestyle='--', marker='o', markerfacecolor='b', label='B')) avg_errors.extend(plt.plot(index_a, Plist, color='m', linestyle='-.', marker='D', markerfacecolor='m', label='P')) avg_errors.extend(plt.plot(index_a, Vlist, color='c', linestyle=':', marker='p', markerfacecolor='c', label='V')) avg_errors.extend(plt.plot(index_a, Elist, color='g', linestyle='-', marker='s', markerfacecolor='g', label='E')) plt.setp(avg_errors, linewidth=2, markersize=5) plt.xlabel('Number of Active Subset') plt.ylabel('Avg Dist from T') plt.title( 'Distance from the Truth with ' + str(Runs) + ' simulations \nPopulation size: ' + str(PopSize) + pretty_symbol( 'phi') + str(PHI) + ' A=' + str(A)) plt.xticks(index_a, range(2, N + 1)) # Legend Box appearance plt.legend(shadow=True, fancybox=True) # Auto layout design function plt.tight_layout() # # Generates a unique image name # figname = '.\Plots\Error' # figname += 'A=' + str(A) + 'PHI=' + str(PHI) + 'V=' + str(Vnearest) # figname += '-' + str(time()) # figname += '.png' # # Saves the generated figures # plt.savefig(figname, dpi=200) # # Closes the current figure # plt.close() # set a new current figure plt.figure(2) # Plotting the weights graphs index_b = np.arange(1, WN + 1) avg_weights = [] avg_weights.extend( plt.plot(index_b, weight_table_p, color='y', linestyle='-', marker='s', markerfacecolor='y', label='Proxy')) avg_weights.extend( plt.plot(index_b, weight_table_v, color='r', linestyle='-', marker='s', markerfacecolor='r', label='Virtual Proxy')) plt.setp(avg_weights, linewidth=2, markersize=5) plt.xlabel('The rank of the Active agent') plt.ylabel('Average Weight') plt.title('The average weights of the proxies ' + str(Runs) + ' simulations \nPopulation size: ' + str(PopSize)) plt.xticks(index_b, range(1, WN + 1)) # Legend Box appearance plt.legend(shadow=True, fancybox=True) # Auto layout design function plt.tight_layout() # # Generates a unique image name # figname = '.\Plots\Weights' # figname += 'A= ' + str(A) + ' PHI= ' + str(PHI) + ' WN= ' + str(WN) # figname += ' -' + str(time()) # figname += '.png' # # Saves the generated figures # plt.savefig(figname, dpi=150) # # Closes the current figure # plt.close() # The rendering function - shows the output on the screen plt.show() # Record the population in a CSV file with open('some.csv', 'wb') as f: writer = csv.writer(f) writer.writerow(['Agents Location']) for i in data: x = tuple(['D=', distance(Truth, i.location)]) writer.writerow(i.location + x) if __name__ == '__main__': main()
mit
dandanvidi/in-vivo-enzyme-kinetics
scripts/pFVA.py
3
1834
import pandas as pd from cobra.core import Metabolite, Reaction from cobra.io.sbml import create_cobra_model_from_sbml_file from cobra.manipulation.modify import convert_to_irreversible, revert_to_reversible from cobra.flux_analysis.variability import flux_variability_analysis gc = pd.DataFrame.from_csv('../data/growth_conditions.csv') gc = gc[gc.media_key>0] m = create_cobra_model_from_sbml_file('../data/iJO1366.xml') convert_to_irreversible(m) fake = Metabolite(id='fake') m.add_metabolites(fake) for r in m.reactions: r.add_metabolites({fake:1}) flux_counter = Reaction(name='flux_counter') flux_counter.add_metabolites(metabolites={fake:-1}) m.add_reaction(flux_counter) m.change_objective(flux_counter) m.reactions.get_by_id('EX_glc_e_reverse').upper_bound = 0 rxns = {r.id:r for r in m.reactions} index = pd.MultiIndex.from_product([gc.index, ['maximum', 'minimum']]) fluxes = pd.DataFrame(index=index, columns=rxns.keys()) for i,c in enumerate(gc.index): rxns['EX_'+gc['media_key'][c]+'_e'].lower_bound = -1000 rxns['Ec_biomass_iJO1366_WT_53p95M'].upper_bound = gc['growth rate [h-1]'][c] rxns['Ec_biomass_iJO1366_WT_53p95M'].lower_bound = gc['growth rate [h-1]'][c] for j, r in enumerate(m.reactions): fva_results = flux_variability_analysis(m,reaction_list=[r], objective_sense='minimize',fraction_of_optimum=1.0001) fva = pd.DataFrame.from_dict(fva_results) fluxes[r.id][c,'maximum'] = fva.loc['maximum'][0] fluxes[r.id][c,'minimum'] = fva.loc['minimum'][0] print c, i, j, r rxns['EX_'+gc['media_key'][c]+'_e'].lower_bound = 0 fluxes.dropna(how='all', inplace=True) fluxes.T.to_csv('../data/flux_variability_[mmol_gCDW_h]_01%.csv')
mit
lbishal/scikit-learn
sklearn/utils/tests/test_shortest_path.py
303
2841
from collections import defaultdict import numpy as np from numpy.testing import assert_array_almost_equal from sklearn.utils.graph import (graph_shortest_path, single_source_shortest_path_length) def floyd_warshall_slow(graph, directed=False): N = graph.shape[0] #set nonzero entries to infinity graph[np.where(graph == 0)] = np.inf #set diagonal to zero graph.flat[::N + 1] = 0 if not directed: graph = np.minimum(graph, graph.T) for k in range(N): for i in range(N): for j in range(N): graph[i, j] = min(graph[i, j], graph[i, k] + graph[k, j]) graph[np.where(np.isinf(graph))] = 0 return graph def generate_graph(N=20): #sparse grid of distances rng = np.random.RandomState(0) dist_matrix = rng.random_sample((N, N)) #make symmetric: distances are not direction-dependent dist_matrix = dist_matrix + dist_matrix.T #make graph sparse i = (rng.randint(N, size=N * N // 2), rng.randint(N, size=N * N // 2)) dist_matrix[i] = 0 #set diagonal to zero dist_matrix.flat[::N + 1] = 0 return dist_matrix def test_floyd_warshall(): dist_matrix = generate_graph(20) for directed in (True, False): graph_FW = graph_shortest_path(dist_matrix, directed, 'FW') graph_py = floyd_warshall_slow(dist_matrix.copy(), directed) assert_array_almost_equal(graph_FW, graph_py) def test_dijkstra(): dist_matrix = generate_graph(20) for directed in (True, False): graph_D = graph_shortest_path(dist_matrix, directed, 'D') graph_py = floyd_warshall_slow(dist_matrix.copy(), directed) assert_array_almost_equal(graph_D, graph_py) def test_shortest_path(): dist_matrix = generate_graph(20) # We compare path length and not costs (-> set distances to 0 or 1) dist_matrix[dist_matrix != 0] = 1 for directed in (True, False): if not directed: dist_matrix = np.minimum(dist_matrix, dist_matrix.T) graph_py = floyd_warshall_slow(dist_matrix.copy(), directed) for i in range(dist_matrix.shape[0]): # Non-reachable nodes have distance 0 in graph_py dist_dict = defaultdict(int) dist_dict.update(single_source_shortest_path_length(dist_matrix, i)) for j in range(graph_py[i].shape[0]): assert_array_almost_equal(dist_dict[j], graph_py[i, j]) def test_dijkstra_bug_fix(): X = np.array([[0., 0., 4.], [1., 0., 2.], [0., 5., 0.]]) dist_FW = graph_shortest_path(X, directed=False, method='FW') dist_D = graph_shortest_path(X, directed=False, method='D') assert_array_almost_equal(dist_D, dist_FW)
bsd-3-clause
amozie/amozie
stockzie/strategy/LinearModelStrategy.py
1
1778
# -*- coding: utf-8 -*- """ Created on %(date)s @author: %(username)s """ import numpy as np import pandas as pd import matplotlib.pyplot as plt import seaborn as sns import tushare as ts import stockzie as sz import talib as tl from stockzie.strategy import BaseStrategy import datazie as dz class LinearModelStrategy(BaseStrategy): def __init__(self, data, cash=100000): super().__init__(data, cash) def _init_trading(self): self.close = [] self.close_prd = [] self.close_std_up = [] self.close_std_down = [] self.close_std = [] def _handle_trading(self): N = 20 if self._iter_i < N: lm = None else: lm = dz.model.LinearModel(self.__sofar_data.tail(N).close.values) lm.fit() if lm is None: self.close_prd.append(None) self.close_std_down.append(None) self.close_std_up.append(None) self.close_std.append(None) else: prd = lm.predict(N, alpha=0.1) self.close_prd.append(prd[0][0]) self.close_std_down.append(prd[0][2]) self.close_std_up.append(prd[0][3]) self.close_std.append(prd[0][1]) self.close.append(self._iter_datas[0].close) def _end_trading(self): self.__plot_dicts[0]['close'] = self.close self.__plot_dicts[0]['close_prd'] = self.close_prd self.__plot_dicts[0]['close_std_down'] = self.close_std_down self.__plot_dicts[0]['close_std_up'] = self.close_std_up self.__plot_dicts[1]['close_std'] = self.close_std if __name__ == '__main__': data = sz.data.get('600056', ktype='60') st = LinearModelStrategy(data.tail(220)) st.run() st.plot_demo(2)
apache-2.0
ChristianSch/skml
doc/auto_examples/example_br.py
3
1416
""" ================================= Ensemble Binary Relevance Example ================================= An example of :class:`skml.problem_transformation.BinaryRelevance` """ from __future__ import print_function from sklearn.metrics import hamming_loss from sklearn.metrics import accuracy_score from sklearn.metrics import f1_score from sklearn.metrics import precision_score from sklearn.metrics import recall_score from sklearn.model_selection import train_test_split from sklearn.linear_model import LogisticRegression import numpy as np from skml.problem_transformation import BinaryRelevance from skml.datasets import load_dataset X, y = load_dataset('yeast') X_train, X_test, y_train, y_test = train_test_split(X, y) clf = BinaryRelevance(LogisticRegression()) clf.fit(X_train, y_train) y_pred = clf.predict(X_test) print("hamming loss: ") print(hamming_loss(y_test, y_pred)) print("accuracy:") print(accuracy_score(y_test, y_pred)) print("f1 score:") print("micro") print(f1_score(y_test, y_pred, average='micro')) print("macro") print(f1_score(y_test, y_pred, average='macro')) print("precision:") print("micro") print(precision_score(y_test, y_pred, average='micro')) print("macro") print(precision_score(y_test, y_pred, average='macro')) print("recall:") print("micro") print(recall_score(y_test, y_pred, average='micro')) print("macro") print(recall_score(y_test, y_pred, average='macro'))
mit
marqh/cartopy
lib/cartopy/tests/mpl/test_caching.py
1
6536
# (C) British Crown Copyright 2011 - 2012, Met Office # # This file is part of cartopy. # # cartopy is free software: you can redistribute it and/or modify it under # the terms of the GNU Lesser General Public License as published by the # Free Software Foundation, either version 3 of the License, or # (at your option) any later version. # # cartopy 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 Lesser General Public License for more details. # # You should have received a copy of the GNU Lesser General Public License # along with cartopy. If not, see <http://www.gnu.org/licenses/>. import gc import numpy as np from matplotlib.testing.decorators import image_comparison as mpl_image_comparison import matplotlib.pyplot as plt import matplotlib.patches as mpatches from matplotlib.collections import PatchCollection from matplotlib.path import Path import shapely.geometry import cartopy.crs as ccrs import cartopy.mpl_integration.patch as cpatch import cartopy.io.shapereader import cartopy.mpl_integration.geoaxes as cgeoaxes from cartopy.examples.waves import sample_data import cartopy.mpl_integration.patch from cartopy.tests.mpl import image_comparison class CallCounter(object): """ Exposes a context manager which can count the number of calls to a specific function. (useful for cache checking!) Internally, the target function is replaced with a new one created by this context manager which then increments ``self.count`` every time it is called. Example usage:: show_counter = CallCounter(plt, 'show') with show_counter: plt.show() plt.show() plt.show() print show_counter.count # <--- outputs 3 """ def __init__(self, parent, function_name): self.count = 0 self.parent = parent self.function_name = function_name self.orig_fn = getattr(parent, function_name) def __enter__(self): def replacement_fn(*args, **kwargs): self.count += 1 return self.orig_fn(*args, **kwargs) setattr(self.parent, self.function_name, replacement_fn) def __exit__(self, exc_type, exc_val, exc_tb): setattr(self.parent, self.function_name, self.orig_fn) def test_coastline_loading_cache(): # a5caae040ee11e72a62a53100fe5edc355304419 added coastline caching. # this test ensures it is working... # count the number of times shapereader.Reader is created. shapereader_counter = CallCounter(cartopy.io.shapereader.Reader, '__init__') with shapereader_counter: ax1 = plt.subplot(2, 1, 1, projection=ccrs.PlateCarree()) ax1.coastlines() ax2 = plt.subplot(2, 1, 1, projection=ccrs.Robinson()) ax2.coastlines() assert shapereader_counter.count == 1, ('The shapereader Reader class was created ' 'more than (actually %s times) - ' ' the caching is not working.' % shapereader_counter.count) plt.close() def test_shapefile_transform_cache(): # a5caae040ee11e72a62a53100fe5edc355304419 added shapefile mpl geometry caching # based on geometry object id. This test ensures it is working... coastline_path = cartopy.io.shapereader.natural_earth(resolution="50m", category='physical', name='coastline') geoms = tuple(cartopy.io.shapereader.Reader(coastline_path).geometries())[:10] n_geom = len(geoms) ax = plt.axes(projection=ccrs.Robinson()) project_geometry_counter = CallCounter(ax.projection, 'project_geometry') # Capture the size of the cache before our test gc.collect() initial_cache_size = len(cgeoaxes._GEOMETRY_TO_PATH_CACHE) with project_geometry_counter: c = ax.add_geometries(geoms, ccrs.Geodetic()) c = ax.add_geometries(geoms, ccrs.Geodetic()) c = ax.add_geometries(geoms[:], ccrs.Geodetic()) # Before the performance enhancement, the count would have been # n_calls * n_geom, but should now be just n_geom. assert project_geometry_counter.count == n_geom, ('The given geometry was transformed ' 'too many times (expected: %s; got %s) - ' ' the caching is not working.' % (n_geom, project_geometry_counter.count)) # Check the cache has an entry for each geometry. assert len(cgeoaxes._GEOMETRY_TO_PATH_CACHE) == initial_cache_size + n_geom # Check that the cache is empty again once we've dropped all references # to the source paths. plt.clf() del geoms gc.collect() assert len(cgeoaxes._GEOMETRY_TO_PATH_CACHE) == initial_cache_size plt.close() def test_contourf_transform_path_counting(): ax = plt.axes(projection=ccrs.Robinson()) plt.draw() path_to_geos_counter = CallCounter(cartopy.mpl_integration.patch, 'path_to_geos') with path_to_geos_counter: x, y, z = sample_data((30, 60)) cs = plt.contourf(x, y, z, 5, transform=ccrs.PlateCarree()) n_geom = sum([len(c.get_paths()) for c in cs.collections]) del cs, c plt.draw() # before the performance enhancement, the count would have been 2 * n_geom, # but should now be just n_geom assert path_to_geos_counter.count == n_geom, ('The given geometry was transfomed ' 'too many times (expected: %s; got %s) - ' ' the caching is not working.' % (n_geom, path_to_geos_counter.count)) # Check the cache has an entry for each geometry. assert len(cgeoaxes._PATH_TRANSFORM_CACHE) == n_geom # Check that the cache is empty again once we've dropped all references # to the source paths. plt.clf() gc.collect() assert len(cgeoaxes._PATH_TRANSFORM_CACHE) == 0 plt.close() if __name__=='__main__': import nose nose.runmodule(argv=['-s','--with-doctest'], exit=False)
gpl-3.0
tkchafin/mrbait
mrbait/mrbait_corefuncs_parallel.py
1
18041
#!/usr/bin/python import sys import sqlite3 import getopt import Bio import os import time from Bio import AlignIO from mrbait import mrbait_menu from mrbait import substring from mrbait.substring import SubString from functools import partial from mrbait import manage_bait_db as m from mrbait import alignment_tools as a from mrbait import sequence_tools as s from mrbait import misc_utils as utils from mrbait import seq_graph as graph from mrbait import aln_file_tools from mrbait import vcf_tools from mrbait import vsearch from mrbait import gff3_parser as gff from mrbait import blast as b import subprocess import pandas as pd import numpy as np import multiprocessing """ Parallel versions of some of the MrBait corefuncs. Much thanks to SO user 'dano' for 2014 post on how to share lock in multiprocessing pool: https://stackoverflow.com/questions/25557686/python-sharing-a-lock-between-processes """ #Function to load a GFF file into database def loadGFF_parallel(conn, params): t = int(params.threads) #file chunker call file_list = aln_file_tools.generic_chunker(params.gff, t, params.workdir) #print("Files are:",file_list) #Initialize multiprocessing pool #if 'lock' not in globals(): lock = multiprocessing.Lock() try: with multiprocessing.Pool(t,initializer=init, initargs=(lock,)) as pool: func = partial(loadGFF_worker, params.db, chunk) results = pool.map(func, file_list) except Exception as e: pool.close() pool.close() pool.join() #reset_lock() #Remove chunkfiles aln_file_tools.removeChunks(params.workdir) #worker function version of loadGFF def loadGFF_worker(db, chunk): try: connection = sqlite3.connect(db) #For each GFF record in params.gff for record in gff.read_gff(chunk): #Skip any records that are missing the sequence ID, or coordinates if record.seqid == "NULL" or record.start == "NULL" or record.end == "NULL": continue if record.start > record.end: temp = record.start record.start = record.end record.end = temp #Get the alias, if it exists alias = "" if record.getAlias(): #returns false if no alias alias = record.getAlias() else: alias = "NULL" #NOTE: This function ONLY inserts GFFRecords where record.seqid matches an existing locus in the loci table lock.acquire() m.add_gff_record(connection, record.seqid, record.type.lower(), record.start, record.end, alias) lock.release() connection.close() except Exception as e: raise Exception(e.message) #Function to load a GFF file into database def loadBED_parallel(conn, params): t = int(params.threads) #file chunker call file_list = aln_file_tools.generic_chunker(params.bed, t, params.workdir) #print("Files are:",file_list) #Initialize multiprocessing pool #if 'lock' not in globals(): lock = multiprocessing.Lock() try: with multiprocessing.Pool(t,initializer=init, initargs=(lock,)) as pool: func = partial(loadBED_worker, params.db, params.bed_header) results = pool.map(func, file_list) except Exception as e: pool.close() pool.close() pool.join() #reset_lock() #Remove chunkfiles aln_file_tools.removeChunks(params.workdir) #worker function version of loadGFF def loadBED_worker(db, bed_header, chunk): try: connection = sqlite3.connect(db) with open(chunk)as f: count=0 for line in f: line = line.strip() if not line: continue count+=1 if count <= bed_header: continue content = line.split() #NOTE: This function ONLY inserts BEDRecords where record.seqid matches an existing locus in the loci table lock.acquire() print(content) m.add_bed_record(connection, content[0], content[1], content[2]) lock.release() connection.close() except Exception as e: raise Exception(e.message) #Function to load BED file def loadBED(conn, params): with open(params.bed)as f: count=0 for line in f: line = line.strip() if not line: continue count+=1 if count <= params.bed_header: continue content = line.split() #NOTE: This function ONLY inserts BEDRecords where record.seqid matches an existing locus in the loci table m.add_bed_record(conn, content[0], content[1], content[2]) #remove BED records not falling within our loci #print(m.getBED(conn)) m.validateBEDRecords(conn) #print(m.getBED(conn)) #Function to load a XMFA file into database def loadXMFA_parallel(conn, params): t = int(params.threads) numLoci = aln_file_tools.countXMFA(params.xmfa) if numLoci < 10000: print("\t\t\tReading",numLoci,"alignments.") else: print("\t\t\tReading",numLoci,"alignments... This may take a while.") #file chunker call file_list = aln_file_tools.xmfa_chunker(params.xmfa, t, params.workdir) #print("Files are:",file_list) #Initialize multiprocessing pool #if 'lock' not in globals(): lock = multiprocessing.Lock() try: with multiprocessing.Pool(t,initializer=init, initargs=(lock,)) as pool: func = partial(loadXMFA_worker, params.db, params.cov, params.minlen, params.thresh, params.mask, params.maf) results = pool.map(func, file_list) except Exception as e: pool.close() pool.close() pool.join() #reset_lock() #Remove chunkfiles aln_file_tools.removeChunks(params.workdir) #worker function version of loadMAF def loadXMFA_worker(db, params_cov, params_minlen, params_thresh, params_mask, params_maf, chunk): try: connection = sqlite3.connect(db) #Parse MAF file and create database for aln in AlignIO.parse(chunk, "mauve"): #NOTE: Add error handling, return error code cov = len(aln) alen = aln.get_alignment_length() if cov < params_cov or alen < params_minlen: continue #Add each locus to database locus = a.consensAlign(aln, threshold=params_thresh, mask=params_mask, maf=params_maf) lock.acquire() locid = m.add_locus_record(connection, cov, locus.conSequence, 1, "NULL") lock.release() connection.close() except Exception as e: raise Exception(e.message) #Function to load LOCI file in parallel def loadLOCI_parallel(conn, params): """ Format: multiprocessing pool. Master: splits file into n chunks creates multiprocessing pool Workers: read file chunk calculate consensus grab lock INSERT data to SQL database release lock """ t = int(params.threads) numLoci = aln_file_tools.countLoci(params.loci) if numLoci < 10000: print("\t\t\tReading",numLoci,"alignments.") else: print("\t\t\tReading",numLoci,"alignments... This may take a while.") #file chunker call file_list = aln_file_tools.loci_chunker(params.loci, t, params.workdir) #print("Files are:",file_list) #Initialize multiprocessing pool #if 'lock' not in globals(): lock = multiprocessing.Lock() try: with multiprocessing.Pool(t,initializer=init, initargs=(lock,)) as pool: func = partial(loadLOCI_worker, params.db, params.cov, params.minlen, params.thresh, params.mask, params.maf) results = pool.map(func, file_list) except Exception as e: pool.close() pool.close() pool.join() #reset_lock() #Remove chunkfiles aln_file_tools.removeChunks(params.workdir) #Function to load MAF file in parallel def loadMAF_parallel(conn, params): t = int(params.threads) numLoci = aln_file_tools.countMAF(params.alignment) if numLoci < 10000: print("\t\t\tReading",numLoci,"alignments.") else: print("\t\t\tReading",numLoci,"alignments... This may take a while.") #file chunker call file_list = aln_file_tools.maf_chunker(params.alignment, t, params.workdir) #print("Files are:",file_list) #Initialize multiprocessing pool #if 'lock' not in globals(): lock = multiprocessing.Lock() try: with multiprocessing.Pool(t,initializer=init, initargs=(lock,)) as pool: func = partial(loadMAF_worker, params.db, params.cov, params.minlen, params.thresh, params.mask, params.maf) results = pool.map(func, file_list) except Exception as e: pool.close() pool.close() pool.join() #reset_lock() #Remove chunkfiles aln_file_tools.removeChunks(params.workdir) # #first chunking, then arsing in parallel # def loadVCF_parallel(conn, params): # t = int(params.threads) # #file chunker call # file_list = vcf_tools.vcf_chunker(params.vcf, t, params.workdir) # # print("Files are:",file_list) # #Initialize multiprocessing pool # #if 'lock' not in globals(): # lock = multiprocessing.Lock() # try: # with multiprocessing.Pool(t,initializer=init, initargs=(lock,)) as pool: # func = partial(loadVCF_worker, params.db, params.thresh) # results = pool.map(func, file_list) # except Exception as e: # pool.close() # pool.close() # pool.join() # # #reset_lock() # #Remove chunkfiles # #aln_file_tools.removeChunks(params.workdir) #INitialize a global lock. Doing it this way allows it to be inherited by the child processes properly #Found on StackOverflow: https://stackoverflow.com/questions/25557686/python-sharing-a-lock-between-processes #Thanks go to SO user dano def init(l): global lock lock = l #Function to reset lock def reset_lock(): global lock del lock #NOTE: 'params' object can't be pickled, so I have to do it this way. #worker function version of loadMAF def loadMAF_worker(db, params_cov, params_minlen, params_thresh, params_mask, params_maf, chunk): try: connection = sqlite3.connect(db) #Parse MAF file and create database for aln in AlignIO.parse(chunk, "maf"): #NOTE: Add error handling, return error code cov = len(aln) alen = aln.get_alignment_length() if cov < params_cov or alen < params_minlen: continue #Add each locus to database locus = a.consensAlign(aln, threshold=params_thresh, mask=params_mask, maf=params_maf) lock.acquire() locid = m.add_locus_record(connection, cov, locus.conSequence, 1, "NULL") #print(locid) lock.release() #Extract variable positions for database #for var in locus.alnVars: #m.add_variant_record(connection, locid, var.position, var.value) connection.close() except Exception as e: raise Exception(e.message) # #Function to load VCF variants file # def loadVCF_worker(db, threshold, chunk): # try: # #Each worker opens unique connection to db # connection = sqlite3.connect(db) # #Lock DB and read loci, then release lock # lock.acquire() # loci = m.getPassedLoci(connection) #get DF of passed loci # lock.release() # # chrom_lookup = loci.set_index('chrom')['id'].to_dict() # loci.set_index('id', inplace=True) # # passed=0 #To track number of VCF records for which no locus exists # failed=0 # for reclist in vcf_tools.read_vcf(chunk): # rec_chrom = reclist[0].CHROM # if rec_chrom in chrom_lookup: # locid = chrom_lookup[rec_chrom] # passed+=1 # #Grab DF record for the matching CHROM # seq = loci.loc[locid,'consensus'] # #Get new consensus sequence given VCF records # new_cons = vcf_tools.make_consensus_from_vcf(seq,rec_chrom,reclist, threshold) # print(new_cons) # #Update new consensus seq in db # if len(new_cons) != len(seq): #Check length first # print("\t\t\tWarning: New consensus sequence for locus %s (locid=<%s>) is the wrong length! Skipping."%(rec_chrom, locid)) # else: # #Lock database for update, then relase lock # lock.acquire() # m.updateConsensus(connection, locid, new_cons) # lock.release() # else: # failed+=1 # if failed > 0: # print("\t\t\tWARNING:%s/%s records in <%s> don't match any reference sequences"%(failed, failed+passed, chunk)) # #close connection # connection.close() # except Exception as e: # raise Exception(e.message) #Worker function for loadLOCI_parallel def loadLOCI_worker(db, params_cov, params_minlen, params_thresh, params_mask, params_maf, chunk): try: connection = sqlite3.connect(db) #Parse LOCI file and create database for aln in aln_file_tools.read_loci(chunk): #NOTE: Add error handling, return error code cov = len(aln) alen = aln.get_alignment_length() #Skip if coverage or alignment length too short if cov < params_cov or alen < params_minlen: #print("Locus skipped") continue else: #Add each locus to database locus = a.consensAlign(aln, threshold=params_thresh, mask=params_mask, maf=params_maf) #Acquire lock, submit to Database lock.acquire() locid = m.add_locus_record(connection, cov, locus.conSequence, 1, "NULL") lock.release() #print("Loading Locus #:",locid) #Extract variable positions for database #for var in locus.alnVars: #m.add_variant_record(connection, locid, var.position, var.value) connection.close() except Exception as e: raise Exception(e.message) #Function to discover target regions using a sliding windows through passedLoci def targetDiscoverySlidingWindow_parallel(conn, params, loci): """ Format: 1. Write pandas DF to n chunk files 2. List of chunk file names 3. Pass 1 chunk file to each worker in a multiprocessing pool. Master: creates n chunk files creates multiprocessing pool Workers: read file chunk calculate consensus grab lock INSERT data to SQL database release lock """ t = int(params.threads) chunk = 1 loci_num = int(loci.shape[0]) #print("number of loci:",loci_num) #print("number of threads:",t) chunks = 0 if loci_num < t: chunks = loci_num else: chunks = t chunk_size = loci_num // chunks remainder = loci_num % chunks #print("Chunk size is:",chunk_size) #print("remainder is:",remainder) start = 0 stop = 0 files = list() #Split loci DataFrame into chunks, and keep list of chunk files for df_chunk in np.array_split(loci, chunks): size = df_chunk.shape[0] #print("size of chunk",chunk,"is:",size) chunk_file = params.workdir + "/." + str(chunk) + ".chunk" #print(df_chunk) df_chunk.to_csv(chunk_file, mode="w", index=False) files.append(chunk_file) chunk += 1 #Initialize multiprocessing pool #if 'lock' not in globals(): lock = multiprocessing.Lock() with multiprocessing.Pool(t,initializer=init, initargs=(lock,)) as pool: func = partial(targetDiscoverySlidingWindow_worker, params.db, params.win_shift, params.win_width, params.var_max, params.numN, params.numG, params.blen, params.flank_dist, params.target_all) results = pool.map(func, files) pool.close() pool.join() #reset_lock() #Remove chunkfiles d = os.listdir(params.workdir) for item in d: if item.endswith(".chunk"): os.remove(os.path.join(params.workdir, item)) #Function to discover target regions using a sliding windows through passedLoci def targetDiscoverySlidingWindow_worker(db, shift, width, var, n, g, blen, flank_dist, target_all, chunk): connection = sqlite3.connect(db) #print("process: reading hdf from",chunk) loci = pd.read_csv(chunk) #print(loci) for seq in loci.itertuples(): #print(seq) start = 0 stop = 0 if target_all: #print("target_all") #submit full locus as target seq_norm = s.simplifySeq(seq[2]) counts = s.seqCounterSimple(seq_norm) if counts['*'] <= var and counts['N'] <= n and counts['-'] <= g: target = seq[2] tr_counts = s.seqCounterSimple(seq_norm) n_mask = utils.n_lower_chars(seq[2]) n_gc = s.gc_counts(seq[2]) #NOTE: flank count set to number of variable sites in whole locus #print(int(seq[1]), 0, len(seq[2]), seq[2], tr_counts, tr_counts, n_mask, n_gc) lock.acquire() m.add_region_record(connection, int(seq[1]), 0, len(seq[2]), seq[2], tr_counts, tr_counts, n_mask, n_gc) lock.release() else: #print("\nConsensus: ", seq[2], "ID is: ", seq[1], "\n") generator = s.slidingWindowGenerator(seq[2], shift, width) for window_seq in generator(): seq_norm = s.simplifySeq(window_seq[0]) counts = s.seqCounterSimple(seq_norm) #If window passes filters, extend current bait region #print("Start is ", start, " and stop is ",stop) #debug print if counts['*'] <= var and counts['N'] <= n and counts['-'] <= g: stop = window_seq[2] #if this window passes BUT is the last window, evaluate it if stop == len(seq[2]): #print("last window") if (stop - start) >= blen: target = (seq[2])[start:stop] tr_counts = s.seqCounterSimple(s.simplifySeq(target)) #print("candidate:",window_seq[0]) n_mask = utils.n_lower_chars(target) n_gc = s.gc_counts(target) #Check that there aren't too many SNPs #if tr_counts["*"] <= params.vmax_r: #print(" Target region: ", target) #Submit target region to database #print("process: grabbing lock")' flank_counts = s.getFlankCounts(seq[2], start, stop, flank_dist) lock.acquire() m.add_region_record(connection, int(seq[1]), start, stop, target, tr_counts, flank_counts, n_mask, n_gc) #print("process: releasing lock") lock.release() #set start of next window to end of current TR generator.setI(stop) else: #If window fails, check if previous bait region passes to submit to DB #print (stop-start) if (stop - start) >= blen: target = (seq[2])[start:stop] tr_counts = s.seqCounterSimple(s.simplifySeq(target)) n_mask = utils.n_lower_chars(target) n_gc = s.gc_counts(target) #Check that there aren't too many SNPs #if tr_counts["*"] <= params.vmax_r: #print(" Target region: ", target) #Submit target region to database #print("process: grabbing lock")' flank_counts = s.getFlankCounts(seq[2], start, stop, flank_dist) lock.acquire() m.add_region_record(connection, int(seq[1]), start, stop, target, tr_counts, flank_counts, n_mask, n_gc) #print("process: releasing lock") lock.release() #set start of next window to end of current TR generator.setI(stop) #If bait fails, set start to start point of next window start = generator.getI()+shift connection.close() #Function to get DataFrame of targets + flank regions, and calculate some stuff def flankDistParser_parallel(conn, dist): #Call manage_bait_db function to return DataFrame targets = m.getTargetFlanks(conn, dist)
gpl-3.0
iwelland/hop
doc/examples/hoptraj.py
1
2558
#!/usr/bin/env python #---------------- EDIT JOB NAME ------------------- #$ -N hoptraj #-------------------------------------------------- #$ -S /usr/bin/python #$ -v PYTHONPATH=/home/oliver/Library/python-lib #$ -v LD_LIBRARY_PATH=/opt/intel/cmkl/8.0/lib/32:/opt/intel/itc60/slib:/opt/intel/ipp41/ia32_itanium/sharedlib:/opt/intel/ipp41/ia32_itanium/sharedlib/linux32:/opt/intel/fc/9.0/lib:/opt/intel/cc/9.0/lib #$ -r n #$ -j y # Using the current working directory is IMPORTANT with the default settings for Job() #$ -cwd #$ -m e # $Id$ from staging.SunGridEngine import Job #------------------------------------------------------------ # EDIT THE inputfiles AND outputfiles DICTIONARIES. #------------------------------------------------------------ # record input and output files relative to top_dir = cwd job = Job(inputfiles=dict(density='analysis/water.pickle', bulk='analysis/bulk.pickle', psf='inp/XXX.psf', dcd='trj/rmsfit_XXX.dcd'), outputfiles=dict(density='analysis/water.pickle', hopdcd='trj/hoptraj.dcd', hoppsf='trj/hoptraj.psf', )) # #------------------------------------------------------------ job.stage() # commands import hop.utilities hop.utilities.matplotlib_interactive(False) from hop.interactive import * from hop.sitemap import Density import hop.constants density = Density(filename=job.input['density']) bulk = Density(filename=job.input['bulk']) # Fixing metadata -- only necessary if the dcd has a wrong header # as for instance produced by catdcd. ##density.metadata['psf'] = job.input['psf'] # used in make_hoppingtraj() ##density.metadata['dcd'] = job.input['dcd'] ##delta_ps = 0.5 # the time between two frames in ps (Hirsh's trajectories) ##delta_AKMA = delta_ps * hop.constants.get_conversion_factor('time','ps','AKMA') ##density.metadata['delta'] = delta_AKMA ##fixtrajectory = {'delta':density.metadata['delta']} fixtrajectory = None # Add the biggest bulk site at position 1 if we haven't done so already. # This is important so we are making extra sure. try: density.site_insert_bulk(bulk) # hack! except ValueError,errmsg: print errmsg print "Bulk site not inserted because there already exists a bulk site --- that's good!" density.save(job.output['density']) # also save modified metadata del bulk hops = make_hoppingtraj(density,job.output['hopdcd'],fixtrajectory=fixtrajectory) job.unstage() job.cleanup()
lgpl-3.0
tomsilver/nupic
external/linux32/lib/python2.6/site-packages/matplotlib/contour.py
69
42063
""" These are classes to support contour plotting and labelling for the axes class """ from __future__ import division import warnings import matplotlib as mpl import numpy as np from numpy import ma import matplotlib._cntr as _cntr import matplotlib.path as path import matplotlib.ticker as ticker import matplotlib.cm as cm import matplotlib.colors as colors import matplotlib.collections as collections import matplotlib.font_manager as font_manager import matplotlib.text as text import matplotlib.cbook as cbook import matplotlib.mlab as mlab # Import needed for adding manual selection capability to clabel from matplotlib.blocking_input import BlockingContourLabeler # We can't use a single line collection for contour because a line # collection can have only a single line style, and we want to be able to have # dashed negative contours, for example, and solid positive contours. # We could use a single polygon collection for filled contours, but it # seems better to keep line and filled contours similar, with one collection # per level. class ContourLabeler: '''Mixin to provide labelling capability to ContourSet''' def clabel(self, *args, **kwargs): """ call signature:: clabel(cs, **kwargs) adds labels to line contours in *cs*, where *cs* is a :class:`~matplotlib.contour.ContourSet` object returned by contour. :: clabel(cs, v, **kwargs) only labels contours listed in *v*. Optional keyword arguments: *fontsize*: See http://matplotlib.sf.net/fonts.html *colors*: - if *None*, the color of each label matches the color of the corresponding contour - if one string color, e.g. *colors* = 'r' or *colors* = 'red', all labels will be plotted in this color - if a tuple of matplotlib color args (string, float, rgb, etc), different labels will be plotted in different colors in the order specified *inline*: controls whether the underlying contour is removed or not. Default is *True*. *inline_spacing*: space in pixels to leave on each side of label when placing inline. Defaults to 5. This spacing will be exact for labels at locations where the contour is straight, less so for labels on curved contours. *fmt*: a format string for the label. Default is '%1.3f' Alternatively, this can be a dictionary matching contour levels with arbitrary strings to use for each contour level (i.e., fmt[level]=string) *manual*: if *True*, contour labels will be placed manually using mouse clicks. Click the first button near a contour to add a label, click the second button (or potentially both mouse buttons at once) to finish adding labels. The third button can be used to remove the last label added, but only if labels are not inline. Alternatively, the keyboard can be used to select label locations (enter to end label placement, delete or backspace act like the third mouse button, and any other key will select a label location). .. plot:: mpl_examples/pylab_examples/contour_demo.py """ """ NOTES on how this all works: clabel basically takes the input arguments and uses them to add a list of "label specific" attributes to the ContourSet object. These attributes are all of the form label* and names should be fairly self explanatory. Once these attributes are set, clabel passes control to the labels method (case of automatic label placement) or BlockingContourLabeler (case of manual label placement). """ fontsize = kwargs.get('fontsize', None) inline = kwargs.get('inline', 1) inline_spacing = kwargs.get('inline_spacing', 5) self.labelFmt = kwargs.get('fmt', '%1.3f') _colors = kwargs.get('colors', None) # Detect if manual selection is desired and remove from argument list self.labelManual=kwargs.get('manual',False) if len(args) == 0: levels = self.levels indices = range(len(self.levels)) elif len(args) == 1: levlabs = list(args[0]) indices, levels = [], [] for i, lev in enumerate(self.levels): if lev in levlabs: indices.append(i) levels.append(lev) if len(levels) < len(levlabs): msg = "Specified levels " + str(levlabs) msg += "\n don't match available levels " msg += str(self.levels) raise ValueError(msg) else: raise TypeError("Illegal arguments to clabel, see help(clabel)") self.labelLevelList = levels self.labelIndiceList = indices self.labelFontProps = font_manager.FontProperties() if fontsize == None: font_size = int(self.labelFontProps.get_size_in_points()) else: if type(fontsize) not in [int, float, str]: raise TypeError("Font size must be an integer number.") # Can't it be floating point, as indicated in line above? else: if type(fontsize) == str: font_size = int(self.labelFontProps.get_size_in_points()) else: self.labelFontProps.set_size(fontsize) font_size = fontsize self.labelFontSizeList = [font_size] * len(levels) if _colors == None: self.labelMappable = self self.labelCValueList = np.take(self.cvalues, self.labelIndiceList) else: cmap = colors.ListedColormap(_colors, N=len(self.labelLevelList)) self.labelCValueList = range(len(self.labelLevelList)) self.labelMappable = cm.ScalarMappable(cmap = cmap, norm = colors.NoNorm()) #self.labelTexts = [] # Initialized in ContourSet.__init__ #self.labelCValues = [] # same self.labelXYs = [] if self.labelManual: print 'Select label locations manually using first mouse button.' print 'End manual selection with second mouse button.' if not inline: print 'Remove last label by clicking third mouse button.' blocking_contour_labeler = BlockingContourLabeler(self) blocking_contour_labeler(inline,inline_spacing) else: self.labels(inline,inline_spacing) # Hold on to some old attribute names. These are depricated and will # be removed in the near future (sometime after 2008-08-01), but keeping # for now for backwards compatibility self.cl = self.labelTexts self.cl_xy = self.labelXYs self.cl_cvalues = self.labelCValues self.labelTextsList = cbook.silent_list('text.Text', self.labelTexts) return self.labelTextsList def print_label(self, linecontour,labelwidth): "if contours are too short, don't plot a label" lcsize = len(linecontour) if lcsize > 10 * labelwidth: return 1 xmax = np.amax(linecontour[:,0]) xmin = np.amin(linecontour[:,0]) ymax = np.amax(linecontour[:,1]) ymin = np.amin(linecontour[:,1]) lw = labelwidth if (xmax - xmin) > 1.2* lw or (ymax - ymin) > 1.2 * lw: return 1 else: return 0 def too_close(self, x,y, lw): "if there's a label already nearby, find a better place" if self.labelXYs != []: dist = [np.sqrt((x-loc[0]) ** 2 + (y-loc[1]) ** 2) for loc in self.labelXYs] for d in dist: if d < 1.2*lw: return 1 else: return 0 else: return 0 def get_label_coords(self, distances, XX, YY, ysize, lw): """ labels are ploted at a location with the smallest dispersion of the contour from a straight line unless there's another label nearby, in which case the second best place on the contour is picked up if there's no good place a label isplotted at the beginning of the contour """ hysize = int(ysize/2) adist = np.argsort(distances) for ind in adist: x, y = XX[ind][hysize], YY[ind][hysize] if self.too_close(x,y, lw): continue else: return x,y, ind ind = adist[0] x, y = XX[ind][hysize], YY[ind][hysize] return x,y, ind def get_label_width(self, lev, fmt, fsize): "get the width of the label in points" if cbook.is_string_like(lev): lw = (len(lev)) * fsize else: lw = (len(self.get_text(lev,fmt))) * fsize return lw def get_real_label_width( self, lev, fmt, fsize ): """ This computes actual onscreen label width. This uses some black magic to determine onscreen extent of non-drawn label. This magic may not be very robust. """ # Find middle of axes xx = np.mean( np.asarray(self.ax.axis()).reshape(2,2), axis=1 ) # Temporarily create text object t = text.Text( xx[0], xx[1] ) self.set_label_props( t, self.get_text(lev,fmt), 'k' ) # Some black magic to get onscreen extent # NOTE: This will only work for already drawn figures, as the canvas # does not have a renderer otherwise. This is the reason this function # can't be integrated into the rest of the code. bbox = t.get_window_extent(renderer=self.ax.figure.canvas.renderer) # difference in pixel extent of image lw = np.diff(bbox.corners()[0::2,0])[0] return lw def set_label_props(self, label, text, color): "set the label properties - color, fontsize, text" label.set_text(text) label.set_color(color) label.set_fontproperties(self.labelFontProps) label.set_clip_box(self.ax.bbox) def get_text(self, lev, fmt): "get the text of the label" if cbook.is_string_like(lev): return lev else: if isinstance(fmt,dict): return fmt[lev] else: return fmt%lev def locate_label(self, linecontour, labelwidth): """find a good place to plot a label (relatively flat part of the contour) and the angle of rotation for the text object """ nsize= len(linecontour) if labelwidth > 1: xsize = int(np.ceil(nsize/labelwidth)) else: xsize = 1 if xsize == 1: ysize = nsize else: ysize = labelwidth XX = np.resize(linecontour[:,0],(xsize, ysize)) YY = np.resize(linecontour[:,1],(xsize, ysize)) #I might have fouled up the following: yfirst = YY[:,0].reshape(xsize, 1) ylast = YY[:,-1].reshape(xsize, 1) xfirst = XX[:,0].reshape(xsize, 1) xlast = XX[:,-1].reshape(xsize, 1) s = (yfirst-YY) * (xlast-xfirst) - (xfirst-XX) * (ylast-yfirst) L = np.sqrt((xlast-xfirst)**2+(ylast-yfirst)**2).ravel() dist = np.add.reduce(([(abs(s)[i]/L[i]) for i in range(xsize)]),-1) x,y,ind = self.get_label_coords(dist, XX, YY, ysize, labelwidth) #print 'ind, x, y', ind, x, y # There must be a more efficient way... lc = [tuple(l) for l in linecontour] dind = lc.index((x,y)) #print 'dind', dind #dind = list(linecontour).index((x,y)) return x, y, dind def calc_label_rot_and_inline( self, slc, ind, lw, lc=None, spacing=5 ): """ This function calculates the appropriate label rotation given the linecontour coordinates in screen units, the index of the label location and the label width. It will also break contour and calculate inlining if *lc* is not empty (lc defaults to the empty list if None). *spacing* is the space around the label in pixels to leave empty. Do both of these tasks at once to avoid calling mlab.path_length multiple times, which is relatively costly. The method used here involves calculating the path length along the contour in pixel coordinates and then looking approximately label width / 2 away from central point to determine rotation and then to break contour if desired. """ if lc is None: lc = [] # Half the label width hlw = lw/2.0 # Check if closed and, if so, rotate contour so label is at edge closed = mlab.is_closed_polygon(slc) if closed: slc = np.r_[ slc[ind:-1], slc[:ind+1] ] if len(lc): # Rotate lc also if not empty lc = np.r_[ lc[ind:-1], lc[:ind+1] ] ind = 0 # Path length in pixel space pl = mlab.path_length(slc) pl = pl-pl[ind] # Use linear interpolation to get points around label xi = np.array( [ -hlw, hlw ] ) if closed: # Look at end also for closed contours dp = np.array([pl[-1],0]) else: dp = np.zeros_like(xi) ll = mlab.less_simple_linear_interpolation( pl, slc, dp+xi, extrap=True ) # get vector in pixel space coordinates from one point to other dd = np.diff( ll, axis=0 ).ravel() # Get angle of vector - must be calculated in pixel space for # text rotation to work correctly if np.all(dd==0): # Must deal with case of zero length label rotation = 0.0 else: rotation = np.arctan2(dd[1], dd[0]) * 180.0 / np.pi # Fix angle so text is never upside-down if rotation > 90: rotation = rotation - 180.0 if rotation < -90: rotation = 180.0 + rotation # Break contour if desired nlc = [] if len(lc): # Expand range by spacing xi = dp + xi + np.array([-spacing,spacing]) # Get indices near points of interest I = mlab.less_simple_linear_interpolation( pl, np.arange(len(pl)), xi, extrap=False ) # If those indices aren't beyond contour edge, find x,y if (not np.isnan(I[0])) and int(I[0])<>I[0]: xy1 = mlab.less_simple_linear_interpolation( pl, lc, [ xi[0] ] ) if (not np.isnan(I[1])) and int(I[1])<>I[1]: xy2 = mlab.less_simple_linear_interpolation( pl, lc, [ xi[1] ] ) # Make integer I = [ np.floor(I[0]), np.ceil(I[1]) ] # Actually break contours if closed: # This will remove contour if shorter than label if np.all(~np.isnan(I)): nlc.append( np.r_[ xy2, lc[I[1]:I[0]+1], xy1 ] ) else: # These will remove pieces of contour if they have length zero if not np.isnan(I[0]): nlc.append( np.r_[ lc[:I[0]+1], xy1 ] ) if not np.isnan(I[1]): nlc.append( np.r_[ xy2, lc[I[1]:] ] ) # The current implementation removes contours completely # covered by labels. Uncomment line below to keep # original contour if this is the preferred behavoir. #if not len(nlc): nlc = [ lc ] return (rotation,nlc) def add_label(self,x,y,rotation,lev,cvalue): dx,dy = self.ax.transData.inverted().transform_point((x,y)) t = text.Text(dx, dy, rotation = rotation, horizontalalignment='center', verticalalignment='center') color = self.labelMappable.to_rgba(cvalue,alpha=self.alpha) _text = self.get_text(lev,self.labelFmt) self.set_label_props(t, _text, color) self.labelTexts.append(t) self.labelCValues.append(cvalue) self.labelXYs.append((x,y)) # Add label to plot here - useful for manual mode label selection self.ax.add_artist(t) def pop_label(self,index=-1): '''Defaults to removing last label, but any index can be supplied''' self.labelCValues.pop(index) t = self.labelTexts.pop(index) t.remove() def labels(self, inline, inline_spacing): trans = self.ax.transData # A bit of shorthand for icon, lev, fsize, cvalue in zip( self.labelIndiceList, self.labelLevelList, self.labelFontSizeList, self.labelCValueList ): con = self.collections[icon] lw = self.get_label_width(lev, self.labelFmt, fsize) additions = [] paths = con.get_paths() for segNum, linepath in enumerate(paths): lc = linepath.vertices # Line contour slc0 = trans.transform(lc) # Line contour in screen coords # For closed polygons, add extra point to avoid division by # zero in print_label and locate_label. Other than these # functions, this is not necessary and should probably be # eventually removed. if mlab.is_closed_polygon( lc ): slc = np.r_[ slc0, slc0[1:2,:] ] else: slc = slc0 if self.print_label(slc,lw): # Check if long enough for a label x,y,ind = self.locate_label(slc, lw) if inline: lcarg = lc else: lcarg = None rotation,new=self.calc_label_rot_and_inline( slc0, ind, lw, lcarg, inline_spacing ) # Actually add the label self.add_label(x,y,rotation,lev,cvalue) # If inline, add new contours if inline: for n in new: # Add path if not empty or single point if len(n)>1: additions.append( path.Path(n) ) else: # If not adding label, keep old path additions.append(linepath) # After looping over all segments on a contour, remove old # paths and add new ones if inlining if inline: del paths[:] paths.extend(additions) class ContourSet(cm.ScalarMappable, ContourLabeler): """ Create and store a set of contour lines or filled regions. User-callable method: clabel Useful attributes: ax: the axes object in which the contours are drawn collections: a silent_list of LineCollections or PolyCollections levels: contour levels layers: same as levels for line contours; half-way between levels for filled contours. See _process_colors method. """ def __init__(self, ax, *args, **kwargs): """ Draw contour lines or filled regions, depending on whether keyword arg 'filled' is False (default) or True. The first argument of the initializer must be an axes object. The remaining arguments and keyword arguments are described in ContourSet.contour_doc. """ self.ax = ax self.levels = kwargs.get('levels', None) self.filled = kwargs.get('filled', False) self.linewidths = kwargs.get('linewidths', None) self.linestyles = kwargs.get('linestyles', 'solid') self.alpha = kwargs.get('alpha', 1.0) self.origin = kwargs.get('origin', None) self.extent = kwargs.get('extent', None) cmap = kwargs.get('cmap', None) self.colors = kwargs.get('colors', None) norm = kwargs.get('norm', None) self.extend = kwargs.get('extend', 'neither') self.antialiased = kwargs.get('antialiased', True) self.nchunk = kwargs.get('nchunk', 0) self.locator = kwargs.get('locator', None) if (isinstance(norm, colors.LogNorm) or isinstance(self.locator, ticker.LogLocator)): self.logscale = True if norm is None: norm = colors.LogNorm() if self.extend is not 'neither': raise ValueError('extend kwarg does not work yet with log scale') else: self.logscale = False if self.origin is not None: assert(self.origin in ['lower', 'upper', 'image']) if self.extent is not None: assert(len(self.extent) == 4) if cmap is not None: assert(isinstance(cmap, colors.Colormap)) if self.colors is not None and cmap is not None: raise ValueError('Either colors or cmap must be None') if self.origin == 'image': self.origin = mpl.rcParams['image.origin'] x, y, z = self._contour_args(*args) # also sets self.levels, # self.layers if self.colors is not None: cmap = colors.ListedColormap(self.colors, N=len(self.layers)) if self.filled: self.collections = cbook.silent_list('collections.PolyCollection') else: self.collections = cbook.silent_list('collections.LineCollection') # label lists must be initialized here self.labelTexts = [] self.labelCValues = [] kw = {'cmap': cmap} if norm is not None: kw['norm'] = norm cm.ScalarMappable.