def _train_probas_for_estimator(self, y, idx):
rs = 255 if self.random_state == 0 else self.random_state
rs = (None if self.random_state is None else
(rs * 37 * (idx + 1)) % np.iinfo(np.int32).max)
rng = check_random_state(rs)
indices = range(self.n_instances_)
subsample = rng.choice(self.n_instances_, size=self.n_instances_)
oob = [n for n in indices if n not in subsample]
results = np.zeros((self.n_instances_, self.n_classes_))
if len(oob) == 0:
return [results, oob]
clf = _clone_estimator(self._base_estimator, rs)
clf.fit(self.transformed_data_[idx][subsample], y[subsample])
probas = clf.predict_proba(self.transformed_data_[idx][oob])
if probas.shape[1] != self.n_classes_:
new_probas = np.zeros((probas.shape[0], self.n_classes_))
for i, cls in enumerate(clf.classes_):
cls_idx = self._class_dictionary[cls]
new_probas[:, cls_idx] = probas[:, i]
probas = new_probas
for n, proba in enumerate(probas):
results[oob[n]] += proba
return [results, oob]
def fit(self, X, y):
"""Fit an estimator using transformed data from the MatrixProfile transformer.
Parameters
----------
X : nested pandas DataFrame of shape [n_instances, 1]
Nested dataframe with univariate time-series in cells.
y : array-like, shape = [n_instances] The class labels.
Returns
-------
self : object
"""
X, y = check_X_y(X, y, enforce_univariate=True)
self.classes_ = np.unique(y)
self.n_classes = self.classes_.shape[0]
self._transformer = MatrixProfile(m=self.subsequence_length)
self._estimator = _clone_estimator(
KNeighborsClassifier(
n_neighbors=1) if self.estimator is None else self.estimator,
self.random_state,
)
m = getattr(self._estimator, "n_jobs", None)
if callable(m):
self._estimator.n_jobs = self.n_jobs
X_t = self._transformer.fit_transform(X, y)
self._estimator.fit(X_t, y)
self._is_fitted = True
return self
def _fit(self, X, y):
"""Fit a pipeline on cases (X,y), where y is the target variable.
Parameters
----------
X : 3D np.array of shape = [n_instances, n_dimensions, series_length]
The training data.
y : array-like, shape = [n_instances]
The class labels.
Returns
-------
self :
Reference to self.
Notes
-----
Changes state by creating a fitted model that updates attributes
ending in "_" and sets is_fitted flag to True.
"""
self._transformer = MatrixProfile(m=self.subsequence_length)
self._estimator = _clone_estimator(
KNeighborsClassifier(
n_neighbors=1) if self.estimator is None else self.estimator,
self.random_state,
)
m = getattr(self._estimator, "n_jobs", None)
if m is not None:
self._estimator.n_jobs = self._threads_to_use
X_t = self._transformer.fit_transform(X, y)
self._estimator.fit(X_t, y)
return self
def _fit(self, X, y):
"""Fit an estimator using transformed data from the Catch22 transformer.
Parameters
----------
X : nested pandas DataFrame of shape [n_instances, n_dims]
Nested dataframe with univariate time-series in cells.
y : array-like, shape = [n_instances] The class labels.
