def test_copy(self):
XX = np.copy(self.X)
pca = prince.PCA(n_components=2, copy=True)
pca.fit(XX)
np.testing.assert_array_equal(self.X, XX)
pca = prince.PCA(n_components=2, copy=False)
pca.fit(XX)
self.assertRaises(AssertionError, np.testing.assert_array_equal, self.X, XX)
def acpReduction(self):
pca = prince.PCA(self.data[list(self.data.columns[0:8])],
n_components=-1)
pca.plot_rows(ellipse_fill=True)
pca.plot_correlation_circle()
"""pca = PCA(n_components=2)
def pca_prince(self, df, cols, color_labels=None):
"""
cols: a list of numerical column names
color_labels: categorical label column
Prince's implementation of 2D pca with visualiztion
"""
pca = prince.PCA(n_components=2,
n_iter=3,
rescale_with_mean=True,
rescale_with_std=True,
copy=True,
check_input=True,
engine='auto')
pca = pca.fit(df[cols])
fig, ax = plt.subplots(figsize=(10, 10))
pca.plot_row_coordinates(df[cols],
ax=ax,
x_component=0,
y_component=1,
labels=None,
color_labels=df[color_labels],
ellipse_outline=False,
ellipse_fill=True,
show_points=True)
fig.show()
return pca
def __init__(self, data, *args, **kws):
'''
Fit a PCA using prince module
Inputs:
data : pandas DataFrame with the variables to compute the PCAs
ncomp : number of PCA components. Default equals the number of
variables
niter : The number of iterations used for computing the SVD.
inplace : Whether to perform the computations inplace or not.
Default is True
seed : seed for the random state
invert : list with indexes of the principal components to
invert the axis (multiply by -1)
Outputs:
PCA object with fitted model and scores
'''
# arguments
ncomp=kws.get("ncomp", data.shape[1])
niter=kws.get('niter', 10)
inplace=kws.get('inplace', True)
seed=kws.get('seed', 666)
invert=kws.get('invert', None)
# pca
model = prince.PCA(
n_components=ncomp,
n_iter=niter,
rescale_with_mean=True,
rescale_with_std=True,
copy=inplace,
check_input=True,
engine='sklearn',
random_state=seed
)
self.data=data
self.invert=invert
self.fit = model.fit(data)
self.scores = self.fit.fit_transform(data)
self.scores.columns=[f"Comp{str(i)}" for i in
range(1,self.scores.shape[1]+1)]
if invert:
invvalues=all([x==1 or x==-1 for x in invert])
assert isinstance(invert, list), "'invert' must be a list"
assert invvalues, "Value in 'invert' must be either 1 or -1"
assert len(invert)==self.scores.shape[1], "'invest' must have as "+\
f"many elements as the components of the PCAs computed: "+\
f"{self.scores.shape[1]}"
for i, mult in enumerate(invert):
self.scores[f"Comp{i+1}"]=mult*self.scores[f"Comp{i+1}"]
def test_plot_row_principal_coordinates(self):
pca = prince.PCA(n_components=4)
pca.fit(self.X)
ax = pca.plot_row_principal_coordinates(self.X)
self.assertTrue(isinstance(ax, mpl.axes.Axes))
def test_fit_pandas_dataframe(self):
pca = prince.PCA(n_components=2)
self.assertTrue(isinstance(pca.fit(pd.DataFrame(self.X)), prince.PCA))
def test_fit_numpy_array(self):
pca = prince.PCA(n_components=2)
self.assertTrue(isinstance(pca.fit(self.X), prince.PCA))
def dim_reduce_init(y,
n_clusters,
k,
r,
nj,
var_distrib,
use_famd=False,
seed=None):
''' Perform dimension reduction into a continuous r dimensional space and determine
the init coefficients in that space
y (numobs x p ndarray): The observations containing categorical variables
n_clusters (int): The number of clusters to look for in the data
k (1d array): The number of components of the latent Gaussian mixture layers
r (int): The dimension of latent variables
nj (p 1darray): For binary/count data: The maximum values that the variable can take.