__init__(self, **kw) # sets self.cmap; self._process_colors() _mask = ma.getmask(z) if _mask is ma.nomask: _mask = None if self.filled: if self.linewidths is not None: warnings.warn('linewidths is ignored by contourf') C = _cntr.Cntr(x, y, z.filled(), _mask) lowers = self._levels[:-1] uppers = self._levels[1:] for level, level_upper in zip(lowers, uppers): nlist = C.trace(level, level_upper, points = 0, nchunk = self.nchunk) col = collections.PolyCollection(nlist, antialiaseds = (self.antialiased,), edgecolors= 'none', alpha=self.alpha) self.ax.add_collection(col) self.collections.append(col) else: tlinewidths = self._process_linewidths() self.tlinewidths = tlinewidths tlinestyles = self._process_linestyles() C = _cntr.Cntr(x, y, z.filled(), _mask) for level, width, lstyle in zip(self.levels, tlinewidths, tlinestyles): nlist = C.trace(level, points = 0) col = collections.LineCollection(nlist, linewidths = width, linestyle = lstyle, alpha=self.alpha) if level < 0.0 and self.monochrome: ls = mpl.rcParams['contour.negative_linestyle'] col.set_linestyle(ls) col.set_label('_nolegend_') self.ax.add_collection(col, False) self.collections.append(col) self.changed() # set the colors x0 = ma.minimum(x) x1 = ma.maximum(x) y0 = ma.minimum(y) y1 = ma.maximum(y) self.ax.update_datalim([(x0,y0), (x1,y1)]) self.ax.autoscale_view() def changed(self): tcolors = [ (tuple(rgba),) for rgba in self.to_rgba(self.cvalues, alpha=self.alpha)] self.tcolors = tcolors for color, collection in zip(tcolors, self.collections): collection.set_alpha(self.alpha) collection.set_color(color) for label, cv in zip(self.labelTexts, self.labelCValues): label.set_alpha(self.alpha) label.set_color(self.labelMappable.to_rgba(cv)) # add label colors cm.ScalarMappable.changed(self) def _autolev(self, z, N): ''' Select contour levels to span the data. We need two more levels for filled contours than for line contours, because for the latter we need to specify the lower and upper boundary of each range. For example, a single contour boundary, say at z = 0, requires only one contour line, but two filled regions, and therefore three levels to provide boundaries for both regions. ''' if self.locator is None: if self.logscale: self.locator = ticker.LogLocator() else: self.locator = ticker.MaxNLocator(N+1) self.locator.create_dummy_axis() zmax = self.zmax zmin = self.zmin self.locator.set_bounds(zmin, zmax) lev = self.locator() zmargin = (zmax - zmin) * 0.000001 # so z < (zmax + zmargin) if zmax >= lev[-1]: lev[-1] += zmargin if zmin <= lev[0]: if self.logscale: lev[0] = 0.99 * zmin else: lev[0] -= zmargin self._auto = True if self.filled: return lev return lev[1:-1] def _initialize_x_y(self, z): ''' Return X, Y arrays such that contour(Z) will match imshow(Z) if origin is not None. The center of pixel Z[i,j] depends on origin: if origin is None, x = j, y = i; if origin is 'lower', x = j + 0.5, y = i + 0.5; if origin is 'upper', x = j + 0.5, y = Nrows - i - 0.5 If extent is not None, x and y will be scaled to match, as in imshow. If origin is None and extent is not None, then extent will give the minimum and maximum values of x and y. ''' if z.ndim != 2: raise TypeError("Input must be a 2D array.") else: Ny, Nx = z.shape if self.origin is None: # Not for image-matching. if self.extent is None: return np.meshgrid(np.arange(Nx), np.arange(Ny)) else: x0,x1,y0,y1 = self.extent x = np.linspace(x0, x1, Nx) y = np.linspace(y0, y1, Ny) return np.meshgrid(x, y) # Match image behavior: if self.extent is None: x0,x1,y0,y1 = (0, Nx, 0, Ny) else: x0,x1,y0,y1 = self.extent dx = float(x1 - x0)/Nx dy = float(y1 - y0)/Ny x = x0 + (np.arange(Nx) + 0.5) * dx y = y0 + (np.arange(Ny) + 0.5) * dy if self.origin == 'upper': y = y[::-1] return np.meshgrid(x,y) def _check_xyz(self, args): ''' For functions like contour, check that the dimensions of the input arrays match; if x and y are 1D, convert them to 2D using meshgrid. Possible change: I think we should make and use an ArgumentError Exception class (here and elsewhere). ''' # We can strip away the x and y units x = self.ax.convert_xunits( args[0] ) y = self.ax.convert_yunits( args[1] ) x = np.asarray(x, dtype=np.float64) y = np.asarray(y, dtype=np.float64) z = ma.asarray(args[2], dtype=np.float64) if z.ndim != 2: raise TypeError("Input z must be a 2D array.") else: Ny, Nx = z.shape if x.shape == z.shape and y.shape == z.shape: return x,y,z if x.ndim != 1 or y.ndim != 1: raise TypeError("Inputs x and y must be 1D or 2D.") nx, = x.shape ny, = y.shape if nx != Nx or ny != Ny: raise TypeError("Length of x must be number of columns in z,\n" + "and length of y must be number of rows.") x,y = np.meshgrid(x,y) return x,y,z def _contour_args(self, *args): if self.filled: fn = 'contourf' else: fn = 'contour' Nargs = len(args) if Nargs <= 2: z = ma.asarray(args[0], dtype=np.float64) x, y = self._initialize_x_y(z) elif Nargs <=4: x,y,z = self._check_xyz(args[:3]) else: raise TypeError("Too many arguments to %s; see help(%s)" % (fn,fn)) self.zmax = ma.maximum(z) self.zmin = ma.minimum(z) if self.logscale and self.zmin <= 0: z = ma.masked_where(z <= 0, z) warnings.warn('Log scale: values of z <=0 have been masked') self.zmin = z.min() self._auto = False if self.levels is None: if Nargs == 1 or Nargs == 3: lev = self._autolev(z, 7) else: # 2 or 4 args level_arg = args[-1] try: if type(level_arg) == int: lev = self._autolev(z, level_arg) else: lev = np.asarray(level_arg).astype(np.float64) except: raise TypeError( "Last %s arg must give levels; see help(%s)" % (fn,fn)) if self.filled and len(lev) < 2: raise ValueError("Filled contours require at least 2 levels.") # Workaround for cntr.c bug wrt masked interior regions: #if filled: # z = ma.masked_array(z.filled(-1e38)) # It's not clear this is any better than the original bug. self.levels = lev #if self._auto and self.extend in ('both', 'min', 'max'): # raise TypeError("Auto level selection is inconsistent " # + "with use of 'extend' kwarg") self._levels = list(self.levels) if self.extend in ('both', 'min'): self._levels.insert(0, min(self.levels[0],self.zmin) - 1) if self.extend in ('both', 'max'): self._levels.append(max(self.levels[-1],self.zmax) + 1) self._levels = np.asarray(self._levels) self.vmin = np.amin(self.levels) # alternative would be self.layers self.vmax = np.amax(self.levels) if self.extend in ('both', 'min'): self.vmin = 2 * self.levels[0] - self.levels[1] if self.extend in ('both', 'max'): self.vmax = 2 * self.levels[-1] - self.levels[-2] self.layers = self._levels # contour: a line is a thin layer if self.filled: self.layers = 0.5 * (self._levels[:-1] + self._levels[1:]) if self.extend in ('both', 'min'): self.layers[0] = 0.5 * (self.vmin + self._levels[1]) if self.extend in ('both', 'max'): self.layers[-1] = 0.5 * (self.vmax + self._levels[-2]) return (x, y, z) def _process_colors(self): """ Color argument processing for contouring. Note that we base the color mapping on the contour levels, not on the actual range of the Z values. This means we don't have to worry about bad values in Z, and we always have the full dynamic range available for the selected levels. The color is based on the midpoint of the layer, except for an extended end layers. """ self.monochrome = self.cmap.monochrome if self.colors is not None: i0, i1 = 0, len(self.layers) if self.extend in ('both', 'min'): i0 = -1 if self.extend in ('both', 'max'): i1 = i1 + 1 self.cvalues = range(i0, i1) self.set_norm(colors.NoNorm()) else: self.cvalues = self.layers if not self.norm.scaled(): self.set_clim(self.vmin, self.vmax) if self.extend in ('both', 'max', 'min'): self.norm.clip = False self.set_array(self.layers) # self.tcolors are set by the "changed" method def _process_linewidths(self): linewidths = self.linewidths Nlev = len(self.levels) if linewidths is None: tlinewidths = [(mpl.rcParams['lines.linewidth'],)] *Nlev else: if cbook.iterable(linewidths) and len(linewidths) < Nlev: linewidths = list(linewidths) * int(np.ceil(Nlev/len(linewidths))) elif not cbook.iterable(linewidths) and type(linewidths) in [int, float]: linewidths = [linewidths] * Nlev tlinewidths = [(w,) for w in linewidths] return tlinewidths def _process_linestyles(self): linestyles = self.linestyles Nlev = len(self.levels) if linestyles is None: tlinestyles = ['solid'] * Nlev else: if cbook.is_string_like(linestyles): tlinestyles = [linestyles] * Nlev elif cbook.iterable(linestyles) and len(linestyles) <= Nlev: tlinestyles = list(linestyles) * int(np.ceil(Nlev/len(linestyles))) return tlinestyles def get_alpha(self): '''returns alpha to be applied to all ContourSet artists''' return self.alpha def set_alpha(self, alpha): '''sets alpha for all ContourSet artists''' self.alpha = alpha self.changed() contour_doc = """ :func:`~matplotlib.pyplot.contour` and :func:`~matplotlib.pyplot.contourf` draw contour lines and filled contours, respectively. Except as noted, function signatures and return values are the same for both versions. :func:`~matplotlib.pyplot.contourf` differs from the Matlab (TM) version in that it does not draw the polygon edges, because the contouring engine yields simply connected regions with branch cuts. To draw the edges, add line contours with calls to :func:`~matplotlib.pyplot.contour`. call signatures:: contour(Z) make a contour plot of an array *Z*. The level values are chosen automatically. :: contour(X,Y,Z) *X*, *Y* specify the (*x*, *y*) coordinates of the surface :: contour(Z,N) contour(X,Y,Z,N) contour *N* automatically-chosen levels. :: contour(Z,V) contour(X,Y,Z,V) draw contour lines at the values specified in sequence *V* :: contourf(..., V) fill the (len(*V*)-1) regions between the values in *V* :: contour(Z, **kwargs) Use keyword args to control colors, linewidth, origin, cmap ... see below for more details. *X*, *Y*, and *Z* must be arrays with the same dimensions. *Z* may be a masked array, but filled contouring may not handle internal masked regions correctly. ``C = contour(...)`` returns a :class:`~matplotlib.contour.ContourSet` object. Optional keyword arguments: *colors*: [ None | string | (mpl_colors) ] If *None*, the colormap specified by cmap will be used. If a string, like 'r' or 'red', all levels will be plotted in this color. If a tuple of matplotlib color args (string, float, rgb, etc), different levels will be plotted in different colors in the order specified. *alpha*: float The alpha blending value *cmap*: [ None | Colormap ] A cm :class:`~matplotlib.cm.Colormap` instance or *None*. If *cmap* is *None* and *colors* is *None*, a default Colormap is used. *norm*: [ None | Normalize ] A :class:`matplotlib.colors.Normalize` instance for scaling data values to colors. If *norm* is *None* and *colors* is *None*, the default linear scaling is used. *origin*: [ None | 'upper' | 'lower' | 'image' ] If *None*, the first value of *Z* will correspond to the lower left corner, location (0,0). If 'image', the rc value for ``image.origin`` will be used. This keyword is not active if *X* and *Y* are specified in the call to contour. *extent*: [ None | (x0,x1,y0,y1) ] If *origin* is not *None*, then *extent* is interpreted as in :func:`matplotlib.pyplot.imshow`: it gives the outer pixel boundaries. In this case, the position of Z[0,0] is the center of the pixel, not a corner. If *origin* is *None*, then (*x0*, *y0*) is the position of Z[0,0], and (*x1*, *y1*) is the position of Z[-1,-1]. This keyword is not active if *X* and *Y* are specified in the call to contour. *locator*: [ None | ticker.Locator subclass ] If *locator* is None, the default :class:`~matplotlib.ticker.MaxNLocator` is used. The locator is used to determine the contour levels if they are not given explicitly via the *V* argument. *extend*: [ 'neither' | 'both' | 'min' | 'max' ] Unless this is 'neither', contour levels are automatically added to one or both ends of the range so that all data are included. These added ranges are then mapped to the special colormap values which default to the ends of the colormap range, but can be set via :meth:`matplotlib.cm.Colormap.set_under` and :meth:`matplotlib.cm.Colormap.set_over` methods. contour-only keyword arguments: *linewidths*: [ None | number | tuple of numbers ] If *linewidths* is *None*, the default width in ``lines.linewidth`` in ``matplotlibrc`` is used. If a number, all levels will be plotted with this linewidth. If a tuple, different levels will be plotted with different linewidths in the order specified *linestyles*: [None | 'solid' | 'dashed' | 'dashdot' | 'dotted' ] If *linestyles* is *None*, the 'solid' is used. *linestyles* can also be an iterable of the above strings specifying a set of linestyles to be used. If this iterable is shorter than the number of contour levels it will be repeated as necessary. If contour is using a monochrome colormap and the contour level is less than 0, then the linestyle specified in ``contour.negative_linestyle`` in ``matplotlibrc`` will be used. contourf-only keyword arguments: *antialiased*: [ True | False ] enable antialiasing *nchunk*: [ 0 | integer ] If 0, no subdivision of the domain. Specify a positive integer to divide the domain into subdomains of roughly *nchunk* by *nchunk* points. This may never actually be advantageous, so this option may be removed. Chunking introduces artifacts at the chunk boundaries unless *antialiased* is *False*. **Example:** .. plot:: mpl_examples/pylab_examples/contour_demo.py """ def find_nearest_contour( self, x, y, indices=None, pixel=True ): """ Finds contour that is closest to a point. Defaults to measuring distance in pixels (screen space - useful for manual contour labeling), but this can be controlled via a keyword argument. Returns a tuple containing the contour, segment, index of segment, x & y of segment point and distance to minimum point. Call signature:: conmin,segmin,imin,xmin,ymin,dmin = find_nearest_contour( self, x, y, indices=None, pixel=True ) Optional keyword arguments:: *indices*: Indexes of contour levels to consider when looking for nearest point. Defaults to using all levels. *pixel*: If *True*, measure distance in pixel space, if not, measure distance in axes space. Defaults to *True*. """ # This function uses a method that is probably quite # inefficient based on converting each contour segment to # pixel coordinates and then comparing the given point to # those coordinates for each contour. This will probably be # quite slow for complex contours, but for normal use it works # sufficiently well that the time is not noticeable. # Nonetheless, improvements could probably be made. if indices==None: indices = range(len(self.levels)) dmin = 1e10 conmin = None segmin = None xmin = None ymin = None for icon in indices: con = self.collections[icon] paths = con.get_paths() for segNum, linepath in enumerate(paths): lc = linepath.vertices # transfer all data points to screen coordinates if desired if pixel: lc = self.ax.transData.transform(lc) ds = (lc[:,0]-x)**2 + (lc[:,1]-y)**2 d = min( ds ) if d < dmin: dmin = d conmin = icon segmin = segNum imin = mpl.mlab.find( ds == d )[0] xmin = lc[imin,0] ymin = lc[imin,1] return (conmin,segmin,imin,xmin,ymin,dmin)
gpl-3.0
tku137/JPKay
tests/test_JPKForce.py
1
1936
# coding=utf-8 import pytest import numpy.testing as npt from numpy import array import pandas.util.testing as pdt import pandas as pd from JPKay.core.data_structures import CellHesion # noinspection PyShadowingNames,PyPep8Naming @pytest.mark.usefixtures("sample_force_file") class TestJpkForce: def test_load_encoded_data_segment(self, sample_force_file): sample = CellHesion(sample_force_file) segment = 'retract' vDef, height = sample.load_encoded_data_segment(segment) assert vDef[0] == -4454604 assert height[0] == 468876141 assert vDef.shape == (1000, 1) assert height.shape == (1000, 1) def test_load_data(self, sample_force_file): sample = CellHesion(sample_force_file) assert sample.data.shape == (1000, 8) iterable = [['approach', 'contact', 'retract', 'pause'], ['force', 'height']] index = pd.MultiIndex.from_product(iterable, names=['segment', 'channel']) data = array([-2.98158446715e-11, 3.90831266155e-05]) df = pd.DataFrame(columns=index) df.loc[0, 'retract'] = data pdt.assert_almost_equal(sample.data.loc[0], df.loc[0]) def test_convert_data(self, sample_force_file): sample = CellHesion(sample_force_file) conv_1 = sample.convert_data('vDeflection', array(-4454604)) conv_2 = sample.convert_data('height', array(468876141)) npt.assert_almost_equal(conv_1, array(-2.98158446715e-11), decimal=20) npt.assert_almost_equal(conv_2, array(3.90831266155e-05), decimal=15) def test_construct_df(self, sample_force_file): sample = CellHesion(sample_force_file) df = sample.construct_df() iterable = [['approach', 'contact', 'retract', 'pause'], ['force', 'height']] index = pd.MultiIndex.from_product(iterable, names=['segment', 'channel']) pdt.assert_frame_equal(df, pd.DataFrame(columns=index))
mit
J535D165/recordlinkage
recordlinkage/config_init.py
1
1304
import recordlinkage.config as cf from recordlinkage.config import (get_default_val, is_bool, is_callable, is_instance_factory, is_int, is_one_of_factory, is_text ) pairs_type_doc = """ : str Specify the format how record pairs are stored. By default, record pairs generated by the toolkit are returned in a pandas.MultiIndex object ('multiindex' option). Valid values: 'multiindex' """ classification_return_type_doc = """ : str The format of the classification result. The value 'index' returns the classification result as a pandas.MultiIndex. The MultiIndex contains the predicted matching record pairs. The value 'series' returns a pandas.Series with zeros (distinct) and ones (matches). The argument value 'array' will return a numpy.ndarray with zeros and ones. """ with cf.config_prefix('indexing'): cf.register_option( 'pairs', 'multiindex', pairs_type_doc, validator=is_one_of_factory(['multiindex'])) with cf.config_prefix('classification'): cf.register_option( 'return_type', 'index', classification_return_type_doc, validator=is_one_of_factory(['index', 'series', 'array']))
bsd-3-clause
mitschabaude/nanopores
scripts/pughpore/diffusivity/diff_bulk.py
1
1313
import numpy as np import os from math import sinh, acosh import nanopores as nano import nanopores.geometries.pughpore as pughpore import nanopores.tools.fields as fields from matplotlib import pyplot as plt geop = nano.Params(pughpore.params) fields.set_dir(os.path.expanduser("~") + "/Dropbox/nanopores/fields") r = geop.rMolecule eps = 1e-8 x = np.linspace(r+eps, 30, 100) def Cp1(l): return 1.-(9./16.)*r/l def Cp(h): x = r/h return 1. - 9./16.*x + 1./8.*x**3 - 45./256.*x**4 - 1/16.*x**5 def Cn(l): alpha = acosh(l/r) s = 0. for n in range(1, 100): n = float(n) K = n*(n+1)/(2*n-1)/(2*n+3) s += K*((2*sinh((2*n+1)*alpha)+(2*n+1)*sinh(2*alpha))/(4*(sinh((n+.5)*alpha))**2-(2*n+1)**2*(sinh(alpha))**2) - 1) return 1./((4./3.)*sinh(alpha)*s) Dn = np.array([Cn(xx) for xx in x]) Dt = Cp(x) def matrix(d): return [[d[0], 0., 0.], [0., d[1], 0.], [0., 0., d[2]]] data = dict(x=list(x), D=map(matrix, zip(Dn, Dt, Dt))) if not fields.exists("pugh_diff_bulk", rMolecule=r): print "SAVING..." fields.save_fields("pugh_diff_bulk", dict(rMolecule=r), **data) fields.update() plt.plot(x, Dt, ".-", label=r"$D_t$") plt.plot(x, Cp1(x), ".-", label=r"$D_t$ simple") plt.plot(x, Dn, ".-", label=r"$D_t$") plt.legend(loc="lower right") #plt.show()
mit
yunque/PyML
RandomWalk.py
1
2464
#!/usr/bin/env python """ RANDOM WALK Generate a random walk sequence of times and frequencies, which are used to synthesize sinusoidal sweeps of random durations between random frequencies. 1. generate intervals randomly until they add up to 10. 2. 3*10=30 >> divide """ from __future__ import division import numpy as np from pylab import add import matplotlib.pyplot as plt def randomWalk(f0): # Create a list of time intervals between 0 and T, each drawn from a normal distribution # Time starts at 0 times = [0] # Initial frequency (pass 110/220/440) freqs = [f0] T = 10 acc = 0 i = 0 while acc <= T: # time distributed around mean=1 randTime = np.random.normal(1,1,1) #float("{0:.2f}".format(x)) times.extend(abs(randTime)) # freq distributed around previous freq randFreq = int(np.random.normal(freqs[-1],10,1)) freqs.extend([randFreq]) acc += times[-1] i += 1 # Adjust final time point times[-1] = int(times[-1]) # # Don't need the last frequency, as we only want one freq per interval # freqs = freqs[:-1] # # DBG # numIntervals = len(times) # print numIntervals return times, freqs def mySweep(f1,f2,dur): fs = 16000 sample_rate = 1/fs #.0000625 t_change = 0.5 times = np.arange(0, dur, sample_rate*dur) ramp = 1./(1+np.exp(-6.*(times-t_change))) freq = f1*(1-ramp) + f2*ramp phase_correction = add.accumulate(times*np.concatenate((np.zeros(1), 2*np.pi*(freq[:-1]-freq[1:])))) uncorrected = np.sin(2*np.pi*freq*times) sweeped = np.sin(2*np.pi*freq*times+phase_correction) return sweeped if __name__ == "__main__": f0 = 10 times, freqs = randomWalk(f0) # times = [0,0.5,1,2] # freqs = [10,20,10,20] print times print freqs randomSweep = [] for i in xrange(len(times)-1): # t1 = sum(times[:i]) # t2 = sum(times[:i+1]) # - ( ) # <<< # print t2-t1 print i print freqs[i], freqs[i+1], ( sum(times[:i+2]) - sum(times[:i+1]) ) f1 = freqs[i] f2 = freqs[i+1] dur = ( sum(times[:i+2]) - sum(times[:i+1]) ) print "dur = ",dur # sweeped = mySweep(freqs[i], freqs[i+1], (times[i+1]-times[i]) ) sweeped = mySweep(f1,f2,dur) randomSweep.extend(sweeped) print "np.shape(randomSweep) = ",np.shape(randomSweep) plt.plot(randomSweep) plt.show() times, freqs = randomWalk(randFreq) randomSweep = [] for i in xrange(len(times)-1): f1 = freqs[i] f2 = freqs[i+1] dur = ( sum(times[:i+2]) - sum(times[:i+1]) ) sweeped = mySweep(f1,f2,dur) randomSweep.extend(sweeped)
gpl-2.0
bloyl/mne-python
tutorials/stats-sensor-space/10_background_stats.py
10
29158
# -*- coding: utf-8 -*- """ .. _disc-stats: ===================== Statistical inference ===================== Here we will briefly cover multiple concepts of inferential statistics in an introductory manner, and demonstrate how to use some MNE statistical functions. """ # Authors: Eric Larson <larson.eric.d@gmail.com> # License: BSD (3-clause) from functools import partial import numpy as np from scipy import stats import matplotlib.pyplot as plt from mpl_toolkits.mplot3d import Axes3D # noqa, analysis:ignore import mne from mne.stats import (ttest_1samp_no_p, bonferroni_correction, fdr_correction, permutation_t_test, permutation_cluster_1samp_test) print(__doc__) ############################################################################### # Hypothesis testing # ------------------ # Null hypothesis # ^^^^^^^^^^^^^^^ # From `Wikipedia <https://en.wikipedia.org/wiki/Null_hypothesis>`__: # # In inferential statistics, a general statement or default position that # there is no relationship between two measured phenomena, or no # association among groups. # # We typically want to reject a **null hypothesis** with # some probability (e.g., p < 0.05). This probability is also called the # significance level :math:`\alpha`. # To think about what this means, let's follow the illustrative example from # :footcite:`RidgwayEtAl2012` and construct a toy dataset consisting of a # 40 x 40 square with a "signal" present in the center with white noise added # and a Gaussian smoothing kernel applied. width = 40 n_subjects = 10 signal_mean = 100 signal_sd = 100 noise_sd = 0.01 gaussian_sd = 5 sigma = 1e-3 # sigma for the "hat" method n_permutations = 'all' # run an exact test n_src = width * width # For each "subject", make a smoothed noisy signal with a centered peak rng = np.random.RandomState(2) X = noise_sd * rng.randn(n_subjects, width, width) # Add a signal at the center X[:, width // 2, width // 2] = signal_mean + rng.randn(n_subjects) * signal_sd # Spatially smooth with a 2D Gaussian kernel size = width // 2 - 1 gaussian = np.exp(-(np.arange(-size, size + 1) ** 2 / float(gaussian_sd ** 2))) for si in range(X.shape[0]): for ri in range(X.shape[1]): X[si, ri, :] = np.convolve(X[si, ri, :], gaussian, 'same') for ci in range(X.shape[2]): X[si, :, ci] = np.convolve(X[si, :, ci], gaussian, 'same') ############################################################################### # The data averaged over all subjects looks like this: fig, ax = plt.subplots() ax.imshow(X.mean(0), cmap='inferno') ax.set(xticks=[], yticks=[], title="Data averaged over subjects") ############################################################################### # In this case, a null hypothesis we could test for each voxel is: # # There is no difference between the mean value and zero # (:math:`H_0 \colon \mu = 0`). # # The alternative hypothesis, then, is that the voxel has a non-zero mean # (:math:`H_1 \colon \mu \neq 0`). # This is a *two-tailed* test because the mean could be less than # or greater than zero, whereas a *one-tailed* test would test only one of # these possibilities, i.e. :math:`H_1 \colon \mu \geq 0` or # :math:`H_1 \colon \mu \leq 0`. # # .. note:: Here we will refer to each spatial location as a "voxel". # In general, though, it could be any sort of data value, # including cortical vertex at a specific time, pixel in a # time-frequency decomposition, etc. # # Parametric tests # ^^^^^^^^^^^^^^^^ # Let's start with a **paired t-test**, which is a standard test # for differences in paired samples. Mathematically, it is equivalent # to a 1-sample t-test on the difference between the samples in each condition. # The paired t-test is **parametric** # because it assumes that the underlying sample distribution is Gaussian, and # is only valid in this case. This happens to be satisfied by our toy dataset, # but is not always satisfied for neuroimaging data. # # In the context of our toy dataset, which has many voxels # (:math:`40 \cdot 40 = 1600`), applying the paired t-test is called a # *mass-univariate* approach as it treats each voxel independently. titles = ['t'] out = stats.ttest_1samp(X, 0, axis=0) ts = [out[0]] ps = [out[1]] mccs = [False] # these are not multiple-comparisons corrected def plot_t_p(t, p, title, mcc, axes=None): if axes is None: fig = plt.figure(figsize=(6, 3)) axes = [fig.add_subplot(121, projection='3d'), fig.add_subplot(122)] show = True else: show = False p_lims = [0.1, 0.001] t_lims = -stats.distributions.t.ppf(p_lims, n_subjects - 1) p_lims = [-np.log10(p) for p in p_lims] # t plot x, y = np.mgrid[0:width, 0:width] surf = axes[0].plot_surface(x, y, np.reshape(t, (width, width)), rstride=1, cstride=1, linewidth=0, vmin=t_lims[0], vmax=t_lims[1], cmap='viridis') axes[0].set(xticks=[], yticks=[], zticks=[], xlim=[0, width - 1], ylim=[0, width - 1]) axes[0].view_init(30, 15) cbar = plt.colorbar(ax=axes[0], shrink=0.75, orientation='horizontal', fraction=0.1, pad=0.025, mappable=surf) cbar.set_ticks(t_lims) cbar.set_ticklabels(['%0.1f' % t_lim for t_lim in t_lims]) cbar.set_label('t-value') cbar.ax.get_xaxis().set_label_coords(0.5, -0.3) if not show: axes[0].set(title=title) if mcc: axes[0].title.set_weight('bold') # p plot use_p = -np.log10(np.reshape(np.maximum(p, 1e-5), (width, width))) img = axes[1].imshow(use_p, cmap='inferno', vmin=p_lims[0], vmax=p_lims[1], interpolation='nearest') axes[1].set(xticks=[], yticks=[]) cbar = plt.colorbar(ax=axes[1], shrink=0.75, orientation='horizontal', fraction=0.1, pad=0.025, mappable=img) cbar.set_ticks(p_lims) cbar.set_ticklabels(['%0.1f' % p_lim for p_lim in p_lims]) cbar.set_label(r'$-\log_{10}(p)$') cbar.ax.get_xaxis().set_label_coords(0.5, -0.3) if show: text = fig.suptitle(title) if mcc: text.set_weight('bold') plt.subplots_adjust(0, 0.05, 1, 0.9, wspace=0, hspace=0) mne.viz.utils.plt_show() plot_t_p(ts[-1], ps[-1], titles[-1], mccs[-1]) ############################################################################### # "Hat" variance adjustment # ~~~~~~~~~~~~~~~~~~~~~~~~~ # The "hat" technique regularizes the variance values used in the t-test # calculation :footcite:`RidgwayEtAl2012` to compensate for implausibly small # variances. ts.append(ttest_1samp_no_p(X, sigma=sigma)) ps.append(stats.distributions.t.sf(np.abs(ts[-1]), len(X) - 1) * 2) titles.append(r'$\mathrm{t_{hat}}$') mccs.append(False) plot_t_p(ts[-1], ps[-1], titles[-1], mccs[-1]) ############################################################################### # Non-parametric tests # ^^^^^^^^^^^^^^^^^^^^ # Instead of assuming an underlying Gaussian distribution, we could instead # use a **non-parametric resampling** method. In the case of a paired t-test # between two conditions A and B, which is mathematically equivalent to a # one-sample t-test between the difference in the conditions A-B, under the # null hypothesis we have the principle of **exchangeability**. This means # that, if the null is true, we can exchange conditions and not change # the distribution of the test statistic. # # When using a paired t-test, exchangeability thus means that we can flip the # signs of the difference between A and B. Therefore, we can construct the # **null distribution** values for each voxel by taking random subsets of # samples (subjects), flipping the sign of their difference, and recording the # absolute value of the resulting statistic (we record the absolute value # because we conduct a two-tailed test). The absolute value of the statistic # evaluated on the veridical data can then be compared to this distribution, # and the p-value is simply the proportion of null distribution values that # are smaller. # # .. warning:: In the case of a true one-sample t-test, i.e. analyzing a single # condition rather than the difference between two conditions, # it is not clear where/how exchangeability applies; see # `this FieldTrip discussion <ft_exch_>`_. # # In the case where ``n_permutations`` is large enough (or "all") so # that the complete set of unique resampling exchanges can be done # (which is :math:`2^{N_{samp}}-1` for a one-tailed and # :math:`2^{N_{samp}-1}-1` for a two-tailed test, not counting the # veridical distribution), instead of randomly exchanging conditions # the null is formed from using all possible exchanges. This is known # as a permutation test (or exact test). # Here we have to do a bit of gymnastics to get our function to do # a permutation test without correcting for multiple comparisons: X.shape = (n_subjects, n_src) # flatten the array for simplicity titles.append('Permutation') ts.append(np.zeros(width * width)) ps.append(np.zeros(width * width)) mccs.append(False) for ii in range(n_src): ts[-1][ii], ps[-1][ii] = permutation_t_test(X[:, [ii]], verbose=False)[:2] plot_t_p(ts[-1], ps[-1], titles[-1], mccs[-1]) ############################################################################### # Multiple comparisons # -------------------- # So far, we have done no correction for multiple comparisons. This is # potentially problematic for these data because there are # :math:`40 \cdot 40 = 1600` tests being performed. If we use a threshold # p < 0.05 for each individual test, we would expect many voxels to be declared # significant even if there were no true effect. In other words, we would make # many **type I errors** (adapted from `here <errors_>`_): # # .. rst-class:: skinnytable # # +----------+--------+------------------+------------------+ # | | Null hypothesis | # | +------------------+------------------+ # | | True | False | # +==========+========+==================+==================+ # | | | Type I error | Correct | # | | Yes | False positive | True positive | # + Reject +--------+------------------+------------------+ # | | | Correct | Type II error | # | | No | True Negative | False negative | # +----------+--------+------------------+------------------+ # # To see why, consider a standard :math:`\alpha = 0.05`. # For a single test, our probability of making a type I error is 0.05. # The probability of making at least one type I error in # :math:`N_{\mathrm{test}}` independent tests is then given by # :math:`1 - (1 - \alpha)^{N_{\mathrm{test}}}`: N = np.arange(1, 80) alpha = 0.05 p_type_I = 1 - (1 - alpha) ** N fig, ax = plt.subplots(figsize=(4, 3)) ax.scatter(N, p_type_I, 3) ax.set(xlim=N[[0, -1]], ylim=[0, 1], xlabel=r'$N_{\mathrm{test}}$', ylabel=u'Probability of at least\none type I error') ax.grid(True) fig.tight_layout() fig.show() ############################################################################### # To combat this problem, several methods exist. Typically these # provide control over either one of the following two measures: # # 1. `Familywise error rate (FWER) <fwer_>`_ # The probability of making one or more type I errors: # # .. math:: # \mathrm{P}(N_{\mathrm{type\ I}} >= 1 \mid H_0) # # 2. `False discovery rate (FDR) <fdr_>`_ # The expected proportion of rejected null hypotheses that are # actually true: # # .. math:: # \mathrm{E}(\frac{N_{\mathrm{type\ I}}}{N_{\mathrm{reject}}} # \mid N_{\mathrm{reject}} > 0) \cdot # \mathrm{P}(N_{\mathrm{reject}} > 0 \mid H_0) # # We cover some techniques that control FWER and FDR below. # # Bonferroni correction # ^^^^^^^^^^^^^^^^^^^^^ # Perhaps the simplest way to deal with multiple comparisons, `Bonferroni # correction <https://en.wikipedia.org/wiki/Bonferroni_correction>`__ # conservatively multiplies the p-values by the number of comparisons to # control the FWER. titles.append('Bonferroni') ts.append(ts[-1]) ps.append(bonferroni_correction(ps[0])[1]) mccs.append(True) plot_t_p(ts[-1], ps[-1], titles[-1], mccs[-1]) ############################################################################### # False discovery rate (FDR) correction # ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ # Typically FDR is performed with the Benjamini-Hochberg procedure, which # is less restrictive than Bonferroni correction for large numbers of # comparisons (fewer type II errors), but provides less strict control of type # I errors. titles.append('FDR') ts.append(ts[-1]) ps.append(fdr_correction(ps[0])[1]) mccs.append(True) plot_t_p(ts[-1], ps[-1], titles[-1], mccs[-1]) ############################################################################### # Non-parametric resampling test with a maximum statistic # ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ # **Non-parametric resampling tests** can also be used to correct for multiple # comparisons. In its simplest form, we again do permutations using # exchangeability under the null hypothesis, but this time we take the # *maximum statistic across all voxels* in each permutation to form the # null distribution. The p-value for each voxel from the veridical data # is then given by the proportion of null distribution values # that were smaller. # # This method has two important features: # # 1. It controls FWER. # 2. It is non-parametric. Even though our initial test statistic # (here a 1-sample t-test) is parametric, the null # distribution for the null hypothesis rejection (the mean value across # subjects is indistinguishable from zero) is obtained by permutations. # This means that it makes no assumptions of Gaussianity # (which do hold for this example, but do not in general for some types # of processed neuroimaging data). titles.append(r'$\mathbf{Perm_{max}}$') out = permutation_t_test(X, verbose=False)[:2] ts.append(out[0]) ps.append(out[1]) mccs.append(True) plot_t_p(ts[-1], ps[-1], titles[-1], mccs[-1]) ############################################################################### # Clustering # ^^^^^^^^^^ # Each of the aforementioned multiple comparisons corrections have the # disadvantage of not fully incorporating the correlation structure of the # data, namely that points close to one another (e.g., in space or time) tend # to be correlated. However, by defining the adjacency/adjacency/neighbor # structure in our data, we can use **clustering** to compensate. # # To use this, we need to rethink our null hypothesis. Instead # of thinking about a null hypothesis about means per voxel (with one # independent test per voxel), we consider a null hypothesis about sizes # of clusters in our data, which could be stated like: # # The distribution of spatial cluster sizes observed in two experimental # conditions are drawn from the same probability distribution. # # Here we only have a single condition and we contrast to zero, which can # be thought of as: # # The distribution of spatial cluster sizes is independent of the sign # of the data. # # In this case, we again do permutations with a maximum statistic, but, under # each permutation, we: # # 1. Compute the test statistic for each voxel individually. # 2. Threshold the test statistic values. # 3. Cluster voxels that exceed this threshold (with the same sign) based on # adjacency. # 4. Retain the size of the largest cluster (measured, e.g., by a simple voxel # count, or by the sum of voxel t-values within the cluster) to build the # null distribution. # # After doing these permutations, the cluster sizes in our veridical data # are compared to this null distribution. The p-value associated with each # cluster is again given by the proportion of smaller null distribution # values. This can then be subjected to a standard p-value threshold # (e.g., p < 0.05) to reject the null hypothesis (i.e., find an effect of # interest). # # This reframing to consider *cluster sizes* rather than *individual means* # maintains the advantages of the standard non-parametric permutation # test -- namely controlling FWER and making no assumptions of parametric # data distribution. # Critically, though, it also accounts for the correlation structure in the # data -- which in this toy case is spatial but in general can be # multidimensional (e.g., spatio-temporal) -- because the null distribution # will be derived from data in a way that preserves these correlations. # # .. sidebar:: Effect size # # For a nice description of how to compute the effect size obtained # in a cluster test, see this # `FieldTrip mailing list discussion <ft_cluster_effect_size_>`_. # # However, there is a drawback. If a cluster significantly deviates from # the null, no further inference on the cluster (e.g., peak location) can be # made, as the entire cluster as a whole is used to reject the null. # Moreover, because the test statistic concerns the full data, the null # hypothesis (and our rejection of it) refers to the structure of the full # data. For more information, see also the comprehensive # `FieldTrip tutorial <ft_cluster_>`_. # # Defining the adjacency matrix # ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ # First we need to define our adjacency (sometimes called "neighbors") matrix. # This is a square array (or sparse matrix) of shape ``(n_src, n_src)`` that # contains zeros and ones to define which spatial points are neighbors, i.e., # which voxels are adjacent to each other. In our case this # is quite simple, as our data are aligned on a rectangular grid. # # Let's pretend that our data were smaller -- a 3 x 3 grid. Thinking about # each voxel as being connected to the other voxels it touches, we would # need a 9 x 9 adjacency matrix. The first row of this matrix contains the # voxels in the flattened data that the first voxel touches. Since it touches # the second element in the first row and the first element in the second row # (and is also a neighbor to itself), this would be:: # # [1, 1, 0, 1, 0, 0, 0, 0, 0] # # :mod:`sklearn.feature_extraction` provides a convenient function for this: from sklearn.feature_extraction.image import grid_to_graph # noqa: E402 mini_adjacency = grid_to_graph(3, 3).toarray() assert mini_adjacency.shape == (9, 9) print(mini_adjacency[0]) ############################################################################### # In general the adjacency between voxels can be more complex, such as # those between sensors in 3D space, or time-varying activation at brain # vertices on a cortical surface. MNE provides several convenience functions # for computing adjacency matrices (see the # :ref:`Statistics API <api_reference_statistics>`). # # Standard clustering # ~~~~~~~~~~~~~~~~~~~ # Here, since our data are on a grid, we can use ``adjacency=None`` to # trigger optimized grid-based code, and run the clustering algorithm. titles.append('Clustering') # Reshape data to what is equivalent to (n_samples, n_space, n_time) X.shape = (n_subjects, width, width) # Compute threshold from t distribution (this is also the default) threshold = stats.distributions.t.ppf(1 - alpha, n_subjects - 1) t_clust, clusters, p_values, H0 = permutation_cluster_1samp_test( X, n_jobs=1, threshold=threshold, adjacency=None, n_permutations=n_permutations, out_type='mask') # Put the cluster data in a viewable format p_clust = np.ones((width, width)) for cl, p in zip(clusters, p_values): p_clust[cl] = p ts.append(t_clust) ps.append(p_clust) mccs.append(True) plot_t_p(ts[-1], ps[-1], titles[-1], mccs[-1]) ############################################################################### # "Hat" variance adjustment # ~~~~~~~~~~~~~~~~~~~~~~~~~ # This method can also be used in this context to correct for small # variances :footcite:`RidgwayEtAl2012`: titles.append(r'$\mathbf{C_{hat}}$') stat_fun_hat = partial(ttest_1samp_no_p, sigma=sigma) t_hat, clusters, p_values, H0 = permutation_cluster_1samp_test( X, n_jobs=1, threshold=threshold, adjacency=None, out_type='mask', n_permutations=n_permutations, stat_fun=stat_fun_hat, buffer_size=None) p_hat = np.ones((width, width)) for cl, p in zip(clusters, p_values): p_hat[cl] = p ts.append(t_hat) ps.append(p_hat) mccs.append(True) plot_t_p(ts[-1], ps[-1], titles[-1], mccs[-1]) ############################################################################### # .. _tfce_example: # # Threshold-free cluster enhancement (TFCE) # ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ # TFCE eliminates the free parameter initial ``threshold`` value that # determines which points are included in clustering by approximating # a continuous integration across possible threshold values with a standard # `Riemann sum <https://en.wikipedia.org/wiki/Riemann_sum>`__ # :footcite:`SmithNichols2009`. # This requires giving a starting threshold ``start`` and a step # size ``step``, which in MNE is supplied as a dict. # The smaller the ``step`` and closer to 0 the ``start`` value, # the better the approximation, but the longer it takes. # # A significant advantage of TFCE is that, rather than modifying the # statistical null hypothesis under test (from one about individual voxels # to one about the distribution of clusters in the data), it modifies the *data # under test* while still controlling for multiple comparisons. # The statistical test is then done at the level of individual voxels rather # than clusters. This allows for evaluation of each point # independently for significance rather than only as cluster groups. titles.append(r'$\mathbf{C_{TFCE}}$') threshold_tfce = dict(start=0, step=0.2) t_tfce, _, p_tfce, H0 = permutation_cluster_1samp_test( X, n_jobs=1, threshold=threshold_tfce, adjacency=None, n_permutations=n_permutations, out_type='mask') ts.append(t_tfce) ps.append(p_tfce) mccs.append(True) plot_t_p(ts[-1], ps[-1], titles[-1], mccs[-1]) ############################################################################### # We can also combine TFCE and the "hat" correction: titles.append(r'$\mathbf{C_{hat,TFCE}}$') t_tfce_hat, _, p_tfce_hat, H0 = permutation_cluster_1samp_test( X, n_jobs=1, threshold=threshold_tfce, adjacency=None, out_type='mask', n_permutations=n_permutations, stat_fun=stat_fun_hat, buffer_size=None) ts.append(t_tfce_hat) ps.append(p_tfce_hat) mccs.append(True) plot_t_p(ts[-1], ps[-1], titles[-1], mccs[-1]) ############################################################################### # Visualize and compare methods # ----------------------------- # Let's take a look at these statistics. The top row shows each test statistic, # and the bottom shows p-values for various statistical tests, with the ones # with proper control over FWER or FDR with bold titles. fig = plt.figure(facecolor='w', figsize=(14, 3)) assert len(ts) == len(titles) == len(ps) for ii in range(len(ts)): ax = [fig.add_subplot(2, 10, ii + 1, projection='3d'), fig.add_subplot(2, 10, 11 + ii)] plot_t_p(ts[ii], ps[ii], titles[ii], mccs[ii], ax) fig.tight_layout(pad=0, w_pad=0.05, h_pad=0.1) plt.show() ############################################################################### # The first three columns show the parametric and non-parametric statistics # that are not corrected for multiple comparisons: # # - Mass univariate **t-tests** result in jagged edges. # - **"Hat" variance correction** of the t-tests produces less peaky edges, # correcting for sharpness in the statistic driven by low-variance voxels. # - **Non-parametric resampling tests** are very similar to t-tests. This is to # be expected: the data are drawn from a Gaussian distribution, and thus # satisfy parametric assumptions. # # The next three columns show multiple comparison corrections of the # mass univariate tests (parametric and non-parametric). These # too conservatively correct for multiple comparisons because neighboring # voxels in our data are correlated: # # - **Bonferroni correction** eliminates any significant activity. # - **FDR correction** is less conservative than Bonferroni. # - A **permutation test with a maximum statistic** also eliminates any # significant activity. # # The final four columns show the non-parametric cluster-based permutation # tests with a maximum statistic: # # - **Standard clustering** identifies the correct region. However, the whole # area must be declared significant, so no peak analysis can be done. # Also, the peak is broad. # - **Clustering with "hat" variance adjustment** tightens the estimate of # significant activity. # - **Clustering with TFCE** allows analyzing each significant point # independently, but still has a broadened estimate. # - **Clustering with TFCE and "hat" variance adjustment** tightens the area # declared significant (again FWER corrected). # # Statistical functions in MNE # ---------------------------- # The complete listing of statistical functions provided by MNE are in # the :ref:`Statistics API list <api_reference_statistics>`, but we will give # a brief overview here. # # MNE provides several convenience parametric testing functions that can be # used in conjunction with the non-parametric clustering methods. However, # the set of functions we provide is not meant to be exhaustive. # # If the univariate statistical contrast of interest is not listed here # (e.g., interaction term in an unbalanced ANOVA), consider checking out the # :mod:`statsmodels` package. It offers many functions for computing # statistical contrasts, e.g., :func:`statsmodels.stats.anova.anova_lm`. # To use these functions in clustering: # # 1. Determine which test statistic (e.g., t-value, F-value) you would use # in a univariate context to compute your contrast of interest. In other # words, if there were only a single output such as reaction times, what # test statistic might you compute on the data? # 2. Wrap the call to that function within a function that takes an input of # the same shape that is expected by your clustering function, # and returns an array of the same shape without the "samples" dimension # (e.g., :func:`mne.stats.permutation_cluster_1samp_test` takes an array # of shape ``(n_samples, p, q)`` and returns an array of shape ``(p, q)``). # 3. Pass this wrapped function to the ``stat_fun`` argument to the clustering # function. # 4. Set an appropriate ``threshold`` value (float or dict) based on the # values your statistical contrast function returns. # # Parametric methods provided by MNE # ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ # # - :func:`mne.stats.ttest_1samp_no_p` # Paired t-test, optionally with hat adjustment. # This is used by default for contrast enhancement in paired cluster tests. # # - :func:`mne.stats.f_oneway` # One-way ANOVA for independent samples. # This can be used to compute various F-contrasts. It is used by default # for contrast enhancement in non-paired cluster tests. # # - :func:`mne.stats.f_mway_rm` # M-way ANOVA for repeated measures and balanced designs. # This returns F-statistics and p-values. The associated helper function # :func:`mne.stats.f_threshold_mway_rm` can be used to determine the # F-threshold at a given significance level. # # - :func:`mne.stats.linear_regression` # Compute ordinary least square regressions on multiple targets, e.g., # sensors, time points across trials (samples). # For each regressor it returns the beta value, t-statistic, and # uncorrected p-value. While it can be used as a test, it is # particularly useful to compute weighted averages or deal with # continuous predictors. # # Non-parametric methods # ^^^^^^^^^^^^^^^^^^^^^^ # # - :func:`mne.stats.permutation_cluster_test` # Unpaired contrasts with clustering. # # - :func:`mne.stats.spatio_temporal_cluster_test` # Unpaired contrasts with spatio-temporal clustering. # # - :func:`mne.stats.permutation_t_test` # Paired contrast with no clustering. # # - :func:`mne.stats.permutation_cluster_1samp_test` # Paired contrasts with clustering. # # - :func:`mne.stats.spatio_temporal_cluster_1samp_test` # Paired contrasts with spatio-temporal clustering. # # .. warning:: In most MNE functions, data has shape # ``(..., n_space, n_time)``, where the spatial dimension can # be e.g. sensors or source vertices. But for our spatio-temporal # clustering functions, the spatial dimensions need to be **last** # for computational efficiency reasons. For example, for # :func:`mne.stats.spatio_temporal_cluster_1samp_test`, ``X`` # needs to be of shape ``(n_samples, n_time, n_space)``. You can # use :func:`numpy.transpose` to transpose axes if necessary. # # References # ---------- # .. footbibliography:: # # .. include:: ../../links.inc
bsd-3-clause
