def _lstsq(X, y, rcond):
"Do least squares on the arguments"
try:
return lstsq(X, y, rcond)
except TypeError:
get_linalg_funcs()
return lstsq(X, y, rcond)
def prep_extrapolator(self, z, bbox=None):
if bbox is None:
bbox = (self.x[0], self.x[0], self.y[0], self.y[0])
minx, maxx, miny, maxy = np.asarray(bbox, np.float64)
minx = min(minx, np.minimum.reduce(self.x))
miny = min(miny, np.minimum.reduce(self.y))
maxx = max(maxx, np.maximum.reduce(self.x))
maxy = max(maxy, np.maximum.reduce(self.y))
M = max((maxx - minx) / 2, (maxy - miny) / 2)
midx = (minx + maxx) / 2.0
midy = (miny + maxy) / 2.0
xp, yp = np.array([[midx + 3 * M, midx, midx - 3 * M],
[midy, midy + 3 * M, midy - 3 * M]])
x1 = np.hstack((self.x, xp))
y1 = np.hstack((self.y, yp))
newtri = self.__class__(x1, y1)
# do a least-squares fit to a plane to make pseudo-data
xy1 = np.ones((len(self.x), 3), np.float64)
xy1[:, 0] = self.x
xy1[:, 1] = self.y
from numpy.dual import lstsq
c, res, rank, s = lstsq(xy1, z)
zp = np.hstack((z, xp * c[0] + yp * c[1] + c[2]))
return newtri, zp
def prep_extrapolator(self, z, bbox=None):
if bbox is None:
bbox = (self.x[0], self.x[0], self.y[0], self.y[0])
minx, maxx, miny, maxy = np.asarray(bbox, np.float64)
minx = min(minx, np.minimum.reduce(self.x))
miny = min(miny, np.minimum.reduce(self.y))
maxx = max(maxx, np.maximum.reduce(self.x))
maxy = max(maxy, np.maximum.reduce(self.y))
M = max((maxx - minx) / 2, (maxy - miny) / 2)
midx = (minx + maxx) / 2.0
midy = (miny + maxy) / 2.0
xp, yp = np.array([[midx + 3 * M, midx, midx - 3 * M],
[midy, midy + 3 * M, midy - 3 * M]])
x1 = np.hstack((self.x, xp))
y1 = np.hstack((self.y, yp))
newtri = self.__class__(x1, y1)
# do a least-squares fit to a plane to make pseudo-data
xy1 = np.ones((len(self.x), 3), np.float64)
xy1[:, 0] = self.x
xy1[:, 1] = self.y
from numpy.dual import lstsq
c, res, rank, s = lstsq(xy1, z)
zp = np.hstack((z, xp * c[0] + yp * c[1] + c[2]))
return newtri, zp
def predict(self, x):
"""Calculates a predicted value of the response based on the current
trained model for the supplied list of inputs.
:param x: Point at which the surrogate is evaluated.
"""
super(KrigingSurrogate, self).predict(x)
X, Y = self.X, self.Y
thetas = power(10., self.thetas)
r = exp(-thetas.dot(square((x - X).T)))
if self.R_fact is not None:
# Cholesky Decomposition
sol = cho_solve(self.R_fact, r).T
else:
# Linear Least Squares
sol = lstsq(self.R, r)[0].T
f = self.mu + dot(r, self.R_solve_ymu)
term1 = dot(r, sol)
# Note: sum(sol) should be 1, since Kriging is an unbiased
# estimator. This measures the effect of numerical instabilities.
bias = (1.0 - sum(sol))**2. / sum(self.R_solve_one)
mse = self.sig2 * (1.0 - term1 + bias)
rmse = sqrt(abs(mse))
return f, rmse
def predict(self, x):
"""
Calculates a predicted value of the response based on the current
trained model for the supplied list of inputs.
Args
----
x : array-like
Point at which the surrogate is evaluated.