For ordinal data: the number of different existing categories for each variable
var_distrib (p 1darray): An array containing the types of the variables in y
use_famd (Bool): Whether to the famd method (True) or not (False), to initiate the
first continuous latent variable. Otherwise MCA is used.
seed (None): The random state seed to use for the dimension reduction
---------------------------------------------------------------------------------------
returns (dict): All initialisation parameters
'''
L = len(k)
numobs = len(y)
S = np.prod(k)
#==============================================================
# Dimension reduction performed with MCA
#==============================================================
if type(y) != pd.core.frame.DataFrame:
raise TypeError('y should be a dataframe for prince')
if (np.array(var_distrib) == 'ordinal').all():
print('PCA init')
pca = prince.PCA(n_components = r[0], n_iter=3, rescale_with_mean=True,\
rescale_with_std=True, copy=True, check_input=True, engine='auto',\
random_state = seed)
z1 = pca.fit_transform(y).values
elif use_famd:
famd = prince.FAMD(n_components = r[0], n_iter=3, copy=True, check_input=False, \
engine='auto', random_state = seed)
z1 = famd.fit_transform(y).values
else:
# Check input = False to remove
mca = prince.MCA(n_components = r[0], n_iter=3, copy=True,\
check_input=False, engine='auto', random_state = seed)
z1 = mca.fit_transform(y).values
z = [z1]
y = y.values
#==============================================================
# Set the shape parameters of each data type
#==============================================================
y_bin = y[:, np.logical_or(var_distrib == 'bernoulli',\
var_distrib == 'binomial')].astype(int)
nj_bin = nj[np.logical_or(var_distrib == 'bernoulli',\
var_distrib == 'binomial')]
nb_bin = len(nj_bin)
y_ord = y[:, var_distrib == 'ordinal'].astype(float).astype(int)
nj_ord = nj[var_distrib == 'ordinal']
nb_ord = len(nj_ord)
y_categ = y[:, var_distrib == 'categorical']
nj_categ = nj[var_distrib == 'categorical']
nb_categ = len(nj_categ)
# Set y_count standard error to 1
y_cont = y[:, var_distrib == 'continuous']
# Before was np.float
y_cont = y_cont / np.std(y_cont.astype(float), axis=0, keepdims=True)
nb_cont = y_cont.shape[1]
#=======================================================
# Determining the Gaussian Parameters
#=======================================================
init = {}
eta = []
H = []
psi = []
paths_pred = np.zeros((numobs, L))
for l in range(L):
params = get_MFA_params(z[l], k[l], r[l:])
eta.append(params['eta'][..., n_axis])
H.append(params['H'])
psi.append(params['psi'])
z.append(params['z_nextl'])
paths_pred[:, l] = params['classes']
paths, nb_paths = np.unique(paths_pred, return_counts=True, axis=0)
paths, nb_paths = add_missing_paths(k, paths, nb_paths)
w_s = nb_paths / numobs
w_s = np.where(w_s == 0, 1E-16, w_s)
# Check all paths have been explored
if len(paths) != S:
raise RuntimeError('Real path len is', S, 'while the initial number', \
'of path was only', len(paths))
w_s = w_s.reshape(*k).flatten('C')
#=============================================================
# Enforcing identifiability constraints over the first layer
#=============================================================
H = diagonal_cond(H, psi)
Ez, AT = compute_z_moments(w_s, eta, H, psi)
eta, H, psi = identifiable_estim_DGMM(eta, H, psi, Ez, AT)
init['eta'] = eta
init['H'] = H
init['psi'] = psi
init['w_s'] = w_s # Probabilities of each path through the network
init['z'] = z
# The clustering layer is the one used to perform the clustering
# i.e. the layer l such that k[l] == n_clusters
clustering_layer = np.argmax(np.array(k) == n_clusters)