vorwerkc/pymatgen
pymatgen/io/cp2k/outputs.py
5
55516
# coding: utf-8 # Copyright (c) Pymatgen Development Team. # Distributed under the terms of the MIT License. """ This module defines the Cp2k output parser along with a few other functions for parsing cp2k-related outputs. """ import glob import logging import os import re import warnings import numpy as np import pandas as pd from monty.io import zopen from monty.json import jsanitize from monty.re import regrep from pymatgen.core.structure import Structure from pymatgen.electronic_structure.core import Orbital, Spin from pymatgen.electronic_structure.dos import CompleteDos, Dos, add_densities from pymatgen.io.cp2k.sets import Cp2kInput from pymatgen.io.cp2k.utils import _postprocessor, natural_keys from pymatgen.io.xyz import XYZ __author__ = "Nicholas Winner" __version__ = "0.3" __status__ = "Development" logger = logging.getLogger(__name__) _hartree_to_ev_ = 2.72113838565563e01 _static_run_names_ = [ "ENERGY", "ENERGY_FORCE", "WAVEFUNCTION_OPTIMIZATION", "WFN_OPT", ] class Cp2kOutput: """ Class for parsing output file from CP2K. The CP2K output file is very flexible in the way that it is returned. This class will automatically parse parameters that should always be present, but other parsing features may be called depending on the run type. """ def __init__(self, filename, verbose=False, auto_load=False): """ Initialize the Cp2kOutput object. Args: filename: (str) Name of the CP2K output file to parse verbose: (bool) Whether or not to parse with verbosity (will parse lots of data that may not be useful) auto_load (bool): Whether or not to automatically load basic info like energies and structures. """ # IO Info self.filename = filename self.dir = os.path.dirname(filename) self.filenames = {} self.parse_files() self.data = {} # Material properties/results self.input = None self.initial_structure = None self.lattice = None self.final_structure = None self.composition = None self.efermi = None self.vbm = None self.cbm = None self.band_gap = None self.structures = [] self.ionic_steps = [] # parse the basic run parameters always self.parse_cp2k_params() self.parse_input() # parse the input file self.parse_global_params() # Always present, parse the global parameters, most important is what run type self.parse_dft_params() # Present so long as a DFT calculation was performed self.parse_scf_params() self.parse_atomic_kind_info() # Auto-load will load the most crucial data into the data attribute if auto_load: self.ran_successfully() # Only if job completed. No info about convergence etc. self.convergence() # Checks to see if job converged self.parse_initial_structure() # Get the initial structure by parsing lattice and then parsing coords self.parse_structures() # collect all structures from the run self.parse_energies() # get total energy for each ionic step self.parse_forces() # get forces on all atoms (in order), if available self.parse_stresses() # get stress tensor and total stress at each ionic step, if available self.parse_ionic_steps() # collect energy, forces, and total stress into ionic steps variable self.parse_dos() self.parse_mo_eigenvalues() # Get the eigenvalues of the MOs (for finding gaps, VBM, CBM) self.parse_homo_lumo() # Get the HOMO LUMO gap as printed after the mo eigenvalues self.parse_timing() # Get timing info (includes total CPU time consumed, but also much more) # TODO: Is this the best way to implement? Should there just be the option to select each individually? if verbose: self.parse_scf_opt() self.parse_opt_steps() self.parse_total_numbers() self.parse_mulliken() self.parse_hirshfeld() @property def cp2k_version(self): """ The cp2k version used in the calculation """ return self.data.get("cp2k_version", None) @property def completed(self): """ Did the calculation complete """ c = self.data.get("completed", False) if c: return c[0][0] return c @property def num_warnings(self): """ How many warnings showed up during the run """ return self.data.get("num_warnings", 0) @property def run_type(self): """ What type of run (Energy, MD, etc.) was performed """ return self.data.get("global").get("Run_type") @property def project_name(self): """ What project name was used for this calculation """ return self.data.get("global").get("project_name") @property def spin_polarized(self): """ Was the calculation spin polarized """ if ("UKS" or "UNRESTRICTED_KOHN_SHAM" or "LSD" or "SPIN_POLARIZED") in self.data["dft"].values(): return True return False @property def is_metal(self): """ Was a band gap found? i.e. is it a metal """ if self.band_gap is None: return True if self.band_gap <= 0: return True return False def parse_files(self): """ Identify files present in the directory with the cp2k output file. Looks for trajectories, dos, and cubes """ pdos = glob.glob(os.path.join(self.dir, "*pdos*")) self.filenames["PDOS"] = [] self.filenames["LDOS"] = [] for p in pdos: if p.split("/")[-1].__contains__("list"): self.filenames["LDOS"].append(p) else: self.filenames["PDOS"].append(p) self.filenames["trajectory"] = glob.glob(os.path.join(self.dir, "*pos*.xyz*")) self.filenames["forces"] = glob.glob(os.path.join(self.dir, "*frc*.xyz*")) self.filenames["stress"] = glob.glob(os.path.join(self.dir, "*stress*")) self.filenames["cell"] = glob.glob(os.path.join(self.dir, "*.cell*")) self.filenames["electron_density"] = glob.glob(os.path.join(self.dir, "*ELECTRON_DENSITY*.cube*")) self.filenames["spin_density"] = glob.glob(os.path.join(self.dir, "*SPIN_DENSITY*.cube*")) self.filenames["v_hartree"] = glob.glob(os.path.join(self.dir, "*hartree*.cube*")) self.filenames["v_hartree"].sort(key=natural_keys) restart = glob.glob(os.path.join(self.dir, "*restart*")) self.filenames["restart.bak"] = [] for r in restart: if r.split("/")[-1].__contains__("bak"): self.filenames["restart.bak"].append(r) else: self.filenames["restart"] = r wfn = glob.glob(os.path.join(self.dir, "*wfn*")) self.filenames["wfn.bak"] = [] for w in wfn: if w.split("/")[-1].__contains__("bak"): self.filenames["wfn.bak"].append(w) else: self.filenames["wfn"] = w def parse_structures(self, trajectory_file=None, lattice_file=None): """ Parses the structures from a cp2k calculation. Static calculations simply use the initial structure. For calculations with ionic motion, the function will look for the appropriate trajectory and lattice files based on naming convention. If no file is given, and no file is found, it is assumed that the lattice/structure remained constant, and the initial lattice/structure is used. Cp2k does not output the trajectory in the main output file by default, so non static calculations have to reference the trajectory file. """ if lattice_file is None: if len(self.filenames["cell"]) == 0: lattice = self.parse_cell_params() elif len(self.filenames["cell"]) == 1: latfile = np.loadtxt(self.filenames["cell"][0]) lattice = ( [l[2:11].reshape(3, 3) for l in latfile] if len(latfile.shape) > 1 else latfile[2:11].reshape(3, 3) ) lattice.append(lattice[-1]) # TODO is this always needed? from re-eval at minimum else: raise FileNotFoundError("Unable to automatically determine lattice file. More than one exist.") else: latfile = np.loadtxt(lattice_file) lattice = [l[2:].reshape(3, 3) for l in latfile] if trajectory_file is None: if len(self.filenames["trajectory"]) == 0: self.structures = [] self.structures.append(self.parse_initial_structure()) self.final_structure = self.structures[-1] elif len(self.filenames["trajectory"]) == 1: mols = XYZ.from_file(self.filenames["trajectory"][0]).all_molecules self.structures = [] for m, l in zip(mols, lattice): self.structures.append( Structure( lattice=l, coords=[s.coords for s in m.sites], species=[s.specie for s in m.sites], coords_are_cartesian=True, ) ) self.final_structure = self.structures[-1] else: raise FileNotFoundError("Unable to automatically determine trajectory file. More than one exist.") else: mols = XYZ.from_file(trajectory_file).all_molecules self.structures = [] for m, l in zip(mols, lattice): self.structures.append( Structure( lattice=l, coords=[s.coords for s in m.sites], species=[s.specie for s in m.sites], coords_are_cartesian=True, ) ) self.final_structure = self.structures[-1] self.final_structure.set_charge(self.initial_structure.charge) def parse_initial_structure(self): """ Parse the initial structure from the main cp2k output file """ pattern = re.compile(r"- Atoms:\s+(\d+)") patterns = {"num_atoms": pattern} self.read_pattern( patterns=patterns, reverse=False, terminate_on_match=True, postprocess=int, ) coord_table = [] with zopen(self.filename, "rt") as f: while True: line = f.readline() if "Atom Kind Element X Y Z Z(eff) Mass" in line: f.readline() for i in range(self.data["num_atoms"][0][0]): coord_table.append(f.readline().split()) break lattice = self.parse_cell_params() gs = {} for k in self.data["atomic_kind_info"].values(): if k["pseudo_potential"].upper() == "NONE": gs[k["kind_number"]] = True else: gs[k["kind_number"]] = False self.initial_structure = Structure( lattice[0], species=[i[2] for i in coord_table], coords=[[float(i[4]), float(i[5]), float(i[6])] for i in coord_table], coords_are_cartesian=True, site_properties={"ghost": [gs.get(int(i[1])) for i in coord_table]}, ) self.initial_structure.set_charge(self.input["FORCE_EVAL"]["DFT"].get("CHARGE", [0])[0]) self.composition = self.initial_structure.composition return self.initial_structure def ran_successfully(self): """ Sanity checks that the program ran successfully. Looks at the bottom of the CP2K output file for the "PROGRAM ENDED" line, which is printed when successfully ran. Also grabs the number of warnings issued. """ program_ended_at = re.compile(r"PROGRAM ENDED AT\s+(\w+)") num_warnings = re.compile(r"The number of warnings for this run is : (\d+)") self.read_pattern( patterns={"completed": program_ended_at}, reverse=True, terminate_on_match=True, postprocess=bool, ) self.read_pattern( patterns={"num_warnings": num_warnings}, reverse=True, terminate_on_match=True, postprocess=int, ) if not self.completed: raise ValueError("The provided CP2K job did not finish running! Cannot parse the file reliably.") def convergence(self): """ Check whether or not the SCF and geometry optimization cycles converged. """ # SCF Loops uncoverged_inner_loop = re.compile(r"(Leaving inner SCF loop)") scf_converged = re.compile(r"(SCF run converged)|(SCF run NOT converged)") self.read_pattern( patterns={ "uncoverged_inner_loop": uncoverged_inner_loop, "scf_converged": scf_converged, }, reverse=True, terminate_on_match=False, postprocess=bool, ) for i, x in enumerate(self.data["scf_converged"]): if x[0]: self.data["scf_converged"][i] = True else: self.data["scf_converged"][i] = False # GEO_OPT geo_opt_not_converged = re.compile(r"(MAXIMUM NUMBER OF OPTIMIZATION STEPS REACHED)") geo_opt_converged = re.compile(r"(GEOMETRY OPTIMIZATION COMPLETED)") self.read_pattern( patterns={ "geo_opt_converged": geo_opt_converged, "geo_opt_not_converged": geo_opt_not_converged, }, reverse=True, terminate_on_match=True, postprocess=bool, ) if not all(self.data["scf_converged"]): warnings.warn( "There is at least one unconverged SCF cycle in the provided cp2k calculation", UserWarning, ) if any(self.data["geo_opt_not_converged"]): warnings.warn("Geometry optimization did not converge", UserWarning) def parse_energies(self): """ Get the total energy from the output file """ toten_pattern = re.compile(r"Total FORCE_EVAL.*\s(-?\d+.\d+)") self.read_pattern( {"total_energy": toten_pattern}, terminate_on_match=False, postprocess=float, reverse=False, ) self.data["total_energy"] = np.multiply(self.data.get("total_energy", []), _hartree_to_ev_) self.final_energy = self.data.get("total_energy", [])[-1][-1] def parse_forces(self): """ Get the forces from the output file """ if len(self.filenames["forces"]) == 1: self.data["forces"] = [ [list(atom.coords) for atom in step] for step in XYZ.from_file(self.filenames["forces"][0]).all_molecules ] else: header_pattern = r"ATOMIC FORCES.+Z" row_pattern = r"\s+\d+\s+\d+\s+\w+\s+(-?\d+\.\d+)\s+(-?\d+\.\d+)\s+(-?\d+\.\d+)" footer_pattern = r"SUM OF ATOMIC FORCES" self.data["forces"] = self.read_table_pattern( header_pattern=header_pattern, row_pattern=row_pattern, footer_pattern=footer_pattern, postprocess=_postprocessor, last_one_only=False, ) def parse_stresses(self): """ Get the stresses from the output file. """ if len(self.filenames["stress"]) == 1: dat = np.loadtxt(self.filenames["stress"][0], skiprows=1) self.data["stress_tensor"] = [[list(d[2:5]), list(d[5:8]), list(d[8:11])] for d in dat] else: header_pattern = r"STRESS TENSOR.+Z" row_pattern = r"\s+\w+\s+(-?\d+\.\d+)\s+(-?\d+\.\d+)\s+(-?\d+\.\d+)" footer_pattern = r"^$" self.data["stress_tensor"] = self.read_table_pattern( header_pattern=header_pattern, row_pattern=row_pattern, footer_pattern=footer_pattern, postprocess=_postprocessor, last_one_only=False, ) trace_pattern = re.compile(r"Trace\(stress tensor.+(-?\d+\.\d+E?-?\d+)") self.read_pattern( {"stress": trace_pattern}, terminate_on_match=False, postprocess=float, reverse=False, ) def parse_ionic_steps(self): """ Parse the ionic step info """ self.ionic_steps = [] # TODO: find a better workaround. Currently when optimization is done there # is an extra scf step before the optimization starts causing size difference if len(self.structures) + 1 == len(self.data["total_energy"]): self.data["total_energy"] = self.data["total_energy"][1:] for i in range(len(self.data["total_energy"])): self.ionic_steps.append({}) try: self.ionic_steps[i]["E"] = self.data["total_energy"][i][0] except (TypeError, IndexError): warnings.warn("No total energies identified! Check output file") try: self.ionic_steps[i]["forces"] = self.data["forces"][i] except (TypeError, IndexError): pass try: self.ionic_steps[i]["stress_tensor"] = self.data["stress_tensor"][i][0] except (TypeError, IndexError): pass try: self.ionic_steps[i]["structure"] = self.structures[i] except (TypeError, IndexError): warnings.warn("Structure corresponding to this ionic step was not found!") def parse_cp2k_params(self): """ Parse the CP2K general parameters from CP2K output file into a dictionary. """ version = re.compile(r"\s+CP2K\|.+(\d\.\d)") input_file = re.compile(r"\s+CP2K\|\s+Input file name\s+(.+)$") self.read_pattern( {"cp2k_version": version, "input_filename": input_file}, terminate_on_match=True, reverse=False, postprocess=_postprocessor, ) def parse_input(self): """ Load in the input set from the input file (if it can be found) """ if len(self.data["input_filename"]) == 0: return input_filename = self.data["input_filename"][0][0] for ext in ["", ".gz", ".GZ", ".z", ".Z", ".bz2", ".BZ2"]: if os.path.exists(os.path.join(self.dir, input_filename + ext)): self.input = Cp2kInput.from_file(os.path.join(self.dir, input_filename + ext)) return warnings.warn("Original input file not found. Some info may be lost.") def parse_global_params(self): """ Parse the GLOBAL section parameters from CP2K output file into a dictionary. """ pat = re.compile(r"\s+GLOBAL\|\s+([\w+\s]*)\s+(\w+)") self.read_pattern({"global": pat}, terminate_on_match=False, reverse=False) for d in self.data["global"]: d[0], d[1] = _postprocessor(d[0]), str(d[1]) self.data["global"] = dict(self.data["global"]) def parse_dft_params(self): """ Parse the DFT parameters (as well as functional, HF, vdW params) """ pat = re.compile(r"\s+DFT\|\s+(\w.*)\s\s\s(.*)$") self.read_pattern( {"dft": pat}, terminate_on_match=False, postprocess=_postprocessor, reverse=False, ) self.data["dft"] = dict(self.data["dft"]) self.data["dft"]["cutoffs"] = {} self.data["dft"]["cutoffs"]["density"] = self.data["dft"].pop("Cutoffs:_density", None) self.data["dft"]["cutoffs"]["gradient"] = self.data["dft"].pop("gradient", None) self.data["dft"]["cutoffs"]["tau"] = self.data["dft"].pop("tau", None) # Functional functional = re.compile(r"\s+FUNCTIONAL\|\s+(.+):") self.read_pattern( {"functional": functional}, terminate_on_match=False, postprocess=_postprocessor, reverse=False, ) self.data["dft"]["functional"] = [item for sublist in self.data.pop("functional", None) for item in sublist] # HF exchange info hfx = re.compile(r"\s+HFX_INFO\|\s+(.+):\s+(.*)$") self.read_pattern( {"hfx": hfx}, terminate_on_match=False, postprocess=_postprocessor, reverse=False, ) if len(self.data["hfx"]) > 0: self.data["dft"]["hfx"] = dict(self.data.pop("hfx")) # Van der waals correction vdw = re.compile(r"\s+vdW POTENTIAL\|\s+(DFT-D.)\s") self.read_pattern( {"vdw": vdw}, terminate_on_match=False, postprocess=_postprocessor, reverse=False, ) if len(self.data["vdw"]) > 0: self.data["dft"]["vdw"] = self.data.pop("vdw")[0][0] def parse_scf_params(self): """ Retrieve the most import SCF parameters: the max number of scf cycles (max_scf), the convergence cutoff for scf (eps_scf), :return: """ max_scf = re.compile(r"max_scf:\s+(\d+)") eps_scf = re.compile(r"eps_scf:\s+(\d+)") self.read_pattern( {"max_scf": max_scf, "eps_scf": eps_scf}, terminate_on_match=True, reverse=False, ) self.data["scf"] = {} self.data["scf"]["max_scf"] = self.data.pop("max_scf")[0][0] if self.data["max_scf"] else None self.data["scf"]["eps_scf"] = self.data.pop("eps_scf")[0][0] if self.data["eps_scf"] else None def parse_cell_params(self): """ Parse the lattice parameters (initial) from the output file """ cell_volume = re.compile(r"\s+CELL\|\sVolume.*\s(\d+\.\d+)") vectors = re.compile(r"\s+CELL\| Vector.*\s(-?\d+\.\d+)\s+(-?\d+\.\d+)\s+(-?\d+\.\d+)") angles = re.compile(r"\s+CELL\| Angle.*\s(\d+\.\d+)") self.read_pattern( {"cell_volume": cell_volume, "lattice": vectors, "angles": angles}, terminate_on_match=False, postprocess=float, reverse=False, ) i = iter(self.data["lattice"]) return list(zip(i, i, i)) def parse_atomic_kind_info(self): """ Parse info on what atomic kinds are present and what basis/pseudopotential is describing each of them. """ kinds = re.compile(r"Atomic kind: (\w+)") orbital_basis_set = re.compile(r"Orbital Basis Set\s+(.+$)") potential_information = re.compile(r"(?:Potential information for\s+(.+$))|(?:atomic kind are GHOST atoms)") auxiliary_basis_set = re.compile(r"Auxiliary Fit Basis Set\s+(.+$)") core_electrons = re.compile(r"Total number of core electrons\s+(\d+)") valence_electrons = re.compile(r"Total number of valence electrons\s+(\d+)") pseudo_energy = re.compile(r"Total Pseudopotential Energy.+(-?\d+.\d+)") self.read_pattern( { "kinds": kinds, "orbital_basis_set": orbital_basis_set, "potential_info": potential_information, "auxiliary_basis_set": auxiliary_basis_set, "core_electrons": core_electrons, "valence_electrons": valence_electrons, "pseudo_energy": pseudo_energy, }, terminate_on_match=True, postprocess=str, reverse=False, ) atomic_kind_info = {} for i, kind in enumerate(self.data["kinds"]): atomic_kind_info[kind[0]] = { "orbital_basis_set": self.data.get("orbital_basis_set")[i][0], "pseudo_potential": self.data.get("potential_info")[i][0], "kind_number": i + 1, } try: atomic_kind_info[kind[0]]["valence_electrons"] = self.data.get("valence_electrons")[i][0] except (TypeError, IndexError): atomic_kind_info[kind[0]]["valence_electrons"] = None try: atomic_kind_info[kind[0]]["core_electrons"] = self.data.get("core_electrons")[i][0] except (TypeError, IndexError): atomic_kind_info[kind[0]]["core_electrons"] = None try: atomic_kind_info[kind[0]]["auxiliary_basis_set"] = self.data.get("auxiliary_basis_set")[i] except (TypeError, IndexError): atomic_kind_info[kind[0]]["auxiliary_basis_set"] = None try: atomic_kind_info[kind[0]]["total_pseudopotential_energy"] = ( self.data.get("total_pseudopotential_energy")[i][0] * _hartree_to_ev_ ) except (TypeError, IndexError): atomic_kind_info[kind[0]]["total_pseudopotential_energy"] = None self.data["atomic_kind_info"] = atomic_kind_info def parse_total_numbers(self): """ Parse total numbers (not usually important) """ atomic_kinds = r"- Atomic kinds:\s+(\d+)" atoms = r"- Atoms:\s+(\d+)" shell_sets = r"- Shell sets:\s+(\d+)" shells = r"- Shells:\s+(\d+)" primitive_funcs = r"- Primitive Cartesian functions:\s+(\d+)" cart_base_funcs = r"- Cartesian basis functions:\s+(\d+)" spher_base_funcs = r"- Spherical basis functions:\s+(\d+)" self.read_pattern( { "atomic_kinds": atomic_kinds, "atoms": atoms, "shell_sets": shell_sets, "shells": shells, "primitive_cartesian_functions": primitive_funcs, "cartesian_basis_functions": cart_base_funcs, "spherical_basis_functions": spher_base_funcs, }, terminate_on_match=True, ) def parse_scf_opt(self): """ Parse the SCF cycles (not usually important) """ header = r"Step\s+Update method\s+Time\s+Convergence\s+Total energy\s+Change" + r"\s+\-+" row = ( r"(\d+)\s+(\S+\s?\S+)\s+(\d+\.\d+E\+\d+)\s+(\d+\.\d+)\s+(\d+\.\d+)?" + r"\s+(-?\d+\.\d+)\s+(-?\d+\.\d+E[\+\-]?\d+)" ) footer = r"^$" scfs = self.read_table_pattern( header_pattern=header, row_pattern=row, footer_pattern=footer, last_one_only=False, ) self.data["electronic_steps"] = [] self.data["convergence"] = [] self.data["scf_time"] = [] for i in scfs: self.data["scf_time"].append([float(j[-4]) for j in i]) self.data["convergence"].append([float(j[-3]) for j in i if j[-3] != "None"]) self.data["electronic_steps"].append([float(j[-2]) for j in i]) def parse_timing(self): """ Parse the timing info (how long did the run take). """ header = ( r"SUBROUTINE\s+CALLS\s+ASD\s+SELF TIME\s+TOTAL TIME" + r"\s+MAXIMUM\s+AVERAGE\s+MAXIMUM\s+AVERAGE\s+MAXIMUM" ) row = r"(\w+)\s+(.+)\s+(\d+\.\d+)\s+(\d+\.\d+)\s+(\d+\.\d+)\s+(\d+\.\d+)\s+(\d+\.\d+)" footer = r"\-+" timing = self.read_table_pattern( header_pattern=header, row_pattern=row, footer_pattern=footer, last_one_only=True, postprocess=_postprocessor, ) self.timing = {} for t in timing: self.timing[t[0]] = { "calls": {"max": t[1]}, "asd": t[2], "self_time": {"average": t[3], "maximum": t[4]}, "total_time": {"average": t[5], "maximum": t[6]}, } def parse_opt_steps(self): """ Parse the geometry optimization information """ # "Informations at step =" Summary block (floating point terms) total_energy = re.compile(r"\s+Total Energy\s+=\s+(-?\d+.\d+)") real_energy_change = re.compile(r"\s+Real energy change\s+=\s+(-?\d+.\d+)") prediced_change_in_energy = re.compile(r"\s+Predicted change in energy\s+=\s+(-?\d+.\d+)") scaling_factor = re.compile(r"\s+Scaling factor\s+=\s+(-?\d+.\d+)") step_size = re.compile(r"\s+Step size\s+=\s+(-?\d+.\d+)") trust_radius = re.compile(r"\s+Trust radius\s+=\s+(-?\d+.\d+)") used_time = re.compile(r"\s+Used time\s+=\s+(-?\d+.\d+)") # For RUN_TYPE=CELL_OPT pressure_deviation = re.compile(r"\s+Pressure Deviation.*=\s+(-?\d+.\d+)") pressure_tolerance = re.compile(r"\s+Pressure Tolerance.*=\s+(-?\d+.\d+)") self.read_pattern( { "total_energy": total_energy, "real_energy_change": real_energy_change, "predicted_change_in_energy": prediced_change_in_energy, "scaling_factor": scaling_factor, "step_size": step_size, "trust_radius": trust_radius, "used_time": used_time, "pressure_deviation": pressure_deviation, "pressure_tolerance": pressure_tolerance, }, terminate_on_match=False, postprocess=float, ) # "Informations at step =" Summary block (bool terms) decrease_in_energy = re.compile(r"\s+Decrease in energy\s+=\s+(\w+)") converged_step_size = re.compile(r"\s+Convergence in step size\s+=\s+(\w+)") converged_rms_step = re.compile(r"\s+Convergence in RMS step\s+=\s+(\w+)") converged_in_grad = re.compile(r"\s+Conv\. in gradients\s+=\s+(\w+)") converged_in_rms_grad = re.compile(r"\s+Conv\. in RMS gradients\s+=\s+(\w+)") pressure_converged = re.compile(r"\s+Conv\. for PRESSURE\s+=\s+(\w+)") self.read_pattern( { "decrease_in_energy": decrease_in_energy, "converged_step_size": converged_step_size, "converged_rms_step": converged_rms_step, "converged_in_grad": converged_in_grad, "converged_in_rms_grad": converged_in_rms_grad, "pressure_converged": pressure_converged, }, terminate_on_match=False, postprocess=_postprocessor, ) def parse_mulliken(self): """ Parse the mulliken population analysis info for each step :return: """ header = r"Mulliken Population Analysis.+Net charge" pattern = r"\s+(\d)\s+(\w+)\s+(\d+)\s+(-?\d+\.\d+)\s+(-?\d+\.\d+)" footer = r".+Total charge" d = self.read_table_pattern( header_pattern=header, row_pattern=pattern, footer_pattern=footer, last_one_only=False, ) if d: print("Found data, but not yet implemented!") def parse_hirshfeld(self): """ parse the hirshfeld population analysis for each step """ uks = self.spin_polarized header = r"Hirshfeld Charges.+Net charge" footer = r"^$" if not uks: pattern = r"\s+(\d)\s+(\w+)\s+(\d+)\s+(-?\d+\.\d+)\s+(-?\d+\.\d+)\s+(-?\d+\.\d+)" d = self.read_table_pattern( header_pattern=header, row_pattern=pattern, footer_pattern=footer, last_one_only=False, ) for i, ionic_step in enumerate(d): population = [] net_charge = [] for site in ionic_step: population.append(site[4]) net_charge.append(site[5]) hirshfeld = [{"population": population[j], "net_charge": net_charge[j]} for j in range(len(population))] self.structures[i].add_site_property("hirshfield", hirshfeld) else: pattern = ( r"\s+(\d)\s+(\w+)\s+(\d+)\s+(-?\d+\.\d+)\s+" + r"(-?\d+\.\d+)\s+(-?\d+\.\d+)\s+(-?\d+\.\d+)\s+(-?\d+\.\d+)" ) d = self.read_table_pattern( header_pattern=header, row_pattern=pattern, footer_pattern=footer, last_one_only=False, ) for i, ionic_step in enumerate(d): population = [] net_charge = [] spin_moment = [] for site in ionic_step: population.append(tuple(site[4:5])) spin_moment.append(site[6]) net_charge.append(site[7]) hirshfeld = [ { "population": population[j], "net_charge": net_charge[j], "spin_moment": spin_moment[j], } for j in range(len(population)) ] self.structures[i].add_site_property("hirshfield", hirshfeld) def parse_mo_eigenvalues(self): """ Parse the MO eigenvalues from the cp2k output file. Will get the eigenvalues (and band gap) at each ionic step (if more than one exist). Everything is decomposed by spin channel. If calculation was performed without spin polarization, then only Spin.up will be present, which represents the average of up and down. """ eigenvalues = [] band_gap = [] efermi = [] with zopen(self.filename, "rt") as f: lines = iter(f.readlines()) for line in lines: try: if line.__contains__(" occupied subspace spin"): eigenvalues.append( { "occupied": {Spin.up: [], Spin.down: []}, "unoccupied": {Spin.up: [], Spin.down: []}, } ) efermi.append({Spin.up: None, Spin.down: None}) next(lines) while True: line = next(lines) if line.__contains__("Fermi"): efermi[-1][Spin.up] = float(line.split()[-1]) break eigenvalues[-1]["occupied"][Spin.up].extend( [_hartree_to_ev_ * float(l) for l in line.split()] ) next(lines) line = next(lines) if line.__contains__(" occupied subspace spin"): next(lines) while True: line = next(lines) if line.__contains__("Fermi"): efermi[-1][Spin.down] = float(line.split()[-1]) break eigenvalues[-1]["occupied"][Spin.down].extend( [_hartree_to_ev_ * float(l) for l in line.split()] ) if line.__contains__(" unoccupied subspace spin"): next(lines) line = next(lines) while True: if line.__contains__("WARNING : did not converge"): warnings.warn( "Convergence of eigenvalues for " "unoccupied subspace spin 1 did NOT converge" ) next(lines) next(lines) next(lines) line = next(lines) eigenvalues[-1]["unoccupied"][Spin.up].extend( [_hartree_to_ev_ * float(l) for l in line.split()] ) next(lines) line = next(lines) break line = next(lines) if "Eigenvalues" in line or "HOMO" in line: break eigenvalues[-1]["unoccupied"][Spin.up].extend( [_hartree_to_ev_ * float(l) for l in line.split()] ) if line.__contains__(" unoccupied subspace spin"): next(lines) line = next(lines) while True: if line.__contains__("WARNING : did not converge"): warnings.warn( "Convergence of eigenvalues for " "unoccupied subspace spin 2 did NOT converge" ) next(lines) next(lines) next(lines) line = next(lines) eigenvalues[-1]["unoccupied"][Spin.down].extend( [_hartree_to_ev_ * float(l) for l in line.split()] ) break line = next(lines) if line.__contains__("HOMO"): next(lines) break try: eigenvalues[-1]["unoccupied"][Spin.down].extend( [_hartree_to_ev_ * float(l) for l in line.split()] ) except AttributeError: break except ValueError: eigenvalues = [ { "occupied": {Spin.up: None, Spin.down: None}, "unoccupied": {Spin.up: None, Spin.down: None}, } ] warnings.warn("Convergence of eigenvalues for one or more subspaces did NOT converge") self.data["eigenvalues"] = eigenvalues self.data["band_gap"] = band_gap if len(eigenvalues) == 0: warnings.warn("No MO eigenvalues detected.") return # self.data will always contained the eigenvalues resolved by spin channel. The average vbm, cbm, gap, # and fermi are saved as class attributes, as there is (usually) no assymmetry in these values for # common materials if self.spin_polarized: self.data["vbm"] = { Spin.up: np.max(eigenvalues[-1]["occupied"][Spin.up]), Spin.down: np.max(eigenvalues[-1]["occupied"][Spin.down]), } self.data["cbm"] = { Spin.up: np.min(eigenvalues[-1]["unoccupied"][Spin.up]), Spin.down: np.min(eigenvalues[-1]["unoccupied"][Spin.down]), } self.vbm = (self.data["vbm"][Spin.up] + self.data["vbm"][Spin.down]) / 2 self.cbm = (self.data["cbm"][Spin.up] + self.data["cbm"][Spin.down]) / 2 self.efermi = (efermi[-1][Spin.up] + efermi[-1][Spin.down]) / 2 else: self.data["vbm"] = { Spin.up: np.max(eigenvalues[-1]["occupied"][Spin.up]), Spin.down: None, } self.data["cbm"] = { Spin.up: np.min(eigenvalues[-1]["unoccupied"][Spin.up]), Spin.down: None, } self.vbm = self.data["vbm"][Spin.up] self.cbm = self.data["cbm"][Spin.up] self.efermi = efermi[-1][Spin.up] def parse_homo_lumo(self): """ Find the HOMO - LUMO gap in [eV]. Returns the last value. For gaps/eigenvalues decomposed by spin up/spin down channel and over many ionic steps, see parse_mo_eigenvalues() """ pattern = re.compile(r"HOMO.*-.*LUMO.*gap.*\s(-?\d+.\d+)") self.read_pattern( patterns={"band_gap": pattern}, reverse=True, terminate_on_match=False, postprocess=float, ) bg = {Spin.up: [], Spin.down: []} for i in range(len(self.data["band_gap"])): if self.spin_polarized: if i % 2: bg[Spin.up].append(self.data["band_gap"][i][0]) else: bg[Spin.down].append(self.data["band_gap"][i][0]) else: bg[Spin.up].append(self.data["band_gap"][i][0]) bg[Spin.down].append(self.data["band_gap"][i][0]) self.data["band_gap"] = bg self.band_gap = (bg[Spin.up][-1] + bg[Spin.down][-1]) / 2 if bg[Spin.up] and bg[Spin.down] else None def parse_dos(self, pdos_files=None, ldos_files=None, sigma=0): """ Parse the pdos_ALPHA files created by cp2k, and assimilate them into a CompleteDos object. Either provide a list of PDOS file paths, or use glob to find the .pdos_ALPHA extension in the calculation directory. Args: pdos_files (list): list of pdos file paths, otherwise they will be inferred ldos_Files (list): list of ldos file paths, otherwise they will be inferred sigma (float): Gaussian smearing parameter, if desired. Because cp2k is generally used as a gamma-point only code, this is often needed to get smooth DOS that are comparable to k-point averaged DOS """ if pdos_files is None: pdos_files = self.filenames["PDOS"] if ldos_files is None: ldos_files = self.filenames["LDOS"] # Parse specie projected dos tdos, pdoss, ldoss = None, {}, {} for pdos_file in pdos_files: _pdos, _tdos = parse_dos(pdos_file, total=True, sigma=sigma) for k in _pdos: if k in pdoss: for orbital in _pdos[k]: pdoss[k][orbital].densities.update(_pdos[k][orbital].densities) else: pdoss.update(_pdos) if not tdos: tdos = _tdos else: if not all([_tdos.densities.keys() == tdos.densities.keys()]): tdos.densities.update(_tdos.densities) else: tdos.densities = add_densities(density1=_tdos.densities, density2=tdos.densities) # parse any site-projected dos for ldos_file in ldos_files: _pdos = parse_dos(ldos_file, sigma=sigma) for k in _pdos: if k in ldoss: for orbital in _pdos[k]: ldoss[k][orbital].densities.update(_pdos[k][orbital].densities) else: ldoss.update(_pdos) self.data["pdos"] = jsanitize(pdoss, strict=True) self.data["ldos"] = jsanitize(ldoss, strict=True) self.data["tdos"] = jsanitize(tdos, strict=True) # If number of site-projected dos == number of sites, assume they are bijective # and create the CompleteDos object _ldoss = {} if len(ldoss) == len(self.initial_structure): for k in self.data["ldos"]: _ldoss[self.initial_structure[int(k) - 1]] = self.data["ldos"][k] self.data["cdos"] = CompleteDos(self.final_structure, total_dos=tdos, pdoss=_ldoss) @staticmethod def _gauss_smear(densities, energies, npts, width): if not width: return densities """Return a gaussian smeared DOS""" d = np.zeros(npts) e_s = np.linspace(min(energies), max(energies), npts) for e, _pd in zip(energies, densities): weight = np.exp(-(((e_s - e) / width) ** 2)) / (np.sqrt(np.pi) * width) d += _pd * weight return d def read_pattern(self, patterns, reverse=False, terminate_on_match=False, postprocess=str): r""" This function originally comes from pymatgen.io.vasp.outputs Outcar class General pattern reading. Uses monty's regrep method. Takes the same arguments. Args: patterns (dict): A dict of patterns, e.g., {"energy": r"energy\\(sigma->0\\)\\s+=\\s+([\\d\\-.]+)"}. reverse (bool): Read files in reverse. Defaults to false. Useful for large files, esp OUTCARs, especially when used with terminate_on_match. terminate_on_match (bool): Whether to terminate when there is at least one match in each key in pattern. postprocess (callable): A post processing function to convert all matches. Defaults to str, i.e., no change. Renders accessible: Any attribute in patterns. For example, {"energy": r"energy\\(sigma->0\\)\\s+=\\s+([\\d\\-.]+)"} will set the value of self.data["energy"] = [[-1234], [-3453], ...], to the results from regex and postprocess. Note that the returned values are lists of lists, because you can grep multiple items on one line. """ matches = regrep( self.filename, patterns, reverse=reverse, terminate_on_match=terminate_on_match, postprocess=postprocess, ) for k in patterns.keys(): self.data[k] = [i[0] for i in matches.get(k, [])] def read_table_pattern( self, header_pattern, row_pattern, footer_pattern, postprocess=str, attribute_name=None, last_one_only=True, ): r""" This function originally comes from pymatgen.io.vasp.outputs Outcar class Parse table-like data. A table composes of three parts: header, main body, footer. All the data matches "row pattern" in the main body will be returned. Args: header_pattern (str): The regular expression pattern matches the table header. This pattern should match all the text immediately before the main body of the table. For multiple sections table match the text until the section of interest. MULTILINE and DOTALL options are enforced, as a result, the "." meta-character will also match "\n" in this section. row_pattern (str): The regular expression matches a single line in the table. Capture interested field using regular expression groups. footer_pattern (str): The regular expression matches the end of the table. E.g. a long dash line. postprocess (callable): A post processing function to convert all matches. Defaults to str, i.e., no change. attribute_name (str): Name of this table. If present the parsed data will be attached to "data. e.g. self.data["efg"] = [...] last_one_only (bool): All the tables will be parsed, if this option is set to True, only the last table will be returned. The enclosing list will be removed. i.e. Only a single table will be returned. Default to be True. Returns: List of tables. 1) A table is a list of rows. 2) A row if either a list of attribute values in case the the capturing group is defined without name in row_pattern, or a dict in case that named capturing groups are defined by row_pattern. """ with zopen(self.filename, "rt") as f: text = f.read() table_pattern_text = header_pattern + r"\s*^(?P<table_body>(?:\s+" + row_pattern + r")+)\s+" + footer_pattern table_pattern = re.compile(table_pattern_text, re.MULTILINE | re.DOTALL) rp = re.compile(row_pattern) tables = [] for mt in table_pattern.finditer(text): table_body_text = mt.group("table_body") table_contents = [] for line in table_body_text.split("\n"): ml = rp.search(line) d = ml.groupdict() if len(d) > 0: processed_line = {k: postprocess(v) for k, v in d.items()} else: processed_line = [postprocess(v) for v in ml.groups()] table_contents.append(processed_line) tables.append(table_contents) if last_one_only: retained_data = tables[-1] else: retained_data = tables if attribute_name is not None: self.data[attribute_name] = retained_data return retained_data def as_dict(self): """ Return dictionary representation of the output """ d = {"input": {}, "output": {}} d["total_time"] = self.timing["CP2K"]["total_time"]["maximum"] d["run_type"] = self.run_type d["input"]["global"] = self.data.get("global") d["input"]["dft"] = self.data.get("dft", None) d["input"]["scf"] = self.data.get("scf", None) d["input"]["structure"] = self.initial_structure.as_dict() d["input"]["atomic_kind_info"] = self.data.get("atomic_kind_info", None) d["input"]["cp2k_input"] = self.input d["ran_successfully"] = self.completed d["cp2k_version"] = self.cp2k_version d["output"]["structure"] = self.final_structure.as_dict() d["output"]["ionic_steps"] = self.ionic_steps d["composition"] = self.composition.as_dict() d["output"]["energy"] = self.final_energy d["output"]["energy_per_atom"] = self.final_energy / self.composition.num_atoms d["output"]["bandgap"] = self.band_gap d["output"]["cbm"] = self.cbm d["output"]["vbm"] = self.vbm d["output"]["efermi"] = self.efermi d["output"]["is_metal"] = self.is_metal return d def parse_energy_file(energy_file): """ Parses energy file for calculations with multiple ionic steps. """ columns = [ "step", "kinetic_energy", "temp", "potential_energy", "conserved_quantity", "used_time", ] df = pd.read_table(energy_file, skiprows=1, names=columns, sep=r"\s+") df["kinetic_energy"] = df["kinetic_energy"] * _hartree_to_ev_ df["potential_energy"] = df["potential_energy"] * _hartree_to_ev_ df["conserved_quantity"] = df["conserved_quantity"] * _hartree_to_ev_ df.astype(float) d = {c: df[c].values for c in columns} return d def parse_dos(dos_file=None, spin_channel=None, total=False, sigma=0): """ Parse a single DOS file created by cp2k. Must contain one PDOS snapshot. i.e. you cannot use this cannot deal with multiple concatenated dos files. Args: dos_file (list): list of pdos_ALPHA file paths spin_channel (int): Which spin channel the file corresponds to. By default, CP2K will write the file with ALPHA or BETA in the filename (for spin up or down), but you can specify this here, in case you have a manual file name. spin_channel == 1 --> spin up, spin_channel == -1 --> spin down. total (bool): Whether to grab the total occupations, or the orbital decomposed ones. sigma (float): width for gaussian smearing, if desired Returns: Everything necessary to create a dos object, in dict format: (1) orbital decomposed DOS dict: i.e. pdoss = {specie: {orbital.s: {Spin.up: ... }, orbital.px: {Spin.up: ... } ...}} (2) energy levels of this dos file (3) fermi energy (in eV). DOS object is not created here """ if spin_channel: spin = Spin(spin_channel) else: spin = Spin.down if os.path.split(dos_file)[-1].__contains__("BETA") else Spin.up with zopen(dos_file, "rt") as f: lines = f.readlines() kind = re.search(r"atomic kind\s(.*)\sat iter", lines[0]) or re.search(r"list\s(\d+)\s(.*)\sat iter", lines[0]) kind = kind.groups()[0] efermi = float(lines[0].split()[-2]) * _hartree_to_ev_ header = re.split(r"\s{2,}", lines[1].replace("#", "").strip())[2:] dat = np.loadtxt(dos_file) def cp2k_to_pmg_labels(x): if x == "p": return "px" if x == "d": return "dxy" if x == "f": return "f_3" if x == "d-2": return "dxy" if x == "d-1": return "dyz" if x == "d0": return "dz2" if x == "d+1": return "dxz" if x == "d+2": return "dx2" if x == "f-3": return "f_3" if x == "f-2": return "f_2" if x == "f-1": return "f_1" if x == "f0": return "f0" if x == "f+1": return "f1" if x == "f+2": return "f2" if x == "f+3": return "f3" return x header = [cp2k_to_pmg_labels(h) for h in header] data = dat[:, 1:] data[:, 0] *= _hartree_to_ev_ energies = data[:, 0] * _hartree_to_ev_ data = gauss_smear(data, sigma) pdos = { kind: { getattr(Orbital, h): Dos(efermi=efermi, energies=energies, densities={spin: data[:, i + 2]}) for i, h in enumerate(header) } } if total: tdos = Dos( efermi=efermi, energies=energies, densities={spin: np.sum(data[:, 2:], axis=1)}, ) return pdos, tdos return pdos def gauss_smear(data, width): """Return a gaussian smeared DOS""" if not width: return data npts, nOrbitals = data.shape e_s = np.linspace(np.min(data[:, 0]), np.max(data[:, 0]), data.shape[0]) grid = np.multiply(np.ones((npts, npts)), e_s).T def smear(d): return np.sum( np.multiply( np.exp(-((np.subtract(grid, data[:, 0]) / width) ** 2)) / (np.sqrt(np.pi) * width), d, ), axis=1, ) return np.array([smear(data[:, i]) for i in range(1, nOrbitals)]).T
mit
jprchlik/aia_mkmovie
aia_select_cutout.py
1
30686