Returns
-------
self : object
"""
self.classes_ = class_distribution(np.asarray(y).reshape(-1, 1))[0][0]
self.n_classes = np.unique(y).shape[0]
self._transformer = Catch22(outlier_norm=self.outlier_norm)
self._estimator = _clone_estimator(
RandomForestClassifier(n_estimators=200)
if self.estimator is None else self.estimator,
self.random_state,
)
m = getattr(self._estimator, "n_jobs", None)
if m is not None:
self._estimator.n_jobs = self.n_jobs
X_t = self._transformer.fit_transform(X, y)
X_t = np.nan_to_num(X_t, False, 0, 0, 0)
self._estimator.fit(X_t, y)
return self
def _fit_estimator(self, X, y, idx):
c22 = Catch22(outlier_norm=True)
rs = 255 if self.random_state == 0 else self.random_state
rs = None if self.random_state is None else rs * 37 * (idx + 1)
rng = check_random_state(rs)
transformed_x = np.empty(
shape=(self._att_subsample_size * self._n_intervals, self.n_instances),
dtype=np.float32,
)
atts = rng.choice(25, self._att_subsample_size, replace=False)
dims = rng.choice(self.n_dims, self._n_intervals, replace=True)
intervals = np.zeros((self._n_intervals, 2), dtype=int)
# Find the random intervals for classifier i and concatenate
# features
for j in range(0, self._n_intervals):
if rng.random() < 0.5:
intervals[j][0] = rng.randint(
0, self.series_length - self._min_interval
)
len_range = min(
self.series_length - intervals[j][0],
self._max_interval,
)
length = (
rng.randint(0, len_range - self._min_interval) + self._min_interval
)
intervals[j][1] = intervals[j][0] + length
else:
intervals[j][1] = (
rng.randint(0, self.series_length - self._min_interval)
+ self._min_interval
)
len_range = min(intervals[j][1], self._max_interval)
length = (
rng.randint(0, len_range - self._min_interval) + self._min_interval
if len_range - self._min_interval > 0
else self._min_interval
)
intervals[j][0] = intervals[j][1] - length
for a in range(0, self._att_subsample_size):
transformed_x[self._att_subsample_size * j + a] = _cif_feature(
X, intervals[j], dims[j], atts[a], c22
)
tree = _clone_estimator(self._base_estimator, random_state=rs)
transformed_x = transformed_x.T
transformed_x = transformed_x.round(8)
transformed_x = np.nan_to_num(transformed_x, False, 0, 0, 0)
tree.fit(transformed_x, y)
return [tree, intervals, dims, atts]
def fit(self, X, y=None):
"""Fit the random interval transform.
Parameters
----------
X : pandas DataFrame or 3d numpy array, input time series
y : array_like, target values (optional, ignored)
"""
X = check_X(X, coerce_to_numpy=True)
_, n_dims, series_length = X.shape
if self.transformers is None:
self._transformers = [
SummaryTransformer(
summary_function=("mean", "std", "min", "max"),
quantiles=(0.25, 0.5, 0.75),
)
]
if not isinstance(self._transformers, list):
self._transformers = [self._transformers]
li = []
for i in range(len(self._transformers)):
li.append(
_clone_estimator(
self._transformers[i],
self.random_state,
))
m = getattr(li[i], "n_jobs", None)
if m is not None:
li[i].n_jobs = self.n_jobs
self._transformers = li
rng = check_random_state(self.random_state)
self._dims = rng.choice(n_dims, self.n_intervals, replace=True)
self._intervals = np.zeros((self.n_intervals, 2), dtype=int)
for i in range(0, self.n_intervals):
if rng.random() < 0.5:
self._intervals[i][0] = rng.randint(0, series_length - 3)
length = (
rng.randint(0, series_length - self._intervals[i][0] - 3) +
3 if series_length - self._intervals[i][0] - 3 > 0 else 3)
self._intervals[i][1] = self._intervals[i][0] + length
else:
self._intervals[i][1] = rng.randint(0, series_length - 3) + 3
length = (rng.randint(0, self._intervals[i][1] - 3) +
3 if self._intervals[i][1] - 3 > 0 else 3)
self._intervals[i][0] = self._intervals[i][1] - length
self._is_fitted = True
return self
def _setup_classification_pipeline(self):
"""Set up the full signature method pipeline."""
# Use rf if no classifier is set
if self.estimator is None:
classifier = RandomForestClassifier(random_state=self.random_state)
else:
classifier = _clone_estimator(self.estimator, self.random_state)
# Main classification pipeline
self.pipeline = Pipeline([("signature_method", self.signature_method),
("classifier", classifier)])
def _fit_estimator(self, X, X_cls_split, y, idx):
rs = 255 if self.random_state == 0 else self.random_state
rs = (None if self.random_state is None else
(rs * 37 * (idx + 1)) % np.iinfo(np.int32).max)
rng = check_random_state(rs)
groups = self._generate_groups(rng)
pcas = []
# construct the slices to fit the PCAs too.
for group in groups:
classes = rng.choice(
range(self.n_classes),
size=rng.randint(1, self.n_classes + 1),
replace=False,
)
