def MACD(stock_data, fast_period=12, slow_period=26, signal_period=9):
closes = stock_data.sort_index().close.values
macd = talib.MACD(closes, fast_period, slow_period, signal_period)
for i in range(len(macd[0])):
macd[2][i] = (utils.f(macd[0][i]) - utils.f(macd[1][i])) * 2
stock_data['dif'] = macd[0][::-1]
stock_data['dea'] = macd[1][::-1]
stock_data['macd'] = macd[2][::-1]
return stock_data
def MACD(stock_data, fast_period=12, slow_period=26, signal_period=9):
closes = stock_data.sort_index().close.values
macd = talib.MACD(closes, fast_period, slow_period, signal_period)
for i in range(len(macd[0])):
macd[2][i] = (utils.f(macd[0][i]) - utils.f(macd[1][i])) * 2
stock_data['dif'] = macd[0][::-1]
stock_data['dea'] = macd[1][::-1]
stock_data['macd'] = macd[2][::-1]
return stock_data
def ranked(**kwargs):
population = kwargs.get('population')
min_f = min(f(x) for x in population)
max_f = max(f(x) for x in population)
sorted_population = sorted(population, key=f, reverse=True)
scaling_func = lambda x: min_f + (max_f - min_f) * sorted_population.index(x) / (len(population) - 1)
return roulette(scaling_func=scaling_func, **kwargs)
def ranked(**kwargs):
population = kwargs.get('population')
min_f = min(f(x) for x in population)
max_f = max(f(x) for x in population)
sorted_population = sorted(population, key=f, reverse=True)
scaling_func = lambda x: min_f + (max_f - min_f) * sorted_population.index(
x) / (len(population) - 1)
return roulette(scaling_func=scaling_func, **kwargs)
def iteration(u, n, t, prev):
s = 0.5
g = n / 2
result = np.zeros((n + 1, n + 1))
delta_u = delta(u, n)
a = [0] + [-t * t * s * n * n] * (n - 1) + [0]
b = [1] + [1 + 2 * t * t * s * n * n] * (n - 1) + [1]
c = [0] + [-t * t * s * n * n] * (n - 1) + [0]
temp = make_matrix(n)
for k in range(1, n):
d = -(u[k] - prev[k]) * t * g + t * t * (
delta_u[k] - f(k / n, np.linspace(0, 1, n + 1)) / n / n) * n * n
d[0] = 0
d[n] = 0
temp[k] = tdma(n + 1, a, b, c, d)
temp = np.transpose(temp)
for k in range(1, n):
d = temp[k]
d[0] = 0
d[n] = 0
result[k] = tdma(n + 1, a, b, c, d)
result = np.transpose(result)
return result + 2 * u - prev
def centroids(hyperplanes, param, distrib, dataset=None):
"""
Gives the centroid of every non-void region. The returned object is an
array containing every non-void regions with the coordinates of its
centroid.
param is the number of realisations of f on the whole space, that are
used for computing the centroids. Augmenting it will augment the
precision but also computation time.
"""
output = []
rpr = [] # realisations per region
for i in range(param):
x = utils.f(len(hyperplanes[0]) - 1, distrib, dataset)
r = utils.findRegion(x, hyperplanes)
ir = -1 # index of r in the array output
for j in range(len(output)): # check if r is already registered
if np.all(output[j][0] == r):
ir = j
break
if ir == -1:
output.append([r, x])
rpr.append(1.)
else:
output[ir][1] += x
rpr[ir] += 1.
# divide the coordinates for each region by the rpr for that region
for k in range(len(output)):
output[k][1] /= rpr[k]
return np.array(output)
def MSEforDirection(directions, pCentroids, pMeasure, distrib, dataset):
"""
A more efficient way to compute MSE for different directions (for a
specific update function)
"""
directionsMSE = np.zeros(len(directions))
numberOfPointsUsed = np.zeros(len(directions))
# define regions and centroids
regionsWithCentroids = []
for dir in directions:
regionsWithCentroids.append(core.centroids(dir,pCentroids,distrib) )
# calculate error
for k in range(pMeasure):
x = utils.f(len(directions[0][0])-1 , distrib, dataset) # pick a random point x
for i in range(len(directions)): #for each direction i
r = utils.findRegion(x,directions[i])
regionRegistered = False
for j in range(len(regionsWithCentroids[i])):
if np.all(regionsWithCentroids[i][j,0] == r):
c = regionsWithCentroids[i][j,1]
regionRegistered = True
break;
if regionRegistered:
directionsMSE[i] += utils.squareDistance(x,c)
numberOfPointsUsed[i] += 1.