import matplotlib #Use TkAgg backend for plotting matplotlib.use('TkAgg',warn=False,force=True) from matplotlib.backends.backend_tkagg import FigureCanvasTkAgg, NavigationToolbar2TkAgg #implement the deault mpl key bindings from matplotlib.backend_bases import key_press_handler,MouseEvent import numpy as np import sys import matplotlib.pyplot as plt from datetime import datetime try: import sunpy.map from sunpy.cm import cm except ImportError: sys.stdout.write("sunpy not installed, use pip install sunpy --upgrade") #check the python version to use one Tkinter syntax or another if sys.version_info[0] < 3: import Tkinter as Tk import tkMessageBox as box import tkFileDialog as Tkf else: import tkinter as Tk from tkinter import messagebox as box from tkinter import filedialog as Tkf #main gui class class gui_c(Tk.Frame): #init gui class def __init__(self,parent,flist,w0=1900,h0=1144,cy=0,cx=0,color3=False,img_scale=None): """ Shows AIA image in 3 color or single image for scaling and region selection. After you choose a region, the class will pass the parameters onto aia_mkimage from aia_mkmovie. Parameters ---------- parent : Tk.Frame A Tk.Frame instance. flist : list A list of files. If the list has 3 dimensions then the GUI will create a 3 color image. w0: int or float, optional The pixel width of the output to pass to aia_mkmovie (Can be set in the GUI). If the height (h0) is larger than w0 the program will switch the two parameters on output. However, it will also transpose the x and y axes, which allows for rotated images and movies. Default = 1900 h0: int or float, optional The pixel height of the output to pass to aia_mkmovie (can be set in GUI). If h0 is larger than the width (w0) the program will switch the two parameters on output. However, it will also transpose the x and y axes, which allows for rotated images and movies. Default = 1144 cx : float or int, optional Center of the field of view for creating images. If cx is set then the image is assumed to be a cutout. Selecting in prompt overrides cx. Default = 0.0 (can be set in GUI). cy : float or int, optional Center of the field of view for creating images. If cy is set then the image is assumed to be a cutout. Selecting in prompt overrides cy. Default = 0.0 (can be set in GUI). color3 : boolean, optional Create a 3 color image. If color3 set to True panel must be False and the wavelength list must be 4 wavelengths long. The wav list has the following format [R, G, B]. Default = False. img_scale: dictionary, optional Pass a dictionary where the key is a 4 character wavelength string with left padded 0s in Angstroms and the values are a list. The first element in the list is a color map. By default the first element contains the color map given by sunpy for a given wavelength (e.g. for 131 the color map is cm.sdoaia131). The second and third element are respectively the minimum and maximum color map values. The minimum and maximum assume a arcsinh transformation and exposure normalized values. The program uses arcsinh for all image scaling because the arcsinh function behaves like a log transformation at large values but does not error at negative values. If the user gives no image scale then a default image scale loads. The default color table works well for single and panel images but not for 3 color images. Will pass updated values updated in GUI to aia_mkimage through aia_mkmovie. """ Tk.Frame.__init__(self,parent,background='white') #create initial frame with white background #set the starting list to be 0 self.order = 0 #get maximum value in list self.ordermax = len(flist)-1 #create parent variable self.parent = parent #check image height if isinstance(h0,(int,float)): self.h0 = h0 else: sys.stdout.write('h0 must be an integer or float (Assuming 0)') self.h0 = 0.0 #check image width if isinstance(w0,(int,float)): self.w0 = w0 else: sys.stdout.write('w0 must be an integer or float (Assuming 0)') self.w0 = 0.0 #check image x center if isinstance(cx,(int,float)): self.cx = cx else: sys.stdout.write('cx must be an integer or float (Assuming 0)') self.cx = 0.0 #check image y center if isinstance(cy,(int,float)): self.cy = cy else: sys.stdout.write('cy must be an integer or float (Assuming 0)') self.cy = 0.0 #3 color images if isinstance(color3,bool): self.color3 = color3 else: sys.stdout.write('color3 must be a boolean') #file list if isinstance(flist,str): self.flist = [flist] elif isinstance(flist,list): self.flist = flist #correct for single value list in color3 if ((self.color3) & (len(flist) == 3)): self.flist = [self.flist] else: sys.stdout.write('flist must be a string or list') #clicked point on the figure self.clicked = False #first clicked point on the figure self.firstclick = False #Dictionary for vmax, vmin, and color if img_scale is None: self.img_scale = {'0094':[cm.sdoaia94 ,np.arcsinh(1.),np.arcsinh(150.)], '0131':[cm.sdoaia131 ,np.arcsinh(1.),np.arcsinh(500.)], '0171':[cm.sdoaia171 ,np.arcsinh(10.),np.arcsinh(2500.)], '0193':[cm.sdoaia193 ,np.arcsinh(10.),np.arcsinh(4500.)], '0211':[cm.sdoaia211 ,np.arcsinh(10.),np.arcsinh(4000.)], '0304':[cm.sdoaia304 ,np.arcsinh(2.),np.arcsinh(300.)], '0335':[cm.sdoaia335 ,np.arcsinh(1.),np.arcsinh(100.)], '1600':[cm.sdoaia1600,np.arcsinh(20.),np.arcsinh(500.)], '1700':[cm.sdoaia1700,np.arcsinh(200.),np.arcsinh(4000.)]} elif isinstance(img_scale,dict): self.img_scale = img_scale else: sys.stdout.write('img_scale must be a dictionary with color map, min value, max value') #Start the creation of the window and GUI self.centerWindow() self.FigureWindow() self.initUI() self.aia_set() self.aia_plot() #Create area and window for figure def FigureWindow(self): #set the information based on screen size x = self.parent.winfo_screenwidth() y = self.parent.winfo_screenheight() aiaframe = Tk.Frame(self) aratio = float(x)/float(y) #Create the figure self.f,self.a = plt.subplots(ncols=2,figsize=(8*aratio,8*aratio*.5)) #Separate the two plotting windows self.x = self.a[1] self.a = self.a[0] #turn off clicked axis for starters self.x.set_axis_off() #Create window for the plot self.canvas = FigureCanvasTkAgg(self.f,master=self) #Draw the plot self.canvas.draw() #Turn on matplotlib widgets self.canvas.get_tk_widget().pack(side=Tk.TOP,fill=Tk.BOTH,expand=1) #Display matplotlib widgets self.toolbar = NavigationToolbar2TkAgg(self.canvas,self) self.toolbar.update() self.canvas._tkcanvas.pack(side=Tk.TOP,fill=Tk.BOTH,expand=1) #Connect mpl to mouse clicking self.f.canvas.mpl_connect('button_press_event',self.on_click_event) #Connect mpl to mouse clicking #self.f.canvas.mpl_connect('key_press_event',self.on_key_event) #create button to go up an order upbutton = Tk.Button(master=aiaframe,text='Increase File',command=self.increaseorder) upbutton.pack(side=Tk.LEFT) #create button to go down an order downbutton = Tk.Button(master=aiaframe,text='Decrease File',command=self.decreaseorder) downbutton.pack(side=Tk.LEFT) aiaframe.pack(side=Tk.TOP) #Create window in center of screen def centerWindow(self): w = 2000 h = 1200 sw = self.parent.winfo_screenwidth() sh = self.parent.winfo_screenheight() x = (sw-w)/2 y = (sh-h)/2 self.parent.geometry('%dx%d+%d+%d' % (w,h,x,y)) #Intialize the GUI def initUI(self): #set up the title self.parent.title("Select AIA Region") #create frame for plotting frame = Tk.Frame(self,relief=Tk.RAISED,borderwidth=1) frame.pack(fill=Tk.BOTH,expand=1) self.pack(fill=Tk.BOTH,expand=1) #set up okay and quit buttons quitButton = Tk.Button(self,text="Quit",command=self.onExit) quitButton.pack(side=Tk.RIGHT,padx=5,pady=5) #set up center width box w0Text = Tk.StringVar() w0Text.set("Width (pixels)") w0Dir = Tk.Label(self,textvariable=w0Text,height=4) w0Dir.pack(side=Tk.LEFT) #Add so width can be updated w0 = Tk.StringVar() w0.set('{0:5.2f}'.format(self.w0)) self.w0val = Tk.Entry(self,textvariable=w0,width=10) self.w0val.bind("<Return>",self.aia_param) self.w0val.pack(side=Tk.LEFT,padx=5,pady=5) #set up center h0 box h0Text = Tk.StringVar() h0Text.set("Height (pixels)") h0Dir = Tk.Label(self,textvariable=h0Text,height=4) h0Dir.pack(side=Tk.LEFT) #Add so center height can be updated h0 = Tk.StringVar() h0.set('{0:5.2f}'.format(self.h0)) self.h0val = Tk.Entry(self,textvariable=h0,width=10) self.h0val.bind("<Return>",self.aia_param) self.h0val.pack(side=Tk.LEFT,padx=5,pady=5) #set up center x0 box cxText = Tk.StringVar() cxText.set("X0 (arcsec)") cxDir = Tk.Label(self,textvariable=cxText,height=4) cxDir.pack(side=Tk.LEFT) #Add so center x can be updated self.scx = Tk.StringVar() self.scx.set('{0:5.2f}'.format(self.cx)) self.cxval = Tk.Entry(self,textvariable=self.scx,width=10) self.cxval.bind("<Return>",self.aia_param) self.cxval.pack(side=Tk.LEFT,padx=5,pady=5) #set up center y box cyText = Tk.StringVar() cyText.set("Y0 (arcsec)") cyDir = Tk.Label(self,textvariable=cyText,height=4) cyDir.pack(side=Tk.LEFT) #Add so center y can be updated self.scy = Tk.StringVar() self.scy.set('{0:5.2f}'.format(self.cy)) self.cyval = Tk.Entry(self,textvariable=self.scy,width=10) self.cyval.bind("<Return>",self.aia_param) self.cyval.pack(side=Tk.LEFT,padx=5,pady=5) #set up order number orderText = Tk.StringVar() orderText.set("Order") orderDir = Tk.Label(self,textvariable=orderText,height=4) orderDir.pack(side=Tk.LEFT) #Add so order number can be updated self.sorder = Tk.StringVar() self.sorder.set(str(int(self.order))) self.orderval = Tk.Entry(self,textvariable=self.sorder,width=5) self.orderval.bind("<Return>",self.on_order_box) self.orderval.pack(side=Tk.LEFT,padx=5,pady=5) #boxes to create if 3 color image if self.color3: ############################################### # BLUE COLOR BOXES # ############################################### #Add so Color Min can be updated self.bcmin = Tk.StringVar() self.bcmin.set('{0:5.2f}'.format(0)) self.bcminval = Tk.Entry(self,textvariable=self.bcmin,width=10) self.bcminval.bind("<Return>",self.aia_param) self.bcminval.pack(side=Tk.RIGHT,padx=5,pady=5) #set up Color Min bcminText = Tk.StringVar() bcminText.set("B Color Min.") bcminDir = Tk.Label(self,textvariable=bcminText,height=4) bcminDir.pack(side=Tk.RIGHT) #Add so Color Max can be updated self.bcmax = Tk.StringVar() self.bcmax.set('{0:5.2f}'.format(0)) self.bcmaxval = Tk.Entry(self,textvariable=self.bcmax,width=10) self.bcmaxval.bind("<Return>",self.aia_param) self.bcmaxval.pack(side=Tk.RIGHT,padx=5,pady=5) #set up Color Max bcmaxText = Tk.StringVar() bcmaxText.set("B Color Max.") bcmaxDir = Tk.Label(self,textvariable=bcmaxText,height=4) bcmaxDir.pack(side=Tk.RIGHT) ############################################### # GREEN COLOR BOXES # ############################################### #Add so Color Min can be updated self.gcmin = Tk.StringVar() self.gcmin.set('{0:5.2f}'.format(0)) self.gcminval = Tk.Entry(self,textvariable=self.gcmin,width=10) self.gcminval.bind("<Return>",self.aia_param) self.gcminval.pack(side=Tk.RIGHT,padx=5,pady=5) #set up Color Min gcminText = Tk.StringVar() gcminText.set("G Color Min.") gcminDir = Tk.Label(self,textvariable=gcminText,height=4) gcminDir.pack(side=Tk.RIGHT) #Add so Color Max can be updated self.gcmax = Tk.StringVar() self.gcmax.set('{0:5.2f}'.format(0)) self.gcmaxval = Tk.Entry(self,textvariable=self.gcmax,width=10) self.gcmaxval.bind("<Return>",self.aia_param) self.gcmaxval.pack(side=Tk.RIGHT,padx=5,pady=5) #set up Color Max gcmaxText = Tk.StringVar() gcmaxText.set("G Color Max.") gcmaxDir = Tk.Label(self,textvariable=gcmaxText,height=4) gcmaxDir.pack(side=Tk.RIGHT) ############################################### # RED COLOR BOXES # ############################################### #Add so Color Min can be updated self.rcmin = Tk.StringVar() self.rcmin.set('{0:5.2f}'.format(0)) self.rcminval = Tk.Entry(self,textvariable=self.rcmin,width=10) self.rcminval.bind("<Return>",self.aia_param) self.rcminval.pack(side=Tk.RIGHT,padx=5,pady=5) #set up Color Min rcminText = Tk.StringVar() rcminText.set("R Color Min.") rcminDir = Tk.Label(self,textvariable=rcminText,height=4) rcminDir.pack(side=Tk.RIGHT) #Add so Color Max can be updated self.rcmax = Tk.StringVar() self.rcmax.set('{0:5.2f}'.format(0)) self.rcmaxval = Tk.Entry(self,textvariable=self.rcmax,width=10) self.rcmaxval.bind("<Return>",self.aia_param) self.rcmaxval.pack(side=Tk.RIGHT,padx=5,pady=5) #set up Color Max rcmaxText = Tk.StringVar() rcmaxText.set("R Color Max.") rcmaxDir = Tk.Label(self,textvariable=rcmaxText,height=4) rcmaxDir.pack(side=Tk.RIGHT) #boxes to create if single wavelength image else: #Add so Color Min can be updated self.cmin = Tk.StringVar() self.cmin.set('{0:5.2f}'.format(0)) self.cminval = Tk.Entry(self,textvariable=self.cmin,width=10) self.cminval.bind("<Return>",self.aia_param) self.cminval.pack(side=Tk.RIGHT,padx=5,pady=5) #set up Color Min cminText = Tk.StringVar() cminText.set("Color Min.") cminDir = Tk.Label(self,textvariable=cminText,height=4) cminDir.pack(side=Tk.RIGHT) #Add so Color Max can be updated self.cmax = Tk.StringVar() self.cmax.set('{0:5.2f}'.format(0)) self.cmaxval = Tk.Entry(self,textvariable=self.cmax,width=10) self.cmaxval.bind("<Return>",self.aia_param) self.cmaxval.pack(side=Tk.RIGHT,padx=5,pady=5) #set up Color Max cmaxText = Tk.StringVar() cmaxText.set("Color Max.") cmaxDir = Tk.Label(self,textvariable=cmaxText,height=4) cmaxDir.pack(side=Tk.RIGHT) #set up Submenu menubar = Tk.Menu(self.parent) self.parent.config(menu=menubar) fileMenu = Tk.Menu(menubar) subMenu = Tk.Menu(fileMenu) #create another item in menu fileMenu.add_separator() fileMenu.add_command(label='Exit',underline=0,command=self.onExit) #set AIA parameters def aia_param(self,event): #release cursor from entry box and back to the figure #needs to be done otherwise key strokes will not work self.f.canvas._tkcanvas.focus_set() try: self.h0 = float(self.h0val.get()) self.w0 = float(self.w0val.get()) self.cx = float(self.cxval.get()) self.cy = float(self.cyval.get()) #update the color parameters #color table update if 3 color image if self.color3: #Update R color scale self.rmin = float(self.rcminval.get()) self.rmax = float(self.rcmaxval.get()) self.img_scale[self.wav[0]][1] = self.rmin self.img_scale[self.wav[0]][2] = self.rmax #Update G color scale self.gmin = float(self.gcminval.get()) self.gmax = float(self.gcmaxval.get()) self.img_scale[self.wav[1]][1] = self.gmin self.img_scale[self.wav[1]][2] = self.gmax #Update B color scale self.bmin = float(self.bcminval.get()) self.bmax = float(self.bcmaxval.get()) self.img_scale[self.wav[2]][1] = self.bmin self.img_scale[self.wav[2]][2] = self.bmax #recreate 3 color image self.create_3color() #color table if single image else: self.ivmin = float(self.cminval.get()) self.ivmax = float(self.cmaxval.get()) self.img_scale[self.wav][1] = self.ivmin self.img_scale[self.wav][2] = self.ivmax #now replot self.clicked = True self.sub_window() self.aia_plot() self.clicked = False #error if not floats except ValueError: self.error = 10 self.onError() #Exits the program def onExit(self): plt.clf() plt.close() self.quit() self.parent.destroy() #Command to increase the order to plot new aia image def increaseorder(self): self.order = self.order+1 if self.order > self.ordermax: self.order = 0 self.sorder.set(str(int(self.order))) self.clicked = True self.a.clear() self.aia_set() self.aia_plot() self.clicked = False #Command to decrease order to plot new aia image def decreaseorder(self): self.order = self.order-1 if self.order < 0: self.order = self.ordermax self.sorder.set(str(int(self.order))) self.clicked = True self.a.clear() self.aia_set() self.aia_plot() self.clicked = False #create 3 color image def create_3color(self): self.wav = [] for j,i in enumerate(self.img): self.wav.append('{0:4.0f}'.format(i.wavelength.value).replace(' ','0')) #set normalized scaling for every observation self.ivmin = self.img_scale[self.wav[j]][1] self.ivmax = self.img_scale[self.wav[j]][2] prelim = (np.arcsinh(i.data/i.exposure_time.value)-self.ivmin)/self.ivmax #replace out of bounds points prelim[prelim < 0.] = 0. prelim[prelim > 1.] = 1. self.img3d[:,:,j] = prelim #set the string value in the plot window if j == 0: self.rcmin.set('{0:9.3}'.format(self.ivmin)) self.rcmax.set('{0:9.3}'.format(self.ivmax)) if j == 1: self.gcmin.set('{0:9.3}'.format(self.ivmin)) self.gcmax.set('{0:9.3}'.format(self.ivmax)) if j == 2: self.bcmin.set('{0:9.3}'.format(self.ivmin)) self.bcmax.set('{0:9.3}'.format(self.ivmax)) #Retrieved and set the time value based on R image self.obs_time = self.img[0].date # get the image properties def img_prop(self): #different plotting properties if color3 set if self.color3: self.create_3color() else: self.wav ='{0:4.0f}'.format(self.img.wavelength.value).replace(' ','0') #use default color tables self.icmap = self.img_scale[self.wav][0] self.ivmin = self.img_scale[self.wav][1] self.ivmax = self.img_scale[self.wav][2] #set the string value in the plot window self.cmin.set('{0:9.3}'.format(self.ivmin)) self.cmax.set('{0:9.3}'.format(self.ivmax)) #Retrieved and set the time value self.obs_time = self.img.date def text_loc(self): #set text location #if self.w0 > self.h0: # self.txtx = -(self.w0-self.h0) # self.txty = (self.maxy-self.miny)*0.01 #elif self.w0 < self.h0: # self.txty = -(self.h0-self.w0) # self.txtx = (self.maxx-self.minx)*0.01 #if self.w0 == self.h0: self.txtx = (self.maxx-self.minx)*0.01 self.txty = (self.maxy-self.miny)*0.01 #plot the current AIA image def aia_plot(self): #clear the current image self.a.clear() #find where to put the plotting information self.text_loc() #Make 3 color plot if self.color3: self.a.imshow(self.img3d,interpolation='none',origin='lower',extent=[self.minx,self.maxx,self.miny,self.maxy]) #set the observation time which will be use for rotation self.a.text(self.minx+self.txtx,self.miny+self.txty,'AIA {0}/{1}/{2}'.format(*self.wav)+'- {0}Z'.format(self.obs_time.strftime('%Y/%m/%d - %H:%M:%S')),color='white',fontsize=14,zorder=50,fontweight='bold') else: self.a.imshow(self.data0,interpolation='none',cmap=self.icmap,origin='lower',vmin=self.ivmin,vmax=self.ivmax,extent=[self.minx,self.maxx,self.miny,self.maxy]) #show current date self.a.text(self.minx+self.txtx,self.miny+self.txty,'{0}Z'.format(self.obs_time.strftime('%Y/%m/%d - %H:%M:%S')),color='white',fontsize=14,zorder=50,fontweight='bold') self.a.set_xlabel('Arcseconds') self.a.set_ylabel('Arcseconds') if ((self.clicked) & (self.firstclick)): #make sure axis is on if not turn it on if not self.x.get_frame_on(): self.x.set_axis_on() #Show the clicked region in a separate plot self.x.clear() #3 color image if self.color3: self.x.imshow(self.img3d,interpolation='none',origin='lower',extent=[self.minx,self.maxx,self.miny,self.maxy]) else: self.x.imshow(self.data0,interpolation='none',cmap=self.icmap,origin='lower',vmin=self.ivmin,vmax=self.ivmax,extent=[self.minx,self.maxx,self.miny,self.maxy]) self.x.set_xlim([min(self.xbox),max(self.xbox)]) self.x.set_ylim([min(self.ybox),max(self.ybox)]) self.x.scatter(self.cx,self.cy,marker='x',color='red',s=35,zorder=499) self.x.set_xlabel('Arcseconds') self.x.set_ylabel('Arcseconds') #show the selected region on the big plot self.a.scatter(self.cx,self.cy,marker='x',color='red',s=35,zorder=499) self.a.plot(self.xbox,self.ybox,color='black',linewidth=5,zorder=500) self.a.plot(self.xbox,self.ybox,'--',color='white',linewidth=3,zorder=501) self.canvas.draw() #set variables spectrum of a given order def aia_set(self): #set current index depending on 3color image if self.color3: self.infile = self.flist[self.order] #else single file else: self.infile = self.flist[self.order] #put file into sunpy map self.img = sunpy.map.Map(self.infile) self.maxx,self.minx,self.maxy,self.miny = self.img_extent() #get extent of image for coverting pixel into physical #3 color image if self.color3: self.img3d = np.zeros((self.img[0].data.shape[0],self.img[0].data.shape[1],3)) self.scale = [self.img[0].scale[0].value,self.img[0].scale[1].value] # get x, y image scale #single color image else: self.data0 = np.arcsinh(self.img.data/self.img.exposure_time.value) #reference the data plot seperately self.scale = [self.img.scale[0].value,self.img.scale[1].value] # get x, y image scale #set aia plotting preferences self.img_prop() def img_extent(self): #get only physical values for first image if color 3 if self.color3: # get the image coordinates in pixels px0 = self.img[0].meta['crpix1'] py0 = self.img[0].meta['crpix2'] # get the image coordinates in arcsec ax0 = self.img[0].meta['crval1'] ay0 = self.img[0].meta['crval2'] # get the image scale in arcsec axd = self.img[0].meta['cdelt1'] ayd = self.img[0].meta['cdelt2'] #get the number of pixels tx,ty = self.img[0].data.shape else: # get the image coordinates in pixels px0 = self.img.meta['crpix1'] py0 = self.img.meta['crpix2'] # get the image coordinates in arcsec ax0 = self.img.meta['crval1'] ay0 = self.img.meta['crval2'] # get the image scale in arcsec axd = self.img.meta['cdelt1'] ayd = self.img.meta['cdelt2'] #get the number of pixels tx,ty = self.img.data.shape #get the max and min x and y values pminx,pmaxx = 0.-px0,tx-px0 pminy,pmaxy = 0.-py0,ty-py0 #convert to arcsec maxx,minx = ax0+pmaxx*axd,ax0+pminx*axd maxy,miny = ay0+pmaxy*ayd,ay0+pminy*ayd return maxx,minx,maxy,miny #Basic click event def on_click_event(self,click): #Click envents for continuum selection #Make sure you click inside the plot try: #test to make sure the data are in the plot test = click.xdata-0. test = click.ydata-0. #store the physical value of clicked points self.cx = click.xdata self.cy = click.ydata #tell if the plot has beeen clicked at least once self.firstclick = True #tell the plot its been clicked self.clicked = True #create subwindow of selected region self.sub_window() #update the x and y parameters in bottom box self.scx.set('{0:5.2f}'.format(self.cx)) self.scy.set('{0:5.2f}'.format(self.cy)) #plot new cutout box self.aia_plot() #update the plot parameters #reset to no click self.clicked = False #Throw error if clicked outside the plot except TypeError: self.error = 20 self.onError() #create window for plotting def sub_window(self): self.xbox = [self.cx-(self.scale[0]*self.w0/2.),self.cx-(self.scale[0]*self.w0/2.),self.cx+(self.scale[0]*self.w0/2.),self.cx+(self.scale[0]*self.w0/2.),self.cx-(self.scale[0]*self.w0/2.)] self.ybox = [self.cy-(self.scale[1]*self.h0/2.),self.cy+(self.scale[1]*self.h0/2.),self.cy+(self.scale[1]*self.h0/2.),self.cy-(self.scale[1]*self.h0/2.),self.cy-(self.scale[1]*self.h0/2.)] #Function for retrieving order from popup def on_order(self): m = 0 while m == 0: try: inputO = order_popup(root) root.wait_window(inputO.top) order = int(inputO.order) if ((order > 0) & (order <= self.ordermax)): m = 1 else: #Error order is out of range self.error = 3 self.onError() except ValueError: #Error order is not an integer self.error = 4 self.onError() return order #Function for retrieving order from text box def on_order_box(self,event): #release cursor from entry box and back to the figure #needs to be done otherwise key strokes will not work self.f.canvas._tkcanvas.focus_set() m = 0 while m == 0: try: order = self.orderval.get() order = int(order) if ((order > 0) & (order <= self.ordermax)): m = 1 self.order = order self.aia_set() self.aia_plot() else: #Error order is out of range self.error = 3 self.onError() except ValueError: #Error order is not an integer self.error = 4 self.onError() #Tells Why Order information is incorrect def onError(self): if self.error == 1: box.showerror("Error","File Not Found") if self.error == 4: box.showerror("Error","Value Must be an Integer") if self.error == 6: box.showerror("Error","File is not in Fits Format") if self.error == 10: box.showerror("Error","Value Must be Float") if self.error == 20: box.showerror("Error","Must Select Inside Plot Bounds") #main loop def main(): global root root = Tk.Tk() app = gui_c(root) root.mainloop() if __name__=="__main__": #create root frame main()
mit
emon10005/scikit-image
skimage/feature/tests/test_util.py
35
2818
import numpy as np try: import matplotlib.pyplot as plt except ImportError: plt = None from numpy.testing import assert_equal, assert_raises from skimage.feature.util import (FeatureDetector, DescriptorExtractor, _prepare_grayscale_input_2D, _mask_border_keypoints, plot_matches) def test_feature_detector(): assert_raises(NotImplementedError, FeatureDetector().detect, None) def test_descriptor_extractor(): assert_raises(NotImplementedError, DescriptorExtractor().extract, None, None) def test_prepare_grayscale_input_2D(): assert_raises(ValueError, _prepare_grayscale_input_2D, np.zeros((3, 3, 3))) assert_raises(ValueError, _prepare_grayscale_input_2D, np.zeros((3, 1))) assert_raises(ValueError, _prepare_grayscale_input_2D, np.zeros((3, 1, 1))) img = _prepare_grayscale_input_2D(np.zeros((3, 3))) img = _prepare_grayscale_input_2D(np.zeros((3, 3, 1))) img = _prepare_grayscale_input_2D(np.zeros((1, 3, 3))) def test_mask_border_keypoints(): keypoints = np.array([[0, 0], [1, 1], [2, 2], [3, 3], [4, 4]]) assert_equal(_mask_border_keypoints((10, 10), keypoints, 0), [1, 1, 1, 1, 1]) assert_equal(_mask_border_keypoints((10, 10), keypoints, 2), [0, 0, 1, 1, 1]) assert_equal(_mask_border_keypoints((4, 4), keypoints, 2), [0, 0, 1, 0, 0]) assert_equal(_mask_border_keypoints((10, 10), keypoints, 5), [0, 0, 0, 0, 0]) assert_equal(_mask_border_keypoints((10, 10), keypoints, 4), [0, 0, 0, 0, 1]) @np.testing.decorators.skipif(plt is None) def test_plot_matches(): fig, ax = plt.subplots(nrows=1, ncols=1) shapes = (((10, 10), (10, 10)), ((10, 10), (12, 10)), ((10, 10), (10, 12)), ((10, 10), (12, 12)), ((12, 10), (10, 10)), ((10, 12), (10, 10)), ((12, 12), (10, 10))) keypoints1 = 10 * np.random.rand(10, 2) keypoints2 = 10 * np.random.rand(10, 2) idxs1 = np.random.randint(10, size=10) idxs2 = np.random.randint(10, size=10) matches = np.column_stack((idxs1, idxs2)) for shape1, shape2 in shapes: img1 = np.zeros(shape1) img2 = np.zeros(shape2) plot_matches(ax, img1, img2, keypoints1, keypoints2, matches) plot_matches(ax, img1, img2, keypoints1, keypoints2, matches, only_matches=True) plot_matches(ax, img1, img2, keypoints1, keypoints2, matches, keypoints_color='r') plot_matches(ax, img1, img2, keypoints1, keypoints2, matches, matches_color='r') if __name__ == '__main__': from numpy import testing testing.run_module_suite()
bsd-3-clause
pianomania/scikit-learn
sklearn/tests/test_common.py
39
6031
""" General tests for all estimators in sklearn. """ # Authors: Andreas Mueller <amueller@ais.uni-bonn.de> # Gael Varoquaux gael.varoquaux@normalesup.org # License: BSD 3 clause from __future__ import print_function import os import warnings import sys import re import pkgutil from sklearn.externals.six import PY3 from sklearn.utils.testing import assert_false, clean_warning_registry from sklearn.utils.testing import all_estimators from sklearn.utils.testing import assert_equal from sklearn.utils.testing import assert_greater from sklearn.utils.testing import assert_in from sklearn.utils.testing import ignore_warnings from sklearn.utils.testing import _named_check import sklearn from sklearn.cluster.bicluster import BiclusterMixin from sklearn.linear_model.base import LinearClassifierMixin from sklearn.utils.estimator_checks import ( _yield_all_checks, check_parameters_default_constructible, check_class_weight_balanced_linear_classifier) def test_all_estimator_no_base_class(): # test that all_estimators doesn't find abstract classes. for name, Estimator in all_estimators(): msg = ("Base estimators such as {0} should not be included" " in all_estimators").format(name) assert_false(name.lower().startswith('base'), msg=msg) def test_all_estimators(): # Test that estimators are default-constructible, cloneable # and have working repr. estimators = all_estimators(include_meta_estimators=True) # Meta sanity-check to make sure that the estimator introspection runs # properly assert_greater(len(estimators), 0) for name, Estimator in estimators: # some can just not be sensibly default constructed yield (_named_check(check_parameters_default_constructible, name), name, Estimator) def test_non_meta_estimators(): # input validation etc for non-meta estimators estimators = all_estimators() for name, Estimator in estimators: if issubclass(Estimator, BiclusterMixin): continue if name.startswith("_"): continue for check in _yield_all_checks(name, Estimator): yield _named_check(check, name), name, Estimator def test_configure(): # Smoke test the 'configure' step of setup, this tests all the # 'configure' functions in the setup.pys in the scikit cwd = os.getcwd() setup_path = os.path.abspath(os.path.join(sklearn.__path__[0], '..')) setup_filename = os.path.join(setup_path, 'setup.py') if not os.path.exists(setup_filename): return try: os.chdir(setup_path) old_argv = sys.argv sys.argv = ['setup.py', 'config'] clean_warning_registry() with warnings.catch_warnings(): # The configuration spits out warnings when not finding # Blas/Atlas development headers warnings.simplefilter('ignore', UserWarning) if PY3: with open('setup.py') as f: exec(f.read(), dict(__name__='__main__')) else: execfile('setup.py', dict(__name__='__main__')) finally: sys.argv = old_argv os.chdir(cwd) def test_class_weight_balanced_linear_classifiers(): classifiers = all_estimators(type_filter='classifier') clean_warning_registry() with warnings.catch_warnings(record=True): linear_classifiers = [ (name, clazz) for name, clazz in classifiers if ('class_weight' in clazz().get_params().keys() and issubclass(clazz, LinearClassifierMixin))] for name, Classifier in linear_classifiers: yield _named_check(check_class_weight_balanced_linear_classifier, name), name, Classifier @ignore_warnings def test_import_all_consistency(): # Smoke test to check that any name in a __all__ list is actually defined # in the namespace of the module or package. pkgs = pkgutil.walk_packages(path=sklearn.__path__, prefix='sklearn.', onerror=lambda _: None) submods = [modname for _, modname, _ in pkgs] for modname in submods + ['sklearn']: if ".tests." in modname: continue package = __import__(modname, fromlist="dummy") for name in getattr(package, '__all__', ()): if getattr(package, name, None) is None: raise AttributeError( "Module '{0}' has no attribute '{1}'".format( modname, name)) def test_root_import_all_completeness(): EXCEPTIONS = ('utils', 'tests', 'base', 'setup') for _, modname, _ in pkgutil.walk_packages(path=sklearn.__path__, onerror=lambda _: None): if '.' in modname or modname.startswith('_') or modname in EXCEPTIONS: continue assert_in(modname, sklearn.__all__) def test_all_tests_are_importable(): # Ensure that for each contentful subpackage, there is a test directory # within it that is also a subpackage (i.e. a directory with __init__.py) HAS_TESTS_EXCEPTIONS = re.compile(r'''(?x) \.externals(\.|$)| \.tests(\.|$)| \._ ''') lookup = dict((name, ispkg) for _, name, ispkg in pkgutil.walk_packages(sklearn.__path__, prefix='sklearn.')) missing_tests = [name for name, ispkg in lookup.items() if ispkg and not HAS_TESTS_EXCEPTIONS.search(name) and name + '.tests' not in lookup] assert_equal(missing_tests, [], '{0} do not have `tests` subpackages. Perhaps they require ' '__init__.py or an add_subpackage directive in the parent ' 'setup.py'.format(missing_tests))
bsd-3-clause
albertaparicio/tfg-voice-conversion
seq2seq_pytorch_main.py
1
38363
# -*- coding: utf-8 -*- # TODO Add argparser """ Translation with a Sequence to Sequence Network and Attention ************************************************************* **Author**: `Sean Robertson <https://github.com/spro/practical-pytorch>`_ In this project we will be teaching a neural network to translate from French to English. :: [KEY: > input, = target, < output] > il est en train de peindre un tableau . = he is painting a picture . < he is painting a picture . > pourquoi ne pas essayer ce vin delicieux ? = why not try that delicious wine ? < why not try that delicious wine ? > elle n est pas poete mais romanciere . = she is not a poet but a novelist . < she not not a poet but a novelist . > vous etes trop maigre . = you re too skinny . < you re all alone . ... to varying degrees of success. This is made possible by the simple but powerful idea of the `sequence to sequence network <http://arxiv.org/abs/1409.3215>`__, in which two recurrent neural networks work together to transform one sequence to another. An encoder network condenses an input sequence into a vector, and a decoder network unfolds that vector into a new sequence. .. figure:: /_static/img/seq-seq-images/seq2seq.png :alt: To improve upon this model we'll use an `attention mechanism <https://arxiv.org/abs/1409.0473>`__, which lets the decoder learn to focus over a specific range of the input sequence. **Recommended Reading:** I assume you have at least installed PyTorch, know Python, and understand Tensors: - http://pytorch.org/ For installation instructions - :doc:`/beginner/deep_learning_60min_blitz` to get started with PyTorch in general - :doc:`/beginner/pytorch_with_examples` for a wide and deep overview - :doc:`/beginner/former_torchies_tutorial` if you are former Lua Torch user It would also be useful to know about Sequence to Sequence networks and how they work: - `Learning Phrase Representations using RNN Encoder-Decoder for Statistical Machine Translation <http://arxiv.org/abs/1406.1078>`__ - `Sequence to Sequence Learning with Neural Networks <http://arxiv.org/abs/1409.3215>`__ - `Neural Machine Translation by Jointly Learning to Align and Translate <https://arxiv.org/abs/1409.0473>`__ - `A Neural Conversational Model <http://arxiv.org/abs/1506.05869>`__ You will also find the previous tutorials on :doc:`/intermediate/char_rnn_classification_tutorial` and :doc:`/intermediate/char_rnn_generation_tutorial` helpful as those concepts are very similar to the Encoder and Decoder models, respectively. And for more, read the papers that introduced these topics: - `Learning Phrase Representations using RNN Encoder-Decoder for Statistical Machine Translation <http://arxiv.org/abs/1406.1078>`__ - `Sequence to Sequence Learning with Neural Networks <http://arxiv.org/abs/1409.3215>`__ - `Neural Machine Translation by Jointly Learning to Align and Translate <https://arxiv.org/abs/1409.0473>`__ - `A Neural Conversational Model <http://arxiv.org/abs/1506.05869>`__ **Requirements** """ from __future__ import division, print_function, unicode_literals import argparse import glob import gzip import os import random from sys import version_info import h5py import numpy as np import torch import torch.nn as nn from ahoproc_tools import error_metrics from tfglib.seq2seq_normalize import mask_data from tfglib.utils import init_logger from torch import optim from torch.autograd import Variable from seq2seq_dataloader import DataLoader from seq2seq_pytorch_model import AttnDecoderRNN, EncoderRNN use_cuda = torch.cuda.is_available() # Conditional imports if version_info.major > 2: import pickle else: import cPickle as pickle logger, opts = None, None if __name__ == '__main__': # logger.debug('Before parsing args') parser = argparse.ArgumentParser( description="Convert voice signal with seq2seq model") parser.add_argument('--train_data_path', type=str, default="tcstar_data_trim/training/") parser.add_argument('--train_out_file', type=str, default="tcstar_data_trim/seq2seq_train_datatable") parser.add_argument('--test_data_path', type=str, default="tcstar_data_trim/test/") parser.add_argument('--test_out_file', type=str, default="tcstar_data_trim/seq2seq_test_datatable") parser.add_argument('--val_fraction', type=float, default=0.25) parser.add_argument('--save-h5', dest='save_h5', action='store_true', help='Save dataset to .h5 file') parser.add_argument('--max_seq_length', type=int, default=500) parser.add_argument('--params_len', type=int, default=44) # parser.add_argument('--patience', type=int, default=4, # help="Patience epochs to do validation, if validation " # "score is worse than train for patience epochs " # ", quit training. (Def: 4).") # parser.add_argument('--enc_rnn_layers', type=int, default=1) # parser.add_argument('--dec_rnn_layers', type=int, default=1) parser.add_argument('--hidden_size', type=int, default=256) # parser.add_argument('--cell_type', type=str, default="lstm") parser.add_argument('--batch_size', type=int, default=10) parser.add_argument('--epoch', type=int, default=50) parser.add_argument('--learning_rate', type=float, default=0.0005) # parser.add_argument('--dropout', type=float, default=0) parser.add_argument('--teacher_forcing_ratio', type=float, default=1) parser.add_argument('--SOS_token', type=int, default=0) # parser.add_argument('--optimizer', type=str, default="adam") # parser.add_argument('--clip_norm', type=float, default=5) # parser.add_argument('--attn_length', type=int, default=500) # parser.add_argument('--attn_size', type=int, default=256) # parser.add_argument('--save_every', type=int, default=100) parser.add_argument('--no-train', dest='do_train', action='store_false', help='Flag to train or not.') parser.add_argument('--no-test', dest='do_test', action='store_false', help='Flag to test or not.') parser.add_argument('--save_path', type=str, default="training_results") parser.add_argument('--pred_path', type=str, default="torch_predicted") # parser.add_argument('--tb_path', type=str, default="") parser.add_argument('--log', type=str, default="INFO") parser.add_argument('--load_model', dest='load_model', action='store_true', help='Load previous model before training') parser.add_argument('--server', dest='server', action='store_true', help='Commands to be run or not run if we are running ' 'on server') parser.set_defaults(do_train=True, do_test=True, save_h5=False, server=False) # , # load_model=False) opts = parser.parse_args() # Initialize logger logger_level = opts.log logger = init_logger(name=__name__, level=opts.log) logger.debug('Parsed arguments') if not os.path.exists(os.path.join(opts.save_path, 'torch_train')): os.makedirs(os.path.join(opts.save_path, 'torch_train')) # save config with gzip.open(os.path.join(opts.save_path, 'torch_train', 'config.pkl.gz'), 'wb') as cf: pickle.dump(opts, cf) def main(args): logger.debug('Main') # If-else for training and testing if args.do_train: dl = DataLoader(args, logger_level=args.log, max_seq_length=args.max_seq_length) encoder1 = EncoderRNN(args.params_len, args.hidden_size, args.batch_size) attn_decoder1 = AttnDecoderRNN(args.hidden_size, args.params_len, batch_size=args.batch_size, n_layers=1, max_length=args.max_seq_length, dropout_p=0.1) if use_cuda: encoder1 = encoder1.cuda() attn_decoder1 = attn_decoder1.cuda() trained_encoder, trained_decoder = train_epochs(dl, encoder1, attn_decoder1) if args.do_test: # TODO What do we do for testing? # pass dl = DataLoader(args, logger_level=args.log, test=True, max_seq_length=args.max_seq_length) if args.load_model: encoder = EncoderRNN(args.params_len, args.hidden_size, args.batch_size) decoder = AttnDecoderRNN(args.hidden_size, args.params_len, batch_size=args.batch_size, n_layers=1, max_length=args.max_seq_length, dropout_p=0.1) if use_cuda: encoder = encoder.cuda() decoder = decoder.cuda() else: encoder = trained_encoder decoder = trained_decoder test(encoder, decoder, dl) ###################################################################### # Loading data files # ================== # # The data for this project is a set of many thousands of English to # French translation pairs. # # `This question on Open Data Stack # Exchange <http://opendata.stackexchange.com/questions/3888/dataset-of # -sentences-translated-into-many-languages>`__ # pointed me to the open translation site http://tatoeba.org/ which has # downloads available at http://tatoeba.org/eng/downloads - and better # yet, someone did the extra work of splitting language pairs into # individual text files here: http://www.manythings.org/anki/ # # The English to French pairs are too big to include in the repo, so # download to ``data/eng-fra.txt`` before continuing. The file is a tab # separated list of translation pairs: # # :: # # I am cold. Je suis froid. # # .. Note:: # Download the data from # `here <https://download.pytorch.org/tutorial/data.zip>`_ # and extract it to the current directory. ###################################################################### # Similar to the character encoding used in the character-level RNN # tutorials, we will be representing each word in a language as a one-hot # vector, or giant vector of zeros except for a single one (at the index # of the word). Compared to the dozens of characters that might exist in a # language, there are many many more words, so the encoding vector is much # larger. We will however cheat a bit and trim the data to only use a few # thousand words per language. # # .. figure:: /_static/img/seq-seq-images/word-encoding.png # :alt: # # ###################################################################### # We'll need a unique index per word to use as the inputs and targets of # the networks later. To keep track of all this we will use a helper class # called ``Lang`` which has word → index (``word2index``) and index → word # (``index2word``) dictionaries, as well as a count of each word # ``word2count`` to use to later replace rare words. # # EOS_token = 1 # # # class Lang: # def __init__(self, name): # self.name = name # self.word2index = {} # self.word2count = {} # self.index2word = {0: "SOS", 1: "EOS"} # self.n_words = 2 # Count SOS and EOS # # def add_sentence(self, sentence): # for word in sentence.split(' '): # self.add_word(word) # # def add_word(self, word): # if word not in self.word2index: # self.word2index[word] = self.n_words # self.word2count[word] = 1 # self.index2word[self.n_words] = word # self.n_words += 1 # else: # self.word2count[word] += 1 # # # ###################################################################### # # The files are all in Unicode, to simplify we will turn Unicode # # characters to ASCII, make everything lowercase, and trim most # # punctuation. # # # # # Turn a Unicode string to plain ASCII, thanks to # # http://stackoverflow.com/a/518232/2809427 # def unicode_to_ascii(s): # return ''.join( # c for c in unicodedata.normalize('NFD', s) # if unicodedata.category(c) != 'Mn' # ) # # # # Lowercase, trim, and remove non-letter characters # def normalize_string(s): # s = unicode_to_ascii(s.lower().strip()) # s = re.sub(r"([.!?])", r" \1", s) # s = re.sub(r"[^a-zA-Z.!?]+", r" ", s) # return s # # # ###################################################################### # # To read the data file we will split the file into lines, and then split # # lines into pairs. The files are all English → Other Language, so if we # # want to translate from Other Language → English I added the ``reverse`` # # flag to reverse the pairs. # # # # def read_langs(lang1, lang2, reverse=False): # print("Reading lines...") # # # Read the file and split into lines # lines = open('data/%s-%s.txt' % (lang1, lang2), encoding='utf-8'). \ # read().strip().split('\n') # # # Split every line into pairs and normalize # pairs = [[normalize_string(s) for s in l.split('\t')] for l in lines] # # # Reverse pairs, make Lang instances # if reverse: # pairs = [list(reversed(p)) for p in pairs] # input_lang = Lang(lang2) # output_lang = Lang(lang1) # else: # input_lang = Lang(lang1) # output_lang = Lang(lang2) # # return input_lang, output_lang, pairs ###################################################################### # Since there are a *lot* of example sentences and we want to train # something quickly, we'll trim the data set to only relatively short and # simple sentences. Here the maximum length is 10 words (that includes # ending punctuation) and we're filtering to sentences that translate to # the form "I am" or "He is" etc. (accounting for apostrophes replaced # earlier). # # # eng_prefixes = ( # "i am ", "i m ", # "he is", "he s ", # "she is", "she s", # "you are", "you re ", # "we are", "we re ", # "they are", "they re " # ) # # # def filter_pair(p): # return len(p[0].split(' ')) < opts.max_seq_length and \ # len(p[1].split(' ')) < opts.max_seq_length and \ # p[1].startswith(eng_prefixes) # # # def filter_pairs(pairs): # return [pair for pair in pairs if filter_pair(pair)] ###################################################################### # The full process for preparing the data is: # # - Read text file and split into lines, split lines into pairs # - Normalize text, filter by length and content # - Make word lists from sentences in pairs # # # def prepare_data(lang1, lang2, reverse=False): # input_lang, output_lang, pairs = read_langs(lang1, lang2, reverse) # print("Read %s sentence pairs" % len(pairs)) # pairs = filter_pairs(pairs) # print("Trimmed to %s sentence pairs" % len(pairs)) # print("Counting words...") # for pair in pairs: # input_lang.add_sentence(pair[0]) # output_lang.add_sentence(pair[1]) # print("Counted words:") # print(input_lang.name, input_lang.n_words) # print(output_lang.name, output_lang.n_words) # return input_lang, output_lang, pairs # # # input_lang, output_lang, pairs = prepare_data('eng', 'fra', True) # print(random.choice(pairs)) ###################################################################### # .. note:: There are other forms of attention that work around the length # limitation by using a relative position approach. Read about "local # attention" in `Effective Approaches to Attention-based Neural Machine # Translation <https://arxiv.org/abs/1508.04025>`__. # # Training # ======== # # Preparing Training Data # ----------------------- # # To train, for each pair we will need an input tensor (indexes of the # words in the input sentence) and target tensor (indexes of the words in # the target sentence). While creating these vectors we will append the # EOS token to both sequences. # # # def indexes_from_sentence(lang, sentence): # return [lang.word2index[word] for word in sentence.split(' ')] # # # def variable_from_sentence(lang, sentence): # indexes = indexes_from_sentence(lang, sentence) # indexes.append(EOS_token) # result = Variable(torch.LongTensor(indexes).view(-1, 1)) # if use_cuda: # return result.cuda() # else: # return result # # # def variables_from_pair(pair): # input_variable = variable_from_sentence(input_lang, pair[0]) # target_variable = variable_from_sentence(output_lang, pair[1]) # return input_variable, target_variable ###################################################################### # Training the Model # ------------------ # # To train we run the input sentence through the encoder, and keep track # of every output and the latest hidden state. Then the decoder is given # the ``<SOS>`` token as its first input, and the last hidden state of the # decoder as its first hidden state. # # "Teacher forcing" is the concept of using the real target outputs as # each next input, instead of using the decoder's guess as the next input. # Using teacher forcing causes it to converge faster but `when the trained # network is exploited, it may exhibit # instability <http://minds.jacobs-university.de/sites/default/files/uploads # /papers/ESNTutorialRev.pdf>`__. # # You can observe outputs of teacher-forced networks that read with # coherent grammar but wander far from the correct translation - # intuitively it has learned to represent the output grammar and can "pick # up" the meaning once the teacher tells it the first few words, but it # has not properly learned how to create the sentence from the translation # in the first place. # # Because of the freedom PyTorch's autograd gives us, we can randomly # choose to use teacher forcing or not with a simple if statement. Turn # ``teacher_forcing_ratio`` up to use more of it. # def train(input_variable, target_variable, encoder, decoder, encoder_optimizer, decoder_optimizer, criterion, max_length): encoder_hidden = encoder.init_hidden() encoder_optimizer.zero_grad() decoder_optimizer.zero_grad() input_length = input_variable.size()[0] target_length = target_variable.size()[0] encoder_outputs = Variable(torch.zeros(max_length, encoder.hidden_size)) encoder_outputs = encoder_outputs.cuda() if use_cuda else encoder_outputs loss = 0 for ei in range(input_length): encoder_output, encoder_hidden = encoder( input_variable[ei], encoder_hidden) encoder_outputs[ei] = encoder_output[0][0] # decoder_input = Variable(torch.LongTensor([[opts.SOS_token]])) decoder_input = Variable(torch.zeros(opts.batch_size, opts.params_len)) decoder_input = decoder_input.cuda() if use_cuda else decoder_input decoder_hidden = encoder_hidden use_teacher_forcing = True if random.random() < opts.teacher_forcing_ratio \ else False if use_teacher_forcing: # Teacher forcing: Feed the target as the next input for di in range(target_length): decoder_output, decoder_hidden, decoder_attention = decoder( decoder_input, decoder_hidden, encoder_output, encoder_outputs) loss += criterion(decoder_output, target_variable[di]) decoder_input = target_variable[di] # Teacher forcing else: # Without teacher forcing: use its own predictions as the next input for di in range(target_length): decoder_output, decoder_hidden, decoder_attention = decoder( decoder_input, decoder_hidden, encoder_output, encoder_outputs) topv, topi = decoder_output.data.topk(1) ni = topi[0][0] decoder_input = Variable(torch.LongTensor([[ni]])) decoder_input = decoder_input.cuda() if use_cuda else decoder_input loss += criterion(decoder_output[0], target_variable[di]) # if ni == EOS_token: # break loss.backward() encoder_optimizer.step() decoder_optimizer.step() return loss.data[0] / target_length ###################################################################### # This is a helper function to print time elapsed and estimated time # remaining given the current time and progress %. # import time import math def as_minutes(s): m = math.floor(s / 60) s -= m * 60 return '%dm %ds' % (m, s) def time_since(since, percent): now = time.time() s = now - since es = s / percent rs = es - s return '%s (ETA: %s)' % (as_minutes(s), as_minutes(rs)) ###################################################################### # The whole training process looks like this: # # - Start a timer # - Initialize optimizers and criterion # - Create set of training pairs # - Start empty losses array for plotting # # Then we call ``train`` many times and occasionally print the progress (% # of epochs, time so far, estimated time) and average loss. # def train_epochs(dataloader, encoder, decoder): start = time.time() plot_losses = [] print_loss_total = 0 # Reset every print_every plot_loss_total = 0 # Reset every plot_every batch_idx = 0 total_batch_idx = 0 curr_epoch = 0 b_epoch = dataloader.train_batches_per_epoch # encoder_optimizer = optim.SGD(encoder.parameters(), lr=learning_rate) # decoder_optimizer = optim.SGD(decoder.parameters(), lr=learning_rate) encoder_optimizer = optim.Adam(encoder.parameters(), lr=opts.learning_rate) decoder_optimizer = optim.Adam(decoder.parameters(), lr=opts.learning_rate) # training_pairs = [variables_from_pair(random.choice(pairs)) # for _ in range(n_epochs)] # criterion = nn.NLLLoss() criterion = nn.MSELoss() # Train on dataset batches for src_batch, src_batch_seq_len, trg_batch, trg_mask in \ dataloader.next_batch(): if curr_epoch == 0 and batch_idx == 0: logger.info( 'Batches per epoch: {}'.format(b_epoch)) logger.info( 'Total batches: {}'.format(b_epoch * opts.epoch)) # beg_t = timeit.default_timer() # for epoch in range(1, n_epochs + 1): # training_pair = training_pairs[epoch - 1] # input_variable = training_pair[0] # target_variable = training_pair[1] # Transpose data to be shaped (max_seq_length, num_sequences, params_len) input_variable = Variable( torch.from_numpy(src_batch[:, :, 0:44]).float() ).transpose(1, 0).contiguous() target_variable = Variable( torch.from_numpy(trg_batch).float() ).transpose(1, 0).contiguous() input_variable = input_variable.cuda() if use_cuda else input_variable target_variable = target_variable.cuda() if