"""
super(KrigingSurrogate, self).predict(x)
X, Y = self.X, self.Y
thetas = power(10., self.thetas)
r = exp(-thetas.dot(square((x - X).T)))
if self.R_fact is not None:
# Cholesky Decomposition
sol = cho_solve(self.R_fact, r).T
else:
# Linear Least Squares
sol = lstsq(self.R, r)[0].T
f = self.mu + dot(r, self.R_solve_ymu)
term1 = dot(r, sol)
# Note: sum(sol) should be 1, since Kriging is an unbiased
# estimator. This measures the effect of numerical instabilities.
bias = (1.0 - sum(sol)) ** 2. / sum(self.R_solve_one)
mse = self.sig2 * (1.0 - term1 + bias)
rmse = sqrt(abs(mse))
return f, rmse
def _calculate_log_likelihood(self):
"""
Calculates the log-likelihood (up to a constant) for a given
self.theta.
"""
R = zeros((self.n, self.n))
X, Y = self.X, self.Y
thetas = power(10., self.thetas)
# exponentially weighted distance formula
for i in range(self.n):
R[i, i + 1:self.n] = exp(
-thetas.dot(square(X[i, ...] - X[i + 1:self.n, ...]).T))
R *= (1.0 - self.nugget)
R += R.T + eye(self.n)
self.R = R
one = ones(self.n)
rhs = column_stack([Y, one])
try:
# Cholesky Decomposition
self.R_fact = cho_factor(R)
sol = cho_solve(self.R_fact, rhs)
solve = lambda x: cho_solve(self.R_fact, x)
det_factor = log(abs(prod(diagonal(self.R_fact[0]))**2) + 1.e-16)
except (linalg.LinAlgError, ValueError):
# Since Cholesky failed, try linear least squares
self.R_fact = None # reset this to none, so we know not to use Cholesky
sol = lstsq(self.R, rhs)[0]
solve = lambda x: lstsq(self.R, x)[0]
det_factor = slogdet(self.R)[1]
self.mu = dot(one, sol[:, :-1]) / dot(one, sol[:, -1])
y_minus_mu = Y - self.mu
self.R_solve_ymu = solve(y_minus_mu)
self.R_solve_one = sol[:, -1]
self.sig2 = dot(y_minus_mu.T, self.R_solve_ymu) / self.n
if isinstance(self.sig2, ndarray):
self.log_likelihood = -self.n/2. * slogdet(self.sig2)[1] \
- 1./2.*det_factor
else:
self.log_likelihood = -self.n/2. * log(self.sig2) \
- 1./2.*det_factor
def _calculate_log_likelihood(self):
"""
Calculates the log-likelihood (up to a constant) for a given
self.theta.
"""
R = zeros((self.n, self.n))
X, Y = self.X, self.Y
thetas = power(10., self.thetas)
# exponentially weighted distance formula
for i in range(self.n):
R[i, i+1:self.n] = exp(-thetas.dot(square(X[i, ...] - X[i+1:self.n, ...]).T))
R *= (1.0 - self.nugget)
R += R.T + eye(self.n)
self.R = R
one = ones(self.n)
rhs = column_stack([Y, one])
try:
# Cholesky Decomposition
self.R_fact = cho_factor(R)
sol = cho_solve(self.R_fact, rhs)
solve = lambda x: cho_solve(self.R_fact, x)
det_factor = log(abs(prod(diagonal(self.R_fact[0])) ** 2) + 1.e-16)
except (linalg.LinAlgError, ValueError):
# Since Cholesky failed, try linear least squares
self.R_fact = None # reset this to none, so we know not to use Cholesky
sol = lstsq(self.R, rhs)[0]
solve = lambda x: lstsq(self.R, x)[0]
det_factor = slogdet(self.R)[1]
self.mu = dot(one, sol[:, :-1]) / dot(one, sol[:, -1])
y_minus_mu = Y - self.mu
self.R_solve_ymu = solve(y_minus_mu)
self.R_solve_one = sol[:, -1]
self.sig2 = dot(y_minus_mu.T, self.R_solve_ymu) / self.n
if isinstance(self.sig2, ndarray):
self.log_likelihood = -self.n/2. * slogdet(self.sig2)[1] \
- 1./2.*det_factor
else:
self.log_likelihood = -self.n/2. * log(self.sig2) \
- 1./2.*det_factor
def train(self, x, y):
""" Calculate response surface equation coefficients using least
squares regression.