directionsMSE /= float(len(x))
directionsMSE /= numberOfPointsUsed
return directionsMSE
def MSE(hyperplanes,pCentroids,pMeasure,distrib, dataset):
"""
Returns MSE given the hyperplanes separating regions.
Parameter pCentroids is the number of realisations of f used for
determining the centroids of each region.
Parameter pMeasure is the number of realisations used for computing the MSE.
"""
error = 0.
numberOfPointsUsed = 0
regionsWithCentroids = core.centroids(hyperplanes,pCentroids,distrib)
for i in range(pMeasure):
x = utils.f(len(hyperplanes[0])-1 , distrib, dataset)
r = utils.findRegion(x,hyperplanes)
regionRegistered = False
for j in range(len(regionsWithCentroids)):
if np.all(regionsWithCentroids[j,0] == r):
c = regionsWithCentroids[j,1]
regionRegistered = True
break;
if regionRegistered:
error += utils.squareDistance(x,c)
numberOfPointsUsed += 1
error /= float(len(x))
error /= float(numberOfPointsUsed)
return error
def negEntropy(hyperplanes,pCentroids,pMeasure,distrib, dataset):
"""
Returns the opposite (negative) of the overall entropy of the
hyperplane configuration inducted by the parameter hyperplanes.
The method used to calculate entropy is similar to that of MSE:
generate a big amount of random points following the distribution to
estimate the probabilities.
"""
regionsWithCentroids = core.centroids(hyperplanes,pCentroids,distrib)
entropies = np.zeros(len(regionsWithCentroids))
numberOfPointsUsed = 0
for i in range(pMeasure):
# generate point and find its region
x = utils.f(len(hyperplanes[0])-1 , distrib, dataset)
r = utils.findRegion(x,hyperplanes)
# match region with an already known one
for j in range(len(regionsWithCentroids)):
if np.all(regionsWithCentroids[j,0] == r):
#increase entropies counter
entropies[j] += 1
numberOfPointsUsed += 1
break;
# adjust values and convert to an actual entropy
entropies /= float(len(x))
entropies /= float(numberOfPointsUsed)
logEntropies = np.log2(entropies)
entropies *= logEntropies
return sum(entropies)
def post_user_repos(username, data):
password = getpass.getpass()
res = requests.post(f("{API_URL}/{USER}/{REPOS}"),
json=data,
auth=(username, password))
json_res = res.json()
return json_res
def delete_user_repo(username, name):
password = getpass.getpass()
res = requests.delete(f("{API_URL}/{REPOS}/%s/%s" % (username, name)),
auth=(username, password))
print(res)
print(res.text)
return True
def animate(i):
x = xList
v_xt_list = v_xt_array[i, :]
minus_f_x_list = (-ut.f(xList, 1))[:, 0]
u_xt_list_simple_sum = v_xt_list + minus_f_x_list
y = u_xt_list_simple_sum
line.set_data(x, y)
return line,
def sigma_scaled(**kwargs):
sigma = kwargs.get('sigma')
average_fitness = kwargs.get('average_fitness')
population = kwargs.get('population')
expected_value_func = lambda x: 1 if sigma == 0 else 1 + ((f(x) - average_fitness) / (2 * sigma))
sigma_sum = sum(expected_value_func(x) for x in population)
scaling_func = lambda x: expected_value_func(x) / sigma_sum
return roulette(scaling_func=scaling_func, **kwargs)
def solve_layer(u, n, k):
if k == 0:
for t in range(k, n + 1 - k):
u[t][k] = 0.0
u[t][n - k] = 0.0
u[k][t] = 0.5 * sin(np.pi * t / n)
u[n - k][t] = 0.0
elif k == 1:
for t in range(k, n + 1 - k):
a = u[t][k - 1]
b = u[t - 1][k - 1]
c = u[t + 1][k - 1]
u[t][k] = f(t / n, (k - 1) / n) / n / n + 3 * a - b - c
a = u[t][n - k + 1]
b = u[t - 1][n - k + 1]
c = u[t + 1][n - k + 1]
u[t][n - k] = f(t / n, (n - k + 1) / n) / n / n + 3 * a - b - c
a = u[k - 1][t]
b = u[k - 1][t - 1]
c = u[k - 1][t + 1]
u[k][t] = f((k - 1) / n, t / n) / n / n + 3 * a - b - c
a = u[n - k + 1][t]
b = u[n - k + 1][t - 1]
c = u[n - k + 1][t + 1]
u[n - k][t] = f((n - k + 1) / n, t / n) / n / n + 3 * a - b - c
else:
for t in range(k, n + 1 - k):
a = u[t][k - 1]
b = u[t - 1][k - 1]
c = u[t + 1][k - 1]
d = u[t][k - 2]
u[t][k] = f(t / n, (k - 1) / n) / n / n + 4 * a - b - c - d
a = u[t][n - k + 1]
b = u[t - 1][n - k + 1]
c = u[t + 1][n - k + 1]
d = u[t][n - k + 2]
u[t][n - k] = f(t / n, (n - k + 1) / n) / n / n + 4 * a - b - c - d
a = u[k - 1][t]
b = u[k - 1][t - 1]
c = u[k - 1][t + 1]
d = u[k - 2][t]
u[k][t] = f((k - 1) / n, t / n) / n / n + 4 * a - b - c - d
a = u[n - k + 1][t]
b = u[n - k + 1][t - 1]
c = u[n - k + 1][t + 1]
d = u[n - k + 2][t]
u[n - k][t] = f((n - k + 1) / n, t / n) / n / n + 4 * a - b - c - d
def sigma_scaled(**kwargs):
sigma = kwargs.get('sigma')
average_fitness = kwargs.get('average_fitness')
population = kwargs.get('population')
expected_value_func = lambda x: 1 if sigma == 0 else 1 + (
(f(x) - average_fitness) / (2 * sigma))
sigma_sum = sum(expected_value_func(x) for x in population)
scaling_func = lambda x: expected_value_func(x) / sigma_sum
return roulette(scaling_func=scaling_func, **kwargs)
def plot_time_evolve_step(N, step, f, T, dt):
x = get_x(N)
v0 = f(x)
v = np.copy(v0)
print("Making step")
A = step(N, V, dt)
n = int(T / dt)
print("walking {} steps".format(n))
fig, ax = plt.subplots()
ax.plot(x, v0)
for _ in range(3):
for _ in range(int(n / 3)):
v = A @ v
ax.plot(x, v)
plt.show()
def MSE(regions, germs, pMeasure, distrib, dataset):
'''
Returns the mean squared error based on an approximation made with
random points generated according to the random distribution being
studied.
'''
nDimensions = len(regions[0, 0]) - 1
error = 0.
for k in range(pMeasure):
x = utils.f(nDimensions, distrib, dataset)
r = findRegion(x, regions)
error += utils.squareDistance(x, germs[r])
error /= float(nDimensions)
error /= float(pMeasure)
return error
def update(frame): # frame = t_index basically
t = tList[frame]
u_xt_list = u_xt_array[frame, :] # u(x,t) at the specific time t.
#u_xt_list = u_xt_array[frame+1, :]
v_xt_list = v_xt_array[frame, :]
minus_f_x_list = (-ut.f(xList, 1))[:, 0]
u_xt_list_simple_sum = v_xt_list + minus_f_x_list
xdata.append(t)
#ydata.append(u_xt_list_simple_sum[frame])
ydata.append(minus_f_x_list[frame])
line.set_data(xdata, ydata)
return line,
def doublePoint(nHyperplanes, nDimensions, distrib):
"""
Returns a set of hyperplanes with random orientations. nHyperplanes is
the number of hyperplanes to return, and nDimension the number of
dimensions of the space.
