Example #1
0
def SmoothKRR():
    y = np.genfromtxt('F:\PY\data\stock.txt',
                      skip_header=1,
                      dtype=None,
                      delimiter='\t',
                      usecols=(1))

    targetValues = smooth(y, len(y))

    np.random.seed(10)

    trainingPoints = np.arange(28).reshape(-1, 1)
    testPoints = np.arange(29).reshape(-1, 1)

    knl = mlpy.kernel_gaussian(trainingPoints, trainingPoints, sigma=1)
    knlTest = mlpy.kernel_gaussian(testPoints, trainingPoints, sigma=1)

    knlRidge = mlpy.KernelRidge(lmb=0.01, kernel=None)
    knlRidge.learn(knl, targetValues)
    resultPoints = knlRidge.pred(knlTest)

    print resultPoints

    plt.step(trainingPoints, targetValues, 'o')
    plt.step(testPoints, resultPoints)
    plt.show()
Example #2
0
def _q20():
    import mlpy
    X_train, y_train, X_test, y_test = load_dataset()
    for gamma in [32, 2, 0.125]:
        rbf = mlpy.KernelGaussian(sigma=(2 * gamma) ** 0.5)
        for lamda in [0.001, 1, 1000]:
            clf = mlpy.KernelRidge(lmb=lamda, kernel=rbf)
            clf.learn(X_train, y_train)
            err = 0.0
            for i in xrange(len(X_test)):
                if sign(clf.pred(X_test[i])) != y_test[i]:
                    err += 1.0
            print gamma, lamda, err / len(X_test)
Example #3
0
File: KRR.py Project: wypstudy/ML
def f(TrainIn, TrainOut, TestIn):
    print "init......"
    x = numpy.array(TrainIn)
    y = numpy.array(TrainOut)
    t = numpy.array(TestIn)

    print "learn......"
    k = mlpy.kernel_gaussian(x, x, sigma=1)
    kt = mlpy.kernel_gaussian(t, x, sigma=1)
    krr = mlpy.KernelRidge(lmb=0.01)
    krr.learn(k, y)

    print "out......"
    re = krr.pred(t)
    return re
Example #4
0
    y = np.convolve(w / w.sum(), s, mode='same')
    return y[window_len:-window_len + 1]


y = np.genfromtxt("Gold.csv",
                  skip_header=1,
                  dtype=None,
                  delimiter=',',
                  usecols=(1))

targetValues = smooth(y, len(y))

np.random.seed(10)

trainingPoints = np.arange(125).reshape(-1, 1)
testPoints = np.arange(126).reshape(-1, 1)

knl = mlpy.kernel_gaussian(trainingPoints, trainingPoints, sigma=1)
knlTest = mlpy.kernel_gaussian(testPoints, trainingPoints, sigma=1)

knlRidge = mlpy.KernelRidge(lmb=0.01, kernel=None)
knlRidge.learn(knl, targetValues)
resultPoints = knlRidge.pred(knlTest)

print(resultPoints)

plt.step(trainingPoints, targetValues, 'o')
plt.step(testPoints, resultPoints)
plt.show()
Example #5
0
import numpy as np
import matplotlib.pyplot as plt
import mlpy
np.random.seed(0)
x = np.arange(0, 2, 0.05).reshape(-1, 1) # training points
y = np.ravel(np.exp(x)) + np.random.normal(1, 0.2, x.shape[0]) # target values
xt = np.arange(0, 2, 0.01).reshape(-1, 1) # testing points
K = mlpy.kernel_gaussian(x, x, sigma=1) # training kernel matrix
Kt = mlpy.kernel_gaussian(xt, x, sigma=1) # testing kernel matrix
krr = mlpy.KernelRidge(lmb=0.01)
krr.learn(K, y)
yt = krr.pred(Kt)
fig = plt.figure(1)
plot1 = plt.plot(x[:, 0], y, 'o')
plot2 = plt.plot(xt[:, 0], yt)
plt.show()
Example #6
0
source = []
target = []
for s in sentences:
    words = []
    nwords = []
    for k in range(len(s) - 1):
        words.append(lut[s[k]])
        nwords.append(lut[s[k + 1]])
    source.append(np.r_[words])
    target.extend(np.r_[nwords])

for b in source[:10]:
    reservoir.execute(b)
initial_state = reservoir.states[-1]

states = []
for k in range(len(source)):
    reservoir.states = np.c_[initial_state].T
    states.append(reservoir.execute(source[k]))

X = np.vstack(states)

import mlpy

K = mlpy.kernel_gaussian(X.T, X.T, sigma=1)

readout = mlpy.KernelRidge(lmb=0.01)
readout.learn(K, np.array(target)[:, 0])

kernel_distrib = readout.pred(X)
Example #7
0
    y = np.convolve(w / w.sum(), s, mode='same')
    return y[window_len:-window_len + 1]


y = np.genfromtxt("/Users/hanzhao/PycharmProjects/MLstudy/file/Gold.csv",
                  skip_header=1,
                  dtype=None,
                  delimiter=',',
                  usecols=(1))

targetValues = smooth(y, len(y))

np.random.seed(10)

trainingPoints = np.arange(125).reshape(-1, 1)
testPoints = np.arange(126).reshape(-1, 1)

kg = KernelGaussian()
knl = kg.kernel(trainingPoints, trainingPoints)
knlTest = kg.kernel(testPoints, trainingPoints)

knlRidge = mlpy.KernelRidge(kernel=None)
knlRidge.learn(knl, targetValues)
resultPoints = knlRidge.pred(knlTest)

print(resultPoints)

plt.step(trainingPoints, targetValues, 'o')
plt.step(testPoints, resultPoints)
plt.show()