init[
'classes'] = paths_pred[:,
clustering_layer] # 0 To change with clustering_layer_idx
#=======================================================
# Determining the coefficients of the GLLVM layer
#=======================================================
# Determining lambda_bin coefficients.
lambda_bin = np.zeros((nb_bin, r[0] + 1))
for j in range(nb_bin):
Nj = np.max(y_bin[:, j]) # The support of the jth binomial is [1, Nj]
if Nj == 1: # If the variable is Bernoulli not binomial
yj = y_bin[:, j]
z_new = z[0]
else: # If not, need to convert Binomial output to Bernoulli output
yj, z_new = bin_to_bern(Nj, y_bin[:, j], z[0])
lr = LogisticRegression()
if j < r[0] - 1:
lr.fit(z_new[:, :j + 1], yj)
lambda_bin[j, :j + 2] = np.concatenate(
[lr.intercept_, lr.coef_[0]])
else:
lr.fit(z_new, yj)
lambda_bin[j] = np.concatenate([lr.intercept_, lr.coef_[0]])
## Identifiability of bin coefficients
lambda_bin[:, 1:] = lambda_bin[:, 1:] @ AT[0][0]
# Determining lambda_ord coefficients
lambda_ord = []
for j in range(nb_ord):
Nj = len(np.unique(
y_ord[:, j], axis=0)) # The support of the jth ordinal is [1, Nj]
yj = y_ord[:, j]
ol = OrderedLogit()
ol.fit(z[0], yj)
## Identifiability of ordinal coefficients
beta_j = (ol.beta_.reshape(1, r[0]) @ AT[0][0]).flatten()
lambda_ord_j = np.concatenate([ol.alpha_, beta_j])
lambda_ord.append(lambda_ord_j)
# Determining the coefficients of the continuous variables
lambda_cont = np.zeros((nb_cont, r[0] + 1))
for j in range(nb_cont):
yj = y_cont[:, j]
linr = LinearRegression()
if j < r[0] - 1:
linr.fit(z[0][:, :j + 1], yj)
lambda_cont[j, :j + 2] = np.concatenate([[linr.intercept_],
linr.coef_])
else:
linr.fit(z[0], yj)
lambda_cont[j] = np.concatenate([[linr.intercept_], linr.coef_])
## Identifiability of continuous coefficients
lambda_cont[:, 1:] = lambda_cont[:, 1:] @ AT[0][0]
# Determining lambda_categ coefficients
lambda_categ = []
for j in range(nb_categ):
yj = y_categ[:, j]
lr = LogisticRegression(multi_class='multinomial')
lr.fit(z[0], yj)
## Identifiability of categ coefficients
beta_j = lr.coef_ @ AT[0][0]
lambda_categ.append(np.hstack([lr.intercept_[..., n_axis], beta_j]))
init['lambda_bin'] = lambda_bin
init['lambda_ord'] = lambda_ord
init['lambda_cont'] = lambda_cont
init['lambda_categ'] = lambda_categ
return init
# Transform few numerical features to categorical because of their meaning
comb['MSSubClass'] = comb['MSSubClass'].astype(str)
comb['MoSold'] = comb['MoSold'].astype(str)
#%%
""" Dimensionality reduction """
# ATTENTION: TIME CONSUMING
# DO NOT USE TOGETHER WITH FEATURE IMPORTANCE ANALYSIS
dim_red = False
if dim_red:
import prince
# Here you can choose between PCA and FAMD
pca = True
if pca:
# One-hot encoding
dummies = pd.get_dummies(comb)
pca = prince.PCA(n_components=50)
pca = pca.fit(dummies)
expl = (pca.explained_inertia_)
cum = (np.cumsum(expl))[-1]
print("Explained variance " + str(cum))
dummies = pca.transform(dummies)
else:
famd = prince.FAMD(n_components=50)
famd = famd.fit(comb)
expl = (famd.explained_inertia_)
cum = (np.cumsum(expl))[-1]
print("Explained variance " + str(cum))
comb = famd.transform(comb)
# One-hot encoding
dummies = pd.get_dummies(comb)
import numpy as np
import Data_util
import prince
from sklearn import model_selection
from sklearn.cross_decomposition import CCA
data = Data_util.read_data("data/adult.data")
training_data, training_labels = Data_util.class2vect(data)
X_train, X_test, y_train, y_test = model_selection.train_test_split(
training_data, training_labels, train_size=0.7, test_size=0.3)
pca = prince.PCA(n_components=70,
n_iter=3,
copy=True,
rescale_with_mean=True,
rescale_with_std=True,
engine='auto',
random_state=42)
pca = pca.fit(X_train)
print([100 * ei for ei in pca.explained_inertia_])
print(sum(pca.explained_inertia_))
print(pca.row_coordinates(X_test[:5]))
print(pca)
feature_names = data.columns.str.startswith("var_")
predictors = data[data.columns[feature_names]]
labels = data["Target_Practice"]
ix_training = data.train == 1
training_data = predictors[ix_training]
training_labels = labels[ix_training]
ix_testing = data.train == 0
testing_data = predictors[ix_testing]
testing_labels = labels[ix_testing]
sns.displot(training_data.values.flatten(), bins="sqrt", kde=True)
pca = prince.PCA(n_components=2, as_array=False).fit(training_data)