use_cuda else target_variable loss = train(input_variable, target_variable, encoder, decoder, encoder_optimizer, decoder_optimizer, criterion, opts.max_seq_length) print_loss_total += loss # plot_loss_total += loss print_loss_avg = print_loss_total / (total_batch_idx + 1) plot_losses.append(print_loss_avg) logger.info( 'Batch {:2.0f}/{:2.0f} - Epoch {:2.0f}/{:2.0f} ({:3.2%}) - Loss={' ':.8f} - Time: {' '!s}'.format( batch_idx, b_epoch, curr_epoch + 1, opts.epoch, ((batch_idx % b_epoch) + 1) / b_epoch, print_loss_avg, time_since(start, (total_batch_idx + 1) / (b_epoch * opts.epoch)))) if batch_idx >= b_epoch: curr_epoch += 1 batch_idx = 0 print_loss_total = 0 # Save model # Instructions for saving and loading a model: # http://pytorch.org/docs/notes/serialization.html # with gzip.open( enc_file = os.path.join(opts.save_path, 'torch_train', 'encoder_{}.pkl'.format( curr_epoch)) # , 'wb') as enc: torch.save(encoder.state_dict(), enc_file) # with gzip.open( dec_file = os.path.join(opts.save_path, 'torch_train', 'decoder_{}.pkl'.format( curr_epoch)) # , 'wb') as dec: torch.save(decoder.state_dict(), dec_file) # TODO Validation? batch_idx += 1 total_batch_idx += 1 if curr_epoch >= opts.epoch: logger.info('Finished epochs -> BREAK') break if not opts.server: show_plot(plot_losses) else: save_path = os.path.join(opts.save_path, 'torch_train', 'graphs') if not os.path.exists(save_path): os.makedirs(save_path) np.savetxt(os.path.join(save_path, 'train_losses' + '.csv'), plot_losses) return encoder, decoder ###################################################################### # Plotting results # ---------------- # # Plotting is done with matplotlib, using the array of loss values # ``plot_losses`` saved while training. # if not opts.server: import matplotlib matplotlib.use('TKagg') import matplotlib.pyplot as plt import matplotlib.ticker as ticker def show_plot(points, filename='train_loss'): if not os.path.exists( os.path.join(opts.save_path, 'torch_train', 'graphs')): os.makedirs(os.path.join(opts.save_path, 'torch_train', 'graphs')) plt.figure() # fig, ax = plt.subplots() # this locator puts ticks at regular intervals # loc = ticker.MultipleLocator(base=0.2) # ax.yaxis.set_major_locator(loc) plt.plot(points) plt.grid(b=True) plt.savefig( os.path.join(opts.save_path, 'torch_train', 'graphs', filename + '.eps'), bbox_inches='tight') ###################################################################### # Evaluation # ========== # # Evaluation is mostly the same as training, but there are no targets so # we simply feed the decoder's predictions back to itself for each step. # Every time it predicts a word we add it to the output string, and if it # predicts the EOS token we stop there. We also store the decoder's # attention outputs for display later. # def test(encoder, decoder, dl): if opts.load_model: # Get filenames of last epoch files enc_file = sorted(glob.glob( os.path.join(opts.save_path, 'torch_train', 'encoder*.pkl')))[-1] dec_file = sorted(glob.glob( os.path.join(opts.save_path, 'torch_train', 'decoder*.pkl')))[-1] # Open model files and load # with gzip.open(enc_file, 'r') as enc: # enc_f = pickle.load(enc) encoder.load_state_dict(torch.load(enc_file)) # # with gzip.open(dec_file, 'wb') as dec: decoder.load_state_dict(torch.load(dec_file)) batch_idx = 0 n_batch = 0 attentions = [] for (src_batch_padded, src_batch_seq_len, trg_batch, trg_mask) in dl.next_batch( test=True): src_batch = [] # Take the last `seq_len` timesteps of each sequence to remove padding for i in range(src_batch_padded.shape[0]): src_batch.append(src_batch_padded[i,-src_batch_seq_len[i]:,:]) # TODO Get filename from datatable f_name = format(n_batch + 1, '0' + str(max(5, len(str(dl.src_test_data.shape[0]))))) input_variable = Variable( torch.from_numpy(src_batch[:, :, 0:44]).float() ).transpose(1, 0).contiguous() input_variable = input_variable.cuda() if use_cuda else input_variable input_length = input_variable.size()[0] encoder_hidden = encoder.init_hidden() encoder_outputs = Variable( torch.zeros(opts.max_seq_length, encoder.hidden_size)) encoder_outputs = encoder_outputs.cuda() if use_cuda else encoder_outputs for ei in range(input_length): encoder_output, encoder_hidden = encoder(input_variable[ei], encoder_hidden) encoder_outputs[ei] = encoder_outputs[ei] + encoder_output[0][0] # decoder_input = Variable(torch.LongTensor([[SOS_token]])) # SOS decoder_input = Variable(torch.zeros(opts.batch_size, opts.params_len)) decoder_input = decoder_input.cuda() if use_cuda else decoder_input decoder_hidden = encoder_hidden decoded_frames = [] decoder_attentions = torch.zeros(opts.max_seq_length, opts.batch_size, opts.max_seq_length) for di in range(opts.max_seq_length): decoder_output, decoder_hidden, decoder_attention = decoder( decoder_input, decoder_hidden, encoder_output, encoder_outputs) decoder_attentions[di] = decoder_attention.data # topv, topi = decoder_output.data.topk(1) # ni = topi[0][0] # if ni == EOS_token: # decoded_frames.append('<EOS>') # break # else: decoded_frames.append(decoder_output.data.cpu().numpy()) # decoder_input = Variable(torch.LongTensor([[ni]])) decoder_input = decoder_output decoder_input = decoder_input.cuda() if use_cuda else decoder_input # Decode output frames predictions = np.array(decoded_frames).transpose((1, 0, 2)) attentions.append(decoder_attentions[:di + 1].numpy().transpose((1, 0, 2))) # TODO Decode speech data and display attentions # Save original U/V flags to save them to file raw_uv_flags = predictions[:, :, 42] # Unscale target and predicted parameters for i in range(predictions.shape[0]): src_spk_index = int(src_batch[i, 0, 44]) trg_spk_index = int(src_batch[i, 0, 45]) # Prepare filename # Get speakers names src_spk_name = dl.s2s_datatable.src_speakers[src_spk_index] trg_spk_name = dl.s2s_datatable.trg_speakers[trg_spk_index] # Make sure the save directory exists tf_pred_path = os.path.join(opts.test_data_path, opts.pred_path) if not os.path.exists( os.path.join(tf_pred_path, src_spk_name + '-' + trg_spk_name)): os.makedirs( os.path.join(tf_pred_path, src_spk_name + '-' + trg_spk_name)) # # TODO Get filename from datatable # f_name = format(i + 1, '0' + str( # max(5, len(str(dl.src_test_data.shape[0]))))) with h5py.File( os.path.join(tf_pred_path, src_spk_name + '-' + trg_spk_name, f_name + '_' + str(i) + '.h5'), 'w') as file: file.create_dataset('predictions', data=predictions[i], compression="gzip", compression_opts=9) file.create_dataset('target', data=trg_batch[i], compression="gzip", compression_opts=9) file.create_dataset('mask', data=trg_mask[i], compression="gzip", compression_opts=9) trg_spk_max = dl.train_trg_speakers_max[trg_spk_index, :] trg_spk_min = dl.train_trg_speakers_min[trg_spk_index, :] trg_batch[i, :, 0:42] = (trg_batch[i, :, 0:42] * ( trg_spk_max - trg_spk_min)) + trg_spk_min predictions[i, :, 0:42] = (predictions[i, :, 0:42] * ( trg_spk_min - trg_spk_min)) + trg_spk_min # Round U/V flags predictions[i, :, 42] = np.round(predictions[i, :, 42]) # Remove padding in prediction and target parameters masked_trg = mask_data(trg_batch[i], trg_mask[i]) trg_batch[i] = np.ma.filled(masked_trg, fill_value=0.0) unmasked_trg = np.ma.compress_rows(masked_trg) masked_pred = mask_data(predictions[i], trg_mask[i]) predictions[i] = np.ma.filled(masked_pred, fill_value=0.0) unmasked_prd = np.ma.compress_rows(masked_pred) # # Apply U/V flag to lf0 and mvf params # unmasked_prd[:, 40][unmasked_prd[:, 42] == 0] = -1e10 # unmasked_prd[:, 41][unmasked_prd[:, 42] == 0] = 1000 # Apply ground truth flags to prediction unmasked_prd[:, 40][unmasked_trg[:, 42] == 0] = -1e10 unmasked_prd[:, 41][unmasked_trg[:, 42] == 0] = 1000 file.create_dataset('unmasked_prd', data=unmasked_prd, compression="gzip", compression_opts=9) file.create_dataset('unmasked_trg', data=unmasked_trg, compression="gzip", compression_opts=9) file.create_dataset('trg_max', data=trg_spk_max, compression="gzip", compression_opts=9) file.create_dataset('trg_min', data=trg_spk_min, compression="gzip", compression_opts=9) file.close() # Save predictions to files np.savetxt( os.path.join(tf_pred_path, src_spk_name + '-' + trg_spk_name, f_name + '_' + str(i) + '.vf.dat'), unmasked_prd[:, 41] ) np.savetxt( os.path.join(tf_pred_path, src_spk_name + '-' + trg_spk_name, f_name + '_' + str(i) + '.lf0.dat'), unmasked_prd[:, 40] ) np.savetxt( os.path.join(tf_pred_path, src_spk_name + '-' + trg_spk_name, f_name + '_' + str(i) + '.mcp.dat'), unmasked_prd[:, 0:40], delimiter='\t' ) np.savetxt( os.path.join(tf_pred_path, src_spk_name + '-' + trg_spk_name, f_name + '_' + str(i) + '.uv.dat'), raw_uv_flags[i, :] ) # Display metrics print('Num - {}'.format(n_batch)) print('MCD = {} dB'.format( error_metrics.MCD(unmasked_trg[:, 0:40].reshape(-1, 40), unmasked_prd[:, 0:40].reshape(-1, 40)))) acc, _, _, _ = error_metrics.AFPR(unmasked_trg[:, 42].reshape(-1, 1), unmasked_prd[:, 42].reshape(-1, 1)) print('U/V accuracy = {}'.format(acc)) pitch_rmse = error_metrics.RMSE( np.exp(unmasked_trg[:, 40].reshape(-1, 1)), np.exp(unmasked_prd[:, 40].reshape(-1, 1))) print('Pitch RMSE = {}'.format(pitch_rmse)) # Increase batch index if batch_idx >= dl.test_batches_per_epoch: break batch_idx += 1 n_batch += 1 # Dump attentions to pickle file logger.info('Saving attentions to pickle file') with gzip.open( os.path.join(opts.save_path, 'torch_train', 'attentions.pkl.gz'), 'wb') as att_file: pickle.dump(attentions, att_file) ###################################################################### # We can evaluate random sentences from the training set and print out the # input, target, and output to make some subjective quality judgements: # # def evaluate_randomly(encoder, decoder, n=10): # for i in range(n): # pair = random.choice(pairs) # print('>', pair[0]) # print('=', pair[1]) # output_words, attentions = evaluate(encoder, decoder, pair[0]) # output_sentence = ' '.join(output_words) # print('<', output_sentence) # print('') ###################################################################### # Training and Evaluating # ======================= # # With all these helper functions in place (it looks like extra work, but # it's easier to run multiple experiments easier) we can actually # initialize a network and start training. # # Remember that the input sentences were heavily filtered. For this small # dataset we can use relatively small networks of 256 hidden nodes and a # single GRU layer. After about 40 minutes on a MacBook CPU we'll get some # reasonable results. # # .. Note:: # If you run this notebook you can train, interrupt the kernel, # evaluate, and continue training later. Comment out the lines where the # encoder and decoder are initialized and run ``trainEpochs`` again. # ###################################################################### # # evaluate_randomly(encoder1, attn_decoder1) ###################################################################### # Visualizing Attention # --------------------- # # A useful property of the attention mechanism is its highly interpretable # outputs. Because it is used to weight specific encoder outputs of the # input sequence, we can imagine looking where the network is focused most # at each time step. # # You could simply run ``plt.matshow(attentions)`` to see attention output # displayed as a matrix, with the columns being input steps and rows being # output steps: # # # output_words, attentions = evaluate( # encoder1, attn_decoder1, "je suis trop froid .") # plt.matshow(attentions.numpy()) ###################################################################### # For a better viewing experience we will do the extra work of adding axes # and labels: # def show_attention(): # Load attentions logger.info('Loading attentions to pickle file') with gzip.open( os.path.join(opts.save_path, 'torch_train', 'attentions.pkl.gz'), 'r') as att_file: attentions = pickle.load(att_file) # Set up figure with colorbar fig = plt.figure() ax = fig.add_subplot(111) cax = ax.matshow(attentions.numpy(), cmap='bone') fig.colorbar(cax) # # Set up axes # ax.set_xticklabels([''] + input_sentence.split(' ') + # ['<EOS>'], rotation=90) # ax.set_yticklabels([''] + output_words) # # # Show label at every tick # ax.xaxis.set_major_locator(ticker.MultipleLocator(1)) # ax.yaxis.set_major_locator(ticker.MultipleLocator(1)) plt.show() # def evaluate_and_show_attention(input_sentence): # output_words, attentions = evaluate( # encoder1, attn_decoder1, input_sentence) # print('input =', input_sentence) # print('output =', ' '.join(output_words)) # show_attention(input_sentence, output_words, attentions) # # # evaluate_and_show_attention("elle a cinq ans de moins que moi .") # # evaluate_and_show_attention("elle est trop petit .") # # evaluate_and_show_attention("je ne crains pas de mourir .") # # evaluate_and_show_attention("c est un jeune directeur plein de talent .") ###################################################################### # Exercises # ========= # # - Try with a different dataset # # - Another language pair # - Human → Machine (e.g. IOT commands) # - Chat → Response # - Question → Answer # # - Replace the embedding pre-trained word embeddings such as word2vec or # GloVe # - Try with more layers, more hidden units, and more sentences. Compare # the training time and results. # - If you use a translation file where pairs have two of the same phrase # (``I am test \t I am test``), you can use this as an autoencoder. Try # this: # # - Train as an autoencoder # - Save only the Encoder network # - Train a new Decoder for translation from there # if __name__ == '__main__': logger.debug('Before calling main') main(opts)
gpl-3.0
vybstat/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
crichardson17/starburst_atlas
Low_resolution_sims/Dusty_LowRes/Geneva_inst_Rot/Geneva_inst_Rot_6/fullgrid/IR.py
30
9364
import csv import matplotlib.pyplot as plt from numpy import * import scipy.interpolate import math from pylab import * from matplotlib.ticker import MultipleLocator, FormatStrFormatter import matplotlib.patches as patches from matplotlib.path import Path import os # ------------------------------------------------------------------------------------------------------ #inputs for file in os.listdir('.'): if file.endswith("1.grd"): gridfile1 = file for file in os.listdir('.'): if file.endswith("2.grd"): gridfile2 = file for file in os.listdir('.'): if file.endswith("3.grd"): gridfile3 = file # ------------------------ for file in os.listdir('.'): if file.endswith("1.txt"): Elines1 = file for file in os.listdir('.'): if file.endswith("2.txt"): Elines2 = file for file in os.listdir('.'): if file.endswith("3.txt"): Elines3 = file # ------------------------------------------------------------------------------------------------------ #Patches data #for the Kewley and Levesque data verts = [ (1., 7.97712125471966000000), # left, bottom (1., 9.57712125471966000000), # left, top (2., 10.57712125471970000000), # right, top (2., 8.97712125471966000000), # right, bottom (0., 0.), # ignored ] codes = [Path.MOVETO, Path.LINETO, Path.LINETO, Path.LINETO, Path.CLOSEPOLY, ] path = Path(verts, codes) # ------------------------ #for the Kewley 01 data verts2 = [ (2.4, 9.243038049), # left, bottom (2.4, 11.0211893), # left, top (2.6, 11.0211893), # right, top (2.6, 9.243038049), # right, bottom (0, 0.), # ignored ] path = Path(verts, codes) path2 = Path(verts2, codes) # ------------------------- #for the Moy et al data verts3 = [ (1., 6.86712125471966000000), # left, bottom (1., 10.18712125471970000000), # left, top (3., 12.18712125471970000000), # right, top (3., 8.86712125471966000000), # right, bottom (0., 0.), # ignored ] path = Path(verts, codes) path3 = Path(verts3, codes) # ------------------------------------------------------------------------------------------------------ #the routine to add patches for others peoples' data onto our plots. def add_patches(ax): patch3 = patches.PathPatch(path3, facecolor='yellow', lw=0) patch2 = patches.PathPatch(path2, facecolor='green', lw=0) patch = patches.PathPatch(path, facecolor='red', lw=0) ax1.add_patch(patch3) ax1.add_patch(patch2) ax1.add_patch(patch) # ------------------------------------------------------------------------------------------------------ #the subplot routine; will be called later numplots = 12 def add_sub_plot(sub_num): plt.subplot(3,4,sub_num) rbf = scipy.interpolate.Rbf(x, y, z[:,sub_num-1], function='linear') zi = rbf(xi, yi) contour = plt.contour(xi,yi,zi, levels, colors='c', linestyles = 'dashed') contour2 = plt.contour(xi,yi,zi, levels2, colors='k', linewidths=1.5) plt.scatter(max_values[line[sub_num-1],2], max_values[line[sub_num-1],3], c ='k',marker = '*') plt.annotate(headers[line[sub_num-1]], xy=(8,11), xytext=(6,8.5), fontsize = 10) plt.annotate(max_values[line[sub_num-1],0], xy= (max_values[line[sub_num-1],2], max_values[line[sub_num-1],3]), xytext = (0, -10), textcoords = 'offset points', ha = 'right', va = 'bottom', fontsize=10) if sub_num == numplots / 2.: print "half the plots are complete" #axis limits yt_min = 8 yt_max = 23 xt_min = 0 xt_max = 12 plt.ylim(yt_min,yt_max) plt.xlim(xt_min,xt_max) plt.yticks(arange(yt_min+1,yt_max,1),fontsize=10) plt.xticks(arange(xt_min+1,xt_max,1), fontsize = 10) if sub_num in [2,3,4,6,7,8,10,11,12]: plt.tick_params(labelleft = 'off') else: plt.tick_params(labelleft = 'on') plt.ylabel('Log ($ \phi _{\mathrm{H}} $)') if sub_num in [1,2,3,4,5,6,7,8]: plt.tick_params(labelbottom = 'off') else: plt.tick_params(labelbottom = 'on') plt.xlabel('Log($n _{\mathrm{H}} $)') if sub_num == 1: plt.yticks(arange(yt_min+1,yt_max+1,1),fontsize=10) if sub_num == 9: plt.yticks(arange(yt_min,yt_max,1),fontsize=10) plt.xticks(arange(xt_min,xt_max,1), fontsize = 10) if sub_num == 12: plt.xticks(arange(xt_min+1,xt_max+1,1), fontsize = 10) # --------------------------------------------------- #this is where the grid information (phi and hdens) is read in and saved to grid. grid1 = []; grid2 = []; grid3 = []; with open(gridfile1, 'rb') as f: csvReader = csv.reader(f,delimiter='\t') for row in csvReader: grid1.append(row); grid1 = asarray(grid1) with open(gridfile2, 'rb') as f: csvReader = csv.reader(f,delimiter='\t') for row in csvReader: grid2.append(row); grid2 = asarray(grid2) with open(gridfile3, 'rb') as f: csvReader = csv.reader(f,delimiter='\t') for row in csvReader: grid3.append(row); grid3 = asarray(grid3) #here is where the data for each line is read in and saved to dataEmissionlines dataEmissionlines1 = []; dataEmissionlines2 = []; dataEmissionlines3 = []; with open(Elines1, 'rb') as f: csvReader = csv.reader(f,delimiter='\t') headers = csvReader.next() for row in csvReader: dataEmissionlines1.append(row); dataEmissionlines1 = asarray(dataEmissionlines1) with open(Elines2, 'rb') as f: csvReader = csv.reader(f,delimiter='\t') headers2 = csvReader.next() for row in csvReader: dataEmissionlines2.append(row); dataEmissionlines2 = asarray(dataEmissionlines2) with open(Elines3, 'rb') as f: csvReader = csv.reader(f,delimiter='\t') headers3 = csvReader.next() for row in csvReader: dataEmissionlines3.append(row); dataEmissionlines3 = asarray(dataEmissionlines3) print "import files complete" # --------------------------------------------------- #for concatenating grid #pull the phi and hdens values from each of the runs. exclude header lines grid1new = zeros((len(grid1[:,0])-1,2)) grid1new[:,0] = grid1[1:,6] grid1new[:,1] = grid1[1:,7] grid2new = zeros((len(grid2[:,0])-1,2)) x = array(17.00000) grid2new[:,0] = repeat(x,len(grid2[:,0])-1) grid2new[:,1] = grid2[1:,6] grid3new = zeros((len(grid3[:,0])-1,2)) grid3new[:,0] = grid3[1:,6] grid3new[:,1] = grid3[1:,7] grid = concatenate((grid1new,grid2new,grid3new)) hdens_values = grid[:,1] phi_values = grid[:,0] # --------------------------------------------------- #for concatenating Emission lines data Emissionlines = concatenate((dataEmissionlines1[:,1:],dataEmissionlines2[:,1:],dataEmissionlines3[:,1:])) #for lines headers = headers[1:] concatenated_data = zeros((len(Emissionlines),len(Emissionlines[0]))) max_values = zeros((len(concatenated_data[0]),4)) # --------------------------------------------------- #constructing grid by scaling #select the scaling factor #for 1215 #incident = Emissionlines[1:,4] #for 4860 incident = concatenated_data[:,57] #take the ratio of incident and all the lines and put it all in an array concatenated_data for i in range(len(Emissionlines)): for j in range(len(Emissionlines[0])): if math.log(4860.*(float(Emissionlines[i,j])/float(Emissionlines[i,57])), 10) > 0: concatenated_data[i,j] = math.log(4860.*(float(Emissionlines[i,j])/float(Emissionlines[i,57])), 10) else: concatenated_data[i,j] == 0 # for 1215 #for i in range(len(Emissionlines)): # for j in range(len(Emissionlines[0])): # if math.log(1215.*(float(Emissionlines[i,j])/float(Emissionlines[i,4])), 10) > 0: # concatenated_data[i,j] = math.log(1215.*(float(Emissionlines[i,j])/float(Emissionlines[i,4])), 10) # else: # concatenated_data[i,j] == 0 # --------------------------------------------------- #find the maxima to plot onto the contour plots for j in range(len(concatenated_data[0])): max_values[j,0] = max(concatenated_data[:,j]) max_values[j,1] = argmax(concatenated_data[:,j], axis = 0) max_values[j,2] = hdens_values[max_values[j,1]] max_values[j,3] = phi_values[max_values[j,1]] #to round off the maxima max_values[:,0] = [ '%.1f' % elem for elem in max_values[:,0] ] print "data arranged" # --------------------------------------------------- #Creating the grid to interpolate with for contours. gridarray = zeros((len(concatenated_data),2)) gridarray[:,0] = hdens_values gridarray[:,1] = phi_values x = gridarray[:,0] y = gridarray[:,1] # --------------------------------------------------- #change desired lines here! line = [75, #AR 3 7135 76, #TOTL 7325 78, #AR 3 7751 79, #6LEV 8446 80, #CA2X 8498 81, #CA2Y 8542 82, #CA2Z 8662 83, #CA 2 8579A 84, #S 3 9069 85, #H 1 9229 86, #S 3 9532 87] #H 1 9546 #create z array for this plot with given lines z = concatenated_data[:,line[:]] # --------------------------------------------------- # Interpolate print "starting interpolation" xi, yi = linspace(x.min(), x.max(), 10), linspace(y.min(), y.max(), 10) xi, yi = meshgrid(xi, yi) # --------------------------------------------------- print "interpolatation complete; now plotting" #plot plt.subplots_adjust(wspace=0, hspace=0) #remove space between plots levels = arange(10**-1,10, .2) levels2 = arange(10**-2,10**2, 1) plt.suptitle("Dusty IR Lines", fontsize=14) # --------------------------------------------------- for i in range(12): add_sub_plot(i) ax1 = plt.subplot(3,4,1) add_patches(ax1) print "figure complete" plt.savefig('Dusty_Near_IR.pdf') plt.clf() print "figure saved"
gpl-2.0
rabernat/xray
xarray/tests/test_computation.py
1
28519
import functools import operator from collections import OrderedDict from distutils.version import LooseVersion import numpy as np from numpy.testing import assert_array_equal import pandas as pd import pytest import xarray as xr from xarray.core.computation import ( _UFuncSignature, result_name, broadcast_compat_data, collect_dict_values, join_dict_keys, ordered_set_intersection, ordered_set_union, unified_dim_sizes, apply_ufunc) from . import requires_dask, raises_regex def assert_identical(a, b): if hasattr(a, 'identical'): msg = 'not identical:\n%r\n%r' % (a, b) assert a.identical(b), msg else: assert_array_equal(a, b) def test_signature_properties(): sig = _UFuncSignature([['x'], ['x', 'y']], [['z']]) assert sig.input_core_dims == (('x',), ('x', 'y')) assert sig.output_core_dims == (('z',),) assert sig.all_input_core_dims == frozenset(['x', 'y']) assert sig.all_output_core_dims == frozenset(['z']) assert sig.num_inputs == 2 assert sig.num_outputs == 1 assert str(sig) == '(x),(x,y)->(z)' assert sig.to_gufunc_string() == '(dim0),(dim0,dim1)->(dim2)' # dimension names matter assert _UFuncSignature([['x']]) != _UFuncSignature([['y']]) def test_result_name(): class Named(object): def __init__(self, name=None): self.name = name assert result_name([1, 2]) is None assert result_name([Named()]) is None assert result_name([Named('foo'), 2]) == 'foo' assert result_name([Named('foo'), Named('bar')]) is None assert result_name([Named('foo'), Named()]) is None def test_ordered_set_union(): assert list(ordered_set_union([[1, 2]])) == [1, 2] assert list(ordered_set_union([[1, 2], [2, 1]])) == [1, 2] assert list(ordered_set_union([[0], [1, 2], [1, 3]])) == [0, 1, 2, 3] def test_ordered_set_intersection(): assert list(ordered_set_intersection([[1, 2]])) == [1, 2] assert list(ordered_set_intersection([[1, 2], [2, 1]])) == [1, 2] assert list(ordered_set_intersection([[1, 2], [1, 3]])) == [1] assert list(ordered_set_intersection([[1, 2], [2]])) == [2] def test_join_dict_keys(): dicts = [OrderedDict.fromkeys(keys) for keys in [['x', 'y'], ['y', 'z']]] assert list(join_dict_keys(dicts, 'left')) == ['x', 'y'] assert list(join_dict_keys(dicts, 'right')) == ['y', 'z'] assert list(join_dict_keys(dicts, 'inner')) == ['y'] assert list(join_dict_keys(dicts, 'outer')) == ['x', 'y', 'z'] with pytest.raises(ValueError): join_dict_keys(dicts, 'exact') with pytest.raises(KeyError): join_dict_keys(dicts, 'foobar') def test_collect_dict_values(): dicts = [{'x': 1, 'y': 2, 'z': 3}, {'z': 4}, 5] expected = [[1, 0, 5], [2, 0, 5], [3, 4, 5]] collected = collect_dict_values(dicts, ['x', 'y', 'z'], fill_value=0) assert collected == expected def identity(x): return x def test_apply_identity(): array = np.arange(10) variable = xr.Variable('x', array) data_array = xr.DataArray(variable, [('x', -array)]) dataset = xr.Dataset({'y': variable}, {'x': -array}) apply_identity = functools.partial(apply_ufunc, identity) assert_identical(array, apply_identity(array)) assert_identical(variable, apply_identity(variable)) assert_identical(data_array, apply_identity(data_array)) assert_identical(data_array, apply_identity(data_array.groupby('x'))) assert_identical(dataset, apply_identity(dataset)) assert_identical(dataset, apply_identity(dataset.groupby('x'))) def add(a, b): return apply_ufunc(operator.add, a, b) def test_apply_two_inputs(): array = np.array([1, 2, 3]) variable = xr.Variable('x', array) data_array = xr.DataArray(variable, [('x', -array)]) dataset = xr.Dataset({'y': variable}, {'x': -array}) zero_array = np.zeros_like(array) zero_variable = xr.Variable('x', zero_array) zero_data_array = xr.DataArray(zero_variable, [('x', -array)]) zero_dataset = xr.Dataset({'y': zero_variable}, {'x': -array}) assert_identical(array, add(array, zero_array)) assert_identical(array, add(zero_array, array)) assert_identical(variable, add(variable, zero_array)) assert_identical(variable, add(variable, zero_variable)) assert_identical(variable, add(zero_array, variable)) assert_identical(variable, add(zero_variable, variable)) assert_identical(data_array, add(data_array, zero_array)) assert_identical(data_array, add(data_array, zero_variable)) assert_identical(data_array, add(data_array, zero_data_array)) assert_identical(data_array, add(zero_array, data_array)) assert_identical(data_array, add(zero_variable, data_array)) assert_identical(data_array, add(zero_data_array, data_array)) assert_identical(dataset, add(dataset, zero_array)) assert_identical(dataset, add(dataset, zero_variable)) assert_identical(dataset, add(dataset, zero_data_array)) assert_identical(dataset, add(dataset, zero_dataset)) assert_identical(dataset, add(zero_array, dataset)) assert_identical(dataset, add(zero_variable, dataset)) assert_identical(dataset, add(zero_data_array, dataset)) assert_identical(dataset, add(zero_dataset, dataset)) assert_identical(data_array, add(data_array.groupby('x'), zero_data_array)) assert_identical(data_array, add(zero_data_array, data_array.groupby('x'))) assert_identical(dataset, add(data_array.groupby('x'), zero_dataset)) assert_identical(dataset, add(zero_dataset, data_array.groupby('x'))) assert_identical(dataset, add(dataset.groupby('x'), zero_data_array)) assert_identical(dataset, add(dataset.groupby('x'), zero_dataset)) assert_identical(dataset, add(zero_data_array, dataset.groupby('x'))) assert_identical(dataset, add(zero_dataset, dataset.groupby('x'))) def test_apply_1d_and_0d(): array = np.array([1, 2, 3]) variable = xr.Variable('x', array) data_array = xr.DataArray(variable, [('x', -array)]) dataset = xr.Dataset({'y': variable}, {'x': -array}) zero_array = 0 zero_variable = xr.Variable((), zero_array) zero_data_array = xr.DataArray(zero_variable) zero_dataset = xr.Dataset({'y': zero_variable}) assert_identical(array, add(array, zero_array)) assert_identical(array, add(zero_array, array)) assert_identical(variable, add(variable, zero_array)) assert_identical(variable, add(variable, zero_variable)) assert_identical(variable, add(zero_array, variable)) assert_identical(variable, add(zero_variable, variable)) assert_identical(data_array, add(data_array, zero_array)) assert_identical(data_array, add(data_array, zero_variable)) assert_identical(data_array, add(data_array, zero_data_array)) assert_identical(data_array, add(zero_array, data_array)) assert_identical(data_array, add(zero_variable, data_array)) assert_identical(data_array, add(zero_data_array, data_array)) assert_identical(dataset, add(dataset, zero_array)) assert_identical(dataset, add(dataset, zero_variable)) assert_identical(dataset, add(dataset, zero_data_array)) assert_identical(dataset, add(dataset, zero_dataset)) assert_identical(dataset, add(zero_array, dataset)) assert_identical(dataset, add(zero_variable, dataset)) assert_identical(dataset, add(zero_data_array, dataset)) assert_identical(dataset, add(zero_dataset, dataset)) assert_identical(data_array, add(data_array.groupby('x'), zero_data_array)) assert_identical(data_array, add(zero_data_array, data_array.groupby('x'))) assert_identical(dataset, add(data_array.groupby('x'), zero_dataset)) assert_identical(dataset, add(zero_dataset, data_array.groupby('x'))) assert_identical(dataset, add(dataset.groupby('x'), zero_data_array)) assert_identical(dataset, add(dataset.groupby('x'), zero_dataset)) assert_identical(dataset, add(zero_data_array, dataset.groupby('x'))) assert_identical(dataset, add(zero_dataset, dataset.groupby('x'))) def test_apply_two_outputs(): array = np.arange(5) variable = xr.Variable('x', array) data_array = xr.DataArray(variable, [('x', -array)]) dataset = xr.Dataset({'y': variable}, {'x': -array}) def twice(obj): def func(x): return (x, x) return apply_ufunc(func, obj, output_core_dims=[[], []]) out0, out1 = twice(array) assert_identical(out0, array) assert_identical(out1, array) out0, out1 = twice(variable) assert_identical(out0, variable) assert_identical(out1, variable) out0, out1 = twice(data_array) assert_identical(out0, data_array) assert_identical(out1, data_array) out0, out1 = twice(dataset) assert_identical(out0, dataset) assert_identical(out1, dataset) out0, out1 = twice(data_array.groupby('x')) assert_identical(out0, data_array) assert_identical(out1, data_array) out0, out1 = twice(dataset.groupby('x')) assert_identical(out0, dataset) assert_identical(out1, dataset) def test_apply_input_core_dimension(): def first_element(obj, dim): def func(x): return x[..., 0] return apply_ufunc(func, obj, input_core_dims=[[dim]]) array = np.array([[1, 2], [3, 4]]) variable = xr.Variable(['x', 'y'], array) data_array = xr.DataArray(variable, {'x': ['a', 'b'], 'y': [-1, -2]}) dataset = xr.Dataset({'data': data_array}) expected_variable_x = xr.Variable(['y'], [1, 2]) expected_data_array_x = xr.DataArray(expected_variable_x, {'y': [-1, -2]}) expected_dataset_x = xr.Dataset({'data': expected_data_array_x}) expected_variable_y = xr.Variable(['x'], [1, 3]) expected_data_array_y = xr.DataArray(expected_variable_y, {'x': ['a', 'b']}) expected_dataset_y = xr.Dataset({'data': expected_data_array_y}) assert_identical(expected_variable_x, first_element(variable, 'x')) assert_identical(expected_variable_y, first_element(variable, 'y')) assert_identical(expected_data_array_x, first_element(data_array, 'x')) assert_identical(expected_data_array_y, first_element(data_array, 'y')) assert_identical(expected_dataset_x, first_element(dataset, 'x')) assert_identical(expected_dataset_y, first_element(dataset, 'y')) assert_identical(expected_data_array_x, first_element(data_array.groupby('y'), 'x')) assert_identical(expected_dataset_x, first_element(dataset.groupby('y'), 'x')) def test_apply_output_core_dimension(): def stack_negative(obj): def func(x): return np.stack([x, -x], axis=-1) result = apply_ufunc(func, obj, output_core_dims=[['sign']]) if isinstance(result, (xr.Dataset, xr.DataArray)): result.coords['sign'] = [1, -1] return result array = np.array([[1, 2], [3, 4]]) variable = xr.Variable(['x', 'y'], array) data_array = xr.DataArray(variable, {'x': ['a', 'b'], 'y': [-1, -2]}) dataset = xr.Dataset({'data': data_array}) stacked_array = np.array([[[1, -1], [2, -2]], [[3, -3], [4, -4]]]) stacked_variable = xr.Variable(['x', 'y', 'sign'], stacked_array) stacked_coords = {'x': ['a', 'b'], 'y': [-1, -2], 'sign': [1, -1]} stacked_data_array = xr.DataArray(stacked_variable, stacked_coords) stacked_dataset = xr.Dataset({'data': stacked_data_array}) assert_identical(stacked_array, stack_negative(array)) assert_identical(stacked_variable, stack_negative(variable)) assert_identical(stacked_data_array, stack_negative(data_array)) assert_identical(stacked_dataset, stack_negative(dataset)) assert_identical(stacked_data_array, stack_negative(data_array.groupby('x'))) assert_identical(stacked_dataset, stack_negative(dataset.groupby('x'))) def original_and_stack_negative(obj): def func(x): return (x, np.stack([x, -x], axis=-1)) result = apply_ufunc(func, obj, output_core_dims=[[], ['sign']]) if isinstance(result[1], (xr.Dataset, xr.DataArray)): result[1].coords['sign'] = [1, -1] return result out0, out1 = original_and_stack_negative(array) assert_identical(array, out0) assert_identical(stacked_array, out1) out0, out1 = original_and_stack_negative(variable) assert_identical(variable, out0) assert_identical(stacked_variable, out1) out0, out1 = original_and_stack_negative(data_array) assert_identical(data_array, out0) assert_identical(stacked_data_array, out1) out0, out1 = original_and_stack_negative(dataset) assert_identical(dataset, out0) assert_identical(stacked_dataset, out1) out0, out1 = original_and_stack_negative(data_array.groupby('x')) assert_identical(data_array, out0) assert_identical(stacked_data_array, out1) out0, out1 = original_and_stack_negative(dataset.groupby('x')) assert_identical(dataset, out0) assert_identical(stacked_dataset, out1) def test_apply_exclude(): def concatenate(objects, dim='x'): def func(*x): return np.concatenate(x, axis=-1) result = apply_ufunc(func, *objects, input_core_dims=[[dim]] * len(objects), output_core_dims=[[dim]], exclude_dims={dim}) if isinstance(result, (xr.Dataset, xr.DataArray)): # note: this will fail if dim is not a coordinate on any input new_coord = np.concatenate([obj.coords[dim] for obj in objects]) result.coords[dim] = new_coord return result arrays = [np.array([1]), np.array([2, 3])] variables = [xr.Variable('x', a) for a in arrays] data_arrays = [xr.DataArray(v, {'x': c, 'y': ('x', range(len(c)))}) for v, c in zip(variables, [['a'], ['b', 'c']])] datasets = [xr.Dataset({'data': data_array}) for data_array in data_arrays] expected_array = np.array([1, 2, 3]) expected_variable = xr.Variable('x', expected_array) expected_data_array = xr.DataArray(expected_variable, [('x', list('abc'))]) expected_dataset = xr.Dataset({'data': expected_data_array}) assert_identical(expected_array, concatenate(arrays)) assert_identical(expected_variable, concatenate(variables)) assert_identical(expected_data_array, concatenate(data_arrays)) assert_identical(expected_dataset, concatenate(datasets)) # must also be a core dimension with pytest.raises(ValueError): apply_ufunc(identity, variables[0], exclude_dims={'x'}) def test_apply_groupby_add(): array = np.arange(5) variable = xr.Variable('x', array) coords = {'x': -array, 'y': ('x', [0, 0, 1, 1, 2])} data_array = xr.DataArray(variable, coords, dims='x') dataset = xr.Dataset({'z': variable}, coords) other_variable = xr.Variable('y', [0, 10]) other_data_array = xr.DataArray(other_variable, dims='y') other_dataset = xr.Dataset({'z': other_variable}) expected_variable = xr.Variable('x', [0, 1, 12, 13, np.nan]) expected_data_array = xr.DataArray(expected_variable, coords, dims='x') expected_dataset = xr.Dataset({'z': expected_variable}, coords) assert_identical(expected_data_array, add(data_array.groupby('y'), other_data_array)) assert_identical(expected_dataset, add(data_array.groupby('y'), other_dataset)) assert_identical(expected_dataset, add(dataset.groupby('y'), other_data_array)) assert_identical(expected_dataset, add(dataset.groupby('y'), other_dataset)) # cannot be performed with xarray.Variable objects that share a dimension with pytest.raises(ValueError): add(data_array.groupby('y'), other_variable) # if they are all grouped the same way with pytest.raises(ValueError): add(data_array.groupby('y'), data_array[:4].groupby('y')) with pytest.raises(ValueError): add(data_array.groupby('y'), data_array[1:].groupby('y')) with pytest.raises(ValueError): add(data_array.groupby('y'), other_data_array.groupby('y')) with pytest.raises(ValueError): add(data_array.groupby('y'), data_array.groupby('x')) def test_unified_dim_sizes(): assert unified_dim_sizes([xr.Variable((), 0)]) == OrderedDict() assert (unified_dim_sizes([xr.Variable('x', [1]), xr.Variable('x', [1])]) == OrderedDict([('x', 1)])) assert (unified_dim_sizes([xr.Variable('x', [1]), xr.Variable('y', [1, 2])]) == OrderedDict([('x', 1), ('y', 2)])) assert (unified_dim_sizes([xr.Variable(('x', 'z'), [[1]]), xr.Variable(('y', 'z'), [[1, 2], [3, 4]])], exclude_dims={'z'}) == OrderedDict([('x', 1), ('y', 2)])) # duplicate dimensions with pytest.raises(ValueError): unified_dim_sizes([xr.Variable(('x', 'x'), [[1]])]) # mismatched lengths with pytest.raises(ValueError): unified_dim_sizes( [xr.Variable('x', [1]), xr.Variable('x', [1, 2])]) def test_broadcast_compat_data_1d(): data = np.arange(5) var = xr.Variable('x', data) assert_identical(data, broadcast_compat_data(var, ('x',), ())) assert_identical(data, broadcast_compat_data(var, (), ('x',))) assert_identical(data[:], broadcast_compat_data(var, ('w',), ('x',))) assert_identical(data[:, None], broadcast_compat_data(var, ('w', 'x', 'y'), ())) with pytest.raises(ValueError): broadcast_compat_data(var, ('x',), ('w',)) with pytest.raises(ValueError): broadcast_compat_data(var, (), ()) def test_broadcast_compat_data_2d(): data = np.arange(12).reshape(3, 4) var = xr.Variable(['x', 'y'], data) assert_identical(data, broadcast_compat_data(var, ('x', 'y'), ())) assert_identical(data, broadcast_compat_data(var, ('x',), ('y',))) assert_identical(data, broadcast_compat_data(var, (), ('x', 'y'))) assert_identical(data.T, broadcast_compat_data(var, ('y', 'x'), ())) assert_identical(data.T, broadcast_compat_data(var, ('y',), ('x',))) assert_identical(data, broadcast_compat_data(var, ('w', 'x'), ('y',))) assert_identical(data, broadcast_compat_data(var, ('w',), ('x', 'y'))) assert_identical(data.T, broadcast_compat_data(var, ('w',), ('y', 'x'))) assert_identical(data[:, :, None], broadcast_compat_data(var, ('w', 'x', 'y', 'z'), ())) assert_identical(data[None, :, :].T, broadcast_compat_data(var, ('w', 'y', 'x', 'z'), ())) def test_keep_attrs(): def add(a, b, keep_attrs): if keep_attrs: return apply_ufunc(operator.add, a, b, keep_attrs=keep_attrs) else: return apply_ufunc(operator.add, a, b) a = xr.DataArray([0, 1], [('x', [0, 1])]) a.attrs['attr'] = 'da' b = xr.DataArray([1, 2], [('x', [0, 1])]) actual = add(a, b, keep_attrs=False) assert not actual.attrs actual = add(a, b, keep_attrs=True) assert_identical(actual.attrs, a.attrs) a = xr.Dataset({'x': ('x', [1, 2]), 'x': [0, 1]}) a.attrs['attr'] = 'ds' a.x.attrs['attr'] = 'da' b = xr.Dataset({'x': ('x', [1, 1]), 'x': [0, 1]}) actual = add(a, b, keep_attrs=False) assert not actual.attrs actual = add(a, b, keep_attrs=True) assert_identical(actual.attrs, a.attrs) assert_identical(actual.x.attrs, a.x.attrs) def test_dataset_join(): ds0 = xr.Dataset({'a': ('x', [1, 2]), 'x': [0, 1]}) ds1 = xr.Dataset({'a': ('x', [99, 3]), 'x': [1, 2]}) # by default, cannot have different labels with raises_regex(ValueError, 'indexes .* are not equal'): apply_ufunc(operator.add, ds0, ds1) with raises_regex(TypeError, 'must supply'): apply_ufunc(operator.add, ds0, ds1, dataset_join='outer') def add(a, b, join, dataset_join): return apply_ufunc(operator.add, a, b, join=join, dataset_join=dataset_join, dataset_fill_value=np.nan) actual = add(ds0, ds1, 'outer', 'inner') expected = xr.Dataset({'a': ('x', [np.nan, 101, np.nan]), 'x': [0, 1, 2]}) assert_identical(actual, expected) actual = add(ds0, ds1, 'outer', 'outer') assert_identical(actual, expected) with raises_regex(ValueError, 'data variable names'): apply_ufunc(operator.add, ds0, xr.Dataset({'b': 1})) ds2 = xr.Dataset({'b': ('x', [99, 3]), 'x': [1, 2]}) actual = add(ds0, ds2, 'outer', 'inner') expected = xr.Dataset({'x': [0, 1, 2]}) assert_identical(actual, expected) # we used np.nan as the fill_value in add() above actual = add(ds0, ds2, 'outer', 'outer') expected = xr.Dataset({'a': ('x', [np.nan, np.nan, np.nan]), 'b': ('x', [np.nan, np.nan, np.nan]), 'x': [0, 1, 2]}) assert_identical(actual, expected) @requires_dask def test_apply_dask(): import dask.array as da array = da.ones((2,), chunks=2) variable = xr.Variable('x', array) coords = xr.DataArray(variable).coords.variables data_array = xr.DataArray(variable, coords, fastpath=True) dataset = xr.Dataset({'y': variable}) # encountered dask array, but did not set dask='allowed' with pytest.raises(ValueError): apply_ufunc(identity, array) with pytest.raises(ValueError): apply_ufunc(identity, variable) with pytest.raises(ValueError): apply_ufunc(identity, data_array) with pytest.raises(ValueError): apply_ufunc(identity, dataset) # unknown setting for dask array handling with pytest.raises(ValueError): apply_ufunc(identity, array, dask='unknown') def dask_safe_identity(x): return apply_ufunc(identity, x, dask='allowed') assert array is dask_safe_identity(array) actual = dask_safe_identity(variable) assert isinstance(actual.data, da.Array) assert_identical(variable, actual) actual = dask_safe_identity(data_array) assert isinstance(actual.data, da.Array) assert_identical(data_array, actual) actual = dask_safe_identity(dataset) assert isinstance(actual['y'].data, da.Array) assert_identical(dataset, actual) @requires_dask def test_apply_dask_parallelized_one_arg(): import dask.array as da array = da.ones((2, 2), chunks=(1, 1)) data_array = xr.DataArray(array, dims=('x', 'y')) def parallel_identity(x): return apply_ufunc(identity, x, dask='parallelized', output_dtypes=[x.dtype]) actual = parallel_identity(data_array) assert isinstance(actual.data, da.Array) assert actual.data.chunks == array.chunks assert_identical(data_array, actual) computed = data_array.compute() actual = parallel_identity(computed) assert_identical(computed, actual) @requires_dask def test_apply_dask_parallelized_two_args(): import dask.array as da array = da.ones((2, 2), chunks=(1, 1), dtype=np.int64) data_array = xr.DataArray(array, dims=('x', 'y')) data_array.name = None def parallel_add(x, y): return apply_ufunc(operator.add, x, y, dask='parallelized', output_dtypes=[np.int64]) def check(x, y): actual = parallel_add(x, y) assert isinstance(actual.data, da.Array) assert actual.data.chunks == array.chunks assert_identical(data_array, actual) check(data_array, 0), check(0, data_array) check(data_array, xr.DataArray(0)) check(data_array, 0 * data_array) check(data_array, 0 * data_array[0]) check(data_array[:, 0], 0 * data_array[0]) check(data_array, 0 * data_array.compute()) @requires_dask def test_apply_dask_parallelized_errors(): import dask.array as da array = da.ones((2, 2), chunks=(1, 1)) data_array = xr.DataArray(array, dims=('x', 'y')) with pytest.raises(NotImplementedError): apply_ufunc(identity, data_array, output_core_dims=[['z'], ['z']], dask='parallelized') with raises_regex(ValueError, 'dtypes'): apply_ufunc(identity, data_array, dask='parallelized') with raises_regex(TypeError, 'list'): apply_ufunc(identity, data_array, dask='parallelized', output_dtypes=float) with raises_regex(ValueError, 'must have the same length'): apply_ufunc(identity, data_array, dask='parallelized', output_dtypes=[float, float]) with raises_regex(ValueError, 'output_sizes'): apply_ufunc(identity, data_array, output_core_dims=[['z']], output_dtypes=[float], dask='parallelized') with raises_regex(ValueError, 'at least one input is an xarray object'): apply_ufunc(identity, array, dask='parallelized') with raises_regex(ValueError, 'consists of multiple chunks'): apply_ufunc(identity, data_array, dask='parallelized', output_dtypes=[float], input_core_dims=[('y',)], output_core_dims=[('y',)]) @requires_dask def test_apply_dask_multiple_inputs(): import dask.array as da def covariance(x, y): return ((x - x.mean(axis=-1, keepdims=True)) * (y - y.mean(axis=-1, keepdims=True))).mean(axis=-1) rs = np.random.RandomState(42) array1 = da.from_array(rs.randn(4, 4), chunks=(2, 4)) array2 = da.from_array(rs.randn(4, 4), chunks=(2, 4)) data_array_1 = xr.DataArray(array1, dims=('x', 'z')) data_array_2 = xr.DataArray(array2, dims=('y', 'z')) expected = apply_ufunc( covariance, data_array_1.compute(), data_array_2.compute(), input_core_dims=[['z'], ['z']]) allowed = apply_ufunc( covariance, data_array_1, data_array_2, input_core_dims=[['z'], ['z']], dask='allowed') assert isinstance(allowed.data, da.Array) xr.testing.assert_allclose(expected, allowed.compute()) parallelized = apply_ufunc( covariance, data_array_1, data_array_2, input_core_dims=[['z'], ['z']], dask='parallelized', output_dtypes=[float]) assert isinstance(parallelized.data, da.Array) xr.testing.assert_allclose(expected, parallelized.compute()) @requires_dask def test_apply_dask_new_output_dimension(): import dask.array as da array = da.ones((2, 2), chunks=(1, 1)) data_array = xr.DataArray(array, dims=('x', 'y')) def stack_negative(obj): def func(x): return np.stack([x, -x], axis=-1) return apply_ufunc(func, obj, output_core_dims=[['sign']], dask='parallelized', output_dtypes=[obj.dtype], output_sizes={'sign': 2}) expected = stack_negative(data_array.compute()) actual = stack_negative(data_array) assert actual.dims == ('x', 'y', 'sign') assert actual.shape == (2, 2, 2) assert isinstance(actual.data, da.Array) assert_identical(expected, actual) def pandas_median(x): return pd.Series(x).median() def test_vectorize(): if LooseVersion(np.__version__) < LooseVersion('1.12.0'): pytest.skip('numpy 1.12 or later to support vectorize=True.') data_array = xr.DataArray([[0, 1, 2], [1, 2, 3]], dims=('x', 'y')) expected = xr.DataArray([1, 2], dims=['x']) actual = apply_ufunc(pandas_median, data_array, input_core_dims=[['y']], vectorize=True) assert_identical(expected, actual) @requires_dask def test_vectorize_dask(): if LooseVersion(np.__version__) < LooseVersion('1.12.0'): pytest.skip('numpy 1.12 or later to support vectorize=True.') data_array = xr.DataArray([[0, 1, 2], [1, 2, 3]], dims=('x', 'y')) expected = xr.DataArray([1, 2], dims=['x']) actual = apply_ufunc(pandas_median, data_array.chunk({'x': 1}), input_core_dims=[['y']], vectorize=True, dask='parallelized', output_dtypes=[float]) assert_identical(expected, actual) def test_where(): cond = xr.DataArray([True, False], dims='x') actual = xr.where(cond, 1, 0) expected = xr.DataArray([1, 0], dims='x') assert_identical(expected, actual)
apache-2.0
DmitryYurov/BornAgain
Examples/python/fitting/ex01_BasicExamples/basic_fitting_tutorial.py
2
4021