Args
----
x : array-like
Training input locations
y : array-like
Model responses at given inputs.
"""
super(ResponseSurface, self).train(x, y)
m = self.m = x.shape[0]
n = self.n = x.shape[1]
X = zeros((m, ((n + 1) * (n + 2)) // 2))
# Modify X to include constant, squared terms and cross terms
# Constant Terms
X[:, 0] = 1.0
# Linear Terms
X[:, 1:n+1] = x
# Quadratic Terms
X_offset = X[:, n + 1:]
for i in range(n):
# Z = einsum('i,ij->ij', X, Y) is equivalent to, but much faster and
# memory efficient than, diag(X).dot(Y) for vector X and 2D array Y.
# I.e. Z[i,j] = X[i]*Y[i,j]
X_offset[:, :n - i] = einsum('i,ij->ij', x[:, i], x[:, i:])
X_offset = X_offset[:, n-i:]
# Determine response surface equation coefficients (betas) using least squares
self.betas, rs, r, s = lstsq(X, y)
def train(self, x, y):
""" Calculate response surface equation coefficients using least
squares regression.
Args
----
x : array-like
Training input locations
y : array-like
Model responses at given inputs.
"""
super(ResponseSurface, self).train(x, y)
m = self.m = x.shape[0]
n = self.n = x.shape[1]
X = zeros((m, ((n + 1) * (n + 2)) // 2))
# Modify X to include constant, squared terms and cross terms
# Constant Terms
X[:, 0] = 1.0
# Linear Terms
X[:, 1:n + 1] = x
# Quadratic Terms
X_offset = X[:, n + 1:]
for i in range(n):
# Z = einsum('i,ij->ij', X, Y) is equivalent to, but much faster and
# memory efficient than, diag(X).dot(Y) for vector X and 2D array Y.
# I.e. Z[i,j] = X[i]*Y[i,j]
X_offset[:, :n - i] = einsum('i,ij->ij', x[:, i], x[:, i:])
X_offset = X_offset[:, n - i:]
# Determine response surface equation coefficients (betas) using least squares
self.betas, rs, r, s = lstsq(X, y)
trainX = []
trainY = []
arrayX, arrayY = (prepare_data(df))
for (df_x, sr_y) in zip(np.asarray(arrayX), np.asarray(arrayY)):
trainX.append(np.asmatrix(df_x))
trainY.append(np.asmatrix(sr_y))
# 為預先準備理論最佳值 W & b
tmpArrayX = pd.DataFrame(arrayX);
tmpArrayX['b'] = 1
arrayXWithB = tmpArrayX.as_matrix();
# print("arrayX:", tmpArrayX.as_matrix(), "\narrayY:", np.asmatrix(arrayX))
# print("trainX:", trainX, "\ntrainY:", trainY)
WR = lstsq(arrayXWithB, np.asmatrix(arrayY).T)[0]
print("WR:", WR, " size:", len(WR))
print("lstsq:", np.sum(np.abs(np.subtract(np.asmatrix(arrayY).T, np.matmul(tmpArrayX, WR)))))
# 開始 train loop
for epoch in range(training_epochs):
for (x, y) in zip(trainX, trainY):
_, summary = sess.run([optimizer, merged_summary_op], feed_dict={X: x, Y: y})
train_writer.add_summary(summary, epoch)
if epoch % display_step == 0:
result = 0
for (x, y) in zip(trainX, trainY):
tmp = sess.run(lossS, feed_dict={X: x, Y: y})
result += tmp
# 每 train 1000 次顯示 w & b result
def on_same_plane(xyz_ls):
#print(xyz_ls)
r,_,_,_ = lstsq(xyz_ls, [0]*len(xyz_ls))
#print(len(r))
ABC = A,B,C = r
return [inner(ABC, xyz) for xyz in xyz_ls]