Here for each hyperplane, nDimensions random points are generated
following the distribution distrib, and the unique hyperplane passing
by all these points is kept.
"""
hyperplanes = []
for k in range(nHyperplanes):
points = np.array([
utils.f(nDimensions, distrib, dataset) for n in range(nDimensions)
])
hyperplanes.append(utils.hyperplaneFromPoints(points))
return np.array(hyperplanes)
def plot_roots():
l = roots(f, 0.1, V0)
ls = np.linspace(0, V0, 1000)
fig, ax = plt.subplots(figsize=(8, 4))
ax.plot(ls, f(ls, V0), label="$f(x)$")
ax.set_title("${}$ roots".format((len(l))))
ax.plot(ls, np.zeros_like(ls), "--k", lw=1)
ax.set_xlabel("$x / [2mL/\hbar^2]$")
ax.set_ylabel("$f(x)$")
for a in l:
leg = ax.plot(a, 0, "xk", ms=12)
plt.legend((leg), ("roots", ))
ax.legend()
plt.tight_layout()
plt.savefig(FIG_PATH + "roots.pdf")
def polar_decode_sc1(in_llr, F, u):
n = len(in_llr) // 2
if n == 1:
L_1 = f(in_llr[0], in_llr[1])
u_1 = check1(L_1, F[0])
L_2 = g(in_llr[0], in_llr[1], u_1)
u_2 = check1(L_2, F[1])
u.append(u_1)
u.append(u_2)
return u, in_llr, np.array([u_1 ^ u_2, u_2])
else:
u, out_llr1, x1 = polar_decode_sc1(f_N1(in_llr), F[:n], u)
u, out_llr2, x2 = polar_decode_sc1(g_N1(in_llr, x1), F[n:], u)
x = np.concatenate((np.bitwise_xor(x1, x2), x2))
out_llr = np.concatenate((out_llr1, out_llr2))
return u, out_llr, x
def converge_solution(u, n, *args, **kwargs):
result = make_matrix(n)
diff = 0
for t in range(0, n + 1):
result[t][0] = 0.0
result[t][n] = 0.0
result[0][t] = 0.5 * sin(np.pi * t / n)
result[n][t] = 0.0
for k in range(1, n):
for m in range(1, n):
a = u[k - 1][m]
b = u[k + 1][m]
c = u[k][m - 1]
d = u[k][m + 1]
result[k][m] = 0.25 * (a + b + c + d - f(k / n, m / n) / n / n)
diff += (result[k][m] - u[k][m] or 0)**2
return result, diff
def iteration(u, n, t):
result = make_matrix(n)
for k in range(0, n + 1):
result[0][k] = u[0][k]
result[n][k] = u[n][k]
a = [0] + [-t * n * n] * (n - 1) + [0]
b = [1] + [1 + 2 * t * n * n] * (n - 1) + [1]
c = [0] + [-t * n * n] * (n - 1) + [0]
for k in range(1, n):
d = u[k] + t * (u[k - 1] + u[k + 1] - 2 * u[k]) * n * n - t * f(
k / n, np.linspace(0, 1, n + 1))
d[0] = u[k][0]
d[n] = u[k][n]
sol = tdma(n + 1, a, b, c, d)
result[k] = sol
return result
def polar_decode_sc(in_llr, F, u):
N = len(in_llr)
if N == 2:
L_1 = f(in_llr[0], in_llr[1])
u_1 = check(L_1, F[0])
L_2 = g(in_llr[0], in_llr[1], u_1)
u_2 = check(L_2, F[1])
u.append(u_1)
u.append(u_2)
return in_llr, u, np.array([u_1 ^ u_2, u_2])
else:
out_llr1, u1, x1 = polar_decode_sc(f_N(in_llr), F[:int(N / 2)], u)
out_llr2, u, x2 = polar_decode_sc(g_N(in_llr, x1), F[int(N / 2):], u1)
x = np.concatenate((x1 ^ x2, x2))
out_llr = np.concatenate((out_llr1, out_llr2))
return out_llr, u, x
def converge_solution(u, n, *args, **kwargs):
result = make_matrix(n)
for t in range(0, n + 1):
result[t][0] = 0.0
result[t][n] = 0.0
result[0][t] = sqrt(sin(np.pi * t / n))
result[n][t] = 0.0
for k in range(1, n):
for m in range(1, n):
a = u[k - 1][m]
b = u[k + 1][m]
c = u[k][m - 1]
d = u[k][m + 1]
result[k][m] = sqrt(a * a + b * b + c * c + d * d -
2 * f(k / n, m / n) / n / n) / 2
diff = np.linalg.norm(result - u, ord='fro')
return result, diff
def converge_solution(u, n, *args, **kwargs):
t = 1 / 100000
result = make_matrix(n)
for k in range(0, n + 1):
result[k][0] = u[k][0]