pca.plot_row_coordinates(training_data, color_labels=training_labels)
pca.column_correlations(training_data).plot.scatter(x=0,
y=1) # weird column name
#%% Roshan Sharma model
mdl_data = { # problem with JSON dump => cast to python native type
'N': ix_training.sum().tolist(),
'N2': ix_testing.sum().tolist(),
'K': feature_names.sum().tolist(),
'y': training_labels.values.tolist(),
'X': training_data.values.tolist(),
'new_X': testing_data.values.tolist(),
}
Pokedex_Types = pd.concat([Pokedex_Types, dfOneHot], axis=1)
dfOneHot = pd.DataFrame(
t2_ohe_array,
columns=["type2_" + str(int(i)) for i in range(t2_ohe_array.shape[1])])
Pokedex_Types = pd.concat([Pokedex_Types, dfOneHot], axis=1)
Pokedex_Types_PCA = Pokedex_Types.drop(Pokedex_Types.columns[[0, 1, 2, 3, 4]],
axis=1)
mca = prince.MCA(n_components=37,
n_iter=100,
copy=False,
engine='auto',
random_state=42)
mca = mca.fit(Pokedex_Types_PCA)
print(np.sum(mca.explained_inertia_))
Types_MCA = is_Legendary[['type1', 'type2']]
mca2 = mca.fit(Types_MCA)
print(np.sum(mca2.explained_inertia_))
pca2 = prince.PCA(
n_components=9,
engine='sklearn',
rescale_with_mean=False,
rescale_with_std=False,
)
pca3 = pca2.fit(Pokedex_Types_PCA)
print(np.sum(pca3.explained_inertia_))
# Estimation, calcul des composantes principales
C = pca.fit(X_quant).transform(X_quant)
# Explication du pourcentage de variance de chaque variable
print('Explication du pourcentage de variance de chaque variable: %s' %
str(pca.explained_variance_ratio_))
# Décroissance de la variance expliquée
plt.plot(pca.explained_variance_ratio_)
# Affichage graphique
plt.boxplot(C[:, 0:5])
plt.scatter(C[:, 0], C[:, 1], c=target_name, label=[0, 1])
# Cercle des corrélations
cercle = prince.PCA(X_quant, n_components=2)
cercle.plot_correlation_circle()
# Visualisation de la matrice de corrélation
corr = (X_quant.corr())
f, ax = plt.subplots(figsize=(10, 8))
sns.heatmap(corr,
mask=np.zeros_like(corr, dtype=np.bool),
cmap=sns.diverging_palette(220, 10, as_cmap=True),
square=True,
ax=ax)
#Etude sur la variable temporelle "steps"
distinct_step = fichier_credit[temps].unique()
#Sommes échangées chronologiquement
import os
import sys
sys.path.insert(1, os.path.join(sys.path[0], '..'))
import prince
from sklearn import datasets
X, y = datasets.load_iris(return_X_y=True)
pca = prince.PCA(rescale_with_mean=True, rescale_with_std=True,
n_components=2).fit(X)
print('Eigenvalues')
print(pca.eigenvalues_)
print(pca.explained_inertia_)
print('---')
print('U')
print(pca.U_[:5])
print('---')
print('V')
print(pca.V_)
print('---')
print('s')
print(pca.s_)
print('---')
print('Row coords')
def Preprocess(data_frame,
target=None,
method='FAMD',
samples=None,
mapper=None,
num_components=3,
scaler=None,
encode_method='Binary',
target_encoder=None,
data_encoder=None,
data_columns_dict=None,
target_column_dict=None,
groups=None,
normalization='l2'):
# If no target supplied get as target the last column of df
if not target: target = data_frame.columns.values.tolist()[-1]
''' TO DO: Fix PCA. '''
if method == 'PCA':
print('Dummy is not functionning proberly.')
method = 'MFA'
normalization = normalization.lower()
if normalization not in ['l1', 'l2', 'max', 'standard', None]:
print('Not a valid normalization method change to None')
normalization = None
if samples is not None:
# Sample the data set, Split to training and testing sets.
train_data = data_frame.loc[samples.iloc[:, :-1].values.flatten(), :]
test_data = data_frame.loc[samples.iloc[:, -1].values.flatten(), :]
train_target = train_data[target].copy()
test_target = test_data[target].copy()
train_data = train_data.drop(columns=[target])
test_data = test_data.drop(columns=[target])
# Encode the data sets
train_data, data_encoder, data_columns_dict = Fit_Encode(
train_data, method=encode_method)
test_data, _, _ = Fit_Encode(test_data,
mappings=data_encoder,
columns_dict=data_columns_dict,
method=encode_method)
#print('Test','\n',train_data.iloc[0])
train_target, target_encoder, target_column_dict = Fit_Encode(
train_target, method=encode_method)
test_target, _, _ = Fit_Encode(test_target,
mappings=target_encoder,
columns_dict=target_column_dict,
method=encode_method)
else: # If no samples are supplied we process the entire data set as a whole.
