def validate_known_curve(self):
plt.figure()
N = 100
x = numpy.linspace(-1, 1, N)
y = numpy.sin(4 * x)
smoother.DEFAULT_BASIC_SMOOTHER = smoother.BasicFixedSpanSmootherSlowUpdate
smooth = smoother.perform_smooth(x, y, smoother_cls=supersmoother.SuperSmoother)
plt.plot(x, smooth.smooth_result, label='Slow')
smoother.DEFAULT_BASIC_SMOOTHER = smoother.BasicFixedSpanSmoother
smooth = smoother.perform_smooth(x, y, smoother_cls=supersmoother.SuperSmoother)
plt.plot(x, smooth.smooth_result, label='Fast')
plt.plot(x, y, '.', label='data')
plt.legend()
plt.show()
def validate_known_curve(self):
plt.figure()
N = 100
x = numpy.linspace(-1, 1, N)
y = numpy.sin(4 * x)
smoother.DEFAULT_BASIC_SMOOTHER = smoother.BasicFixedSpanSmootherSlowUpdate
smooth = smoother.perform_smooth(x,
y,
smoother_cls=supersmoother.SuperSmoother)
plt.plot(x, smooth.smooth_result, label='Slow')
smoother.DEFAULT_BASIC_SMOOTHER = smoother.BasicFixedSpanSmoother
smooth = smoother.perform_smooth(x,
y,
smoother_cls=supersmoother.SuperSmoother)
plt.plot(x, smooth.smooth_result, label='Fast')
plt.plot(x, y, '.', label='data')
plt.legend()
plt.show()
def validate_basic_smoother_resid():
"""
compare residuals
"""
x, y = sort_data(*sample_problems.sample_smoother_problem_brieman82())
plt.figure()
for span in smoother.DEFAULT_SPANS:
my_smoother = smoother.perform_smooth(x, y, span)
friedman_smooth, resids = run_friedman_smooth(x, y, span)
plt.plot(x, my_smoother.cross_validated_residual, '.-', label='pyace span = {0}'.format(span))
plt.plot(x, resids, '.-', label='Friedman span = {0}'.format(span))
finish_plot()
def validate_supersmoother():
x, y = ace.samples.smoother_friedman82.build_sample_smoother_problem_friedman82()
x, y = sort_data(x, y)
my_smoother = smoother.perform_smooth(x, y, smoother_cls=supersmoother.SuperSmootherWithPlots)
# smoother.DEFAULT_BASIC_SMOOTHER = BasicFixedSpanSmootherBreiman
supsmu_result = run_freidman_supsmu(x, y, bass_enhancement=0.0)
mace_result = run_mace_smothr(x, y, bass_enhancement=0.0)
plt.plot(x, y, '.', label='Data')
plt.plot(x, my_smoother.smooth_result, '-', label='pyace')
plt.plot(x, supsmu_result, '-', label='SUPSMU')
plt.plot(x, mace_result, '-', label='SMOOTH')
plt.legend()
plt.savefig('supersmoother_validation.png')
def validate_basic_smoother():
"""
Runs Friedman's test from Figure 2b.
"""
x, y = sort_data(*ace.samples.smoother_friedman82.build_sample_smoother_problem_friedman82())
plt.figure()
# plt.plot(x, y, '.', label='Data')
for span in smoother.DEFAULT_SPANS:
my_smoother = smoother.perform_smooth(x, y, span)
friedman_smooth, resids = run_friedman_smooth(x, y, span)
plt.plot(x, my_smoother.smooth_result, '.-', label='pyace span = {0}'.format(span))
plt.plot(x, friedman_smooth, '.-', label='Friedman span = {0}'.format(span))
finish_plot()
def validate_basic_smoother_resid():
"""Compare residuals."""
x, y = sort_data(
*smoother_friedman82.build_sample_smoother_problem_friedman82())
plt.figure()
for span in smoother.DEFAULT_SPANS:
my_smoother = smoother.perform_smooth(x, y, span)
_friedman_smooth, resids = run_friedman_smooth(x, y, span) # pylint: disable=unused-variable
plt.plot(x,
my_smoother.cross_validated_residual,
'.-',
label='pyace span = {0}'.format(span))
plt.plot(x, resids, '.-', label='Friedman span = {0}'.format(span))
finish_plot()
def validate_supersmoother():
x, y = smoother_friedman82.build_sample_smoother_problem_friedman82()
x, y = sort_data(x, y)
my_smoother = smoother.perform_smooth(
x, y, smoother_cls=supersmoother.SuperSmootherWithPlots)
# smoother.DEFAULT_BASIC_SMOOTHER = BasicFixedSpanSmootherBreiman
supsmu_result = run_freidman_supsmu(x, y, bass_enhancement=0.0)
mace_result = run_mace_smothr(x, y, bass_enhancement=0.0)
plt.plot(x, y, '.', label='Data')
plt.plot(x, my_smoother.smooth_result, '-', label='pyace')
plt.plot(x, supsmu_result, '--', label='SUPSMU')
plt.plot(x, mace_result, ':', label='SMOOTH')
plt.legend()
plt.savefig('supersmoother_validation.png')
def validate_basic_smoother_resid():
"""
compare residuals
"""
x, y = sort_data(*sample_problems.sample_smoother_problem_brieman82())
plt.figure()
for span in smoother.DEFAULT_SPANS:
my_smoother = smoother.perform_smooth(x, y, span)
friedman_smooth, resids = run_friedman_smooth(x, y, span)
plt.plot(x,
my_smoother.cross_validated_residual,
'.-',
label='pyace span = {0}'.format(span))
plt.plot(x, resids, '.-', label='Friedman span = {0}'.format(span))
finish_plot()
def validate_average_best_span():
"""Figure 2d? from Friedman."""
N = 200
num_trials = 400
avg = numpy.zeros(N)
for i in range(num_trials):
x, y = smoother_friedman82.build_sample_smoother_problem_friedman82(
N=N)
my_smoother = smoother.perform_smooth(
x, y, smoother_cls=supersmoother.SuperSmoother)
avg += my_smoother._smoothed_best_spans.smooth_result
if not (i + 1) % 20:
print(i + 1)
avg /= num_trials
plt.plot(my_smoother.x, avg, '.', label='Average JCV')
finish_plot()
def validate_basic_smoother():
"""Run Friedman's test from Figure 2b."""
x, y = sort_data(
*smoother_friedman82.build_sample_smoother_problem_friedman82())
plt.figure()
# plt.plot(x, y, '.', label='Data')
for span in smoother.DEFAULT_SPANS:
my_smoother = smoother.perform_smooth(x, y, span)
friedman_smooth, _resids = run_friedman_smooth(x, y, span)
plt.plot(x,
my_smoother.smooth_result,
'.-',
label='pyace span = {0}'.format(span))
plt.plot(x,
friedman_smooth,
'.-',
label='Friedman span = {0}'.format(span))
finish_plot()
def validate_average_best_span(self):
"""
Figure 2d? from Friedman
"""
N = 200
num_trials = 400
avg = numpy.zeros(N)
for i in range(num_trials):
x, y = sample_problems.sample_smoother_problem_brieman82(N=N)
my_smoother = smoother.perform_smooth(
x, y,
smoother_cls=supersmoother.SuperSmoother)
avg += my_smoother._smoothed_best_spans.smooth_result
if not (i + 1) % 20:
print(i + 1)
avg /= num_trials
plt.plot(my_smoother.x, avg, '.', label='Average JCV')
finish_plot()