# randomly add the classes with the randomly selected attributes.
X_t = np.zeros((0, len(group)))
for cls_idx in classes:
c = X_cls_split[cls_idx]
X_t = np.concatenate((X_t, c[:, group]), axis=0)
sample_ind = rng.choice(
X_t.shape[0],
max(1, int(X_t.shape[0] * self.remove_proportion)),
replace=False,
)
X_t = X_t[sample_ind]
# try to fit the PCA if it fails, remake it, and add 10 random data instances.
while True:
# ignore err state on PCA because we account if it fails.
with np.errstate(divide="ignore", invalid="ignore"):
# differences between os occasionally. seems to happen when there
# are low amounts of cases in the fit
pca = PCA(random_state=rs).fit(X_t)
if not np.isnan(pca.explained_variance_ratio_).all():
break
X_t = np.concatenate((X_t, rng.random_sample(
(10, X_t.shape[1]))),
axis=0)
pcas.append(pca)
# merge all the pca_transformed data into one instance and build a classifier on it.
X_t = np.concatenate(
[pcas[i].transform(X[:, group]) for i, group in enumerate(groups)],
axis=1)
tree = _clone_estimator(self._base_estimator, random_state=rs)
tree.fit(X_t, y)
return tree, pcas, groups, X_t if self.save_transformed_data else None
def fit(self, X, y):
"""Build a forest of trees from the training set (X, y).
Parameters
----------
Xt: np.ndarray or pd.DataFrame
Panel training data.
y : np.ndarray
The class labels.
Returns
-------
self : object
An fitted instance of the classifier
"""
X, y = check_X_y(
X,
y,
enforce_univariate=not self.capabilities["multivariate"],
coerce_to_numpy=True,
)
X = X.squeeze(1)
n_instances, self.series_length = X.shape
n_jobs = check_n_jobs(self.n_jobs)
rng = check_random_state(self.random_state)
self.n_classes = np.unique(y).shape[0]
self.classes_ = class_distribution(np.asarray(y).reshape(-1, 1))[0][0]
self.n_intervals = int(math.sqrt(self.series_length))
if self.n_intervals == 0:
self.n_intervals = 1
if self.series_length < self.min_interval:
self.min_interval = self.series_length
self.intervals_ = [
_get_intervals(self.n_intervals, self.min_interval,
self.series_length, rng)
for _ in range(self.n_estimators)
]
self.estimators_ = Parallel(n_jobs=n_jobs)(
delayed(_fit_estimator)(_clone_estimator(self.base_estimator, rng),
X, y, self.intervals_[i])
for i in range(self.n_estimators))
self._is_fitted = True
return self
def _fit(self, X, y):
self._n_jobs = check_n_jobs(self.n_jobs)
self.n_instances, self.n_dims, self.series_length = X.shape
self.n_classes = np.unique(y).shape[0]
self.classes_ = class_distribution(np.asarray(y).reshape(-1, 1))[0][0]
if self.time_limit_in_minutes > 0:
# contracting 2/3 transform (with 1/5 of that taken away for final
# transform), 1/3 classifier
third = self.time_limit_in_minutes / 3
self._classifier_limit_in_minutes = third
self._transform_limit_in_minutes = (third * 2) / 5 * 4
elif self.transform_limit_in_minutes > 0:
self._transform_limit_in_minutes = self.transform_limit_in_minutes
self._transformer = RandomShapeletTransform(
n_shapelet_samples=self.n_shapelet_samples,
max_shapelets=self.max_shapelets,
max_shapelet_length=self.max_shapelet_length,
time_limit_in_minutes=self._transform_limit_in_minutes,
contract_max_n_shapelet_samples=self.