test_data = data_frame.copy()
test_target = test_data[target].copy()
test_data = test_data.drop(columns=[target])
test_data, test_data_encoder, test_columns_dict = Fit_Encode(
test_data,
mappings=data_encoder,
columns_dict=data_columns_dict,
method=encode_method)
print('Test Data Encoded')
test_target, test_target_encoder, _ = Fit_Encode(
test_target,
mappings=target_encoder,
columns_dict=target_column_dict,
method=encode_method)
print('Test targets encoded')
# Drop the income column from data sets and get normalized vectors
if method == 'MFA':
if not groups:
groups = {}
for key in data_columns_dict.keys():
names = ['_' + s for s in data_columns_dict[key]]
column_headers = [x + y for x, y in it.product([key], names)]
groups[key] = column_headers
if not mapper: # Create FAMD mapper.
print('No mapper found')
''' Consider passing **kwargs in Preprocess func. to pass in mappers. '''
mfa = pr.MFA(
groups=groups,
n_components=num_components,
n_iter=100,
#rescale_with_mean = True, # Does not work. Can use sklearn Standard scaller.
#rescale_with_std = True,
copy=True,
check_input=True,
engine='auto',
random_state=None)
print('Fitting MFA')
if samples is not None:
# Vectors for training/test set
mapper = mfa.fit(train_data)
vecs_train = pd.DataFrame(mapper.row_coordinates(train_data))
vecs_test = pd.DataFrame(mapper.transform(test_data))
vecs_train, scaler = Normalization(vecs_train, normalization,
scaler)
vecs_test, scaler = Normalization(vecs_test, normalization, scaler)
return vecs_train, train_target, vecs_test, test_target, data_columns_dict, target_column_dict, data_encoder, target_encoder, groups, target, mapper, scaler
else:
# Get the vectors created for the training set and normalise
vecs_test = pd.DataFrame(mapper.transform(test_data))
vecs_test, scaler = Normalization(vecs_test, normalization, scaler)
''' Consider returning a single dictionary with all parameters. Each case has
different number of returned variables.'''
return vecs_test, test_target, test_data_encoder, test_target_encoder, mapper, target, scaler
elif method == 'PCA':
if not mapper:
mapper = pr.PCA(n_components=num_components,
n_iter=100,
rescale_with_mean=True,
rescale_with_std=True,
copy=True,
check_input=True,
engine='auto',
random_state=None)
if samples is not None:
pca_train = mapper.fit(train_data)
vecs_train = pd.DataFrame(pca_train.row_coordinates(train_data))
pca_test = mapper.transform(test_data)
vecs_test = pd.DataFrame(pca_test.row_coordinates(test_data))
if normalization in ['l1', 'l2', 'max']:
scaler = None
vecs_train = pd.DataFrame(preprocessing.normalize(
vecs_train, norm=normalization, axis=1),
columns=vecs_train.columns)
vecs_test = pd.DataFrame(preprocessing.normalize(
vecs_test, norm=normalization, axis=1),
columns=vecs_test.columns)
elif normalization == 'standard':
scaler = preprocessing.StandardScaler()
vecs_train = pd.DataFrame(scaler.fit_transform(vecs_train),
columns=vecs_train.columns)
vecs_test = pd.DataFrame(scaler.fit_transform(vecs_test),
columns=vecs_test.columns)
return vecs_train, train_target, vecs_test, test_target, target_encoders, data_endoder, mapper, target, scaler
else:
test_data, data_endoder = encode_categorical(
test_data[target].copy(),
encode_method=encode_method,
encoder=data_encoder)
pca_test = mapper.fit(test_data)
vecs_test = pd.DataFrame(pca_test.row_coordinates(test_data))
if normalization in ['l1', 'l2', 'max']:
scaler = None
vecs_test = pd.DataFrame(preprocessing.normalize(
vecs_test, norm=normalization, axis=1),
columns=vecs_test.columns)
elif normalization == 'standard':
scaler = preprocessing.StandardScaler()
vecs_test = pd.DataFrame(scaler.fit_transform(vecs_test),
columns=vecs_test.columns)
return vecs_test, test_target, mapper, target
def test_explained_inertia_(self):
pca = prince.PCA(n_components=4)
pca.fit(self.X)
self.assertTrue(np.isclose(sum(pca.explained_inertia_), 1))
import pandas as pd
import prince
import matplotlib.pyplot as plt
# Generate tain and test data
# df = pd.read_csv('data/datalab_persona_run1_with_scale_cont.csv')
df = pd.read_csv('data/iris.csv')
pca = prince.PCA(df, n_components=-1)
# Set the axes you want to examine below, i.e. which component pair you are interested in - (0, 1)
components = (0, 1)
pca.plot_rows(axes=components, color_by='class', ellipse_fill=True)
pca.plot_correlation_circle(axes=components)
pca.plot_cumulative_inertia()
pca.plot_inertia()
plt.show()