""" Fitting example: 4 parameters fit for mixture of cylinders and prisms on top of substrate. """ import bornagain as ba from bornagain import deg, angstrom, nm import numpy as np from matplotlib import pyplot as plt def get_sample(params): """ Returns a sample with uncorrelated cylinders and prisms on a substrate. """ cylinder_height = params["cylinder_height"] cylinder_radius = params["cylinder_radius"] prism_height = params["prism_height"] prism_base_edge = params["prism_base_edge"] # defining materials m_air = ba.HomogeneousMaterial("Air", 0.0, 0.0) m_substrate = ba.HomogeneousMaterial("Substrate", 6e-6, 2e-8) m_particle = ba.HomogeneousMaterial("Particle", 6e-4, 2e-8) # collection of particles cylinder_ff = ba.FormFactorCylinder(cylinder_radius, cylinder_height) cylinder = ba.Particle(m_particle, cylinder_ff) prism_ff = ba.FormFactorPrism3(prism_base_edge, prism_height) prism = ba.Particle(m_particle, prism_ff) layout = ba.ParticleLayout() layout.addParticle(cylinder, 0.5) layout.addParticle(prism, 0.5) # air layer with particles and substrate form multi layer air_layer = ba.Layer(m_air) air_layer.addLayout(layout) substrate_layer = ba.Layer(m_substrate, 0) multi_layer = ba.MultiLayer() multi_layer.addLayer(air_layer) multi_layer.addLayer(substrate_layer) return multi_layer def get_simulation(params): """ Returns a GISAXS simulation with beam and detector defined """ simulation = ba.GISASSimulation() simulation.setDetectorParameters(100, -1.0*deg, 1.0*deg, 100, 0.0*deg, 2.0*deg) simulation.setBeamParameters(1.0*angstrom, 0.2*deg, 0.0*deg) simulation.setBeamIntensity(1e+08) simulation.setSample(get_sample(params)) return simulation def create_real_data(): """ Generating "experimental" data by running simulation with certain parameters. The data is saved on disk in the form of numpy array. """ # default sample parameters params = {'cylinder_height': 5.0*nm, 'cylinder_radius': 5.0*nm, 'prism_height': 5.0*nm, 'prism_base_edge': 5.0*nm} # retrieving simulated data in the form of numpy array simulation = get_simulation(params) simulation.runSimulation() real_data = simulation.result().array() # spoiling simulated data with noise to produce "real" data np.random.seed(0) noise_factor = 0.1 noisy = np.random.normal(real_data, noise_factor*np.sqrt(real_data)) noisy[noisy < 0.1] = 0.1 np.savetxt("basic_fitting_tutorial_data.txt.gz", real_data) def load_real_data(): """ Loads experimental data from file """ return np.loadtxt("basic_fitting_tutorial_data.txt.gz", dtype=float) def run_fitting(): """ Setup simulation and fit """ real_data = load_real_data() fit_objective = ba.FitObjective() fit_objective.addSimulationAndData(get_simulation, real_data) # Print fit progress on every n-th iteration. fit_objective.initPrint(10) # Plot fit progress on every n-th iteration. Will slow down fit. fit_objective.initPlot(10) params = ba.Parameters() params.add("cylinder_height", 4.*nm, min=0.01) params.add("cylinder_radius", 6.*nm, min=0.01) params.add("prism_height", 4.*nm, min=0.01) params.add("prism_base_edge", 6.*nm, min=0.01) minimizer = ba.Minimizer() result = minimizer.minimize(fit_objective.evaluate, params) fit_objective.finalize(result) print("Fitting completed.") print("chi2:", result.minValue()) for fitPar in result.parameters(): print(fitPar.name(), fitPar.value, fitPar.error) # saving simulation image corresponding to the best fit parameters # np.savetxt("data.txt", fit_objective.simulationResult().array()) if __name__ == '__main__': # uncomment line below to regenerate "experimental" data file # create_real_data() run_fitting() plt.show()
gpl-3.0
diegocavalca/Studies
phd-thesis/nilmtk/nilmtk/disaggregate/hart_85.py
1
22673
from __future__ import print_function, division import pickle from collections import OrderedDict, deque import numpy as np import pandas as pd from sklearn.metrics import mean_squared_error from nilmtk.feature_detectors.cluster import hart85_means_shift_cluster from nilmtk.feature_detectors.steady_states import find_steady_states_transients from nilmtk.disaggregate import Disaggregator class MyDeque(deque): def popmiddle(self, pos): self.rotate(-pos) ret = self.popleft() self.rotate(pos) return ret class PairBuffer(object): """ Attributes: * transitionList (list of tuples) * matchedPairs (dataframe containing matched pairs of transitions) """ def __init__(self, columns, buffer_size, min_tolerance, percent_tolerance, large_transition, num_measurements): """ Parameters ---------- buffer_size: int, optional size of the buffer to use for finding edges min_tolerance: int, optional variance in power draw allowed for pairing a match percent_tolerance: float, optional if transition is greater than large_transition, then use percent of large_transition large_transition: float, optional power draw of a Large transition num_measurements: int, optional 2 if only active power 3 if both active and reactive power """ # We use a deque here, because it allows us quick access to start and end popping # and additionally, we can set a maxlen which drops oldest items. This nicely # suits Hart's recomendation that the size should be tunable. self._buffer_size = buffer_size self._min_tol = min_tolerance self._percent_tol = percent_tolerance self._large_transition = large_transition self.transition_list = MyDeque([], maxlen=self._buffer_size) self._num_measurements = num_measurements if self._num_measurements == 3: # Both active and reactive power is available self.pair_columns = ['T1 Time', 'T1 Active', 'T1 Reactive', 'T2 Time', 'T2 Active', 'T2 Reactive'] elif self._num_measurements == 2: # Only active power is available if columns[0][1] == 'active': self.pair_columns = ['T1 Time', 'T1 Active', 'T2 Time', 'T2 Active'] elif columns[0][1] == 'apparent': self.pair_columns = ['T1 Time', 'T1 Apparent', 'T2 Time', 'T2 Apparent'] self.matched_pairs = pd.DataFrame(columns=self.pair_columns) def clean_buffer(self): # Remove any matched transactions for idx, entry in enumerate(self.transition_list): if entry[self._num_measurements]: self.transition_list.popmiddle(idx) self.clean_buffer() break # Remove oldest transaction if buffer cleaning didn't remove anything # if len(self.transitionList) == self._bufferSize: # self.transitionList.popleft() def add_transition(self, transition): # Check transition is as expected. assert isinstance(transition, (tuple, list)) # Check that we have both active and reactive powers. assert len(transition) == self._num_measurements # Convert as appropriate if isinstance(transition, tuple): mtransition = list(transition) # Add transition to List of transitions (set marker as unpaired) mtransition.append(False) self.transition_list.append(mtransition) # checking for pairs # self.pairTransitions() # self.cleanBuffer() def pair_transitions(self): """ Hart 85, P 33. The algorithm must not allow an 0N transition to match an OFF which occurred at the end of a different cycle, so that only ON/OFF pairs which truly belong together are paired up. Otherwise the energy consumption of the appliance will be greatly overestimated. Hart 85, P 32. For the two-state load monitor, a pair is defined as two entries which meet the following four conditions: (1) They are on the same leg, or are both 240 V, (2) They are both unmarked, (3) The earlier has a positive real power component, and (4) When added together, they result in a vector in which the absolute value of the real power component is less than 35 Watts (or 3.5% of the real power, if the transitions are over 1000 W) and the absolute value of the reactive power component is less than 35 VAR (or 3.5%). """ tlength = len(self.transition_list) pairmatched = False if tlength < 2: return pairmatched # Can we reduce the running time of this algorithm? # My gut feeling is no, because we can't re-order the list... # I wonder if we sort but then check the time... maybe. TO DO # (perhaps!). new_matched_pairs = [] # Start the element distance at 1, go up to current length of buffer for eDistance in range(1, tlength): idx = 0 while idx < tlength - 1: # We don't want to go beyond length of array compindex = idx + eDistance if compindex < tlength: val = self.transition_list[idx] # val[1] is the active power and # val[self._num_measurements] is match status if (val[1] > 0) and (val[self._num_measurements] is False): compval = self.transition_list[compindex] if compval[self._num_measurements] is False: # Add the two elements for comparison vsum = np.add( val[1:self._num_measurements], compval[1:self._num_measurements]) # Set the allowable tolerance for reactive and # active matchtols = [self._min_tol, self._min_tol] for ix in range(1, self._num_measurements): matchtols[ix - 1] = ( self._min_tol if (max(np.fabs([val[ix], compval[ix]])) < self._large_transition) else (self._percent_tol * max(np.fabs([val[ix], compval[ix]]))) ) if self._num_measurements == 3: condition = ( np.fabs( vsum[0]) < matchtols[0]) and ( np.fabs( vsum[1]) < matchtols[1]) elif self._num_measurements == 2: condition = np.fabs(vsum[0]) < matchtols[0] if condition: # Mark the transition as complete self.transition_list[idx][self._num_measurements] = True self.transition_list[compindex][self._num_measurements] = True pairmatched = True # Append the OFF transition to the ON. Add to # the list. matchedpair = val[0:self._num_measurements] + \ compval[0:self._num_measurements] new_matched_pairs.append(matchedpair) # Iterate Index idx += 1 else: break # Process new pairs in a single operation (faster than growing the # dataframe) if pairmatched: if self.matched_pairs.empty: self.matched_pairs = pd.DataFrame( new_matched_pairs, columns=self.pair_columns) else: self.matched_pairs = self.matched_pairs.append( pd.DataFrame(new_matched_pairs, columns=self.pair_columns)) return pairmatched class Hart85(Disaggregator): """1 or 2 dimensional Hart 1985 algorithm. Attributes ---------- model : dict Each key is either the instance integer for an ElecMeter, or a tuple of instances for a MeterGroup. Each value is a sorted list of power in different states. """ def __init__(self): self.model = {} self.MODEL_NAME = "Hart85" def train( self, metergroup, columns=[ ('power', 'active')], buffer_size=20, noise_level=70, state_threshold=15, min_tolerance=100, percent_tolerance=0.035, large_transition=1000, **kwargs): """ Train using Hart85. Places the learnt model in `model` attribute. Parameters ---------- metergroup : a nilmtk.MeterGroup object columns: nilmtk.Measurement, should be one of the following [('power','active')] [('power','apparent')] [('power','reactive')] [('power','active'), ('power', 'reactive')] buffer_size: int, optional size of the buffer to use for finding edges min_tolerance: int, optional variance in power draw allowed for pairing a match percent_tolerance: float, optional if transition is greater than large_transition, then use percent of large_transition large_transition: float, optional power draw of a Large transition """ self.columns = columns self.state_threshold = state_threshold self.noise_level = noise_level [self.steady_states, self.transients] = find_steady_states_transients( metergroup, columns, noise_level, state_threshold, **kwargs) self.pair_df = self.pair( buffer_size, min_tolerance, percent_tolerance, large_transition) self.centroids = hart85_means_shift_cluster(self.pair_df, columns) self.model = dict( columns=columns, state_threshold=state_threshold, noise_level=noise_level, steady_states=self.steady_states, transients=self.transients, # pair_df=self.pair_df, centroids=self.centroids ) def pair(self, buffer_size, min_tolerance, percent_tolerance, large_transition): subset = list(self.transients.itertuples()) buffer = PairBuffer( columns=self.columns, min_tolerance=min_tolerance, buffer_size=buffer_size, percent_tolerance=percent_tolerance, large_transition=large_transition, num_measurements=len( self.transients.columns) + 1) for s in subset: # if len(buffer.transitionList) < bsize if len(buffer.transition_list) == buffer_size: buffer.clean_buffer() buffer.add_transition(s) buffer.pair_transitions() return buffer.matched_pairs def disaggregate_chunk(self, chunk, prev, transients): """ Parameters ---------- chunk : pd.DataFrame mains power prev transients : returned by find_steady_state_transients Returns ------- states : pd.DataFrame with same index as `chunk`. """ states = pd.DataFrame( -1, index=chunk.index, columns=self.centroids.index.values) for transient_tuple in transients.itertuples(): if transient_tuple[0] < chunk.index[0]: # Transient occurs before chunk has started; do nothing pass elif transient_tuple[0] > chunk.index[-1]: # Transient occurs after chunk has ended; do nothing pass else: # Absolute value of transient abs_value = np.abs(transient_tuple[1:]) positive = transient_tuple[1] > 0 abs_value_transient_minus_centroid = pd.DataFrame( (self.centroids - abs_value).abs()) if len(transient_tuple) == 2: # 1d data index_least_delta = ( abs_value_transient_minus_centroid.idxmin().values[0]) else: # 2d data. # Need to find absolute value before computing minimum columns = abs_value_transient_minus_centroid.columns abs_value_transient_minus_centroid["multidim"] = ( abs_value_transient_minus_centroid[columns[0]] ** 2 + abs_value_transient_minus_centroid[columns[1]] ** 2) index_least_delta = ( abs_value_transient_minus_centroid["multidim"].idxmin()) if positive: # Turned on states.loc[transient_tuple[0]][index_least_delta] = 1 else: # Turned off states.loc[transient_tuple[0]][index_least_delta] = 0 prev = states.iloc[-1].to_dict() power_chunk_dict = self.assign_power_from_states(states, prev) self.power_dict = power_chunk_dict self.chunk_index = chunk.index # Check whether 1d data or 2d data and converting dict to dataframe if len(transient_tuple) == 2: temp_df = pd.DataFrame(power_chunk_dict, index=chunk.index) return temp_df, 2 else: tuples = [] for i in range(len(self.centroids.index.values)): for j in range(0, 2): tuples.append([i, j]) columns = pd.MultiIndex.from_tuples(tuples) temp_df = pd.DataFrame( power_chunk_dict, index=chunk.index, columns=columns) for i in range(len(chunk.index)): for j in range(len(self.centroids.index.values)): for k in range(0, 2): temp_df.iloc[i][j][k] = power_chunk_dict[j][i][k] return temp_df, 3 def assign_power_from_states(self, states_chunk, prev): di = {} ndim = len(self.centroids.columns) for appliance in states_chunk.columns: values = states_chunk[[appliance]].values.flatten() if ndim == 1: power = np.zeros(len(values), dtype=int) else: power = np.zeros((len(values), 2), dtype=int) # on = False i = 0 while i < len(values) - 1: if values[i] == 1: # print("A", values[i], i) on = True i = i + 1 power[i] = self.centroids.loc[appliance].values while values[i] != 0 and i < len(values) - 1: # print("B", values[i], i) power[i] = self.centroids.loc[appliance].values i = i + 1 elif values[i] == 0: # print("C", values[i], i) on = False i = i + 1 power[i] = 0 while values[i] != 1 and i < len(values) - 1: # print("D", values[i], i) if ndim == 1: power[i] = 0 else: power[i] = [0, 0] i = i + 1 else: # print("E", values[i], i) # Unknown state. If previously we know about this # appliance's state, we can # use that. Else, it defaults to 0 if prev[appliance] == -1 or prev[appliance] == 0: # print("F", values[i], i) on = False power[i] = 0 while values[i] != 1 and i < len(values) - 1: # print("G", values[i], i) if ndim == 1: power[i] = 0 else: power[i] = [0, 0] i = i + 1 else: # print("H", values[i], i) on = True power[i] = self.centroids.loc[appliance].values while values[i] != 0 and i < len(values) - 1: # print("I", values[i], i) power[i] = self.centroids.loc[appliance].values i = i + 1 di[appliance] = power # print(power.sum()) return di def disaggregate(self, mains, output_datastore, **load_kwargs): """Disaggregate mains according to the model learnt previously. Parameters ---------- mains : nilmtk.ElecMeter or nilmtk.MeterGroup output_datastore : instance of nilmtk.DataStore subclass For storing power predictions from disaggregation algorithm. sample_period : number, optional The desired sample period in seconds. **load_kwargs : key word arguments Passed to `mains.power_series(**kwargs)` """ load_kwargs = self._pre_disaggregation_checks(load_kwargs) load_kwargs.setdefault('sample_period', 60) load_kwargs.setdefault('sections', mains.good_sections()) timeframes = [] building_path = '/building{}'.format(mains.building()) mains_data_location = building_path + '/elec/meter1' data_is_available = False [_, transients] = find_steady_states_transients( mains, columns=self.columns, state_threshold=self.state_threshold, noise_level=self.noise_level, **load_kwargs) # For now ignoring the first transient # transients = transients[1:] # Initially all appliances/meters are in unknown state (denoted by -1) prev = OrderedDict() learnt_meters = self.centroids.index.values for meter in learnt_meters: prev[meter] = -1 timeframes = [] # Now iterating over mains data and disaggregating chunk by chunk if len(self.columns) == 1: ac_type = self.columns[0][1] else: ac_type = ['active', 'reactive'] for chunk in mains.power_series(**load_kwargs): # Record metadata timeframes.append(chunk.timeframe) measurement = chunk.name power_df, dimen = self.disaggregate_chunk( chunk, prev, transients) if dimen == 2: columns = pd.MultiIndex.from_tuples([chunk.name]) else: tuples = list(self.columns) columns = pd.MultiIndex.from_tuples(tuples) for meter in learnt_meters: data_is_available = True df = power_df[[meter]] df.columns = columns df.columns.names = ['physical_quantity', 'type'] key = '{}/elec/meter{:d}'.format(building_path, meter + 2) val = df.apply(pd.to_numeric).astype('float32') output_datastore.append(key, value=val) print('Next Chunk..') print('Appending mains data to datastore') for chunk_mains in mains.load(ac_type=ac_type): chunk_df = chunk_mains chunk_df = chunk_df.apply(pd.to_numeric).astype('float32') print('Done') output_datastore.append(key=mains_data_location, value=chunk_df) # save metadata if data_is_available: self._save_metadata_for_disaggregation( output_datastore=output_datastore, sample_period=load_kwargs['sample_period'], measurement=measurement, timeframes=timeframes, building=mains.building(), supervised=False, num_meters=len(self.centroids) ) return power_df def export_model(self, filename): example_dict = self.model with open(filename, "wb") as pickle_out: pickle.dump(example_dict, pickle_out) def import_model(self, filename): with open(filename, "rb") as pickle_in: self.model = pickle.load(pickle_in) self.columns = self.model['columns'] self.state_threshold = self.model['state_threshold'] self.noise_level = self.model['noise_level'] self.steady_states = self.model['steady_states'] self.transients = self.model['transients'] # pair_df=self.pair_df, self.centroids = self.model['centroids'] def best_matched_appliance(self, submeters, pred_df): """ Parameters ---------- submeters : elec.submeters object pred_df : predicted dataframe returned by disaggregate() Returns ------- list : containing best matched pairs to disaggregated output """ rms_error = {} submeters_df = submeters.dataframe_of_meters() new_df = pd.merge( pred_df, submeters_df, left_index=True, right_index=True) rmse_all = [] for pred_appliance in pred_df.columns: rmse = {} for appliance in submeters_df.columns: temp_value = ( np.sqrt( mean_squared_error( new_df[pred_appliance], new_df[appliance]))) rmse[appliance] = temp_value rmse_all.append(rmse) match = [] for i in range(len(rmse_all)): key_min = min(rmse_all[i].keys(), key=(lambda k: rmse_all[i][k])) print('Best Matched Pair is', (i, key_min))
cc0-1.0
bnaul/scikit-learn
sklearn/conftest.py
8
1292
import os import pytest from threadpoolctl import threadpool_limits from sklearn.utils._openmp_helpers import _openmp_effective_n_threads @pytest.fixture(scope='function') def pyplot(): """Setup and teardown fixture for matplotlib. This fixture checks if we can import matplotlib. If not, the tests will be skipped. Otherwise, we setup matplotlib backend and close the figures after running the functions. Returns ------- pyplot : module The ``matplotlib.pyplot`` module. """ matplotlib = pytest.importorskip('matplotlib') matplotlib.use('agg') pyplot = pytest.importorskip('matplotlib.pyplot') yield pyplot pyplot.close('all') def pytest_runtest_setup(item): """Set the number of openmp threads based on the number of workers xdist is using to prevent oversubscription. Parameters ---------- item : pytest item item to be processed """ try: xdist_worker_count = int(os.environ['PYTEST_XDIST_WORKER_COUNT']) except KeyError: # raises when pytest-xdist is not installed return openmp_threads = _openmp_effective_n_threads() threads_per_worker = max(openmp_threads // xdist_worker_count, 1) threadpool_limits(threads_per_worker, user_api='openmp')
bsd-3-clause
shenzebang/scikit-learn
examples/svm/plot_separating_hyperplane.py
294
1273
""" ========================================= SVM: Maximum margin separating hyperplane ========================================= Plot the maximum margin separating hyperplane within a two-class separable dataset using a Support Vector Machine classifier with linear kernel. """ print(__doc__) import numpy as np import matplotlib.pyplot as plt from sklearn import svm # we create 40 separable points np.random.seed(0) X = np.r_[np.random.randn(20, 2) - [2, 2], np.random.randn(20, 2) + [2, 2]] Y = [0] * 20 + [1] * 20 # fit the model clf = svm.SVC(kernel='linear') clf.fit(X, Y) # get the separating hyperplane w = clf.coef_[0] a = -w[0] / w[1] xx = np.linspace(-5, 5) yy = a * xx - (clf.intercept_[0]) / w[1] # plot the parallels to the separating hyperplane that pass through the # support vectors b = clf.support_vectors_[0] yy_down = a * xx + (b[1] - a * b[0]) b = clf.support_vectors_[-1] yy_up = a * xx + (b[1] - a * b[0]) # plot the line, the points, and the nearest vectors to the plane plt.plot(xx, yy, 'k-') plt.plot(xx, yy_down, 'k--') plt.plot(xx, yy_up, 'k--') plt.scatter(clf.support_vectors_[:, 0], clf.support_vectors_[:, 1], s=80, facecolors='none') plt.scatter(X[:, 0], X[:, 1], c=Y, cmap=plt.cm.Paired) plt.axis('tight') plt.show()
bsd-3-clause
dpshelio/sunpy
sunpy/timeseries/sources/eve.py
1
12232
import os import codecs from os.path import basename from datetime import datetime from collections import OrderedDict import matplotlib as mpl import matplotlib.pyplot as plt import numpy as np from matplotlib import dates from pandas import DataFrame from pandas.io.parsers import read_csv import astropy.units as u from astropy.time import TimeDelta import sunpy.io from sunpy.time import parse_time from sunpy.timeseries.timeseriesbase import GenericTimeSeries from sunpy.util.metadata import MetaDict from sunpy.visualization import peek_show __all__ = ['EVESpWxTimeSeries', 'ESPTimeSeries'] class ESPTimeSeries(GenericTimeSeries): """ SDO EVE/ESP Level 1 data. The Extreme ultraviolet Spectro-Photometer (ESP) is an irradiance instrument which is part of the Extreme ultraviolet Variability Experiment (EVE) onboard SDO. ESP provides high time cadence (0.25s) EUV irradiance measurements in five channels, one soft X-ray and 4 EUV. The first four orders of the diffraction grating gives measurements centered on 18nm, 26nm, 30nm and 36nm. The zeroth order (obtained by 4 photodiodes) provides the soft X-ray measurements from 0.1-7nm. The ESP level 1 fits files are fully calibrated. The TimeSeries object created from an ESP fits file will conatain 4 columns namely: * 'QD' - sum of 4 quad diodes, this is the soft X-ray measurements 0.1-7nm * 'CH_18' - EUV irradiance 18nm * 'CH_26' - EUV irradiance 26nm * 'CH_30' - EUV irradiance 30nm * 'CH_36' - EUV irradiance 36nm References ---------- * `SDO Mission Homepage <https://sdo.gsfc.nasa.gov/>`__ * `EVE Homepage <http://lasp.colorado.edu/home/eve/>`__ * `README ESP data <http://lasp.colorado.edu/eve/data_access/evewebdata/products/level1/esp/EVE_ESP_L1_V6_README.pdf>`__ * `ESP lvl1 data <http://lasp.colorado.edu/eve/data_access/evewebdata/misc/eve_calendars/calendar_level1_2018.html>`__ * `ESP instrument paper <https://doi.org/10.1007/s11207-009-9485-8>`__ Notes ----- The 36nm channel demonstrates a significant noise and it is not recommended to be used for short-time observations of solar irradiance. """ _source = 'esp' @peek_show def peek(self, title='EVE/ESP Level1', **kwargs): self._validate_data_for_ploting() names = ('Flux \n 0.1-7nm', 'Flux \n 18nm', 'Flux \n 26nm', 'Flux \n 30nm', 'Flux \n 36nm') figure = plt.figure() axes = plt.gca() axes = self.data.plot(ax=axes, subplots=True, sharex=True, **kwargs) plt.xlim(self.data.index[0], self.data.index[-1]) axes[0].set_title(title) for i, ax in enumerate(axes): ax.set_ylabel(names[i]) ax.legend(loc='upper right') axes[-1].set_xlabel('Time (UT) ' + str(self.data.index[0])[0:11]) axes[-1].xaxis.set_major_formatter(dates.DateFormatter('%H:%M')) plt.tight_layout() plt.subplots_adjust(hspace=0.05) return figure @classmethod def _parse_file(cls, filepath): """ Parses a EVE ESP level 1 data. """ hdus = sunpy.io.read_file(filepath) return cls._parse_hdus(hdus) @classmethod def _parse_hdus(cls, hdulist): header = MetaDict(OrderedDict(hdulist[0].header)) # Adding telescope to MetaData header.update({'TELESCOP': hdulist[1].header['TELESCOP'].split()[0]}) start_time = parse_time(hdulist[1].header['T_OBS']) times = start_time + TimeDelta(hdulist[1].data['SOD']*u.second) colnames = ['QD', 'CH_18', 'CH_26', 'CH_30', 'CH_36'] all_data = [hdulist[1].data[x] for x in colnames] data = DataFrame(np.array(all_data).T, index=times.isot.astype('datetime64'), columns=colnames) data.sort_index(inplace=True) units = OrderedDict([('QD', u.W/u.m**2), ('CH_18', u.W/u.m**2), ('CH_26', u.W/u.m**2), ('CH_30', u.W/u.m**2), ('CH_36', u.W/u.m**2)]) return data, header, units @classmethod def is_datasource_for(cls, **kwargs): """ Determines if header corresponds to an EVE image. """ if kwargs.get('source', ''): return kwargs.get('source', '').lower().startswith(cls._source) if 'meta' in kwargs.keys(): return kwargs['meta'].get('TELESCOP', '').endswith('SDO/EVE') class EVESpWxTimeSeries(GenericTimeSeries): """ SDO EVE LightCurve for level 0CS data. The Extreme Ultraviolet Variability Experiment (EVE) is an instrument on board the Solar Dynamics Observatory (SDO). The EVE instrument is designed to measure the solar extreme ultraviolet (EUV) irradiance. The EUV radiation includes the 0.1-105 nm range, which provides the majority of the energy for heating Earth’s thermosphere and creating Earth’s ionosphere (charged plasma). EVE includes several irradiance instruments: * The Multiple EUV Grating Spectrographs (MEGS)-A is a grazing- incidence spectrograph that measures the solar EUV irradiance in the 5 to 37 nm range with 0.1-nm resolution, * The MEGS-B is a normal-incidence, dual-pass spectrograph that measures the solar EUV irradiance in the 35 to 105 nm range with 0.1-nm resolution. Level 0CS data is primarily used for space weather. It is provided near real-time and is crudely calibrated 1-minute averaged broadband irradiances from ESP and MEGS-P broadband. For other levels of EVE data, use `~sunpy.net.Fido`, with `sunpy.net.attrs.Instrument('eve')`. Data is available starting on 2010/03/01. Examples -------- >>> import sunpy.timeseries >>> import sunpy.data.sample # doctest: +REMOTE_DATA >>> eve = sunpy.timeseries.TimeSeries(sunpy.data.sample.EVE_TIMESERIES, source='EVE') # doctest: +REMOTE_DATA >>> eve = sunpy.timeseries.TimeSeries("http://lasp.colorado.edu/eve/data_access/quicklook/quicklook_data/L0CS/LATEST_EVE_L0CS_DIODES_1m.txt", source='EVE') # doctest: +REMOTE_DATA >>> eve.peek(subplots=True) # doctest: +SKIP References ---------- * `SDO Mission Homepage <https://sdo.gsfc.nasa.gov/>`__ * `EVE Homepage <http://lasp.colorado.edu/home/eve/>`__ * `Level 0CS Definition <http://lasp.colorado.edu/home/eve/data/>`__ * `EVE Data Acess <http://lasp.colorado.edu/home/eve/data/data-access/>`__ * `Instrument Paper <https://doi.org/10.1007/s11207-009-9487-6>`__ """ # Class attribute used to specify the source class of the TimeSeries. _source = 'eve' @peek_show def peek(self, column=None, **kwargs): """ Plots the time series in a new figure. An example is shown below: .. plot:: import sunpy.timeseries from sunpy.data.sample import EVE_TIMESERIES eve = sunpy.timeseries.TimeSeries(EVE_TIMESERIES, source='eve') eve.peek(subplots=True) Parameters ---------- column : `str`, optional The column to display. Defaults to `None`, so it will display all. **kwargs : `dict` Any additional plot arguments that should be used when plotting. """ # Check we have a timeseries valid for plotting self._validate_data_for_ploting() figure = plt.figure() # Choose title if none was specified if "title" not in kwargs and column is None: if len(self.data.columns) > 1: kwargs['title'] = 'EVE (1 minute data)' else: if self._filename is not None: base = self._filename.replace('_', ' ') kwargs['title'] = os.path.splitext(base)[0] else: kwargs['title'] = 'EVE Averages' if column is None: self.plot(**kwargs) else: data = self.data[column] if "title" not in kwargs: kwargs['title'] = 'EVE ' + column.replace('_', ' ') data.plot(**kwargs) return figure @classmethod def _parse_file(cls, filepath): """ Parses an EVE CSV file. """ cls._filename = basename(filepath) with codecs.open(filepath, mode='rb', encoding='ascii') as fp: # Determine type of EVE CSV file and parse line1 = fp.readline() fp.seek(0) if line1.startswith("Date"): return cls._parse_average_csv(fp) elif line1.startswith(";"): return cls._parse_level_0cs(fp) @staticmethod def _parse_average_csv(fp): """ Parses an EVE Averages file. """ return "", read_csv(fp, sep=",", index_col=0, parse_dates=True) @staticmethod def _parse_level_0cs(fp): """ Parses and EVE Level 0CS file. """ is_missing_data = False # boolean to check for missing data missing_data_val = np.nan header = [] fields = [] line = fp.readline() # Read header at top of file while line.startswith(";"): header.append(line) if '; Missing data:' in line: is_missing_data = True missing_data_val = line.split(':')[1].strip() line = fp.readline() meta = MetaDict() for hline in header: if hline == '; Format:\n' or hline == '; Column descriptions:\n': continue elif ('Created' in hline) or ('Source' in hline): meta[hline.split(':', 1)[0].replace(';', ' ').strip()] = hline.split(':', 1)[1].strip() elif ':' in hline: meta[hline.split(':')[0].replace(';', ' ').strip()] = hline.split(':')[1].strip() fieldnames_start = False for hline in header: if hline.startswith("; Format:"): fieldnames_start = False if fieldnames_start: fields.append(hline.split(":")[0].replace(';', ' ').strip()) if hline.startswith("; Column descriptions:"): fieldnames_start = True # Next line is YYYY DOY MM DD date_parts = line.split(" ") year = int(date_parts[0]) month = int(date_parts[2]) day = int(date_parts[3]) def parser(x): # Parse date column (HHMM) return datetime(year, month, day, int(x[0:2]), int(x[2:4])) data = read_csv(fp, sep=r"\s+", names=fields, index_col=0, date_parser=parser, header=None, engine='python') if is_missing_data: # If missing data specified in header data[data == float(missing_data_val)] = np.nan # Add the units data units = OrderedDict([('XRS-B proxy', u.W/u.m**2), ('XRS-A proxy', u.W/u.m**2), ('SEM proxy', u.W/u.m**2), ('0.1-7ESPquad', u.W/u.m**2), ('17.1ESP', u.W/u.m**2), ('25.7ESP', u.W/u.m**2), ('30.4ESP', u.W/u.m**2), ('36.6ESP', u.W/u.m**2), ('darkESP', u.ct), ('121.6MEGS-P', u.W/u.m**2), ('darkMEGS-P', u.ct), ('q0ESP', u.dimensionless_unscaled), ('q1ESP', u.dimensionless_unscaled), ('q2ESP', u.dimensionless_unscaled), ('q3ESP', u.dimensionless_unscaled), ('CMLat', u.deg), ('CMLon', u.deg)]) # Todo: check units used. return data, meta, units @classmethod def is_datasource_for(cls, **kwargs): """ Determines if header corresponds to an EVE image. """ if kwargs.get('source', ''): return kwargs.get('source', '').lower().startswith(cls._source)
bsd-2-clause
madcowswe/ODrive
analysis/Simulation/MotorSim.py
1
7267
# this file is for the simulation of a 3-phase synchronous motor import numpy as np import scipy as sp import scipy.signal as signal import scipy.integrate import matplotlib.pyplot as plt import time def sign(num): if num > 0: return 1 elif num < 0: return -1 else: return 0 C = np.array([0, 1/5, 3/10, 4/5, 8/9, 1]) A = np.array([ [0, 0, 0, 0, 0], [1/5, 0, 0, 0, 0], [3/40, 9/40, 0, 0, 0], [44/45, -56/15, 32/9, 0, 0], [19372/6561, -25360/2187, 64448/6561, -212/729, 0], [9017/3168, -355/33, 46732/5247, 49/176, -5103/18656] ]) B = np.array([35/384, 0, 500/1113, 125/192, -2187/6784, 11/84]) # rk_step from scipy.integrate rk.py def rk_step(fun, t, y, f, h, A, B, C, K): """Perform a single Runge-Kutta step. This function computes a prediction of an explicit Runge-Kutta method and also estimates the error of a less accurate method. Notation for Butcher tableau is as in [1]_. Parameters ---------- fun : callable Right-hand side of the system. t : float Current time. y : ndarray, shape (n,) Current state. f : ndarray, shape (n,) Current value of the derivative, i.e., ``fun(x, y)``. h : float Step to use. A : ndarray, shape (n_stages, n_stages) Coefficients for combining previous RK stages to compute the next stage. For explicit methods the coefficients at and above the main diagonal are zeros. B : ndarray, shape (n_stages,) Coefficients for combining RK stages for computing the final prediction. C : ndarray, shape (n_stages,) Coefficients for incrementing time for consecutive RK stages. The value for the first stage is always zero. K : ndarray, shape (n_stages + 1, n) Storage array for putting RK stages here. Stages are stored in rows. The last row is a linear combination of the previous rows with coefficients Returns ------- y_new : ndarray, shape (n,) Solution at t + h computed with a higher accuracy. f_new : ndarray, shape (n,) Derivative ``fun(t + h, y_new)``. References ---------- .. [1] E. Hairer, S. P. Norsett G. Wanner, "Solving Ordinary Differential Equations I: Nonstiff Problems", Sec. II.4. """ K[0] = f for s, (a, c) in enumerate(zip(A[1:], C[1:]), start=1): dy = np.dot(K[:s].T, a[:s]) * h K[s] = fun(t + c * h, y + dy) y_new = y + h * np.dot(K[:-1].T, B) f_new = fun(t + h, y_new) K[-1] = f_new return y_new, f_new # example params for d5065 motor # phase_R = 0.039 Ohms # phase_L = 0.0000157 H # pole_pairs = 7 # KV = 270 # J = 1e-4 # b_coulomb = 0.001 # b_viscous = 0.001 class motor_pmsm_mechanical: def __init__(self, J, b_coulomb, b_viscous): # J is moment of inertia # b_coulomb is coulomb friction coefficient # b_viscous is viscous friction coefficient self.J = J self.b_c = b_coulomb self.b_v = b_viscous def diff_eqs(self, t, y, torque): theta = y[0] theta_dot = y[1] theta_ddot = (1/self.J) * (torque - self.b_v * theta_dot - self.b_c * sign(theta_dot)) return np.array([theta_dot, theta_ddot]) def inverter(vbus, timings, current): # this function should take the relevant inputs and output voltages in dq reference frame. pass class motor: def __init__(self, J, b_coulomb, b_viscous, R, L_q, L_d, KV, pole_pairs, dT): self.dT = dT self.b_coulomb = b_coulomb self.b_viscous = b_viscous self.KV = KV self.pole_pairs = pole_pairs kt = 8.27/KV self.lambda_m = 2*kt/(3*pole_pairs) #speed constant in Vs/rad (electrical rad) self.R = R self.L_q = L_q self.L_d = L_d self.J = J # state variables for motor self.theta = 0 # mechanical! self.theta_dot = 0 # mechanical! self.I_d = 0 self.I_q = 0 # K matrix. For integrator? # np.empty((self.n_stages + 1, self.n_stages), dtype=self.y.dtype) self.K = np.empty((7, 4)) def simulate(self, t, u, x0): # t is timesteps [t0, t1, ...] # u is [T_load, V_d, V_q] # x0 is initial states, [theta, theta_dot, I_d, I_q] (self.theta, self.theta_dot, self.I_d, self.I_q) = x0 time = [] pos = [] vel = [] I_d = [] I_q = [] for i in range(len(t)): self.single_step_rk(u[2],u[1],u[0]) time.append(i*self.dT) pos.append(self.theta) vel.append(self.theta_dot) I_d.append(self.I_d) I_q.append(self.I_q) return [time,pos,vel,I_d,I_q] def inputs(self, V_q, V_d, T_load): self.V_q = V_q self.V_d = V_d self.T_load = T_load def diff_eqs(self, t, y): # inputs are self.V_q, self.V_d, self.T_load # state is y, y = [theta, theta_dot, I_d, I_q] # set_inputs must be called before this if the inputs have changed. theta = y[0] theta_dot = y[1] I_d = y[2] I_q = y[3] torque = 3*self.pole_pairs/2 * (self.lambda_m * I_q + (self.L_d - self.L_q)*I_d*I_q) - self.T_load if theta_dot == 0 and -1*self.b_coulomb < torque < self.b_coulomb: torque = 0 # theta_dot = theta_dot, no ode here theta_ddot = (1/self.J) * (torque - self.b_viscous * theta_dot - self.b_coulomb * sign(theta_dot)) I_d_dot = self.V_d / self.L_d - self.R / self.L_d * I_d + theta_dot*self.pole_pairs * self.L_q / self.L_d * I_q I_q_dot = self.V_q / self.L_q - self.R / self.L_q * I_q - theta_dot*self.pole_pairs * self.L_d / self.L_q * I_d - theta_dot*self.pole_pairs * self.lambda_m / self.L_q return np.array([theta_dot, theta_ddot, I_d_dot, I_q_dot]) def single_step_rk(self, V_q, V_d, T_load): # given inputs self.inputs(V_q, V_d, T_load) x = (d5065.theta, d5065.theta_dot, d5065.I_d, d5065.I_q) ((d5065.theta, d5065.theta_dot, d5065.I_d, d5065.I_q), _) = rk_step(d5065.diff_eqs, 0, x, d5065.diff_eqs(0, x), d5065.dT, A, B, C, d5065.K) if __name__ == "__main__": d5065 = motor(J = 1e-4, b_coulomb = 0, b_viscous = 0.01, R = 0.039, L_q = 1.57e-5, L_d = 1.57e-5, KV = 270, pole_pairs = 7, dT = 1/48000) x0 = [0,0,0,0] # initial state of theta, theta_dot, I_d, I_q u = [0,0,1] # input for simulation as [T_load, V_d, V_q] t = [i*1/48000 for i in range(12000)] # half second of runtime at Fs=48kHz data = d5065.simulate(t=t, u=u, x0=x0) dT = 1/48000 states = [] pos = [] vel = [] I_d = [] I_q = [] pos = data[1] vel = data[2] I_d = data[3] I_q = data[4] fig, axs = plt.subplots(4) axs[0].plot(t, pos) axs[0].set_title('pos') axs[0].set_ylabel('Theta (eRad)') axs[1].plot(t, vel) axs[1].set_title('vel') axs[1].set_ylabel('Omega (eRad/s)') axs[2].plot(t,I_d) axs[2].set_title('I_d') axs[2].set_ylabel('Current (A)') axs[3].plot(t,I_q) axs[3].set_title('I_q') axs[3].set_ylabel('Current (A)') axs[3].set_xlabel('time (s)') plt.show()
mit
NelisVerhoef/scikit-learn
sklearn/utils/testing.py
71
26178
"""Testing utilities.""" # Copyright (c) 2011, 2012 # Authors: Pietro Berkes, # Andreas Muller # Mathieu Blondel # Olivier Grisel # Arnaud Joly # Denis Engemann # License: BSD 3 clause import os import inspect import pkgutil import warnings import sys import re import platform import scipy as sp import scipy.io from functools import wraps try: # Python 2 from urllib2 import urlopen from urllib2 import HTTPError except ImportError: # Python 3+ from urllib.request import urlopen from urllib.error import HTTPError import tempfile import shutil import os.path as op import atexit # WindowsError only exist on Windows try: WindowsError except NameError: WindowsError = None import sklearn from sklearn.base import BaseEstimator from sklearn.externals import joblib # Conveniently import all assertions in one place. from nose.tools import assert_equal from nose.tools import assert_not_equal from nose.tools import assert_true from nose.tools import assert_false from nose.tools import assert_raises from nose.tools import raises from nose import SkipTest from nose import with_setup from numpy.testing import assert_almost_equal from numpy.testing import assert_array_equal from numpy.testing import assert_array_almost_equal from numpy.testing import assert_array_less import numpy as np from sklearn.base import (ClassifierMixin, RegressorMixin, TransformerMixin, ClusterMixin) __all__ = ["assert_equal", "assert_not_equal", "assert_raises", "assert_raises_regexp", "raises", "with_setup", "assert_true", "assert_false", "assert_almost_equal", "assert_array_equal", "assert_array_almost_equal", "assert_array_less", "assert_less", "assert_less_equal", "assert_greater", "assert_greater_equal"] try: from nose.tools import assert_in, assert_not_in except ImportError: # Nose < 1.0.0 def assert_in(x, container): assert_true(x in container, msg="%r in %r" % (x, container)) def assert_not_in(x, container): assert_false(x in container, msg="%r in %r" % (x, container)) try: from nose.tools import assert_raises_regex except ImportError: # for Python 2 def assert_raises_regex(expected_exception, expected_regexp, callable_obj=None, *args, **kwargs): """Helper function to check for message patterns in exceptions""" not_raised = False try: callable_obj(*args, **kwargs) not_raised = True except expected_exception as e: error_message = str(e) if not re.compile(expected_regexp).search(error_message): raise AssertionError("Error message should match pattern " "%r. %r does not." % (expected_regexp, error_message)) if not_raised: raise AssertionError("%s not raised by %s" % (expected_exception.__name__, callable_obj.__name__)) # assert_raises_regexp is deprecated in Python 3.4 in favor of # assert_raises_regex but lets keep the bacward compat in scikit-learn with # the old name for now assert_raises_regexp = assert_raises_regex def _assert_less(a, b, msg=None): message = "%r is not lower than %r" % (a, b) if msg is not None: message += ": " + msg assert a < b, message def _assert_greater(a, b, msg=None): message = "%r is not greater than %r" % (a, b) if msg is not None: message += ": " + msg assert a > b, message def assert_less_equal(a, b, msg=None): message = "%r is not lower than or equal to %r" % (a, b) if msg is not None: message += ": " + msg assert a <= b, message def assert_greater_equal(a, b, msg=None): message = "%r is not greater than or equal to %r" % (a, b) if msg is not None: message += ": " + msg assert a >= b, message def assert_warns(warning_class, func, *args, **kw): """Test that a certain warning occurs. Parameters ---------- warning_class : the warning class The class to test for, e.g. UserWarning. func : callable Calable object to trigger warnings. *args : the positional arguments to `func`. **kw : the keyword arguments to `func` Returns ------- result : the return value of `func` """ # very important to avoid uncontrolled state propagation clean_warning_registry() with warnings.catch_warnings(record=True) as w: # Cause all warnings to always be triggered. warnings.simplefilter("always") # Trigger a warning. result = func(*args, **kw) if hasattr(np, 'VisibleDeprecationWarning'): # Filter out numpy-specific warnings in numpy >= 1.9 w = [e for e in w if e.category is not np.VisibleDeprecationWarning] # Verify some things if not len(w) > 0: raise AssertionError("No warning raised when calling %s" % func.__name__) found = any(warning.category is warning_class for warning in w) if not found: raise AssertionError("%s did not give warning: %s( is %s)" % (func.__name__, warning_class, w)) return result def assert_warns_message(warning_class, message, func, *args, **kw): # very important to avoid uncontrolled state propagation """Test that a certain warning occurs and with a certain message. Parameters ---------- warning_class : the warning class The class to test for, e.g. UserWarning. message : str | callable The entire message or a substring to test for. If callable, it takes a string as argument and will trigger an assertion error if it returns `False`. func : callable Calable object to trigger warnings. *args : the positional arguments to `func`. **kw : the keyword arguments to `func`. Returns ------- result : the return value of `func` """ clean_warning_registry() with warnings.catch_warnings(record=True) as w: # Cause all warnings to always be triggered. warnings.simplefilter("always") if hasattr(np, 'VisibleDeprecationWarning'): # Let's not catch the numpy internal DeprecationWarnings warnings.simplefilter('ignore', np.VisibleDeprecationWarning) # Trigger a warning. result = func(*args, **kw) # Verify some things if not len(w) > 0: raise AssertionError("No warning raised when calling %s" % func.__name__) found = [issubclass(warning.category, warning_class) for warning in w] if not any(found): raise AssertionError("No warning raised for %s with class " "%s" % (func.__name__, warning_class)) message_found = False # Checks the message of all warnings belong to warning_class for index in [i for i, x in enumerate(found) if x]: # substring will match, the entire message with typo won't msg = w[index].message # For Python 3 compatibility msg = str(msg.args[0] if hasattr(msg, 'args') else msg) if callable(message): # add support for certain tests check_in_message = message else: check_in_message = lambda msg: message in msg if check_in_message(msg): message_found = True break if not message_found: raise AssertionError("Did not receive the message you expected " "('%s') for <%s>, got: '%s'" % (message, func.__name__, msg)) return result # To remove when we support numpy 1.7 def assert_no_warnings(func, *args, **kw): # XXX: once we may depend on python >= 2.6, this can be replaced by the # warnings module context manager. # very important to avoid uncontrolled state propagation clean_warning_registry() with warnings.catch_warnings(record=True) as w: warnings.simplefilter('always') result = func(*args, **kw) if hasattr(np, 'VisibleDeprecationWarning'): # Filter out numpy-specific warnings in numpy >= 1.9 w = [e for e in w if e.category is not np.VisibleDeprecationWarning] if len(w) > 0: raise AssertionError("Got warnings when calling %s: %s" % (func.__name__, w)) return result def ignore_warnings(obj=None): """ Context manager and decorator to ignore warnings Note. Using this (in both variants) will clear all warnings from all python modules loaded. In case you need to test cross-module-warning-logging this is not your tool of choice. Examples -------- >>> with ignore_warnings(): ... warnings.warn('buhuhuhu') >>> def nasty_warn(): ... warnings.warn('buhuhuhu') ... print(42) >>> ignore_warnings(nasty_warn)() 42 """ if callable(obj): return _ignore_warnings(obj) else: return _IgnoreWarnings() def _ignore_warnings(fn): """Decorator to catch and hide warnings without visual nesting""" @wraps(fn) def wrapper(*args, **kwargs): # very important to avoid uncontrolled state propagation clean_warning_registry() with warnings.catch_warnings(record=True) as w: warnings.simplefilter('always') return fn(*args, **kwargs) w[:] = [] return wrapper class _IgnoreWarnings(object): """Improved and simplified Python warnings context manager Copied from Python 2.7.5 and modified as required. """ def __init__(self): """ Parameters ========== category : warning class The category to filter. Defaults to Warning. If None, all categories will be muted. """ self._record = True self._module = sys.modules['warnings'] self._entered = False self.log = [] def __repr__(self): args = [] if self._record: args.append("record=True") if self._module is not sys.modules['warnings']: args.append("module=%r" % self._module) name = type(self).__name__ return "%s(%s)" % (name, ", ".join(args)) def __enter__(self): clean_warning_registry() # be safe and not propagate state + chaos warnings.simplefilter('always') if self._entered: raise RuntimeError("Cannot enter %r twice" % self) self._entered = True self._filters = self._module.filters self._module.filters = self._filters[:] self._showwarning = self._module.showwarning if self._record: self.log = [] def showwarning(*args, **kwargs): self.log.append(warnings.WarningMessage(*args, **kwargs)) self._module.showwarning = showwarning return self.log else: return None def __exit__(self, *exc_info): if not self._entered: raise RuntimeError("Cannot exit %r without entering first" % self) self._module.filters = self._filters self._module.showwarning = self._showwarning self.log[:] = [] clean_warning_registry() # be safe and not propagate state + chaos try: from nose.tools import assert_less except ImportError: assert_less = _assert_less try: from nose.tools import assert_greater except ImportError: assert_greater = _assert_greater def _assert_allclose(actual, desired, rtol=1e-7, atol=0, err_msg='', verbose=True): actual, desired = np.asanyarray(actual), np.asanyarray(desired) if np.allclose(actual, desired, rtol=rtol, atol=atol): return msg = ('Array not equal to tolerance rtol=%g, atol=%g: ' 'actual %s, desired %s') % (rtol, atol, actual, desired) raise AssertionError(msg) if hasattr(np.testing, 'assert_allclose'): assert_allclose = np.testing.assert_allclose else: assert_allclose = _assert_allclose def assert_raise_message(exceptions, message, function, *args, **kwargs): """Helper function to test error messages in exceptions Parameters ---------- exceptions : exception or tuple of exception Name of the estimator func : callable Calable object to raise error *args : the positional arguments to `func`. **kw : the keyword arguments to `func` """ try: function(*args, **kwargs) except exceptions as e: error_message = str(e) if message not in error_message: raise AssertionError("Error message does not include the expected" " string: %r. Observed error message: %r" % (message, error_message)) else: # concatenate exception names if isinstance(exceptions, tuple): names = " or ".join(e.__name__ for e in exceptions) else: names = exceptions.__name__ raise AssertionError("%s not raised by %s" % (names, function.