contract_max_n_shapelet_samples,
n_jobs=self.n_jobs,
batch_size=self.batch_size,
random_state=self.random_state,
)
self._estimator = _clone_estimator(
RotationForest() if self.estimator is None else self.estimator,
self.random_state,
)
if isinstance(self._estimator, RotationForest):
self._estimator.save_transformed_data = self.save_transformed_data
m = getattr(self._estimator, "n_jobs", None)
if m is not None:
self._estimator.n_jobs = self._n_jobs
m = getattr(self._estimator, "time_limit_in_minutes", None)
if m is not None and self.time_limit_in_minutes > 0:
self._estimator.time_limit_in_minutes = self._classifier_limit_in_minutes
X_t = self._transformer.fit_transform(X, y).to_numpy()
if self.save_transformed_data:
self.transformed_data = X_t
self._estimator.fit(X_t, y)
def _fit(self, X, y):
"""Fit a pipeline on cases (X,y), where y is the target variable.
Parameters
----------
X : 3D np.array of shape = [n_instances, n_dimensions, series_length]
The training data.
y : array-like, shape = [n_instances]
The class labels.
Returns
-------
self :
Reference to self.
Notes
-----
Changes state by creating a fitted model that updates attributes
ending in "_" and sets is_fitted flag to True.
"""
self._transformer = (TSFreshRelevantFeatureExtractor(
default_fc_parameters=self.default_fc_parameters,
n_jobs=self._threads_to_use,
chunksize=self.chunksize,
) if self.relevant_feature_extractor else TSFreshFeatureExtractor(
default_fc_parameters=self.default_fc_parameters,
n_jobs=self._threads_to_use,
chunksize=self.chunksize,
))
self._estimator = _clone_estimator(
RandomForestClassifier(n_estimators=200)
if self.estimator is None else self.estimator,
self.random_state,
)
if self.verbose < 2:
self._transformer.show_warnings = False
if self.verbose < 1:
self._transformer.disable_progressbar = True
m = getattr(self._estimator, "n_jobs", None)
if m is not None:
self._estimator.n_jobs = self._threads_to_use
X_t = self._transformer.fit_transform(X, y)
self._estimator.fit(X_t, y)
return self
def _fit_estimator(self, X, y, i):
rs = 255 if self.random_state == 0 else self.random_state
rs = None if self.random_state is None else rs * 37 * (i + 1)
rng = check_random_state(rs)
estimator = _clone_estimator(
CanonicalIntervalForest() if self.estimator is None else self.estimator,
rng,
)
estimator.fit(X[:, :, : self._classification_points[i]], y)
m = getattr(estimator, "n_jobs", None)
if m is not None:
estimator.n_jobs = self._threads_to_use
return estimator
def fit(self, X, y):
"""Fit an estimator using transformed data from the Catch22 transformer.
Parameters
----------
X : nested pandas DataFrame of shape [n_instances, n_dims]
Nested dataframe with univariate time-series in cells.
y : array-like, shape = [n_instances] The class labels.
Returns
-------
self : object
"""
X, y = check_X_y(X, y)
self.classes_ = class_distribution(np.asarray(y).reshape(-1, 1))[0][0]
self.n_classes = np.unique(y).shape[0]
self._transformer = (TSFreshRelevantFeatureExtractor(
default_fc_parameters=self.default_fc_parameters,
n_jobs=self.n_jobs,
chunksize=self.chunksize,
) if self.relevant_feature_extractor else TSFreshFeatureExtractor(
default_fc_parameters=self.default_fc_parameters,
n_jobs=self.n_jobs,
chunksize=self.chunksize,
))
self._estimator = _clone_estimator(
RandomForestClassifier(n_estimators=200)
if self.estimator is None else self.estimator,
self.random_state,
)
if self.verbose < 2:
self._transformer.show_warnings = False
if self.verbose < 1:
self._transformer.disable_progressbar = True
m = getattr(self._estimator, "n_jobs", None)
if callable(m):
self._estimator.n_jobs = self.n_jobs
X_t = self._transformer.fit_transform(X, y)
self._estimator.fit(X_t, y)
self._is_fitted = True
return self
def _fit(self, X, y):
"""Fit a pipeline on cases (X,y), where y is the target variable.