result[k][n] = u[k][n]
result[0][k] = u[0][k]
result[n][k] = u[n][k]
for k in range(1, n):
for m in range(1, n):
a = u[k - 1][m]
b = u[k + 1][m]
c = u[k][m - 1]
d = u[k][m + 1]
e = u[k][m]
delta = (a * a + b * b + c * c + d * d -
4 * e * e) * n * n / 2 - f(k / n, m / n)
result[k][m] = e + delta * t
diff = np.linalg.norm(result - u, ord='fro')
return result, diff
def centroids(regions, pCentroids, distrib, dataset):
'''
This function computes the positions of the centroids of regions, based
on an estimation of pCentroids points.
'''
nRegions, nDimensions = len(regions), len(
regions[0, 0]) - 1 # number of regions or germs, and dimensions
germs = np.zeros((nRegions, nDimensions))
rpr = np.ones(
(nRegions
)) #realisations per region - should be zero but then shit happens
for _ in range(pCentroids):
x = utils.f(nDimensions, distrib, dataset)
r = findRegion(x, regions)
germs[r] += x
rpr[r] += 1
if 0. in rpr:
print('attention, a 0 in rpr:', rpr) #!!!!!!!!!!
germs = [germ / x for germ, x in zip(germs, rpr)]
return np.array(germs)
def converge_solution(u, n, prev=None, *args, **kwargs):
t = 1 / 1000
g = n / 2
result = make_matrix(n)
for k in range(0, n + 1):
result[k][0] = u[k][0]
result[k][n] = u[k][n]
result[0][k] = u[0][k]
result[n][k] = u[n][k]
for k in range(1, n):
for m in range(1, n):
a = u[k - 1][m]
b = u[k + 1][m]
c = u[k][m - 1]
d = u[k][m + 1]
e = u[k][m]
result[k][m] = 2 * e - prev[k][m] \
- g * t * (e - prev[k][m]) + t * t * \
((a * a + b * b + c * c + d * d - 4 * e * e) * n * n / 2
- f(k / n, m / n))
# print(f'{k},{m}\t\t', result[k][m], e)
diff = np.linalg.norm(result - u, ord='fro')
return result, diff, u
def get_users_repos(username):
res = requests.get(f("{API_URL}/{USERS}/%s/{REPOS}" % username))
json_res = res.json()
return json_res
import utils from utils import f from utils import * utils.f() f() do_get_request()
def run_simulation(simulation, log=LOG):
problem = simulation.get('problem')
problem_parameters = simulation.get('problem_parameters', {})
population_size = problem_parameters.get('population_size')
adult_selection = simulation.get('adult_selection_method')
mate_selection = simulation.get('mate_selection_method')
mate_selection_args = simulation.get('mate_selection_args', {})
crossover_rate = simulation.get('crossover_rate')
crossover_method = simulation.get('crossover_method')
n_children = simulation.get('n_children', 2)
mutation_method = simulation.get('mutation_method')
mutation_chance = simulation.get('mutation_rate')
stop = simulation.get('stop', {})
stop_fitness = stop.get('fitness')
stop_generation = stop.get('generation')
# STEP 0: Initialize child genotype population
population = []
children = [{'genotype': genotype} for genotype in problem.generate_initial_population(**problem_parameters)]
average_fitnesses = []
sigmas = []
best_fitnesses = []
if log:
print("Start simulation")
pprint(simulation, indent=2)
generation_number = 0
while True:
generation_number += 1
# STEP 1: Development: Generate Phenotypes from Genotypes
for individual in children:
individual['phenotype'] = problem.geno_to_pheno(individual['genotype'], **problem_parameters)
# STEP 2: Test Fitness of Phenotypes
for individual in children:
individual['fitness'] = problem.fitness_evaluation(individual['phenotype'], **problem_parameters)
