class EstStats(ExpSwitcher):
'''
A simple agent that estimates various statistics
of the observations.
'''
def init(self, boot_spec):
ExpSwitcher.init(self, boot_spec)
if len(boot_spec.get_observations().shape()) != 1:
raise UnsupportedSpec('I assume 1D signals.')
self.y_stats = MeanCovariance()
def merge(self, other):
self.y_stats.merge(other.y_stats)
def process_observations(self, obs):
y = obs['observations']
dt = obs['dt'].item()
self.y_stats.update(y, dt)
def get_state(self):
return dict(y_stats=self.y_stats)
def set_state(self, state):
self.y_stats = state['y_stats']
def publish(self, pub):
if self.y_stats.get_num_samples() == 0:
pub.text('warning', 'Too early to publish anything.')
return
Py = self.y_stats.get_covariance()
Ry = self.y_stats.get_correlation()
Py_inv = self.y_stats.get_information()
Ey = self.y_stats.get_mean()
y_max = self.y_stats.get_maximum()
y_min = self.y_stats.get_minimum()
Ry0 = Ry.copy()
np.fill_diagonal(Ry0, np.NaN)
Py0 = Py.copy()
np.fill_diagonal(Py0, np.NaN)
pub.text('stats', 'Num samples: %s' % self.y_stats.get_num_samples())
with pub.plot('y_bounds') as pylab:
style_ieee_fullcol_xy(pylab)
pylab.plot(Ey, label='E(y)')
pylab.plot(y_max, label='y_max')
pylab.plot(y_min, label='y_min')
pylab.legend()
all_positive = (np.min(Ey) > 0
and np.min(y_max) > 0
and np.min(y_min) > 0)
if all_positive:
with pub.plot('y_stats_log') as pylab:
style_ieee_fullcol_xy(pylab)
pylab.semilogy(Ey, label='E(y)')
pylab.semilogy(y_max, label='y_max')
pylab.semilogy(y_min, label='y_min')
pylab.legend()
pub.array_as_image('Py', Py, caption='cov(y)')
pub.array_as_image('Py0', Py0, caption='cov(y) - no diagonal')
pub.array_as_image('Ry', Ry, caption='corr(y)')
pub.array_as_image('Ry0', Ry0, caption='corr(y) - no diagonal')
pub.array_as_image('Py_inv', Py_inv)
pub.array_as_image('Py_inv_n', cov2corr(Py_inv))
with pub.plot('Py_svd') as pylab: # XXX: use spectrum
style_ieee_fullcol_xy(pylab)
_, s, _ = np.linalg.svd(Py)
s /= s[0]
pylab.semilogy(s, 'bx-')
with pub.subsection('y_stats') as sub:
self.y_stats.publish(sub)