Parameters
----------
X : 3D np.array of shape = [n_instances, n_dimensions, series_length]
The training data.
y : array-like, shape = [n_instances]
The class labels.
Returns
-------
self :
Reference to self.
Notes
-----
Changes state by creating a fitted model that updates attributes
ending in "_" and sets is_fitted flag to True.
"""
self._transformer = SummaryTransformer(
summary_function=self.summary_functions,
quantiles=self.summary_quantiles,
)
self._estimator = _clone_estimator(
RandomForestClassifier(n_estimators=200)
if self.estimator is None
else self.estimator,
self.random_state,
)
m = getattr(self._estimator, "n_jobs", None)
if m is not None:
self._estimator.n_jobs = self._threads_to_use
X_t = self._transformer.fit_transform(X, y)
if X_t.shape[0] > len(y):
X_t = X_t.to_numpy().reshape((len(y), -1))
self._transform_atts = X_t.shape[1]
self._estimator.fit(X_t, y)
return self
def _train_probas_for_estimator(self, y, idx):
rs = 255 if self.random_state == 0 else self.random_state
rs = None if self.random_state is None else rs * 37 * (idx + 1)
rng = check_random_state(rs)
indices = range(self.n_instances)
subsample = rng.choice(self.n_instances, size=self.n_instances)
oob = [n for n in indices if n not in subsample]
clf = _clone_estimator(self._base_estimator, rs)
clf.fit(self.transformed_data[idx][subsample], y[subsample])
probas = clf.predict_proba(self.transformed_data[idx][oob])
results = np.zeros((self.n_instances, self.n_classes))
for n, proba in enumerate(probas):
results[oob[n]] += proba
return [results, oob]
def _fit(self, X, y):
"""Fit a pipeline on cases (X,y), where y is the target variable.
Parameters
----------
X : 3D np.array of shape = [n_instances, n_dimensions, series_length]
The training data.
y : array-like, shape = [n_instances]
The class labels.
Returns
-------
self :
Reference to self.
Notes
-----
Changes state by creating a fitted model that updates attributes
ending in "_" and sets is_fitted flag to True.
"""
interval_transformers = (Catch22(outlier_norm=True, replace_nans=True)
if self.interval_transformers is None else
self.interval_transformers)
self._transformer = RandomIntervals(
n_intervals=self.n_intervals,
transformers=interval_transformers,
random_state=self.random_state,
n_jobs=self._threads_to_use,
)
self._estimator = _clone_estimator(
RotationForest() if self.estimator is None else self.estimator,
self.random_state,
)
m = getattr(self._estimator, "n_jobs", None)
if m is not None:
self._estimator.n_jobs = self._threads_to_use
X_t = self._transformer.fit_transform(X, y)
self._estimator.fit(X_t, y)
return self
def _get_train_probs(self, X, y):
self.check_is_fitted()
X, y = check_X_y(X, y, coerce_to_pandas=True)
n_instances, n_dims = X.shape
if n_instances != self.n_instances_ or n_dims != self.n_dims_:
raise ValueError(
"n_instances, n_dims mismatch. X should be "
"the same as the training data used in fit for generating train "
"probabilities.")
if not self.save_transformed_data:
raise ValueError(
"Currently only works with saved transform data from fit.")
if isinstance(self.estimator,
RotationForest) or self.estimator is None:
return self._estimator._get_train_probs(self.transformed_data_, y)
else:
m = getattr(self._estimator, "predict_proba", None)
if not callable(m):
raise ValueError("Estimator must have a predict_proba method.")
cv_size = 10
_, counts = np.unique(y, return_counts=True)
min_class = np.min(counts)
if min_class < cv_size:
cv_size = min_class
estimator = _clone_estimator(self.estimator, self.random_state)
return cross_val_predict(
estimator,
X=self.transformed_data_,
y=y,
cv=cv_size,
method="predict_proba",
n_jobs=self._threads_to_use,
)
def _fit(self, X, y):
"""Fit a pipeline on cases (X,y), where y is the target variable.
Parameters
----------
X : 3D np.array of shape = [n_instances, n_dimensions, series_length]
The training data.
y : array-like, shape = [n_instances]
The class labels.
