Beispiel #1
0
def InnerCycle_Train(X, y, inject_drift, perc_train):

    # get number of training samples
    ntrain = int(perc_train * X.shape[0])

    if inject_drift:
        # pick a point between 0.7 and 0.9 of the stream
        dpoints = Driftpoints(X)
        dpoints["cleanrun"] = dpoints["row"] - ntrain

        # contaminate X after that point
        X = Swapcols(df=X,
                     class_vec=y,
                     ids=dpoints["cols"],
                     t_change=dpoints["row"])
    else:
        dpoints = dict({"row": X.shape[0], "cols": 0})

    # cast data as DataStream class
    stream = DataStream(X, y)
    stream.prepare_for_use()
    # call incr model (main classifier, teacher model)
    stream_clf = ARF(n_estimators=25)  #,
    #drift_detection_method=None,
    #warning_detection_method=None
    #)

    # get training data... first ntrain rows
    Xtrain, ytrain = stream.next_sample(ntrain)

    # partial fit of the incre model using training data
    stream_clf.fit(Xtrain, ytrain, classes=stream.target_values)
    yhat_train = stream_clf.predict(Xtrain)
    yhat_train_prob = stream_clf.predict_proba(
        Xtrain)  ### needs warnings!!!!!!!!!
    yhat_tr_max_prob = np.array([np.max(x) for x in yhat_train_prob])

    # fit student model
    student_clf = ARF(n_estimators=25)  #,
    #drift_detection_method=None,
    #warning_detection_method=None)
    student_clf.fit(Xtrain, yhat_train, classes=stream.target_values)

    student_regr = RHT()
    student_regr.fit(Xtrain, yhat_tr_max_prob)

    results = dict()
    results["Teacher"] = stream_clf
    results["Student"] = student_clf
    results["StudentRegression"] = student_regr
    results["Driftpoints"] = dpoints
    results["n"] = ntrain
    results["Stream"] = stream
    results["Xtrain"] = Xtrain

    return (results)
Beispiel #2
0
def InnerCycle(X, y, inject_drift, perc_train, window, delta, pval,
               prob_instance, inst_delay):

    # get number of training samples
    ntrain = int(perc_train * X.shape[0])

    if inject_drift:
        # pick a point between 0.7 and 0.9 of the stream
        dpoints = Driftpoints(X)
        dpoints["cleanrun"] = dpoints["row"] - ntrain

        # contaminate X after that point
        X = Swapcols(df=X,
                     class_vec=y,
                     ids=dpoints["cols"],
                     t_change=dpoints["row"])
    else:
        dpoints = dict({"row": X.shape[0], "cols": 0})

    # cast data as DataStream class
    stream = DataStream(X, y)
    stream.prepare_for_use()
    # call incr model (main classifier, teacher model)
    stream_clf = ARF(n_estimators=25,
                     drift_detection_method=None,
                     warning_detection_method=None)

    # get training data... first ntrain rows
    Xtrain, ytrain = stream.next_sample(ntrain)

    # partial fit of the incre model using training data
    stream_clf.fit(Xtrain, ytrain, classes=stream.target_values)
    yhat_train = stream_clf.predict(Xtrain)
    yhat_train_prob = stream_clf.predict_proba(
        Xtrain)  ### needs warnings!!!!!!!!!
    yhat_tr_max_prob = np.array([np.max(x) for x in yhat_train_prob])

    # fit student model
    student_clf = ARF(n_estimators=25,
                      drift_detection_method=None,
                      warning_detection_method=None)
    student_clf.fit(Xtrain, yhat_train, classes=stream.target_values)

    student_regr = RHT()
    student_regr.fit(Xtrain, yhat_tr_max_prob)

    ####### Call drift detectors

    ## Supervised
    # Supervised with ADWIN
    S_ADWIN = ADWIN()  #(delta=delta)
    S_ADWIN_alarms = []
    # Supervised with PHT
    S_PHT = PHT()  #(min_instances=window,delta=delta)
    S_PHT_alarms = []
    # Delayed Supervised with ADWIN
    DS_ADWIN = ADWIN()  #(delta=delta)
    DS_ADWIN_alarms = []
    # Delayed Supervised with PHT
    DS_PHT = PHT()  #(min_instances=window,delta=delta)
    DS_PHT_alarms = []

    ## Semi-supervised
    # Semi-Supervised with ADWIN
    WS_ADWIN = ADWIN()  #(delta=delta)
    WS_ADWIN_alarms = []
    # Supervised with PHT
    WS_PHT = PHT()  #(min_instances=window,delta=delta)
    WS_PHT_alarms = []
    # Delayed Supervised with ADWIN
    DWS_ADWIN = ADWIN()  #(delta=delta)
    DWS_ADWIN_alarms = []
    # Delayed Supervised with PHT
    DWS_PHT = PHT()  #(min_instances=window,delta=delta)
    DWS_PHT_alarms = []

    ##### Unsupervised
    # Student with ADWIN
    U_ADWIN = ADWIN()  #(delta=delta)
    U_ADWIN_alarms = []
    # Student with PHT
    U_PHT = PHT()  #(min_instances=window,delta=delta)
    U_PHT_alarms = []

    # Student with ADWIN
    UR_ADWIN = ADWIN()  #(delta=delta)
    UR_ADWIN_alarms = []
    # Student with PHT
    UR_PHT = PHT()  #(min_instances=window,delta=delta)
    UR_PHT_alarms = []