__name__)) def fake_mldata(columns_dict, dataname, matfile, ordering=None): """Create a fake mldata data set. Parameters ---------- columns_dict : dict, keys=str, values=ndarray Contains data as columns_dict[column_name] = array of data. dataname : string Name of data set. matfile : string or file object The file name string or the file-like object of the output file. ordering : list, default None List of column_names, determines the ordering in the data set. Notes ----- This function transposes all arrays, while fetch_mldata only transposes 'data', keep that into account in the tests. """ datasets = dict(columns_dict) # transpose all variables for name in datasets: datasets[name] = datasets[name].T if ordering is None: ordering = sorted(list(datasets.keys())) # NOTE: setting up this array is tricky, because of the way Matlab # re-packages 1D arrays datasets['mldata_descr_ordering'] = sp.empty((1, len(ordering)), dtype='object') for i, name in enumerate(ordering): datasets['mldata_descr_ordering'][0, i] = name scipy.io.savemat(matfile, datasets, oned_as='column') class mock_mldata_urlopen(object): def __init__(self, mock_datasets): """Object that mocks the urlopen function to fake requests to mldata. `mock_datasets` is a dictionary of {dataset_name: data_dict}, or {dataset_name: (data_dict, ordering). `data_dict` itself is a dictionary of {column_name: data_array}, and `ordering` is a list of column_names to determine the ordering in the data set (see `fake_mldata` for details). When requesting a dataset with a name that is in mock_datasets, this object creates a fake dataset in a StringIO object and returns it. Otherwise, it raises an HTTPError. """ self.mock_datasets = mock_datasets def __call__(self, urlname): dataset_name = urlname.split('/')[-1] if dataset_name in self.mock_datasets: resource_name = '_' + dataset_name from io import BytesIO matfile = BytesIO() dataset = self.mock_datasets[dataset_name] ordering = None if isinstance(dataset, tuple): dataset, ordering = dataset fake_mldata(dataset, resource_name, matfile, ordering) matfile.seek(0) return matfile else: raise HTTPError(urlname, 404, dataset_name + " is not available", [], None) def install_mldata_mock(mock_datasets): # Lazy import to avoid mutually recursive imports from sklearn import datasets datasets.mldata.urlopen = mock_mldata_urlopen(mock_datasets) def uninstall_mldata_mock(): # Lazy import to avoid mutually recursive imports from sklearn import datasets datasets.mldata.urlopen = urlopen # Meta estimators need another estimator to be instantiated. META_ESTIMATORS = ["OneVsOneClassifier", "OutputCodeClassifier", "OneVsRestClassifier", "RFE", "RFECV", "BaseEnsemble"] # estimators that there is no way to default-construct sensibly OTHER = ["Pipeline", "FeatureUnion", "GridSearchCV", "RandomizedSearchCV"] # some trange ones DONT_TEST = ['SparseCoder', 'EllipticEnvelope', 'DictVectorizer', 'LabelBinarizer', 'LabelEncoder', 'MultiLabelBinarizer', 'TfidfTransformer', 'TfidfVectorizer', 'IsotonicRegression', 'OneHotEncoder', 'RandomTreesEmbedding', 'FeatureHasher', 'DummyClassifier', 'DummyRegressor', 'TruncatedSVD', 'PolynomialFeatures', 'GaussianRandomProjectionHash', 'HashingVectorizer', 'CheckingClassifier', 'PatchExtractor', 'CountVectorizer', # GradientBoosting base estimators, maybe should # exclude them in another way 'ZeroEstimator', 'ScaledLogOddsEstimator', 'QuantileEstimator', 'MeanEstimator', 'LogOddsEstimator', 'PriorProbabilityEstimator', '_SigmoidCalibration', 'VotingClassifier'] def all_estimators(include_meta_estimators=False, include_other=False, type_filter=None, include_dont_test=False): """Get a list of all estimators from sklearn. This function crawls the module and gets all classes that inherit from BaseEstimator. Classes that are defined in test-modules are not included. By default meta_estimators such as GridSearchCV are also not included. Parameters ---------- include_meta_estimators : boolean, default=False Whether to include meta-estimators that can be constructed using an estimator as their first argument. These are currently BaseEnsemble, OneVsOneClassifier, OutputCodeClassifier, OneVsRestClassifier, RFE, RFECV. include_other : boolean, default=False Wether to include meta-estimators that are somehow special and can not be default-constructed sensibly. These are currently Pipeline, FeatureUnion and GridSearchCV include_dont_test : boolean, default=False Whether to include "special" label estimator or test processors. type_filter : string, list of string, or None, default=None Which kind of estimators should be returned. If None, no filter is applied and all estimators are returned. Possible values are 'classifier', 'regressor', 'cluster' and 'transformer' to get estimators only of these specific types, or a list of these to get the estimators that fit at least one of the types. Returns ------- estimators : list of tuples List of (name, class), where ``name`` is the class name as string and ``class`` is the actuall type of the class. """ def is_abstract(c): if not(hasattr(c, '__abstractmethods__')): return False if not len(c.__abstractmethods__): return False return True all_classes = [] # get parent folder path = sklearn.__path__ for importer, modname, ispkg in pkgutil.walk_packages( path=path, prefix='sklearn.', onerror=lambda x: None): if ".tests." in modname: continue module = __import__(modname, fromlist="dummy") classes = inspect.getmembers(module, inspect.isclass) all_classes.extend(classes) all_classes = set(all_classes) estimators = [c for c in all_classes if (issubclass(c[1], BaseEstimator) and c[0] != 'BaseEstimator')] # get rid of abstract base classes estimators = [c for c in estimators if not is_abstract(c[1])] if not include_dont_test: estimators = [c for c in estimators if not c[0] in DONT_TEST] if not include_other: estimators = [c for c in estimators if not c[0] in OTHER] # possibly get rid of meta estimators if not include_meta_estimators: estimators = [c for c in estimators if not c[0] in META_ESTIMATORS] if type_filter is not None: if not isinstance(type_filter, list): type_filter = [type_filter] else: type_filter = list(type_filter) # copy filtered_estimators = [] filters = {'classifier': ClassifierMixin, 'regressor': RegressorMixin, 'transformer': TransformerMixin, 'cluster': ClusterMixin} for name, mixin in filters.items(): if name in type_filter: type_filter.remove(name) filtered_estimators.extend([est for est in estimators if issubclass(est[1], mixin)]) estimators = filtered_estimators if type_filter: raise ValueError("Parameter type_filter must be 'classifier', " "'regressor', 'transformer', 'cluster' or None, got" " %s." % repr(type_filter)) # drop duplicates, sort for reproducibility return sorted(set(estimators)) def set_random_state(estimator, random_state=0): if "random_state" in estimator.get_params().keys(): estimator.set_params(random_state=random_state) def if_matplotlib(func): """Test decorator that skips test if matplotlib not installed. """ @wraps(func) def run_test(*args, **kwargs): try: import matplotlib matplotlib.use('Agg', warn=False) # this fails if no $DISPLAY specified import matplotlib.pyplot as plt plt.figure() except ImportError: raise SkipTest('Matplotlib not available.') else: return func(*args, **kwargs) return run_test def if_not_mac_os(versions=('10.7', '10.8', '10.9'), message='Multi-process bug in Mac OS X >= 10.7 ' '(see issue #636)'): """Test decorator that skips test if OS is Mac OS X and its major version is one of ``versions``. """ warnings.warn("if_not_mac_os is deprecated in 0.17 and will be removed" " in 0.19: use the safer and more generic" " if_safe_multiprocessing_with_blas instead", DeprecationWarning) mac_version, _, _ = platform.mac_ver() skip = '.'.join(mac_version.split('.')[:2]) in versions def decorator(func): if skip: @wraps(func) def func(*args, **kwargs): raise SkipTest(message) return func return decorator def if_safe_multiprocessing_with_blas(func): """Decorator for tests involving both BLAS calls and multiprocessing Under Python < 3.4 and POSIX (e.g. Linux or OSX), using multiprocessing in conjunction with some implementation of BLAS (or other libraries that manage an internal posix thread pool) can cause a crash or a freeze of the Python process. Under Python 3.4 and later, joblib uses the forkserver mode of multiprocessing which does not trigger this problem. In practice all known packaged distributions (from Linux distros or Anaconda) of BLAS under Linux seems to be safe. So we this problem seems to only impact OSX users. This wrapper makes it possible to skip tests that can possibly cause this crash under OSX with. """ @wraps(func) def run_test(*args, **kwargs): if sys.platform == 'darwin' and sys.version_info[:2] < (3, 4): raise SkipTest( "Possible multi-process bug with some BLAS under Python < 3.4") return func(*args, **kwargs) return run_test def clean_warning_registry(): """Safe way to reset warnings """ warnings.resetwarnings() reg = "__warningregistry__" for mod_name, mod in list(sys.modules.items()): if 'six.moves' in mod_name: continue if hasattr(mod, reg): getattr(mod, reg).clear() def check_skip_network(): if int(os.environ.get('SKLEARN_SKIP_NETWORK_TESTS', 0)): raise SkipTest("Text tutorial requires large dataset download") def check_skip_travis(): """Skip test if being run on Travis.""" if os.environ.get('TRAVIS') == "true": raise SkipTest("This test needs to be skipped on Travis") def _delete_folder(folder_path, warn=False): """Utility function to cleanup a temporary folder if still existing. Copy from joblib.pool (for independance)""" try: if os.path.exists(folder_path): # This can fail under windows, # but will succeed when called by atexit shutil.rmtree(folder_path) except WindowsError: if warn: warnings.warn("Could not delete temporary folder %s" % folder_path) class TempMemmap(object): def __init__(self, data, mmap_mode='r'): self.temp_folder = tempfile.mkdtemp(prefix='sklearn_testing_') self.mmap_mode = mmap_mode self.data = data def __enter__(self): fpath = op.join(self.temp_folder, 'data.pkl') joblib.dump(self.data, fpath) data_read_only = joblib.load(fpath, mmap_mode=self.mmap_mode) atexit.register(lambda: _delete_folder(self.temp_folder, warn=True)) return data_read_only def __exit__(self, exc_type, exc_val, exc_tb): _delete_folder(self.temp_folder) with_network = with_setup(check_skip_network) with_travis = with_setup(check_skip_travis)
bsd-3-clause
AlexanderFabisch/scikit-learn
examples/classification/plot_digits_classification.py
289
2397
""" ================================ Recognizing hand-written digits ================================ An example showing how the scikit-learn can be used to recognize images of hand-written digits. This example is commented in the :ref:`tutorial section of the user manual <introduction>`. """ print(__doc__) # Author: Gael Varoquaux <gael dot varoquaux at normalesup dot org> # License: BSD 3 clause # Standard scientific Python imports import matplotlib.pyplot as plt # Import datasets, classifiers and performance metrics from sklearn import datasets, svm, metrics # The digits dataset digits = datasets.load_digits() # The data that we are interested in is made of 8x8 images of digits, let's # have a look at the first 3 images, stored in the `images` attribute of the # dataset. If we were working from image files, we could load them using # pylab.imread. Note that each image must have the same size. For these # images, we know which digit they represent: it is given in the 'target' of # the dataset. images_and_labels = list(zip(digits.images, digits.target)) for index, (image, label) in enumerate(images_and_labels[:4]): plt.subplot(2, 4, index + 1) plt.axis('off') plt.imshow(image, cmap=plt.cm.gray_r, interpolation='nearest') plt.title('Training: %i' % label) # To apply a classifier on this data, we need to flatten the image, to # turn the data in a (samples, feature) matrix: n_samples = len(digits.images) data = digits.images.reshape((n_samples, -1)) # Create a classifier: a support vector classifier classifier = svm.SVC(gamma=0.001) # We learn the digits on the first half of the digits classifier.fit(data[:n_samples / 2], digits.target[:n_samples / 2]) # Now predict the value of the digit on the second half: expected = digits.target[n_samples / 2:] predicted = classifier.predict(data[n_samples / 2:]) print("Classification report for classifier %s:\n%s\n" % (classifier, metrics.classification_report(expected, predicted))) print("Confusion matrix:\n%s" % metrics.confusion_matrix(expected, predicted)) images_and_predictions = list(zip(digits.images[n_samples / 2:], predicted)) for index, (image, prediction) in enumerate(images_and_predictions[:4]): plt.subplot(2, 4, index + 5) plt.axis('off') plt.imshow(image, cmap=plt.cm.gray_r, interpolation='nearest') plt.title('Prediction: %i' % prediction) plt.show()
bsd-3-clause
heli522/scikit-learn
examples/ensemble/plot_gradient_boosting_quantile.py
392
2114
""" ===================================================== Prediction Intervals for Gradient Boosting Regression ===================================================== This example shows how quantile regression can be used to create prediction intervals. """ import numpy as np import matplotlib.pyplot as plt from sklearn.ensemble import GradientBoostingRegressor np.random.seed(1) def f(x): """The function to predict.""" return x * np.sin(x) #---------------------------------------------------------------------- # First the noiseless case X = np.atleast_2d(np.random.uniform(0, 10.0, size=100)).T X = X.astype(np.float32) # Observations y = f(X).ravel() dy = 1.5 + 1.0 * np.random.random(y.shape) noise = np.random.normal(0, dy) y += noise y = y.astype(np.float32) # Mesh the input space for evaluations of the real function, the prediction and # its MSE xx = np.atleast_2d(np.linspace(0, 10, 1000)).T xx = xx.astype(np.float32) alpha = 0.95 clf = GradientBoostingRegressor(loss='quantile', alpha=alpha, n_estimators=250, max_depth=3, learning_rate=.1, min_samples_leaf=9, min_samples_split=9) clf.fit(X, y) # Make the prediction on the meshed x-axis y_upper = clf.predict(xx) clf.set_params(alpha=1.0 - alpha) clf.fit(X, y) # Make the prediction on the meshed x-axis y_lower = clf.predict(xx) clf.set_params(loss='ls') clf.fit(X, y) # Make the prediction on the meshed x-axis y_pred = clf.predict(xx) # Plot the function, the prediction and the 90% confidence interval based on # the MSE fig = plt.figure() plt.plot(xx, f(xx), 'g:', label=u'$f(x) = x\,\sin(x)$') plt.plot(X, y, 'b.', markersize=10, label=u'Observations') plt.plot(xx, y_pred, 'r-', label=u'Prediction') plt.plot(xx, y_upper, 'k-') plt.plot(xx, y_lower, 'k-') plt.fill(np.concatenate([xx, xx[::-1]]), np.concatenate([y_upper, y_lower[::-1]]), alpha=.5, fc='b', ec='None', label='90% prediction interval') plt.xlabel('$x$') plt.ylabel('$f(x)$') plt.ylim(-10, 20) plt.legend(loc='upper left') plt.show()
bsd-3-clause
dungvtdev/upsbayescpm
pgmpy/estimators/BdeuScore.py
6
3421
#!/usr/bin/env python from math import lgamma from pgmpy.estimators import StructureScore class BdeuScore(StructureScore): def __init__(self, data, equivalent_sample_size=10, **kwargs): """ Class for Bayesian structure scoring for BayesianModels with Dirichlet priors. The BDeu score is the result of setting all Dirichlet hyperparameters/pseudo_counts to `equivalent_sample_size/variable_cardinality`. The `score`-method measures how well a model is able to describe the given data set. Parameters ---------- data: pandas DataFrame object datafame object where each column represents one variable. (If some values in the data are missing the data cells should be set to `numpy.NaN`. Note that pandas converts each column containing `numpy.NaN`s to dtype `float`.) equivalent_sample_size: int (default: 10) The equivalent/imaginary sample size (of uniform pseudo samples) for the dirichlet hyperparameters. The score is sensitive to this value, runs with different values might be useful. state_names: dict (optional) A dict indicating, for each variable, the discrete set of states (or values) that the variable can take. If unspecified, the observed values in the data set are taken to be the only possible states. complete_samples_only: bool (optional, default `True`) Specifies how to deal with missing data, if present. If set to `True` all rows that contain `np.Nan` somewhere are ignored. If `False` then, for each variable, every row where neither the variable nor its parents are `np.NaN` is used. This sets the behavior of the `state_count`-method. References --------- [1] Koller & Friedman, Probabilistic Graphical Models - Principles and Techniques, 2009 Section 18.3.4-18.3.6 (esp. page 806) [2] AM Carvalho, Scoring functions for learning Bayesian networks, http://www.lx.it.pt/~asmc/pub/talks/09-TA/ta_pres.pdf """ self.equivalent_sample_size = equivalent_sample_size super(BdeuScore, self).__init__(data, **kwargs) def local_score(self, variable, parents): "Computes a score that measures how much a \ given variable is \"influenced\" by a given list of potential parents." var_states = self.state_names[variable] var_cardinality = len(var_states) state_counts = self.state_counts(variable, parents) num_parents_states = float(len(state_counts.columns)) score = 0 for parents_state in state_counts: # iterate over df columns (only 1 if no parents) conditional_sample_size = sum(state_counts[parents_state]) score += (lgamma(self.equivalent_sample_size / num_parents_states) - lgamma(conditional_sample_size + self.equivalent_sample_size / num_parents_states)) for state in var_states: if state_counts[parents_state][state] > 0: score += (lgamma(state_counts[parents_state][state] + self.equivalent_sample_size / (num_parents_states * var_cardinality)) - lgamma(self.equivalent_sample_size / (num_parents_states * var_cardinality))) return score
mit
abhishekkrthakur/scikit-learn
sklearn/cluster/tests/test_birch.py
5
5631
""" Tests for the birch clustering algorithm. """ from scipy import sparse import numpy as np from sklearn.cluster.tests.common import generate_clustered_data from sklearn.cluster.birch import Birch from sklearn.cluster.hierarchical import AgglomerativeClustering from sklearn.datasets import make_blobs from sklearn.linear_model import ElasticNet from sklearn.metrics import pairwise_distances_argmin, v_measure_score from sklearn.utils.testing import assert_greater_equal from sklearn.utils.testing import assert_equal from sklearn.utils.testing import assert_greater from sklearn.utils.testing import assert_almost_equal from sklearn.utils.testing import assert_array_equal from sklearn.utils.testing import assert_raises from sklearn.utils.testing import assert_warns def test_n_samples_leaves_roots(): """Sanity check for the number of samples in leaves and roots""" X, y = make_blobs(n_samples=10) brc = Birch() brc.fit(X) n_samples_root = sum([sc.n_samples_ for sc in brc.root_.subclusters_]) n_samples_leaves = sum([sc.n_samples_ for leaf in brc._get_leaves() for sc in leaf.subclusters_]) assert_equal(n_samples_leaves, X.shape[0]) assert_equal(n_samples_root, X.shape[0]) def test_partial_fit(): """Test that fit is equivalent to calling partial_fit multiple times""" X, y = make_blobs(n_samples=100) brc = Birch(n_clusters=3) brc.fit(X) brc_partial = Birch(n_clusters=None) brc_partial.partial_fit(X[:50]) brc_partial.partial_fit(X[50:]) assert_array_equal(brc_partial.subcluster_centers_, brc.subcluster_centers_) # Test that same global labels are obtained after calling partial_fit # with None brc_partial.set_params(n_clusters=3) brc_partial.partial_fit(None) assert_array_equal(brc_partial.subcluster_labels_, brc.subcluster_labels_) def test_birch_predict(): """Test the predict method predicts the nearest centroid.""" rng = np.random.RandomState(0) X = generate_clustered_data(n_clusters=3, n_features=3, n_samples_per_cluster=10) # n_samples * n_samples_per_cluster shuffle_indices = np.arange(30) rng.shuffle(shuffle_indices) X_shuffle = X[shuffle_indices, :] brc = Birch(n_clusters=4, threshold=1.) brc.fit(X_shuffle) centroids = brc.subcluster_centers_ assert_array_equal(brc.labels_, brc.predict(X_shuffle)) nearest_centroid = pairwise_distances_argmin(X_shuffle, centroids) assert_almost_equal(v_measure_score(nearest_centroid, brc.labels_), 1.0) def test_n_clusters(): """Test that n_clusters param works properly""" X, y = make_blobs(n_samples=100, centers=10) brc1 = Birch(n_clusters=10) brc1.fit(X) assert_greater(len(brc1.subcluster_centers_), 10) assert_equal(len(np.unique(brc1.labels_)), 10) # Test that n_clusters = Agglomerative Clustering gives # the same results. gc = AgglomerativeClustering(n_clusters=10) brc2 = Birch(n_clusters=gc) brc2.fit(X) assert_array_equal(brc1.subcluster_labels_, brc2.subcluster_labels_) assert_array_equal(brc1.labels_, brc2.labels_) # Test that the wrong global clustering step raises an Error. clf = ElasticNet() brc3 = Birch(n_clusters=clf) assert_raises(ValueError, brc3.fit, X) # Test that a small number of clusters raises a warning. brc4 = Birch(threshold=10000.) assert_warns(UserWarning, brc4.fit, X) def test_sparse_X(): """Test that sparse and dense data give same results""" X, y = make_blobs(n_samples=100, centers=10) brc = Birch(n_clusters=10) brc.fit(X) csr = sparse.csr_matrix(X) brc_sparse = Birch(n_clusters=10) brc_sparse.fit(csr) assert_array_equal(brc.labels_, brc_sparse.labels_) assert_array_equal(brc.subcluster_centers_, brc_sparse.subcluster_centers_) def check_branching_factor(node, branching_factor): subclusters = node.subclusters_ assert_greater_equal(branching_factor, len(subclusters)) for cluster in subclusters: if cluster.child_: check_branching_factor(cluster.child_, branching_factor) def test_branching_factor(): """Test that nodes have at max branching_factor number of subclusters""" X, y = make_blobs() branching_factor = 9 # Purposefully set a low threshold to maximize the subclusters. brc = Birch(n_clusters=None, branching_factor=branching_factor, threshold=0.01) brc.fit(X) check_branching_factor(brc.root_, branching_factor) brc = Birch(n_clusters=3, branching_factor=branching_factor, threshold=0.01) brc.fit(X) check_branching_factor(brc.root_, branching_factor) # Raises error when branching_factor is set to one. brc = Birch(n_clusters=None, branching_factor=1, threshold=0.01) assert_raises(ValueError, brc.fit, X) def check_threshold(birch_instance, threshold): """Use the leaf linked list for traversal""" current_leaf = birch_instance.dummy_leaf_.next_leaf_ while current_leaf: subclusters = current_leaf.subclusters_ for sc in subclusters: assert_greater_equal(threshold, sc.radius) current_leaf = current_leaf.next_leaf_ def test_threshold(): """Test that the leaf subclusters have a threshold lesser than radius""" X, y = make_blobs(n_samples=80, centers=4) brc = Birch(threshold=0.5, n_clusters=None) brc.fit(X) check_threshold(brc, 0.5) brc = Birch(threshold=5.0, n_clusters=None) brc.fit(X) check_threshold(brc, 5.)
bsd-3-clause
maropu/spark
python/pyspark/pandas/tests/data_type_ops/test_complex_ops.py
7
9065
# # 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. # import decimal import datetime import pandas as pd from pyspark import pandas as ps from pyspark.pandas.config import option_context from pyspark.pandas.tests.data_type_ops.testing_utils import TestCasesUtils from pyspark.testing.pandasutils import PandasOnSparkTestCase class ComplexOpsTest(PandasOnSparkTestCase, TestCasesUtils): @property def numeric_array_psers(self): return [ pd.Series([[1, 2, 3]]), pd.Series([[0.1, 0.2, 0.3]]), pd.Series([[decimal.Decimal(1), decimal.Decimal(2), decimal.Decimal(3)]]), ] @property def non_numeric_array_psers(self): return { "string": pd.Series([["x", "y", "z"]]), "date": pd.Series( [[datetime.date(1994, 1, 1), datetime.date(1994, 1, 2), datetime.date(1994, 1, 3)]] ), "bool": pd.Series([[True, True, False]]), } @property def numeric_array_pssers(self): return [ps.from_pandas(pser) for pser in self.numeric_array_psers] @property def non_numeric_array_pssers(self): pssers = {} for k, v in self.non_numeric_array_psers.items(): pssers[k] = ps.from_pandas(v) return pssers @property def psers(self): return self.numeric_array_psers + list(self.non_numeric_array_psers.values()) @property def pssers(self): return self.numeric_array_pssers + list(self.non_numeric_array_pssers.values()) @property def pser(self): return pd.Series([[1, 2, 3]]) @property def psser(self): return ps.from_pandas(self.pser) def test_add(self): for pser, psser in zip(self.psers, self.pssers): self.assert_eq(pser + pser, psser + psser) with option_context("compute.ops_on_diff_frames", True): # Numeric array + Numeric array for pser1, psser1 in zip(self.numeric_array_psers, self.numeric_array_pssers): for pser2, psser2 in zip(self.numeric_array_psers, self.numeric_array_pssers): self.assert_eq((pser1 + pser2).sort_values(), (psser1 + psser2).sort_values()) # Non-numeric array + Non-numeric array self.assertRaises( TypeError, lambda: self.non_numeric_array_pssers["string"] + self.non_numeric_array_pssers["bool"], ) self.assertRaises( TypeError, lambda: self.non_numeric_array_pssers["string"] + self.non_numeric_array_pssers["date"], ) self.assertRaises( TypeError, lambda: self.non_numeric_array_pssers["bool"] + self.non_numeric_array_pssers["date"], ) for data_type in self.non_numeric_array_psers.keys(): self.assert_eq( self.non_numeric_array_psers.get(data_type) + self.non_numeric_array_psers.get(data_type), self.non_numeric_array_pssers.get(data_type) + self.non_numeric_array_pssers.get(data_type), ) # Numeric array + Non-numeric array for numeric_ppser in self.numeric_array_pssers: for non_numeric_ppser in self.non_numeric_array_pssers.values(): self.assertRaises(TypeError, lambda: numeric_ppser + non_numeric_ppser) def test_sub(self): self.assertRaises(TypeError, lambda: self.psser - "x") self.assertRaises(TypeError, lambda: self.psser - 1) with option_context("compute.ops_on_diff_frames", True): for psser1 in self.pssers: for psser2 in self.pssers: self.assertRaises(TypeError, lambda: psser1 - psser2) def test_mul(self): self.assertRaises(TypeError, lambda: self.psser * "x") self.assertRaises(TypeError, lambda: self.psser * 1) with option_context("compute.ops_on_diff_frames", True): for psser1 in self.pssers: for psser2 in self.pssers: self.assertRaises(TypeError, lambda: psser1 * psser2) def test_truediv(self): self.assertRaises(TypeError, lambda: self.psser / "x") self.assertRaises(TypeError, lambda: self.psser / 1) with option_context("compute.ops_on_diff_frames", True): for psser1 in self.pssers: for psser2 in self.pssers: self.assertRaises(TypeError, lambda: psser1 / psser2) def test_floordiv(self): self.assertRaises(TypeError, lambda: self.psser // "x") self.assertRaises(TypeError, lambda: self.psser // 1) with option_context("compute.ops_on_diff_frames", True): for psser1 in self.pssers: for psser2 in self.pssers: self.assertRaises(TypeError, lambda: psser1 // psser2) def test_mod(self): self.assertRaises(TypeError, lambda: self.psser % "x") self.assertRaises(TypeError, lambda: self.psser % 1) with option_context("compute.ops_on_diff_frames", True): for psser1 in self.pssers: for psser2 in self.pssers: self.assertRaises(TypeError, lambda: psser1 % psser2) def test_pow(self): self.assertRaises(TypeError, lambda: self.psser ** "x") self.assertRaises(TypeError, lambda: self.psser ** 1) with option_context("compute.ops_on_diff_frames", True): for psser1 in self.pssers: for psser2 in self.pssers: self.assertRaises(TypeError, lambda: psser1 ** psser2) def test_radd(self): self.assertRaises(TypeError, lambda: "x" + self.psser) self.assertRaises(TypeError, lambda: 1 + self.psser) def test_rsub(self): self.assertRaises(TypeError, lambda: "x" - self.psser) self.assertRaises(TypeError, lambda: 1 - self.psser) def test_rmul(self): self.assertRaises(TypeError, lambda: "x" * self.psser) self.assertRaises(TypeError, lambda: 2 * self.psser) def test_rtruediv(self): self.assertRaises(TypeError, lambda: "x" / self.psser) self.assertRaises(TypeError, lambda: 1 / self.psser) def test_rfloordiv(self): self.assertRaises(TypeError, lambda: "x" // self.psser) self.assertRaises(TypeError, lambda: 1 // self.psser) def test_rmod(self): self.assertRaises(TypeError, lambda: 1 % self.psser) def test_rpow(self): self.assertRaises(TypeError, lambda: "x" ** self.psser) self.assertRaises(TypeError, lambda: 1 ** self.psser) def test_and(self): self.assertRaises(TypeError, lambda: self.psser & True) self.assertRaises(TypeError, lambda: self.psser & False) self.assertRaises(TypeError, lambda: self.psser & self.psser) def test_rand(self): self.assertRaises(TypeError, lambda: True & self.psser) self.assertRaises(TypeError, lambda: False & self.psser) def test_or(self): self.assertRaises(TypeError, lambda: self.psser | True) self.assertRaises(TypeError, lambda: self.psser | False) self.assertRaises(TypeError, lambda: self.psser | self.psser) def test_ror(self): self.assertRaises(TypeError, lambda: True | self.psser) self.assertRaises(TypeError, lambda: False | self.psser) def test_from_to_pandas(self): for pser, psser in zip(self.psers, self.pssers): self.assert_eq(pser, psser.to_pandas()) self.assert_eq(ps.from_pandas(pser), psser) def test_isnull(self): for pser, psser in zip(self.psers, self.pssers): self.assert_eq(pser.isnull(), psser.isnull()) def test_astype(self): self.assert_eq(self.pser.astype(str), self.psser.astype(str)) if __name__ == "__main__": import unittest from pyspark.pandas.tests.data_type_ops.test_complex_ops import * # noqa: F401 try: import xmlrunner # type: ignore[import] testRunner = xmlrunner.XMLTestRunner(output="target/test-reports", verbosity=2) except ImportError: testRunner = None unittest.main(testRunner=testRunner, verbosity=2)
apache-2.0
elahesadatnaghib/FB-Scheduler-v2
Graphics.py
1
14359
import numpy as np import matplotlib matplotlib.use("Agg") import matplotlib.pyplot as plt import matplotlib.animation as animation from matplotlib.patches import Circle import ephem import sqlite3 as lite from progressbar import ProgressBar # Altitude and Azimuth of a single field at t (JD) in rad def Fields_local_coordinate(Field_ra, Field_dec, t, Site): # date and time Site.date = t curr_obj = ephem.FixedBody() curr_obj._ra = Field_ra * np.pi / 180 curr_obj._dec = Field_dec * np.pi / 180 curr_obj.compute(Site) altitude = curr_obj.alt azimuth = curr_obj.az return altitude, azimuth def update_moon(t, Site) : Moon = ephem.Moon() Site.date = t Moon.compute(Site) X, Y = AltAz2XY(Moon.alt, Moon.az) r = Moon.size / 3600 * np.pi / 180 *2 return X, Y, r, Moon.alt def AltAz2XY(Alt, Az) : X = np.cos(Alt) * np.cos(Az) * -1 Y = np.cos(Alt) * np.sin(Az) #Y = Alt * 2/ np.pi #X = Az / (2*np.pi) return Y, -1*X def visualize(Date, PlotID = 1,FPS = 15,Steps = 20,MP4_quality = 300, Name = "LSST Scheduler Simulator.mp4", showClouds = False): # Import data All_Fields = np.loadtxt("NightDataInLIS/Constants/UnlabelledFields.lis", unpack = True) N_Fields = len(All_Fields[0]) Site = ephem.Observer() Site.lon = -1.2320792 Site.lat = -0.517781017 Site.elevation = 2650 Site.pressure = 0. Site.horizon = 0. if showClouds: Time_slots = np.loadtxt("NightDataInLIS/TimeSlots{}.lis".format(int(ephem.julian_date(Date))), unpack = True) All_Cloud_cover = np.loadtxt("NightDataInLIS/Clouds{}.lis".format(int(ephem.julian_date(Date))), unpack = True) #Initialize date and time lastN_start = float(Date) -1; lastN_end = float(Date) toN_start = float(Date); toN_end = float(Date) + 1 #Connect to the History data base con = lite.connect('FBDE.db') cur = con.cursor() # Prepare to save in MP4 format FFMpegWriter = animation.writers['ffmpeg'] metadata = dict(title='LSST Simulation', artist='Elahe', comment='Test') writer = FFMpegWriter(fps=FPS, metadata=metadata) #Progress bar initialization pbar = ProgressBar() # Initialize plot Fig = plt.figure() if PlotID == 1: ax = plt.subplot(111, axisbg = 'black') if PlotID == 2: ax = plt.subplot(211, axisbg = 'black') unobserved, Observed_lastN, Obseved_toN,\ ToN_History_line,\ uu,gg,rr,ii,zz,yy,\ last_10_History_line,\ Horizon, airmass_horizon, S_Pole,\ LSST,\ Clouds\ = ax.plot([], [], '*',[], [], '*',[], [], '*', [], [], '*', [], [], '*',[], [], '*',[], [], '*', [], [], '*',[], [], '*',[], [], '*', [], [], '-', [], [], '-',[], [], '-',[], [], 'D', [], [], 'o', [], [], 'o') ax.set_xlim(-1.5, 1.5) ax.set_ylim(-1.5, 1.5) ax.set_aspect('equal', adjustable = 'box') ax.get_xaxis().set_visible(False) ax.get_yaxis().set_visible(False) # Coloring Horizon.set_color('white'); airmass_horizon.set_color('red') S_Pole.set_markersize(3); S_Pole.set_markerfacecolor('red') star_size = 4 unobserved.set_color('dimgray'); unobserved.set_markersize(star_size) Observed_lastN.set_color('blue'); Observed_lastN.set_markersize(star_size) Obseved_toN.set_color('chartreuse'); Obseved_toN.set_markersize(0) uu.set_color('purple'); gg.set_color('green'); rr.set_color('red') ii.set_color('orange'); zz.set_color('pink'); yy.set_color('deeppink') Clouds.set_color('white'); Clouds.set_markersize(10); Clouds.set_alpha(0.2); Clouds.set_markeredgecolor(None) ToN_History_line.set_color('orange'); ToN_History_line.set_lw(.5) last_10_History_line.set_color('gray'); last_10_History_line.set_lw(.5) LSST.set_color('red'); LSST.set_markersize(8) if PlotID == 2: freqAX = plt.subplot(212) cur.execute('SELECT N_visit, Last_visit, Second_last_visit, Third_last_visit, Fourth_last_visit From FieldsStatistics') row = cur.fetchall() N_visit = [x[0] for x in row] Last_visit = [x[1] for x in row] Second_last_visit = [x[2] for x in row] Third_last_visit = [x[3] for x in row] Fourth_last_visit = [x[4] for x in row] initHistoricalcoverage = N_visit for index, id in enumerate(All_Fields): if Last_visit[index] > toN_start: initHistoricalcoverage[index] -= 1 if Second_last_visit[index] > toN_start: initHistoricalcoverage[index] -= 1 if Third_last_visit > toN_start: initHistoricalcoverage[index] -= 1 covering,current_cover = freqAX.plot(All_Fields[0],initHistoricalcoverage,'-',[],[],'o') freqAX.set_xlim(0,N_Fields) freqAX.set_ylim(0,np.max(initHistoricalcoverage)+5) covering.set_color('chartreuse'); covering.set_markersize(2) current_cover.set_color('red'); current_cover.set_markersize(6) cur.execute('SELECT Night_count, T_start, T_end FROM NightSummary WHERE T_start BETWEEN (?) AND (?)',(toN_start, toN_end)) row = cur.fetchone() vID = row[0] t_start = row[1] t_end = row[2] t = t_start # Figure labels and fixed elements Phi = np.arange(0, 2* np.pi, 0.05) Horizon.set_data(1.01*np.cos(Phi), 1.01*np.sin(Phi)) ax.text(-1.3, 0, 'West', color = 'white', fontsize = 7) ax.text(1.15, 0 ,'East', color = 'white', fontsize = 7) ax.text( 0, 1.1, 'North', color = 'white', fontsize = 7) airmass_horizon.set_data(np.cos(np.pi/4) * np.cos(Phi), np.cos(np.pi/4) * np.sin(Phi)) ax.text(-.3, 0.6, 'Acceptable airmass horizon', color = 'white', fontsize = 5, fontweight = 'bold') Alt, Az = Fields_local_coordinate(180, -90, t, Site) x, y = AltAz2XY(Alt,Az) S_Pole.set_data(x, y) ax.text(x+ .05, y, 'S-Pole', color = 'white', fontsize = 7) # Observed last night fields cur.execute('SELECT Field_id FROM Schedule WHERE ephemDate BETWEEN (?) AND (?)',(lastN_start, lastN_end)) row = cur.fetchall() if row is not None: F1 = [x[0] for x in row] else: F1 = [] # Tonight observation path cur.execute('SELECT Field_id, ephemDate, filter FROM Schedule WHERE ephemDate BETWEEN (?) AND (?)',(toN_start, toN_end)) row = cur.fetchall() if row[0][0] is not None: F2 = [x[0] for x in row] F2_timing = [x[1] for x in row] F2_filtering = [x[2] for x in row] else: F2 = []; F2_timing = []; F2_filtering = [] # Sky elements Moon = Circle((0, 0), 0, color = 'silver', zorder = 3) ax.add_patch(Moon) Moon_text = ax.text([], [], 'Moon', color = 'white', fontsize = 7) with writer.saving(Fig, Name, MP4_quality) : for t in pbar(np.linspace(t_start, t_end, num = Steps)): # Find the index of the current time time_index = 0 while t > F2_timing[time_index]: time_index += 1 if showClouds: Slot_n = 0 while t > Time_slots[Slot_n]: Slot_n += 1 visit_index = 0 visited_field = 0 visit_index_u = 0; visit_index_g = 0; visit_index_r = 0; visit_index_i = 0; visit_index_z = 0; visit_index_y = 0 visit_filter = 'r' # Object fields: F1)Observed last night F2)Observed tonight F3)Unobserved F4)Covered by clouds F1_X = []; F1_Y = []; F2_X = []; F2_Y = []; F3_X = []; F3_Y = []; F4_X = []; F4_Y = [] # Filter coloring for tonight observation U_X = []; U_Y = []; G_X = []; G_Y = []; R_X = []; R_Y = []; I_X = []; I_Y = []; Z_X = []; Z_Y = []; Y_X = []; Y_Y = [] # F1 coordinate: for i in F1: Alt, Az = Fields_local_coordinate(All_Fields[1,i-1], All_Fields[2,i-1], t, Site) if Alt > 0: X, Y = AltAz2XY(Alt,Az) F1_X.append(X); F1_Y.append(Y) # F2 coordinate: for i,tau,filter in zip(F2, F2_timing, F2_filtering): Alt, Az = Fields_local_coordinate(All_Fields[1,i-1], All_Fields[2,i-1], t, Site) if Alt > 0: X, Y = AltAz2XY(Alt,Az) F2_X.append(X); F2_Y.append(Y) if filter == 'u': U_X.append(X); U_Y.append(Y) if t >= tau: visit_index_u = len(U_X) -1 elif filter == 'g': G_X.append(X); G_Y.append(Y) if t >= tau: visit_index_g = len(G_Y) -1 elif filter == 'r': R_X.append(X); R_Y.append(Y) if t >= tau: visit_index_r = len(R_Y) -1 elif filter == 'i': I_X.append(X); I_Y.append(Y) if t >= tau: visit_index_i = len(I_Y) -1 elif filter == 'z': Z_X.append(X); Z_Y.append(Y) if t >= tau: visit_index_z = len(Z_Y) -1 elif filter == 'y': Y_X.append(X); Y_Y.append(Y) if t >= tau: visit_index_y = len(Y_Y) -1 if t >= tau: visit_index = len(F2_X) -1 visited_field = i visit_filter = filter # F3 coordinate: for i in range(0,N_Fields): if True: Alt, Az = Fields_local_coordinate(All_Fields[1,i], All_Fields[2,i], t, Site) if Alt > 0: X, Y = AltAz2XY(Alt,Az) F3_X.append(X); F3_Y.append(Y) # F4 coordinates if showClouds: for i in range(0,N_Fields): if All_Cloud_cover[Slot_n,i] == 2 or All_Cloud_cover[Slot_n,i] == 1 or All_Cloud_cover[Slot_n,i] == -1: Alt, Az = Fields_local_coordinate(All_Fields[1,i], All_Fields[2,i], t, Site) if Alt > 0: X, Y = AltAz2XY(Alt,Az) F4_X.append(X); F4_Y.append(Y) # Update plot unobserved.set_data([F3_X,F3_Y]) Observed_lastN.set_data([F1_X,F1_Y]) Obseved_toN.set_data([F2_X[0:visit_index],F2_Y[0:visit_index]]) uu.set_data([U_X[0:visit_index_u],U_Y[0:visit_index_u]]); gg.set_data([G_X[0:visit_index_g],G_Y[0:visit_index_g]]) rr.set_data([R_X[0:visit_index_r],R_Y[0:visit_index_r]]); ii.set_data([I_X[0:visit_index_i],I_Y[0:visit_index_i]]) zz.set_data([Z_X[0:visit_index_z],Z_Y[0:visit_index_z]]); yy.set_data([Y_X[0:visit_index_y],Y_Y[0:visit_index_y]]) ToN_History_line.set_data([F2_X[0:visit_index], F2_Y[0:visit_index]]) last_10_History_line.set_data([F2_X[visit_index - 10: visit_index], F2_Y[visit_index - 10: visit_index]]) # telescope position and color LSST.set_data([F2_X[visit_index],F2_Y[visit_index]]) if visit_filter == 'u': LSST.set_color('purple') if visit_filter == 'g': LSST.set_color('green') if visit_filter == 'r': LSST.set_color('red') if visit_filter == 'i': LSST.set_color('orange') if visit_filter == 'z': LSST.set_color('pink') if visit_filter == 'y': LSST.set_color('deeppink') Clouds.set_data([F4_X,F4_Y]) # Update Moon X, Y, r, alt = update_moon(t, Site) Moon.center = X, Y Moon.radius = r if alt > 0: #Moon.set_visible(True) Moon_text.set_visible(True) Moon_text.set_x(X+.002); Moon_text.set_y(Y+.002) else : Moon.set_visible(False) Moon_text.set_visible(False) #Update coverage if PlotID == 2: Historicalcoverage = np.zeros(N_Fields) for i,tau in zip(F2, F2_timing): if tau <= t: Historicalcoverage[i -1] += 1 else: break tot = Historicalcoverage + initHistoricalcoverage current_cover.set_data(visited_field -1,tot[visited_field -1]) covering.set_data(All_Fields[0], tot) #Observation statistics leg = plt.legend([Observed_lastN, Obseved_toN], ['Visited last night', time_index]) for l in leg.get_texts(): l.set_fontsize(6) date = ephem.date(t) Fig.suptitle('Top view of the LSST site on {}, GMT'.format(date)) ''' # progress perc= int(100*(t - t_start)/(t_end - t_start)) if perc <= 100: print('{} %'.format(perc)) else: print('100 %') ''' #Save current frame writer.grab_frame() ''' Site = ephem.Observer() Site.lon = -1.2320792 Site.lat = -0.517781017 Site.elevation = 2650 Site.pressure = 0. Site.horizon = 0. n_nights = 3 # number of the nights to be scheduled starting from 1st Jan. 2021 Date_start = ephem.Date('2015/6/28 12:00:00.00') # times are in UT for i in range(n_nights): Date = ephem.Date(Date_start + i) # times are in UT # create animation FPS = 10 # Frame per second Steps = 100 # Simulation steps MP4_quality = 300 # MP4 size and quality PlotID = 1 # 1 for one Plot, 2 for including covering pattern visualize(Date, PlotID ,FPS, Steps, MP4_quality, 'Visualizations/LSST1plot{}.mp4'.format(i + 1), showClouds= True) '''
mit
dhruv13J/scikit-learn
examples/cross_decomposition/plot_compare_cross_decomposition.py
142
4761
""" =================================== Compare cross decomposition methods =================================== Simple usage of various cross decomposition algorithms: - PLSCanonical - PLSRegression, with multivariate response, a.k.a. PLS2 - PLSRegression, with univariate response, a.k.a. PLS1 - CCA Given 2 multivariate covarying two-dimensional datasets, X, and Y, PLS extracts the 'directions of covariance', i.e. the components of each datasets that explain the most shared variance between both datasets. This is apparent on the **scatterplot matrix** display: components 1 in dataset X and dataset Y are maximally correlated (points lie around the first diagonal). This is also true for components 2 in both dataset, however, the correlation across datasets for different components is weak: the point cloud is very spherical. """ print(__doc__) import numpy as np import matplotlib.pyplot as plt from sklearn.cross_decomposition import PLSCanonical, PLSRegression, CCA ############################################################################### # Dataset based latent variables model n = 500 # 2 latents vars: 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_train = X[:n / 2] Y_train = Y[:n / 2] X_test = X[n / 2:] Y_test = Y[n / 2:] print("Corr(X)") print(np.round(np.corrcoef(X.T), 2)) print("Corr(Y)") print(np.round(np.corrcoef(Y.T), 2)) ############################################################################### # Canonical (symmetric) PLS # Transform data # ~~~~~~~~~~~~~~ plsca = PLSCanonical(n_components=2) plsca.fit(X_train, Y_train) X_train_r, Y_train_r = plsca.transform(X_train, Y_train) X_test_r, Y_test_r = plsca.transform(X_test, Y_test) # Scatter plot of scores # ~~~~~~~~~~~~~~~~~~~~~~ # 1) On diagonal plot X vs Y scores on each components plt.figure(figsize=(12, 8)) plt.subplot(221) plt.plot(X_train_r[:, 0], Y_train_r[:, 0], "ob", label="train") plt.plot(X_test_r[:, 0], Y_test_r[:, 0], "or", label="test") plt.xlabel("x scores") plt.ylabel("y scores") plt.title('Comp. 1: X vs Y (test corr = %.2f)' % np.corrcoef(X_test_r[:, 0], Y_test_r[:, 0])[0, 1]) plt.xticks(()) plt.yticks(()) plt.legend(loc="best") plt.subplot(224) plt.plot(X_train_r[:, 1], Y_train_r[:, 1], "ob", label="train") plt.plot(X_test_r[:, 1], Y_test_r[:, 1], "or", label="test") plt.xlabel("x scores") plt.ylabel("y scores") plt.title('Comp. 2: X vs Y (test corr = %.2f)' % np.corrcoef(X_test_r[:, 1], Y_test_r[:, 1])[0, 1]) plt.xticks(()) plt.yticks(()) plt.legend(loc="best") # 2) Off diagonal plot components 1 vs 2 for X and Y plt.subplot(222) plt.plot(X_train_r[:, 0], X_train_r[:, 1], "*b", label="train") plt.plot(X_test_r[:, 0], X_test_r[:, 1], "*r", label="test") plt.xlabel("X comp. 1") plt.ylabel("X comp. 2") plt.title('X comp. 1 vs X comp. 2 (test corr = %.2f)' % np.corrcoef(X_test_r[:, 0], X_test_r[:, 1])[0, 1]) plt.legend(loc="best") plt.xticks(()) plt.yticks(()) plt.subplot(223) plt.plot(Y_train_r[:, 0], Y_train_r[:, 1], "*b", label="train") plt.plot(Y_test_r[:, 0], Y_test_r[:, 1], "*r", label="test") plt.xlabel("Y comp. 1") plt.ylabel("Y comp. 2") plt.title('Y comp. 1 vs Y comp. 2 , (test corr = %.2f)' % np.corrcoef(Y_test_r[:, 0], Y_test_r[:, 1])[0, 1]) plt.legend(loc="best") plt.xticks(()) plt.yticks(()) plt.show() ############################################################################### # PLS regression, with multivariate response, a.k.a. PLS2 n = 1000 q = 3 p = 10 X = np.random.normal(size=n * p).reshape((n, p)) B = np.array([[1, 2] + [0] * (p - 2)] * q).T # each Yj = 1*X1 + 2*X2 + noize Y = np.dot(X, B) + np.random.normal(size=n * q).reshape((n, q)) + 5 pls2 = PLSRegression(n_components=3) pls2.fit(X, Y) print("True B (such that: Y = XB + Err)") print(B) # compare pls2.coefs with B print("Estimated B") print(np.round(pls2.coefs, 1)) pls2.predict(X) ############################################################################### # PLS regression, with univariate response, a.k.a. PLS1 n = 1000 p = 10 X = np.random.normal(size=n * p).reshape((n, p)) y = X[:, 0] + 2 * X[:, 1] + np.random.normal(size=n * 1) + 5 pls1 = PLSRegression(n_components=3) pls1.fit(X, y) # note that the number of compements exceeds 1 (the dimension of y) print("Estimated betas") print(np.round(pls1.coefs, 1)) ############################################################################### # CCA (PLS mode B with symmetric deflation) cca = CCA(n_components=2) cca.fit(X_train, Y_train) X_train_r, Y_train_r = plsca.transform(X_train, Y_train) X_test_r, Y_test_r = plsca.transform(X_test, Y_test)
bsd-3-clause
giorgiop/scikit-learn
sklearn/metrics/pairwise.py
5
46491