Returns
-------
self :
Reference to self.
Notes
-----
Changes state by creating a fitted model that updates attributes
ending in "_" and sets is_fitted flag to True.
"""
self._transformer = Catch22(outlier_norm=self.outlier_norm)
self._estimator = _clone_estimator(
RandomForestClassifier(n_estimators=200)
if self.estimator is None else self.estimator,
self.random_state,
)
m = getattr(self._estimator, "n_jobs", None)
if m is not None:
self._estimator.n_jobs = self._threads_to_use
X_t = self._transformer.fit_transform(X, y)
X_t = np.nan_to_num(X_t, False, 0, 0, 0)
self._estimator.fit(X_t, y)
return self
def _fit_estimator(self, X, X_p, X_d, y, idx):
c22 = Catch22(outlier_norm=True)
T = [X, X_p, X_d]
rs = 255 if self.random_state == 0 else self.random_state
rs = None if self.random_state is None else rs * 37 * (idx + 1)
rng = check_random_state(rs)
transformed_x = np.empty(
shape=(self._att_subsample_size * self.total_intervals, self.n_instances),
dtype=np.float32,
)
atts = rng.choice(29, self._att_subsample_size, replace=False)
dims = rng.choice(self.n_dims, self.total_intervals, replace=True)
intervals = np.zeros((self.total_intervals, 2), dtype=int)
p = 0
j = 0
for r in range(0, len(T)):
transform_length = T[r].shape[2]
# Find the random intervals for classifier i, transformation r
# and concatenate features
for _ in range(0, self._n_intervals[r]):
if rng.random() < 0.5:
intervals[j][0] = rng.randint(
0, transform_length - self._min_interval[r]
)
len_range = min(
transform_length - intervals[j][0],
self._max_interval[r],
)
length = (
rng.randint(0, len_range - self._min_interval[r])
+ self._min_interval[r]
)
intervals[j][1] = intervals[j][0] + length
else:
intervals[j][1] = (
rng.randint(0, transform_length - self._min_interval[r])
+ self._min_interval[r]
)
len_range = min(intervals[j][1], self._max_interval[r])
length = (
rng.randint(0, len_range - self._min_interval[r])
+ self._min_interval[r]
if len_range - self._min_interval[r] > 0
else self._min_interval[r]
)
intervals[j][0] = intervals[j][1] - length
for a in range(0, self._att_subsample_size):
transformed_x[p] = _drcif_feature(
T[r], intervals[j], dims[j], atts[a], c22
)
p += 1
j += 1
tree = _clone_estimator(self._base_estimator, random_state=rs)
transformed_x = transformed_x.T
transformed_x = transformed_x.round(8)
transformed_x = np.nan_to_num(transformed_x, False, 0, 0, 0)
tree.fit(transformed_x, y)
return [
tree,
intervals,
dims,
atts,
transformed_x if self.save_transformed_data else None,
]
def _fit(self, X, y):
"""Fit Arsenal to training data.
Parameters
----------
X : 3D np.array of shape = [n_instances, n_dimensions, series_length]
The training data.
y : array-like, shape = [n_instances]
The class labels.
Returns
-------
self :
Reference to self.
Notes
-----
Changes state by creating a fitted model that updates attributes
ending in "_" and sets is_fitted flag to True.