    # WRS with output
    WRS_Output = HypothesisTestDetector(method="wrs", window=window, thr=pval)
    WRS_Output_alarms = []
    # WRS with class prob
    WRS_Prob = HypothesisTestDetector(method="wrs", window=window, thr=pval)
    WRS_Prob_alarms = []
    # TT with output
    TT_Output = HypothesisTestDetector(method="tt", window=window, thr=pval)
    TT_Output_alarms = []
    # TT with class prob
    TT_Prob = HypothesisTestDetector(method="tt", window=window, thr=pval)
    TT_Prob_alarms = []
    # KS with output
    KS_Output = HypothesisTestDetector(method="ks", window=window, thr=pval)
    KS_Output_alarms = []
    # KS with class prob
    KS_Prob = HypothesisTestDetector(method="ks", window=window, thr=pval)
    KS_Prob_alarms = []

    Driftmodels = [
        S_ADWIN, S_PHT, DS_ADWIN, DS_PHT, WS_ADWIN, WS_PHT, DWS_ADWIN, DWS_PHT,
        U_ADWIN, U_PHT, UR_ADWIN, UR_PHT, WRS_Output, TT_Output, KS_Output,
        WRS_Prob, TT_Prob, KS_Prob
    ]

    Driftmodels_alarms = [
        S_ADWIN_alarms, S_PHT_alarms, DS_ADWIN_alarms, DS_PHT_alarms,
        WS_ADWIN_alarms, WS_PHT_alarms, DWS_ADWIN_alarms, DWS_PHT_alarms,
        U_ADWIN_alarms, U_PHT_alarms, UR_ADWIN_alarms, UR_PHT_alarms,
        WRS_Output_alarms, TT_Output_alarms, KS_Output_alarms, WRS_Prob_alarms,
        TT_Prob_alarms, KS_Prob_alarms
    ]

    S_driftmodels = Driftmodels[0:2]
    DS_driftmodels = Driftmodels[2:4]
    WS_driftmodels = Driftmodels[4:6]
    DWS_driftmodels = Driftmodels[6:8]
    Ustd_driftmodels = Driftmodels[8:10]
    Ustdreg_driftmodels = Driftmodels[10:12]
    Uoutput_driftmodels = Driftmodels[12:15]
    Uprob_driftmodels = Driftmodels[15:18]

    # always updated
    S_clf = copy.deepcopy(stream_clf)
    # always updated with delay
    DS_clf = copy.deepcopy(stream_clf)
    # updated immediately with some prob
    WS_clf = copy.deepcopy(stream_clf)
    # updated with delay with some prob
    DWS_clf = copy.deepcopy(stream_clf)
    # never updated
    U_clf = copy.deepcopy(stream_clf)

    i = ntrain
    k = 0
    DWS_yhat_hist = []
    DS_yhat_hist = []
    X_hist = []
    y_hist = []
    while (stream.has_more_samples()):
        print(i)
        #i=3000
        Xi, yi = stream.next_sample()

        y_hist.append(yi[0])
        X_hist.append(Xi)

        ext_Xi = np.concatenate([Xtrain[-10:], Xi])

        U_prob = U_clf.predict_proba(ext_Xi)[-1]
        U_yhat = U_clf.predict(ext_Xi)[-1]
        S_yhat = S_clf.predict(ext_Xi)[-1]
        WS_yhat = WS_clf.predict(ext_Xi)[-1]
        DS_yhat = DS_clf.predict(ext_Xi)[-1]
        DWS_yhat = DWS_clf.predict(ext_Xi)[-1]

        DWS_yhat_hist.append(DWS_yhat)
        DS_yhat_hist.append(DS_yhat)

        if len(U_prob) < 2:
            U_yhat_prob_i = U_prob[0]
        elif len(U_prob) == 2:
            U_yhat_prob_i = U_prob[1]
        else:
            U_yhat_prob_i = np.max(U_prob)

        y_meta_hat_i = student_clf.predict(ext_Xi)[-1]
        y_meta_prob = student_regr.predict(ext_Xi)[-1]

        # Updating student model
        student_clf.partial_fit(Xi, [U_yhat])
        # Updating supervised model
        S_clf.partial_fit(Xi, yi)

        # Computing loss
        S_err_i = int(yi[0] != S_yhat)
        student_err_i = int(y_meta_hat_i != U_yhat)
        student_prob_err_i = U_yhat_prob_i - y_meta_prob

        for model in S_driftmodels:
            model.add_element(S_err_i)

        for model in Ustd_driftmodels:
            model.add_element(student_err_i)

        for model in Ustdreg_driftmodels:
            model.add_element(student_prob_err_i)

        for model in Uoutput_driftmodels:
            model.add_element(U_yhat)

        for model in Uprob_driftmodels:
            model.add_element(U_yhat_prob_i)

        put_i_available = np.random.binomial(1, prob_instance)

        if k >= inst_delay:
            DS_err_i = int(
                y_hist[k - inst_delay] != DS_yhat_hist[k - inst_delay])
            DS_clf.partial_fit(X_hist[k - inst_delay],
                               [y_hist[k - inst_delay]])
            for model in DS_driftmodels:
                model.add_element(DS_err_i)

            if put_i_available > 0:
                DWS_err_i = int(
                    y_hist[k - inst_delay] != DWS_yhat_hist[k - inst_delay])
                DWS_clf.partial_fit(X_hist[k - inst_delay],
                                    [y_hist[k - inst_delay]])
                for model in DWS_driftmodels:
                    model.add_element(DWS_err_i)

        if put_i_available > 0:
            WS_err_i = int(yi[0] != WS_yhat)
            WS_clf.partial_fit(Xi, yi)
            for model in WS_driftmodels:
                model.add_element(WS_err_i)

        # detect changes
        for j, model in enumerate(Driftmodels):
            has_change = model.detected_change()
            if has_change:
                Driftmodels_alarms[j].append(i)

        i += 1
        k += 1

    return ([Driftmodels_alarms, dpoints])