# -*- coding: utf-8 -*- # Authors: Alexandre Gramfort <alexandre.gramfort@inria.fr> # Mathieu Blondel <mathieu@mblondel.org> # Robert Layton <robertlayton@gmail.com> # Andreas Mueller <amueller@ais.uni-bonn.de> # Philippe Gervais <philippe.gervais@inria.fr> # Lars Buitinck # Joel Nothman <joel.nothman@gmail.com> # License: BSD 3 clause import itertools import numpy as np from scipy.spatial import distance from scipy.sparse import csr_matrix from scipy.sparse import issparse from ..utils import check_array from ..utils import gen_even_slices from ..utils import gen_batches from ..utils.fixes import partial from ..utils.extmath import row_norms, safe_sparse_dot from ..preprocessing import normalize from ..externals.joblib import Parallel from ..externals.joblib import delayed from ..externals.joblib.parallel import cpu_count from .pairwise_fast import _chi2_kernel_fast, _sparse_manhattan # Utility Functions def _return_float_dtype(X, Y): """ 1. If dtype of X and Y is float32, then dtype float32 is returned. 2. Else dtype float is returned. """ if not issparse(X) and not isinstance(X, np.ndarray): X = np.asarray(X) if Y is None: Y_dtype = X.dtype elif not issparse(Y) and not isinstance(Y, np.ndarray): Y = np.asarray(Y) Y_dtype = Y.dtype else: Y_dtype = Y.dtype if X.dtype == Y_dtype == np.float32: dtype = np.float32 else: dtype = np.float return X, Y, dtype def check_pairwise_arrays(X, Y, precomputed=False, dtype=None): """ Set X and Y appropriately and checks inputs If Y is None, it is set as a pointer to X (i.e. not a copy). If Y is given, this does not happen. All distance metrics should use this function first to assert that the given parameters are correct and safe to use. Specifically, this function first ensures that both X and Y are arrays, then checks that they are at least two dimensional while ensuring that their elements are floats (or dtype if provided). Finally, the function checks that the size of the second dimension of the two arrays is equal, or the equivalent check for a precomputed distance matrix. Parameters ---------- X : {array-like, sparse matrix}, shape (n_samples_a, n_features) Y : {array-like, sparse matrix}, shape (n_samples_b, n_features) precomputed : bool True if X is to be treated as precomputed distances to the samples in Y. dtype : string, type, list of types or None (default=None) Data type required for X and Y. If None, the dtype will be an appropriate float type selected by _return_float_dtype. .. versionadded:: 0.18 Returns ------- safe_X : {array-like, sparse matrix}, shape (n_samples_a, n_features) An array equal to X, guaranteed to be a numpy array. safe_Y : {array-like, sparse matrix}, shape (n_samples_b, n_features) An array equal to Y if Y was not None, guaranteed to be a numpy array. If Y was None, safe_Y will be a pointer to X. """ X, Y, dtype_float = _return_float_dtype(X, Y) warn_on_dtype = dtype is not None estimator = 'check_pairwise_arrays' if dtype is None: dtype = dtype_float if Y is X or Y is None: X = Y = check_array(X, accept_sparse='csr', dtype=dtype, warn_on_dtype=warn_on_dtype, estimator=estimator) else: X = check_array(X, accept_sparse='csr', dtype=dtype, warn_on_dtype=warn_on_dtype, estimator=estimator) Y = check_array(Y, accept_sparse='csr', dtype=dtype, warn_on_dtype=warn_on_dtype, estimator=estimator) if precomputed: if X.shape[1] != Y.shape[0]: raise ValueError("Precomputed metric requires shape " "(n_queries, n_indexed). Got (%d, %d) " "for %d indexed." % (X.shape[0], X.shape[1], Y.shape[0])) elif X.shape[1] != Y.shape[1]: raise ValueError("Incompatible dimension for X and Y matrices: " "X.shape[1] == %d while Y.shape[1] == %d" % ( X.shape[1], Y.shape[1])) return X, Y def check_paired_arrays(X, Y): """ Set X and Y appropriately and checks inputs for paired distances All paired distance metrics should use this function first to assert that the given parameters are correct and safe to use. Specifically, this function first ensures that both X and Y are arrays, then checks that they are at least two dimensional while ensuring that their elements are floats. Finally, the function checks that the size of the dimensions of the two arrays are equal. Parameters ---------- X : {array-like, sparse matrix}, shape (n_samples_a, n_features) Y : {array-like, sparse matrix}, shape (n_samples_b, n_features) Returns ------- safe_X : {array-like, sparse matrix}, shape (n_samples_a, n_features) An array equal to X, guaranteed to be a numpy array. safe_Y : {array-like, sparse matrix}, shape (n_samples_b, n_features) An array equal to Y if Y was not None, guaranteed to be a numpy array. If Y was None, safe_Y will be a pointer to X. """ X, Y = check_pairwise_arrays(X, Y) if X.shape != Y.shape: raise ValueError("X and Y should be of same shape. They were " "respectively %r and %r long." % (X.shape, Y.shape)) return X, Y # Pairwise distances def euclidean_distances(X, Y=None, Y_norm_squared=None, squared=False, X_norm_squared=None): """ Considering the rows of X (and Y=X) as vectors, compute the distance matrix between each pair of vectors. For efficiency reasons, the euclidean distance between a pair of row vector x and y is computed as:: dist(x, y) = sqrt(dot(x, x) - 2 * dot(x, y) + dot(y, y)) This formulation has two advantages over other ways of computing distances. First, it is computationally efficient when dealing with sparse data. Second, if one argument varies but the other remains unchanged, then `dot(x, x)` and/or `dot(y, y)` can be pre-computed. However, this is not the most precise way of doing this computation, and the distance matrix returned by this function may not be exactly symmetric as required by, e.g., ``scipy.spatial.distance`` functions. Read more in the :ref:`User Guide <metrics>`. Parameters ---------- X : {array-like, sparse matrix}, shape (n_samples_1, n_features) Y : {array-like, sparse matrix}, shape (n_samples_2, n_features) Y_norm_squared : array-like, shape (n_samples_2, ), optional Pre-computed dot-products of vectors in Y (e.g., ``(Y**2).sum(axis=1)``) squared : boolean, optional Return squared Euclidean distances. X_norm_squared : array-like, shape = [n_samples_1], optional Pre-computed dot-products of vectors in X (e.g., ``(X**2).sum(axis=1)``) Returns ------- distances : {array, sparse matrix}, shape (n_samples_1, n_samples_2) Examples -------- >>> from sklearn.metrics.pairwise import euclidean_distances >>> X = [[0, 1], [1, 1]] >>> # distance between rows of X >>> euclidean_distances(X, X) array([[ 0., 1.], [ 1., 0.]]) >>> # get distance to origin >>> euclidean_distances(X, [[0, 0]]) array([[ 1. ], [ 1.41421356]]) See also -------- paired_distances : distances betweens pairs of elements of X and Y. """ X, Y = check_pairwise_arrays(X, Y) if X_norm_squared is not None: XX = check_array(X_norm_squared) if XX.shape == (1, X.shape[0]): XX = XX.T elif XX.shape != (X.shape[0], 1): raise ValueError( "Incompatible dimensions for X and X_norm_squared") else: XX = row_norms(X, squared=True)[:, np.newaxis] if X is Y: # shortcut in the common case euclidean_distances(X, X) YY = XX.T elif Y_norm_squared is not None: YY = np.atleast_2d(Y_norm_squared) if YY.shape != (1, Y.shape[0]): raise ValueError( "Incompatible dimensions for Y and Y_norm_squared") else: YY = row_norms(Y, squared=True)[np.newaxis, :] distances = safe_sparse_dot(X, Y.T, dense_output=True) distances *= -2 distances += XX distances += YY np.maximum(distances, 0, out=distances) if X is Y: # Ensure that distances between vectors and themselves are set to 0.0. # This may not be the case due to floating point rounding errors. distances.flat[::distances.shape[0] + 1] = 0.0 return distances if squared else np.sqrt(distances, out=distances) def pairwise_distances_argmin_min(X, Y, axis=1, metric="euclidean", batch_size=500, metric_kwargs=None): """Compute minimum distances between one point and a set of points. This function computes for each row in X, the index of the row of Y which is closest (according to the specified distance). The minimal distances are also returned. This is mostly equivalent to calling: (pairwise_distances(X, Y=Y, metric=metric).argmin(axis=axis), pairwise_distances(X, Y=Y, metric=metric).min(axis=axis)) but uses much less memory, and is faster for large arrays. Parameters ---------- X, Y : {array-like, sparse matrix} Arrays containing points. Respective shapes (n_samples1, n_features) and (n_samples2, n_features) batch_size : integer To reduce memory consumption over the naive solution, data are processed in batches, comprising batch_size rows of X and batch_size rows of Y. The default value is quite conservative, but can be changed for fine-tuning. The larger the number, the larger the memory usage. metric : string or callable, default 'euclidean' metric to use for distance computation. Any metric from scikit-learn or scipy.spatial.distance can be used. If metric is a callable function, it is called on each pair of instances (rows) and the resulting value recorded. The callable should take two arrays as input and return one value indicating the distance between them. This works for Scipy's metrics, but is less efficient than passing the metric name as a string. Distance matrices are not supported. Valid values for metric are: - from scikit-learn: ['cityblock', 'cosine', 'euclidean', 'l1', 'l2', 'manhattan'] - from scipy.spatial.distance: ['braycurtis', 'canberra', 'chebyshev', 'correlation', 'dice', 'hamming', 'jaccard', 'kulsinski', 'mahalanobis', 'matching', 'minkowski', 'rogerstanimoto', 'russellrao', 'seuclidean', 'sokalmichener', 'sokalsneath', 'sqeuclidean', 'yule'] See the documentation for scipy.spatial.distance for details on these metrics. metric_kwargs : dict, optional Keyword arguments to pass to specified metric function. axis : int, optional, default 1 Axis along which the argmin and distances are to be computed. Returns ------- argmin : numpy.ndarray Y[argmin[i], :] is the row in Y that is closest to X[i, :]. distances : numpy.ndarray distances[i] is the distance between the i-th row in X and the argmin[i]-th row in Y. See also -------- sklearn.metrics.pairwise_distances sklearn.metrics.pairwise_distances_argmin """ dist_func = None if metric in PAIRWISE_DISTANCE_FUNCTIONS: dist_func = PAIRWISE_DISTANCE_FUNCTIONS[metric] elif not callable(metric) and not isinstance(metric, str): raise ValueError("'metric' must be a string or a callable") X, Y = check_pairwise_arrays(X, Y) if metric_kwargs is None: metric_kwargs = {} if axis == 0: X, Y = Y, X # Allocate output arrays indices = np.empty(X.shape[0], dtype=np.intp) values = np.empty(X.shape[0]) values.fill(np.infty) for chunk_x in gen_batches(X.shape[0], batch_size): X_chunk = X[chunk_x, :] for chunk_y in gen_batches(Y.shape[0], batch_size): Y_chunk = Y[chunk_y, :] if dist_func is not None: if metric == 'euclidean': # special case, for speed d_chunk = safe_sparse_dot(X_chunk, Y_chunk.T, dense_output=True) d_chunk *= -2 d_chunk += row_norms(X_chunk, squared=True)[:, np.newaxis] d_chunk += row_norms(Y_chunk, squared=True)[np.newaxis, :] np.maximum(d_chunk, 0, d_chunk) else: d_chunk = dist_func(X_chunk, Y_chunk, **metric_kwargs) else: d_chunk = pairwise_distances(X_chunk, Y_chunk, metric=metric, **metric_kwargs) # Update indices and minimum values using chunk min_indices = d_chunk.argmin(axis=1) min_values = d_chunk[np.arange(chunk_x.stop - chunk_x.start), min_indices] flags = values[chunk_x] > min_values indices[chunk_x][flags] = min_indices[flags] + chunk_y.start values[chunk_x][flags] = min_values[flags] if metric == "euclidean" and not metric_kwargs.get("squared", False): np.sqrt(values, values) return indices, values def pairwise_distances_argmin(X, Y, axis=1, metric="euclidean", batch_size=500, metric_kwargs=None): """Compute minimum distances between one point and a set of points. This function computes for each row in X, the index of the row of Y which is closest (according to the specified distance). This is mostly equivalent to calling: pairwise_distances(X, Y=Y, metric=metric).argmin(axis=axis) but uses much less memory, and is faster for large arrays. This function works with dense 2D arrays only. Parameters ---------- X : array-like Arrays containing points. Respective shapes (n_samples1, n_features) and (n_samples2, n_features) Y : array-like Arrays containing points. Respective shapes (n_samples1, n_features) and (n_samples2, n_features) batch_size : integer To reduce memory consumption over the naive solution, data are processed in batches, comprising batch_size rows of X and batch_size rows of Y. The default value is quite conservative, but can be changed for fine-tuning. The larger the number, the larger the memory usage. metric : string or callable metric to use for distance computation. Any metric from scikit-learn or scipy.spatial.distance can be used. If metric is a callable function, it is called on each pair of instances (rows) and the resulting value recorded. The callable should take two arrays as input and return one value indicating the distance between them. This works for Scipy's metrics, but is less efficient than passing the metric name as a string. Distance matrices are not supported. Valid values for metric are: - from scikit-learn: ['cityblock', 'cosine', 'euclidean', 'l1', 'l2', 'manhattan'] - from scipy.spatial.distance: ['braycurtis', 'canberra', 'chebyshev', 'correlation', 'dice', 'hamming', 'jaccard', 'kulsinski', 'mahalanobis', 'matching', 'minkowski', 'rogerstanimoto', 'russellrao', 'seuclidean', 'sokalmichener', 'sokalsneath', 'sqeuclidean', 'yule'] See the documentation for scipy.spatial.distance for details on these metrics. metric_kwargs : dict keyword arguments to pass to specified metric function. axis : int, optional, default 1 Axis along which the argmin and distances are to be computed. Returns ------- argmin : numpy.ndarray Y[argmin[i], :] is the row in Y that is closest to X[i, :]. See also -------- sklearn.metrics.pairwise_distances sklearn.metrics.pairwise_distances_argmin_min """ if metric_kwargs is None: metric_kwargs = {} return pairwise_distances_argmin_min(X, Y, axis, metric, batch_size, metric_kwargs)[0] def manhattan_distances(X, Y=None, sum_over_features=True, size_threshold=5e8): """ Compute the L1 distances between the vectors in X and Y. With sum_over_features equal to False it returns the componentwise distances. Read more in the :ref:`User Guide <metrics>`. Parameters ---------- X : array_like An array with shape (n_samples_X, n_features). Y : array_like, optional An array with shape (n_samples_Y, n_features). sum_over_features : bool, default=True If True the function returns the pairwise distance matrix else it returns the componentwise L1 pairwise-distances. Not supported for sparse matrix inputs. size_threshold : int, default=5e8 Unused parameter. Returns ------- D : array If sum_over_features is False shape is (n_samples_X * n_samples_Y, n_features) and D contains the componentwise L1 pairwise-distances (ie. absolute difference), else shape is (n_samples_X, n_samples_Y) and D contains the pairwise L1 distances. Examples -------- >>> from sklearn.metrics.pairwise import manhattan_distances >>> manhattan_distances([[3]], [[3]])#doctest:+ELLIPSIS array([[ 0.]]) >>> manhattan_distances([[3]], [[2]])#doctest:+ELLIPSIS array([[ 1.]]) >>> manhattan_distances([[2]], [[3]])#doctest:+ELLIPSIS array([[ 1.]]) >>> manhattan_distances([[1, 2], [3, 4]],\ [[1, 2], [0, 3]])#doctest:+ELLIPSIS array([[ 0., 2.], [ 4., 4.]]) >>> import numpy as np >>> X = np.ones((1, 2)) >>> y = 2 * np.ones((2, 2)) >>> manhattan_distances(X, y, sum_over_features=False)#doctest:+ELLIPSIS array([[ 1., 1.], [ 1., 1.]]...) """ X, Y = check_pairwise_arrays(X, Y) if issparse(X) or issparse(Y): if not sum_over_features: raise TypeError("sum_over_features=%r not supported" " for sparse matrices" % sum_over_features) X = csr_matrix(X, copy=False) Y = csr_matrix(Y, copy=False) D = np.zeros((X.shape[0], Y.shape[0])) _sparse_manhattan(X.data, X.indices, X.indptr, Y.data, Y.indices, Y.indptr, X.shape[1], D) return D if sum_over_features: return distance.cdist(X, Y, 'cityblock') D = X[:, np.newaxis, :] - Y[np.newaxis, :, :] D = np.abs(D, D) return D.reshape((-1, X.shape[1])) def cosine_distances(X, Y=None): """Compute cosine distance between samples in X and Y. Cosine distance is defined as 1.0 minus the cosine similarity. Read more in the :ref:`User Guide <metrics>`. Parameters ---------- X : array_like, sparse matrix with shape (n_samples_X, n_features). Y : array_like, sparse matrix (optional) with shape (n_samples_Y, n_features). Returns ------- distance matrix : array An array with shape (n_samples_X, n_samples_Y). See also -------- sklearn.metrics.pairwise.cosine_similarity scipy.spatial.distance.cosine (dense matrices only) """ # 1.0 - cosine_similarity(X, Y) without copy S = cosine_similarity(X, Y) S *= -1 S += 1 return S # Paired distances def paired_euclidean_distances(X, Y): """ Computes the paired euclidean distances between X and Y Read more in the :ref:`User Guide <metrics>`. Parameters ---------- X : array-like, shape (n_samples, n_features) Y : array-like, shape (n_samples, n_features) Returns ------- distances : ndarray (n_samples, ) """ X, Y = check_paired_arrays(X, Y) return row_norms(X - Y) def paired_manhattan_distances(X, Y): """Compute the L1 distances between the vectors in X and Y. Read more in the :ref:`User Guide <metrics>`. Parameters ---------- X : array-like, shape (n_samples, n_features) Y : array-like, shape (n_samples, n_features) Returns ------- distances : ndarray (n_samples, ) """ X, Y = check_paired_arrays(X, Y) diff = X - Y if issparse(diff): diff.data = np.abs(diff.data) return np.squeeze(np.array(diff.sum(axis=1))) else: return np.abs(diff).sum(axis=-1) def paired_cosine_distances(X, Y): """ Computes the paired cosine distances between X and Y Read more in the :ref:`User Guide <metrics>`. Parameters ---------- X : array-like, shape (n_samples, n_features) Y : array-like, shape (n_samples, n_features) Returns ------- distances : ndarray, shape (n_samples, ) Notes ------ The cosine distance is equivalent to the half the squared euclidean distance if each sample is normalized to unit norm """ X, Y = check_paired_arrays(X, Y) return .5 * row_norms(normalize(X) - normalize(Y), squared=True) PAIRED_DISTANCES = { 'cosine': paired_cosine_distances, 'euclidean': paired_euclidean_distances, 'l2': paired_euclidean_distances, 'l1': paired_manhattan_distances, 'manhattan': paired_manhattan_distances, 'cityblock': paired_manhattan_distances} def paired_distances(X, Y, metric="euclidean", **kwds): """ Computes the paired distances between X and Y. Computes the distances between (X[0], Y[0]), (X[1], Y[1]), etc... Read more in the :ref:`User Guide <metrics>`. Parameters ---------- X : ndarray (n_samples, n_features) Array 1 for distance computation. Y : ndarray (n_samples, n_features) Array 2 for distance computation. metric : string or callable The metric to use when calculating distance between instances in a feature array. If metric is a string, it must be one of the options specified in PAIRED_DISTANCES, including "euclidean", "manhattan", or "cosine". Alternatively, if metric is a callable function, it is called on each pair of instances (rows) and the resulting value recorded. The callable should take two arrays from X as input and return a value indicating the distance between them. Returns ------- distances : ndarray (n_samples, ) Examples -------- >>> from sklearn.metrics.pairwise import paired_distances >>> X = [[0, 1], [1, 1]] >>> Y = [[0, 1], [2, 1]] >>> paired_distances(X, Y) array([ 0., 1.]) See also -------- pairwise_distances : pairwise distances. """ if metric in PAIRED_DISTANCES: func = PAIRED_DISTANCES[metric] return func(X, Y) elif callable(metric): # Check the matrix first (it is usually done by the metric) X, Y = check_paired_arrays(X, Y) distances = np.zeros(len(X)) for i in range(len(X)): distances[i] = metric(X[i], Y[i]) return distances else: raise ValueError('Unknown distance %s' % metric) # Kernels def linear_kernel(X, Y=None): """ Compute the linear kernel between X and Y. Read more in the :ref:`User Guide <linear_kernel>`. Parameters ---------- X : array of shape (n_samples_1, n_features) Y : array of shape (n_samples_2, n_features) Returns ------- Gram matrix : array of shape (n_samples_1, n_samples_2) """ X, Y = check_pairwise_arrays(X, Y) return safe_sparse_dot(X, Y.T, dense_output=True) def polynomial_kernel(X, Y=None, degree=3, gamma=None, coef0=1): """ Compute the polynomial kernel between X and Y:: K(X, Y) = (gamma <X, Y> + coef0)^degree Read more in the :ref:`User Guide <polynomial_kernel>`. Parameters ---------- X : ndarray of shape (n_samples_1, n_features) Y : ndarray of shape (n_samples_2, n_features) degree : int, default 3 gamma : float, default None if None, defaults to 1.0 / n_samples_1 coef0 : int, default 1 Returns ------- Gram matrix : array of shape (n_samples_1, n_samples_2) """ X, Y = check_pairwise_arrays(X, Y) if gamma is None: gamma = 1.0 / X.shape[1] K = safe_sparse_dot(X, Y.T, dense_output=True) K *= gamma K += coef0 K **= degree return K def sigmoid_kernel(X, Y=None, gamma=None, coef0=1): """ Compute the sigmoid kernel between X and Y:: K(X, Y) = tanh(gamma <X, Y> + coef0) Read more in the :ref:`User Guide <sigmoid_kernel>`. Parameters ---------- X : ndarray of shape (n_samples_1, n_features) Y : ndarray of shape (n_samples_2, n_features) gamma : float, default None If None, defaults to 1.0 / n_samples_1 coef0 : int, default 1 Returns ------- Gram matrix : array of shape (n_samples_1, n_samples_2) """ X, Y = check_pairwise_arrays(X, Y) if gamma is None: gamma = 1.0 / X.shape[1] K = safe_sparse_dot(X, Y.T, dense_output=True) K *= gamma K += coef0 np.tanh(K, K) # compute tanh in-place return K def rbf_kernel(X, Y=None, gamma=None): """ Compute the rbf (gaussian) kernel between X and Y:: K(x, y) = exp(-gamma ||x-y||^2) for each pair of rows x in X and y in Y. Read more in the :ref:`User Guide <rbf_kernel>`. Parameters ---------- X : array of shape (n_samples_X, n_features) Y : array of shape (n_samples_Y, n_features) gamma : float, default None If None, defaults to 1.0 / n_samples_X Returns ------- kernel_matrix : array of shape (n_samples_X, n_samples_Y) """ X, Y = check_pairwise_arrays(X, Y) if gamma is None: gamma = 1.0 / X.shape[1] K = euclidean_distances(X, Y, squared=True) K *= -gamma np.exp(K, K) # exponentiate K in-place return K def laplacian_kernel(X, Y=None, gamma=None): """Compute the laplacian kernel between X and Y. The laplacian kernel is defined as:: K(x, y) = exp(-gamma ||x-y||_1) for each pair of rows x in X and y in Y. Read more in the :ref:`User Guide <laplacian_kernel>`. .. versionadded:: 0.17 Parameters ---------- X : array of shape (n_samples_X, n_features) Y : array of shape (n_samples_Y, n_features) gamma : float, default None If None, defaults to 1.0 / n_samples_X Returns ------- kernel_matrix : array of shape (n_samples_X, n_samples_Y) """ X, Y = check_pairwise_arrays(X, Y) if gamma is None: gamma = 1.0 / X.shape[1] K = -gamma * manhattan_distances(X, Y) np.exp(K, K) # exponentiate K in-place return K def cosine_similarity(X, Y=None, dense_output=True): """Compute cosine similarity between samples in X and Y. Cosine similarity, or the cosine kernel, computes similarity as the normalized dot product of X and Y: K(X, Y) = <X, Y> / (||X||*||Y||) On L2-normalized data, this function is equivalent to linear_kernel. Read more in the :ref:`User Guide <cosine_similarity>`. Parameters ---------- X : ndarray or sparse array, shape: (n_samples_X, n_features) Input data. Y : ndarray or sparse array, shape: (n_samples_Y, n_features) Input data. If ``None``, the output will be the pairwise similarities between all samples in ``X``. dense_output : boolean (optional), default True Whether to return dense output even when the input is sparse. If ``False``, the output is sparse if both input arrays are sparse. .. versionadded:: 0.17 parameter ``dense_output`` for dense output. Returns ------- kernel matrix : array An array with shape (n_samples_X, n_samples_Y). """ # to avoid recursive import X, Y = check_pairwise_arrays(X, Y) X_normalized = normalize(X, copy=True) if X is Y: Y_normalized = X_normalized else: Y_normalized = normalize(Y, copy=True) K = safe_sparse_dot(X_normalized, Y_normalized.T, dense_output=dense_output) return K def additive_chi2_kernel(X, Y=None): """Computes the additive chi-squared kernel between observations in X and Y The chi-squared kernel is computed between each pair of rows in X and Y. X and Y have to be non-negative. This kernel is most commonly applied to histograms. The chi-squared kernel is given by:: k(x, y) = -Sum [(x - y)^2 / (x + y)] It can be interpreted as a weighted difference per entry. Read more in the :ref:`User Guide <chi2_kernel>`. Notes ----- As the negative of a distance, this kernel is only conditionally positive definite. Parameters ---------- X : array-like of shape (n_samples_X, n_features) Y : array of shape (n_samples_Y, n_features) Returns ------- kernel_matrix : array of shape (n_samples_X, n_samples_Y) References ---------- * Zhang, J. and Marszalek, M. and Lazebnik, S. and Schmid, C. Local features and kernels for classification of texture and object categories: A comprehensive study International Journal of Computer Vision 2007 http://research.microsoft.com/en-us/um/people/manik/projects/trade-off/papers/ZhangIJCV06.pdf See also -------- chi2_kernel : The exponentiated version of the kernel, which is usually preferable. sklearn.kernel_approximation.AdditiveChi2Sampler : A Fourier approximation to this kernel. """ if issparse(X) or issparse(Y): raise ValueError("additive_chi2 does not support sparse matrices.") X, Y = check_pairwise_arrays(X, Y) if (X < 0).any(): raise ValueError("X contains negative values.") if Y is not X and (Y < 0).any(): raise ValueError("Y contains negative values.") result = np.zeros((X.shape[0], Y.shape[0]), dtype=X.dtype) _chi2_kernel_fast(X, Y, result) return result def chi2_kernel(X, Y=None, gamma=1.): """Computes the exponential chi-squared kernel X and Y. The chi-squared kernel is computed between each pair of rows in X and Y. X and Y have to be non-negative. This kernel is most commonly applied to histograms. The chi-squared kernel is given by:: k(x, y) = exp(-gamma Sum [(x - y)^2 / (x + y)]) It can be interpreted as a weighted difference per entry. Read more in the :ref:`User Guide <chi2_kernel>`. Parameters ---------- X : array-like of shape (n_samples_X, n_features) Y : array of shape (n_samples_Y, n_features) gamma : float, default=1. Scaling parameter of the chi2 kernel. Returns ------- kernel_matrix : array of shape (n_samples_X, n_samples_Y) References ---------- * Zhang, J. and Marszalek, M. and Lazebnik, S. and Schmid, C. Local features and kernels for classification of texture and object categories: A comprehensive study International Journal of Computer Vision 2007 http://research.microsoft.com/en-us/um/people/manik/projects/trade-off/papers/ZhangIJCV06.pdf See also -------- additive_chi2_kernel : The additive version of this kernel sklearn.kernel_approximation.AdditiveChi2Sampler : A Fourier approximation to the additive version of this kernel. """ K = additive_chi2_kernel(X, Y) K *= gamma return np.exp(K, K) # Helper functions - distance PAIRWISE_DISTANCE_FUNCTIONS = { # If updating this dictionary, update the doc in both distance_metrics() # and also in pairwise_distances()! 'cityblock': manhattan_distances, 'cosine': cosine_distances, 'euclidean': euclidean_distances, 'l2': euclidean_distances, 'l1': manhattan_distances, 'manhattan': manhattan_distances, 'precomputed': None, # HACK: precomputed is always allowed, never called } def distance_metrics(): """Valid metrics for pairwise_distances. This function simply returns the valid pairwise distance metrics. It exists to allow for a description of the mapping for each of the valid strings. The valid distance metrics, and the function they map to, are: ============ ==================================== metric Function ============ ==================================== 'cityblock' metrics.pairwise.manhattan_distances 'cosine' metrics.pairwise.cosine_distances 'euclidean' metrics.pairwise.euclidean_distances 'l1' metrics.pairwise.manhattan_distances 'l2' metrics.pairwise.euclidean_distances 'manhattan' metrics.pairwise.manhattan_distances ============ ==================================== Read more in the :ref:`User Guide <metrics>`. """ return PAIRWISE_DISTANCE_FUNCTIONS def _parallel_pairwise(X, Y, func, n_jobs, **kwds): """Break the pairwise matrix in n_jobs even slices and compute them in parallel""" if n_jobs < 0: n_jobs = max(cpu_count() + 1 + n_jobs, 1) if Y is None: Y = X if n_jobs == 1: # Special case to avoid picklability checks in delayed return func(X, Y, **kwds) # TODO: in some cases, backend='threading' may be appropriate fd = delayed(func) ret = Parallel(n_jobs=n_jobs, verbose=0)( fd(X, Y[s], **kwds) for s in gen_even_slices(Y.shape[0], n_jobs)) return np.hstack(ret) def _pairwise_callable(X, Y, metric, **kwds): """Handle the callable case for pairwise_{distances,kernels} """ X, Y = check_pairwise_arrays(X, Y) if X is Y: # Only calculate metric for upper triangle out = np.zeros((X.shape[0], Y.shape[0]), dtype='float') iterator = itertools.combinations(range(X.shape[0]), 2) for i, j in iterator: out[i, j] = metric(X[i], Y[j], **kwds) # Make symmetric # NB: out += out.T will produce incorrect results out = out + out.T # Calculate diagonal # NB: nonzero diagonals are allowed for both metrics and kernels for i in range(X.shape[0]): x = X[i] out[i, i] = metric(x, x, **kwds) else: # Calculate all cells out = np.empty((X.shape[0], Y.shape[0]), dtype='float') iterator = itertools.product(range(X.shape[0]), range(Y.shape[0])) for i, j in iterator: out[i, j] = metric(X[i], Y[j], **kwds) return out _VALID_METRICS = ['euclidean', 'l2', 'l1', 'manhattan', 'cityblock', 'braycurtis', 'canberra', 'chebyshev', 'correlation', 'cosine', 'dice', 'hamming', 'jaccard', 'kulsinski', 'mahalanobis', 'matching', 'minkowski', 'rogerstanimoto', 'russellrao', 'seuclidean', 'sokalmichener', 'sokalsneath', 'sqeuclidean', 'yule', "wminkowski"] def pairwise_distances(X, Y=None, metric="euclidean", n_jobs=1, **kwds): """ Compute the distance matrix from a vector array X and optional Y. This method takes either a vector array or a distance matrix, and returns a distance matrix. If the input is a vector array, the distances are computed. If the input is a distances matrix, it is returned instead. This method provides a safe way to take a distance matrix as input, while preserving compatibility with many other algorithms that take a vector array. If Y is given (default is None), then the returned matrix is the pairwise distance between the arrays from both X and Y. Valid values for metric are: - From scikit-learn: ['cityblock', 'cosine', 'euclidean', 'l1', 'l2', 'manhattan']. These metrics support sparse matrix inputs. - From scipy.spatial.distance: ['braycurtis', 'canberra', 'chebyshev', 'correlation', 'dice', 'hamming', 'jaccard', 'kulsinski', 'mahalanobis', 'matching', 'minkowski', 'rogerstanimoto', 'russellrao', 'seuclidean', 'sokalmichener', 'sokalsneath', 'sqeuclidean', 'yule'] See the documentation for scipy.spatial.distance for details on these metrics. These metrics do not support sparse matrix inputs. Note that in the case of 'cityblock', 'cosine' and 'euclidean' (which are valid scipy.spatial.distance metrics), the scikit-learn implementation will be used, which is faster and has support for sparse matrices (except for 'cityblock'). For a verbose description of the metrics from scikit-learn, see the __doc__ of the sklearn.pairwise.distance_metrics function. Read more in the :ref:`User Guide <metrics>`. Parameters ---------- X : array [n_samples_a, n_samples_a] if metric == "precomputed", or, \ [n_samples_a, n_features] otherwise Array of pairwise distances between samples, or a feature array. Y : array [n_samples_b, n_features], optional An optional second feature array. Only allowed if metric != "precomputed". metric : string, or callable The metric to use when calculating distance between instances in a feature array. If metric is a string, it must be one of the options allowed by scipy.spatial.distance.pdist for its metric parameter, or a metric listed in pairwise.PAIRWISE_DISTANCE_FUNCTIONS. If metric is "precomputed", X is assumed to be a distance matrix. Alternatively, if metric is a callable function, it is called on each pair of instances (rows) and the resulting value recorded. The callable should take two arrays from X as input and return a value indicating the distance between them. n_jobs : int The number of jobs to use for the computation. This works by breaking down the pairwise matrix into n_jobs even slices and computing them in parallel. 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. `**kwds` : optional keyword parameters Any further parameters are passed directly to the distance function. If using a scipy.spatial.distance metric, the parameters are still metric dependent. See the scipy docs for usage examples. Returns ------- D : array [n_samples_a, n_samples_a] or [n_samples_a, n_samples_b] A distance matrix D such that D_{i, j} is the distance between the ith and jth vectors of the given matrix X, if Y is None. If Y is not None, then D_{i, j} is the distance between the ith array from X and the jth array from Y. """ if (metric not in _VALID_METRICS and not callable(metric) and metric != "precomputed"): raise ValueError("Unknown metric %s. " "Valid metrics are %s, or 'precomputed', or a " "callable" % (metric, _VALID_METRICS)) if metric == "precomputed": X, _ = check_pairwise_arrays(X, Y, precomputed=True) return X elif metric in PAIRWISE_DISTANCE_FUNCTIONS: func = PAIRWISE_DISTANCE_FUNCTIONS[metric] elif callable(metric): func = partial(_pairwise_callable, metric=metric, **kwds) else: if issparse(X) or issparse(Y): raise TypeError("scipy distance metrics do not" " support sparse matrices.") dtype = bool if metric in PAIRWISE_BOOLEAN_FUNCTIONS else None X, Y = check_pairwise_arrays(X, Y, dtype=dtype) if n_jobs == 1 and X is Y: return distance.squareform(distance.pdist(X, metric=metric, **kwds)) func = partial(distance.cdist, metric=metric, **kwds) return _parallel_pairwise(X, Y, func, n_jobs, **kwds) # These distances recquire boolean arrays, when using scipy.spatial.distance PAIRWISE_BOOLEAN_FUNCTIONS = [ 'dice', 'jaccard', 'kulsinski', 'matching', 'rogerstanimoto', 'russellrao', 'sokalmichener', 'sokalsneath', 'yule', ] # Helper functions - distance PAIRWISE_KERNEL_FUNCTIONS = { # If updating this dictionary, update the doc in both distance_metrics() # and also in pairwise_distances()! 'additive_chi2': additive_chi2_kernel, 'chi2': chi2_kernel, 'linear': linear_kernel, 'polynomial': polynomial_kernel, 'poly': polynomial_kernel, 'rbf': rbf_kernel, 'laplacian': laplacian_kernel, 'sigmoid': sigmoid_kernel, 'cosine': cosine_similarity, } def kernel_metrics(): """ Valid metrics for pairwise_kernels This function simply returns the valid pairwise distance metrics. It exists, however, to allow for a verbose description of the mapping for each of the valid strings. The valid distance metrics, and the function they map to, are: =============== ======================================== metric Function =============== ======================================== 'additive_chi2' sklearn.pairwise.additive_chi2_kernel 'chi2' sklearn.pairwise.chi2_kernel 'linear' sklearn.pairwise.linear_kernel 'poly' sklearn.pairwise.polynomial_kernel 'polynomial' sklearn.pairwise.polynomial_kernel 'rbf' sklearn.pairwise.rbf_kernel 'laplacian' sklearn.pairwise.laplacian_kernel 'sigmoid' sklearn.pairwise.sigmoid_kernel 'cosine' sklearn.pairwise.cosine_similarity =============== ======================================== Read more in the :ref:`User Guide <metrics>`. """ return PAIRWISE_KERNEL_FUNCTIONS KERNEL_PARAMS = { "additive_chi2": (), "chi2": (), "cosine": (), "exp_chi2": frozenset(["gamma"]), "linear": (), "poly": frozenset(["gamma", "degree", "coef0"]), "polynomial": frozenset(["gamma", "degree", "coef0"]), "rbf": frozenset(["gamma"]), "laplacian": frozenset(["gamma"]), "sigmoid": frozenset(["gamma", "coef0"]), } def pairwise_kernels(X, Y=None, metric="linear", filter_params=False, n_jobs=1, **kwds): """Compute the kernel between arrays X and optional array Y. This method takes either a vector array or a kernel matrix, and returns a kernel matrix. If the input is a vector array, the kernels are computed. If the input is a kernel matrix, it is returned instead. This method provides a safe way to take a kernel matrix as input, while preserving compatibility with many other algorithms that take a vector array. If Y is given (default is None), then the returned matrix is the pairwise kernel between the arrays from both X and Y. Valid values for metric are:: ['rbf', 'sigmoid', 'polynomial', 'poly', 'linear', 'cosine'] Read more in the :ref:`User Guide <metrics>`. Parameters ---------- X : array [n_samples_a, n_samples_a] if metric == "precomputed", or, \ [n_samples_a, n_features] otherwise Array of pairwise kernels between samples, or a feature array. Y : array [n_samples_b, n_features] A second feature array only if X has shape [n_samples_a, n_features]. metric : string, or callable The metric to use when calculating kernel between instances in a feature array. If metric is a string, it must be one of the metrics in pairwise.PAIRWISE_KERNEL_FUNCTIONS. If metric is "precomputed", X is assumed to be a kernel matrix. Alternatively, if metric is a callable function, it is called on each pair of instances (rows) and the resulting value recorded. The callable should take two arrays from X as input and return a value indicating the distance between them. n_jobs : int The number of jobs to use for the computation. This works by breaking down the pairwise matrix into n_jobs even slices and computing them in parallel. 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. filter_params : boolean Whether to filter invalid parameters or not. `**kwds` : optional keyword parameters Any further parameters are passed directly to the kernel function. Returns ------- K : array [n_samples_a, n_samples_a] or [n_samples_a, n_samples_b] A kernel matrix K such that K_{i, j} is the kernel between the ith and jth vectors of the given matrix X, if Y is None. If Y is not None, then K_{i, j} is the kernel between the ith array from X and the jth array from Y. Notes ----- If metric is 'precomputed', Y is ignored and X is returned. """ # import GPKernel locally to prevent circular imports from ..gaussian_process.kernels import Kernel as GPKernel if metric == "precomputed": X, _ = check_pairwise_arrays(X, Y, precomputed=True) return X elif isinstance(metric, GPKernel): func = metric.__call__ elif metric in PAIRWISE_KERNEL_FUNCTIONS: if filter_params: kwds = dict((k, kwds[k]) for k in kwds if k in KERNEL_PARAMS[metric]) func = PAIRWISE_KERNEL_FUNCTIONS[metric] elif callable(metric): func = partial(_pairwise_callable, metric=metric, **kwds) else: raise ValueError("Unknown kernel %r" % metric) return _parallel_pairwise(X, Y, func, n_jobs, **kwds)
bsd-3-clause
hugobowne/scikit-learn
examples/gaussian_process/plot_gpc.py
103
3927
""" ==================================================================== Probabilistic predictions with Gaussian process classification (GPC) ==================================================================== This example illustrates the predicted probability of GPC for an RBF kernel with different choices of the hyperparameters. The first figure shows the predicted probability of GPC with arbitrarily chosen hyperparameters and with the hyperparameters corresponding to the maximum log-marginal-likelihood (LML). While the hyperparameters chosen by optimizing LML have a considerable larger LML, they perform slightly worse according to the log-loss on test data. The figure shows that this is because they exhibit a steep change of the class probabilities at the class boundaries (which is good) but have predicted probabilities close to 0.5 far away from the class boundaries (which is bad) This undesirable effect is caused by the Laplace approximation used internally by GPC. The second figure shows the log-marginal-likelihood for different choices of the kernel's hyperparameters, highlighting the two choices of the hyperparameters used in the first figure by black dots. """ print(__doc__) # Authors: Jan Hendrik Metzen <jhm@informatik.uni-bremen.de> # # License: BSD 3 clause import numpy as np from matplotlib import pyplot as plt from sklearn.metrics.classification import accuracy_score, log_loss from sklearn.gaussian_process import GaussianProcessClassifier from sklearn.gaussian_process.kernels import RBF # Generate data train_size = 50 rng = np.random.RandomState(0) X = rng.uniform(0, 5, 100)[:, np.newaxis] y = np.array(X[:, 0] > 2.5, dtype=int) # Specify Gaussian Processes with fixed and optimized hyperparameters gp_fix = GaussianProcessClassifier(kernel=1.0 * RBF(length_scale=1.0), optimizer=None) gp_fix.fit(X[:train_size], y[:train_size]) gp_opt = GaussianProcessClassifier(kernel=1.0 * RBF(length_scale=1.0)) gp_opt.fit(X[:train_size], y[:train_size]) print("Log Marginal Likelihood (initial): %.3f" % gp_fix.log_marginal_likelihood(gp_fix.kernel_.theta)) print("Log Marginal Likelihood (optimized): %.3f" % gp_opt.log_marginal_likelihood(gp_opt.kernel_.theta)) print("Accuracy: %.3f (initial) %.3f (optimized)" % (accuracy_score(y[:train_size], gp_fix.predict(X[:train_size])), accuracy_score(y[:train_size], gp_opt.predict(X[:train_size])))) print("Log-loss: %.3f (initial) %.3f (optimized)" % (log_loss(y[:train_size], gp_fix.predict_proba(X[:train_size])[:, 1]), log_loss(y[:train_size], gp_opt.predict_proba(X[:train_size])[:, 1]))) # Plot posteriors plt.figure(0) plt.scatter(X[:train_size, 0], y[:train_size], c='k', label="Train data") plt.scatter(X[train_size:, 0], y[train_size:], c='g', label="Test data") X_ = np.linspace(0, 5, 100) plt.plot(X_, gp_fix.predict_proba(X_[:, np.newaxis])[:, 1], 'r', label="Initial kernel: %s" % gp_fix.kernel_) plt.plot(X_, gp_opt.predict_proba(X_[:, np.newaxis])[:, 1], 'b', label="Optimized kernel: %s" % gp_opt.kernel_) plt.xlabel("Feature") plt.ylabel("Class 1 probability") plt.xlim(0, 5) plt.ylim(-0.25, 1.5) plt.legend(loc="best") # Plot LML landscape plt.figure(1) theta0 = np.logspace(0, 8, 30) theta1 = np.logspace(-1, 1, 29) Theta0, Theta1 = np.meshgrid(theta0, theta1) LML = [[gp_opt.log_marginal_likelihood(np.log([Theta0[i, j], Theta1[i, j]])) for i in range(Theta0.shape[0])] for j in range(Theta0.shape[1])] LML = np.array(LML).T plt.plot(np.exp(gp_fix.kernel_.theta)[0], np.exp(gp_fix.kernel_.theta)[1], 'ko', zorder=10) plt.plot(np.exp(gp_opt.kernel_.theta)[0], np.exp(gp_opt.kernel_.theta)[1], 'ko', zorder=10) plt.pcolor(Theta0, Theta1, LML) plt.xscale("log") plt.yscale("log") plt.colorbar() plt.xlabel("Magnitude") plt.ylabel("Length-scale") plt.title("Log-marginal-likelihood") plt.show()
bsd-3-clause
MTgeophysics/mtpy
tests/modeling/ModEM/test_data.py
1
6272
import difflib import glob import os from os.path import dirname as UP import sys from unittest import TestCase import tarfile import matplotlib.pyplot as plt from mtpy.core.edi_collection import EdiCollection from mtpy.modeling.modem import Data # patch that changes the matplotlib behaviour from tests import make_temp_dir from tests.imaging import plt_wait, plt_close import numpy as np # from tests.modeling import show_patcher plt.ion() # enable interactive # plt.ioff() # disable interactive, which will also disable this patch # plt.show = show_patcher(plt.show) # end of patch class TestData(TestCase): """ this test suite only validates the functionality of Data objects but does not verify the output files """ @classmethod def setUpClass(cls): # setup temp dir cls._temp_dir = make_temp_dir(cls.__name__) #cls._temp_dir = '/tmp/expected' def setUp(self): # for each test, setup a different output dir self._output_dir = make_temp_dir(self._testMethodName, base_dir=self._temp_dir) # set the dir to the output from the previously correct run self._expected_output_dir = os.path.normpath( os.path.join( os.path.join(self._temp_dir, 'expected_data_output'), self._testMethodName ) ) # unzip expected output files tfn = os.path.join(os.path.dirname(__file__), 'test_data.expected.tar.gz') tf = tarfile.open(tfn) output_dir = self._expected_output_dir for member in tf.getmembers(): if (member.isreg()): if (self._testMethodName in member.name): member.name = os.path.basename(member.name) # remove the path by resetting it tf.extract(member, output_dir) # extract # end if # end if # end for if not os.path.isdir(self._expected_output_dir): self._expected_output_dir = None def tearDown(self): plt_wait(1) plt_close('all') mtpydir = UP(UP(UP(UP(os.path.abspath(__file__))))) edi_paths = [ os.path.join(mtpydir, "data/edifiles"), os.path.join(mtpydir, "examples/data/edi2"), os.path.join(mtpydir, "examples/data/edi_files"), os.path.join(mtpydir, "data/edifiles2"), #"../MT_Datasets/3D_MT_data_edited_fromDuanJM", #"../MT_Datasets/GA_UA_edited_10s-10000s", ] # epsg to project to. Google epsg 'your projection' epsg_code = 28354 epsg_code = 3112 error_types = [ # (test_name, error_type_tipper, error_tpye_z, error_value_z) ('floor_egbert', 'floor', 'egbert', 5), ('abs_egbert_floor', 'abs', 'egbert_floor', 5), ('floor_mean_od', 'floor', 'mean_od', 5), ('abs_mean_od_floor', 'abs', 'mean_od_floor', 5), ('floor_eigen', 'floor', 'eigen', 5), ('abs_eigen_floor', 'abs', 'eigen_floor', 5), ('floor_median', 'floor', 'median', 5), ('abs_median_floor', 'abs', 'median_floor', 5), # tests with error_type_z/error_value_z specified for # each component ('egbert_2x2_etz', 'floor', np.array([['egbert', 'egbert'], ['eigen', 'median']]), 5), ('egbert_2x2_evz', 'abs', 'egbert', np.array([[5,10], [10,5]])), ('egbert_2x2__etz_2x2__evz', 'abs', np.array([['egbert', 'egbert'], ['eigen', 'median']]), np.array([[5,10], [10,5]])) ] def _test_gen(edi_path, error_type_tipper, error_type_z, error_value_z): """ generate list of tests for the given edi path :param index: :param edi_path: :return: """ def test_func(self): if not os.path.isdir(edi_path): # input file does not exist, skip test after remove the output dir os.rmdir(self._output_dir) self.skipTest("edi path does not exist: {}".format(edi_path)) edi_list = glob.glob(edi_path + '/*.edi') period_list = EdiCollection(edi_list).select_periods() datob = Data(edi_list=edi_list, inv_mode='1', period_list=period_list, epsg=epsg_code, error_type_tipper=error_type_tipper, error_type_z=error_type_z, error_value_z=error_value_z, error_floor=10) datob.write_data_file(save_path=self._output_dir) # check the output if self._expected_output_dir: output_data_file = os.path.normpath(os.path.join(self._output_dir, "ModEM_Data.dat")) self.assertTrue(os.path.isfile(output_data_file), "output data file does not exist") expected_data_file = os.path.normpath(os.path.join(self._expected_output_dir, "ModEM_Data.dat")) self.assertTrue( os.path.isfile(expected_data_file), "expected output data file does not exist, nothing to compare" ) print("comparing", output_data_file, "and", expected_data_file) with open(output_data_file, 'r') as output: with open(expected_data_file, 'r') as expected: diff = difflib.unified_diff( expected.readlines(), output.readlines(), fromfile='expected', tofile='output' ) count = 0 for line in diff: sys.stdout.write(line) count += 1 self.assertTrue(count == 0, "output different!") else: print("no expected output exist, nothing to compare") return test_func # generate tests for edi_path in edi_paths: for name, error_type_tipper, error_type_z, error_value_z in error_types: test_func = _test_gen(edi_path, error_type_tipper, error_type_z, error_value_z) test_func.__name__ = "test_{}_{}".format(os.path.basename(edi_path), name) setattr(TestData, test_func.__name__, test_func) if 'test_func' in globals(): del globals()['test_func']
gpl-3.0
cgre-aachen/gempy
examples/tutorials/ch1_fundamentals/ch1_5_fault_relations.py
1
3621
""" 1.5: Fault relations ==================== """ # %% # Importing gempy import gempy as gp # Aux imports import numpy as np import pandas as pd import os # Importing the function to find the interface from gempy.utils.input_manipulation import find_interfaces_from_block_bottoms import matplotlib.pyplot as plt np.random.seed(1515) pd.set_option('precision', 2) # %% # We import a model from an existing folder. # # %% cwd = os.getcwd() if 'examples' not in cwd: data_path = os.getcwd() + '/examples/' else: data_path = cwd + '/../../' geo_model = gp.load_model(r'Tutorial_ch1-9a_Fault_relations', path=data_path + 'data/gempy_models/Tutorial_ch1-9a_Fault_relations', recompile=True) # %% geo_model.faults.faults_relations_df # %% geo_model.faults # %% geo_model.surfaces # %% gp.compute_model(geo_model, compute_mesh=False) # %% geo_model.solutions.lith_block # %% geo_model.solutions.block_matrix[0] # %% gp.plot_2d(geo_model, cell_number=[25], show_data=True) # Graben example # -------------- # %% geo_model_graben = gp.load_model(r'Tutorial_ch1-9b_Fault_relations', path=data_path + 'data/gempy_models/Tutorial_ch1-9b_Fault_relations', recompile=True) geo_model.meta.project_name = "Faults_relations" # %% geo_model_graben.surfaces # %% geo_model_graben.additional_data # %% # Displaying the input data: # # %% gp.plot_2d(geo_model_graben, direction='y') # %% gp.plot_2d(geo_model_graben, direction='x') # %% geo_model_graben.stack # %% geo_model_graben.faults # %% geo_model_graben.faults.faults_relations_df # %% gp.compute_model(geo_model_graben) # %% gp.plot_2d(geo_model_graben, cell_number=[25], show_data=True) # %% # sphinx_gallery_thumbnail_number = 5 gp.plot_3d(geo_model_graben, image=True) # %% gp.plot_2d(geo_model_graben, cell_number=[25], show_scalar=True, series_n=0) gp.plot_2d(geo_model_graben, cell_number=[25], show_scalar=True, series_n=1) # %% # Offset parameter (Experimental) # ------------------------------- # # %% geo_model_graben._interpolator.theano_graph.offset.set_value(1) gp.compute_model(geo_model_graben, compute_mesh=False) # %% gp.plot_2d(geo_model_graben, block=geo_model_graben.solutions.block_matrix[1, 0, :125000], show_data=True) # %% gp.plot_2d(geo_model_graben, series_n=2, show_scalar=True) # %% geo_model_graben.solutions.scalar_field_matrix[1] # %% # Finding the faults intersection: # ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ # # Sometimes we need to find the voxels that contain the each fault. To do # so we can use gempy's functionality to find interfaces as follows. Lets # use the first fault as an example: # # %% gp.plot_2d(geo_model_graben, regular_grid=geo_model_graben.solutions.block_matrix[0, 0, :125000], show_data=True) # %% # Remember the fault block is stored on: geo_model_graben.solutions.block_matrix[0, 0, :125000] # %% # Now we can find where is the intersection of the values 1 by calling the following function. # This will return Trues on those voxels on the intersection intersection = find_interfaces_from_block_bottoms( geo_model_graben.solutions.block_matrix[0, 0, :125000].reshape(50, 50, 50), 1, shift=1) # %% # We can manually plotting together to see exactly what we have done ax = gp.plot_2d(geo_model_graben, block=geo_model_graben.solutions.block_matrix[0, 0, :125000], show_data=True, show=False) plt.imshow(intersection[:, 25, :].T, origin='lower', extent=(0, 1000, -1000, 0), alpha=.5) plt.show() gp.save_model(geo_model)
lgpl-3.0