"""
self.n_instances_, self.n_dims_, self.series_length_ = X.shape
time_limit = self.time_limit_in_minutes * 60
start_time = time.time()
train_time = 0
if self.rocket_transform == "rocket":
base_rocket = Rocket(num_kernels=self.num_kernels)
elif self.rocket_transform == "minirocket":
if self.n_dims_ > 1:
base_rocket = MiniRocketMultivariate(
num_kernels=self.num_kernels,
max_dilations_per_kernel=self.max_dilations_per_kernel,
)
else:
base_rocket = MiniRocket(
num_kernels=self.num_kernels,
max_dilations_per_kernel=self.max_dilations_per_kernel,
)
elif self.rocket_transform == "multirocket":
if self.n_dims_ > 1:
base_rocket = MultiRocketMultivariate(
num_kernels=self.num_kernels,
max_dilations_per_kernel=self.max_dilations_per_kernel,
n_features_per_kernel=self.n_features_per_kernel,
)
else:
base_rocket = MultiRocket(
num_kernels=self.num_kernels,
max_dilations_per_kernel=self.max_dilations_per_kernel,
n_features_per_kernel=self.n_features_per_kernel,
)
else:
raise ValueError(f"Invalid Rocket transformer: {self.rocket_transform}")
if time_limit > 0:
self.n_estimators = 0
self.estimators_ = []
self.transformed_data_ = []
while (
train_time < time_limit
and self.n_estimators < self.contract_max_n_estimators
):
fit = Parallel(n_jobs=self._threads_to_use)(
delayed(self._fit_estimator)(
_clone_estimator(
base_rocket,
None
if self.random_state is None
else (255 if self.random_state == 0 else self.random_state)
* 37
* (i + 1),
),
X,
y,
)
for i in range(self._threads_to_use)
)
estimators, transformed_data = zip(*fit)
self.estimators_ += estimators
self.transformed_data_ += transformed_data
self.n_estimators += self._threads_to_use
train_time = time.time() - start_time
else:
fit = Parallel(n_jobs=self._threads_to_use)(
delayed(self._fit_estimator)(
_clone_estimator(
base_rocket,
None
if self.random_state is None
else (255 if self.random_state == 0 else self.random_state)
* 37
* (i + 1),
),
X,
y,
)
for i in range(self.n_estimators)
)
self.estimators_, self.transformed_data_ = zip(*fit)
self.weights_ = []
self._weight_sum = 0
for rocket_pipeline in self.estimators_:
weight = rocket_pipeline.steps[1][1].best_score_
self.weights_.append(weight)
self._weight_sum += weight
return self
def _fit(self, X, y):
self._n_jobs = check_n_jobs(self.n_jobs)
self.n_instances, self.n_dims, self.series_length = X.shape
self.n_classes = np.unique(y).shape[0]
self.classes_ = class_distribution(np.asarray(y).reshape(-1, 1))[0][0]
for index, classVal in enumerate(self.classes_):
self._class_dictionary[classVal] = index
time_limit = self.time_limit_in_minutes * 60
start_time = time.time()
train_time = 0
base_rocket = Rocket(num_kernels=self.num_kernels)
if time_limit > 0:
self.n_estimators = 0
self.estimators_ = []
self.transformed_data = []
while (
train_time < time_limit
and self.n_estimators < self.contract_max_n_estimators
):
fit = Parallel(n_jobs=self._n_jobs)(
delayed(self._fit_estimator)(
_clone_estimator(
base_rocket,
None
if self.random_state is None
else (255 if self.random_state == 0 else self.random_state)
* 37
* (i + 1),
),
X,
y,
)
for i in range(self._n_jobs)
)
estimators, transformed_data = zip(*fit)
self.estimators_ += estimators
self.transformed_data += transformed_data
self.n_estimators += self._n_jobs
train_time = time.time() - start_time
else:
fit = Parallel(n_jobs=self._n_jobs)(
delayed(self._fit_estimator)(
_clone_estimator(
base_rocket,
None
if self.random_state is None
else (255 if self.random_state == 0 else self.random_state)
* 37
* (i + 1),
),
X,
y,
)
for i in range(self.n_estimators)
)
self.estimators_, self.transformed_data = zip(*fit)
self.weights = []
self._weight_sum = 0
for rocket_pipeline in self.estimators_:
weight = rocket_pipeline.steps[1][1].best_score_
self.weights.append(weight)
self._weight_sum += weight
def _fit_estimator(self, X, y, i):
rs = 255 if self.random_state == 0 else self.random_state
rs = None if self.random_state is None else rs * 37 * (i + 1)