# STEP 3: Adult Selection
population = adult_selection(
old_population=population,
children=children,
m=population_size
)
children = []
total_fitness = sum(f(x) for x in population)
average_fitness = total_fitness / population_size
deviations = ((f(x) - average_fitness) ** 2 for x in population)
sigma = sqrt(sum(deviations) / population_size)
best_individual = max(population, key=f)
# STEP 4: Parent Selection
pairs = mate_selection(
population=population,
sigma=sigma,
average_fitness=average_fitness,
**mate_selection_args
)
# STEP 5: Reproduction
mutation_func = lambda x: mutation_method(x, p=mutation_chance, **problem_parameters)
for pair in pairs:
new_genotypes = crossover(
*pair,
crossover_rate=crossover_rate,
method=crossover_method,
n_children=n_children
)
# STEP 5.5: Mutation
mutated_genotypes = map(mutation_func, new_genotypes)
children.extend({'genotype': g} for g in mutated_genotypes)
if log:
print(
'''
GENERATION {n}
AVG:\t{avg_fitness}
STD:\t{sigma}
BEST:\t{best_fitness}
{best_phenotype}
'''
.format(
n=generation_number,
avg_fitness=average_fitness,
sigma=sigma,
best_phenotype=problem.phenotype_representation(
best_individual['phenotype'],
**problem_parameters
),
best_fitness=best_individual['fitness']
)
)
average_fitnesses.append(average_fitness)
sigmas.append(sigma)
best_fitnesses.append(best_individual['fitness'])
if stop_fitness and f(best_individual) >= stop_fitness:
if log:
print('FITNESS STOP')
break
elif stop_generation and generation_number >= stop_generation:
if log:
print('GENERATION STOP')
break
# Begin Next Generation
return {
'simulation': simulation,
'generation_number': generation_number,
'average_fitnesses': average_fitnesses,
'sigmas': sigmas,
'best_fitnesses': best_fitnesses,
'final_population': population,
'final_best_individual': best_individual
}
def fitness_proportionate(**kwargs):
total_fitness = sum(f(x) for x in kwargs.get('population'))
scaling_func = lambda x: f(x) / total_fitness
return roulette(scaling_func=scaling_func, **kwargs)
train_acc = []
valid_acc = []
step = 1
for epoch in range(epoches):
X_train, Y_train = utils.shuffle(X_train, Y_train)
for i in range(int(np.floor((train_size / batch_size)))):
X = X_train[i * batch_size:(i + 1) * batch_size]
Y = Y_train[i * batch_size:(i + 1) * batch_size]
#w,b = utils.gradient_descent(X,Y,w,b,lr)
w_grad, b_grad = utils.gradient_descent(X, Y, w, b)
w -= lr / np.sqrt(step) * w_grad
b -= lr / np.sqrt(step) * b_grad
step += 1
y_train_pred = utils.f(X_train, w, b)
Y_train_pred = np.round(y_train_pred)
train_acc.append(utils.accruacy(Y_train_pred, Y_train))
train_loss.append(
utils.cross_entropy_loss(y_train_pred, Y_train) / train_size)
y_valid_pred = utils.f(X_valid, w, b)
Y_valid_pred = np.round(y_valid_pred)
valid_acc.append(utils.accruacy(Y_valid_pred, Y_valid))
valid_loss.append(
utils.cross_entropy_loss(y_valid_pred, Y_valid) / valid_size)
print('Training loss: {}'.format(train_loss[-1]))
print('Validation loss: {}'.format(valid_loss[-1]))
print('Training accuracy: {}'.format(train_acc[-1]))
print('Validation accuracy: {}'.format(valid_acc[-1]))
def fitness_proportionate(**kwargs):
total_fitness = sum(f(x) for x in kwargs.get('population'))
scaling_func = lambda x: f(x) / total_fitness
return roulette(scaling_func=scaling_func, **kwargs)