rng = check_random_state(rs)
default = MUSE() if X.shape[1] > 1 else WEASEL()
estimator = _clone_estimator(
default if self.estimator is None else self.estimator,
rng,
)
m = getattr(estimator, "n_jobs", None)
if m is not None:
estimator.n_jobs = self._threads_to_use
# fit estimator for this threshold
estimator.fit(X[:, :, : self._classification_points[i]], y)
# get train set probability estimates for this estimator
if callable(getattr(estimator, "_get_train_probs", None)) and (
getattr(estimator, "_save_transformed_data", False)
or getattr(estimator, "_save_train_predictions", False)
):
train_probas = estimator._get_train_probs(X, y)
else:
cv_size = 5
_, counts = np.unique(y, return_counts=True)
min_class = np.min(counts)
if min_class < cv_size:
cv_size = min_class
train_probas = cross_val_predict(
estimator, X, y=y, cv=cv_size, method="predict_proba"
)
train_preds = [
int(rng.choice(np.flatnonzero(prob == prob.max()))) for prob in train_probas
]
# create train set for the one class classifier using train probas with the
# minimum difference to the predicted probability
train_probas = self._generate_one_class_features(X, train_preds, train_probas)
X_oc = []
for i in range(len(X)):
if train_preds[i] == self._class_dictionary[y[i]]:
X_oc.append(train_probas[i])
# fit one class classifier and grid search parameters if a grid is provided
one_class_classifier = None
if len(X_oc) > 1:
one_class_classifier = (
OneClassSVM(tol=self._svm_tol, nu=self._svm_nu)
if self.one_class_classifier is None
else _clone_estimator(self.one_class_classifier, random_state=rs)
)
param_grid = (
{"gamma": self._svm_gammas}
if self.one_class_classifier is None
and self.one_class_param_grid is None
else self.one_class_param_grid
)
cv_size = min(len(X_oc), 10)
gs = GridSearchCV(
estimator=one_class_classifier,
param_grid=param_grid,
scoring="accuracy",
cv=cv_size,
)
gs.fit(X_oc, np.ones(len(X_oc)))
one_class_classifier = gs.best_estimator_
return estimator, one_class_classifier, train_probas, train_preds
def _fit(self, X, y):
"""Fit STC to training data.
Parameters
----------
X : 3D np.array of shape = [n_instances, n_dimensions, series_length]
The training data.
y : array-like, shape = [n_instances]
The class labels.
Returns
-------
self :
Reference to self.
Notes
-----
Changes state by creating a fitted model that updates attributes
ending in "_" and sets is_fitted flag to True.
"""
self.n_instances_, self.n_dims_, self.series_length_ = X.shape
if self.time_limit_in_minutes > 0:
# contracting 2/3 transform (with 1/5 of that taken away for final
# transform), 1/3 classifier
third = self.time_limit_in_minutes / 3
self._classifier_limit_in_minutes = third
self._transform_limit_in_minutes = (third * 2) / 5 * 4
elif self.transform_limit_in_minutes > 0:
self._transform_limit_in_minutes = self.transform_limit_in_minutes
self._transformer = RandomShapeletTransform(
n_shapelet_samples=self.n_shapelet_samples,
max_shapelets=self.max_shapelets,
max_shapelet_length=self.max_shapelet_length,
time_limit_in_minutes=self._transform_limit_in_minutes,
contract_max_n_shapelet_samples=self.
contract_max_n_shapelet_samples,
n_jobs=self.n_jobs,
batch_size=self.batch_size,
random_state=self.random_state,
)
self._estimator = _clone_estimator(
RotationForest() if self.estimator is None else self.estimator,
self.random_state,
)
if isinstance(self._estimator, RotationForest):
self._estimator.save_transformed_data = self.save_transformed_data
m = getattr(self._estimator, "n_jobs", None)
if m is not None:
self._estimator.n_jobs = self._threads_to_use
m = getattr(self._estimator, "time_limit_in_minutes", None)
if m is not None and self.time_limit_in_minutes > 0:
self._estimator.time_limit_in_minutes = self._classifier_limit_in_minutes
X_t = self._transformer.fit_transform(X, y).to_numpy()
if self.save_transformed_data:
self.transformed_data_ = X_t
self._estimator.fit(X_t, y)
return self
