def __init__(self, params):
super().__init__(params)
self.loc = params[0]
self.scale = np.exp(params[1])
self.var = self.scale**2
self.df = np.exp(params[2])
self.dist = dist(loc=self.loc, scale=self.scale, df=self.df)
def __init__(self, params, temp_scale=1.0):
self.loc = params[0]
self.scale = np.exp(params[1] / temp_scale) + 1e-8
self.var = self.scale**2 + 1e-8
self.shp = self.loc.shape
self.dist = dist(loc=self.loc, scale=self.scale)
def __init__(self, params):
# save the parameters
self._params = params
# create other objects that will be useful later
self.logmu = params[0]
self.mu = np.exp(self.logmu)
self.dist = dist(mu=self.mu)
def __init__(self, params):
super().__init__(params)
self.loc = params[0]
self.scale = np.exp(params[1])
self.var = self.scale**2
# fixed df
self.df = np.ones_like(self.loc) * self.fixed_df
self.dist = dist(loc=self.loc, scale=self.scale, df=self.df)
def __init__(self, params, temp_scale = 1.0):
mu = params[0]
logsigma = params[1]
sigma = np.exp(logsigma)
self.mu = mu
self.sigma = sigma
self.dist = dist(s=sigma, scale=np.exp(mu))
def __init__(self, params):
super().__init__(params)
self.loc = params[0]
#Sankalp: adding the clipping line on 10/16/2020.
q = np.clip(params[1], a_min=-1e1, a_max=1e1)
self.scale = np.exp(q)
#Sankalp: adding the clipping line on 10/16/2020.
self.scale = np.clip(self.scale, a_min=0, a_max=1e1)
self.var = np.float_power(self.scale, 2)
self.dist = dist(loc=self.loc, scale=self.scale)
def generate_mv_surv(N, mu0, mu1, S00, S11, S01):
mu = [mu0, mu1]
S = [[S00, S01], [S10, S11]]
R = dist(mean=mu, cov=S)
raw = np.array([R.rvs() for _ in range(N)])
T = np.min(raw, axis=1)
E = raw[:, 0] < raw[:, 1]
print('Prevalence:', np.mean(E))
print('mu_E:', mu0)
print('Marginal Mean of E:', np.mean(T[np.where(E == 1)]))
print('mu_C:', mu1)
print('Marginal Mean of C:', np.mean(T[np.where(E == 0)]))
Y = Y_join(T, E)
return Y
def __init__(self, params):
self.scale = np.exp(params[0])
self.dist = dist(scale=self.scale)
def update_records(self, update_messages, human):
if not update_messages:
return self
grouped_update_messages = self.group_by_received_at(update_messages)
for received_at, update_messages in grouped_update_messages.items():
# num days x num clusters
cluster_cards = np.zeros((max(self.clusters_by_day.keys())+1, max(self.clusters.keys())+1))
update_cards = np.zeros((max(self.clusters_by_day.keys())+1, 1))
# figure out the cardinality of each day's message set
for day, clusters in self.clusters_by_day.items():
for cluster_id, messages in clusters.items():
cluster_cards[day][cluster_id] = len(messages)
for update_message in update_messages:
update_cards[update_message.day] += 1
# find the nearest cardinality cluster
perfect_signatures = np.where((cluster_cards == update_cards).all(axis=0))[0]
if not any(perfect_signatures):
# calculate the wasserstein distance between every signature
scores = []
for cluster_idx in range(cluster_cards.shape[1]):
scores.append(dist(cluster_cards[:, cluster_idx], update_cards.reshape(-1)))
best_cluster = int(np.argmin(scores))
# for each day
for day in range(len(update_cards)):
cur_cardinality = int(cluster_cards[day, best_cluster])
target_cardinality = int(update_cards[day])
# if (and while) the cardinality is not what it should be, as determined by the update_messages
while cur_cardinality - target_cardinality != 0:
# print(f"day: {day}, cur_cardinality: {cur_cardinality}, target_cardinality: {target_cardinality}")
# if we need to remove messages from this cluster on this day,
if cur_cardinality > target_cardinality:
best_score = -1
best_message = None
new_cluster_id = None
# then for each message in that day/cluster,
for message in self.clusters_by_day[day][best_cluster]:
for cluster_id, messages in self.clusters_by_day[day].items():
if cluster_id == best_cluster:
continue
# and for each alternative cluster on that day
for candidate_cluster_message in messages:
# check if it's a good cluster to move this message to
score = self.score_two_messages(decode_message(candidate_cluster_message), message)
if (score > best_score or not best_message):
best_message = message
new_cluster_id = cluster_id
# if there are no other clusters on that day make a new cluster
if not best_message:
best_message = message
message = decode_message(message)
new_cluster_id = hash_to_cluster(message)
best_message = decode_message(best_message)
# for the message which best fits another cluster, move it there
self.update_record(best_cluster, new_cluster_id, best_message, best_message)
cur_cardinality -= 1
# print(f"removing from cluster {best_cluster} to cluster {new_cluster_id} on day {day}")
#otherwise we need to add messages to this cluster/day
else:
# so look for messages which closely match our update messages, and add them
for update_message in update_messages:
if update_message.day == day:
break
best_score = -2
best_message = None
old_cluster_id = None
for cluster_id, messages in self.clusters_by_day[day].items():
for message in messages:
score = self.score_two_messages(update_message, message)
if (score > best_score and cluster_id != best_cluster):
best_message = message
old_cluster_id = cluster_id
best_message = decode_message(best_message)
updated_message = Message(best_message.uid, update_message.new_risk, best_message.day, best_message.unobs_id)
# print(f"adding from cluster {old_cluster_id} to cluster {best_cluster} on day {day}")
self.update_record(old_cluster_id, best_cluster, best_message, updated_message)
cur_cardinality += 1
else:
best_cluster = self.score_clusters(update_messages, perfect_signatures)
for update_message in update_messages:
best_score = -1
best_message = self.clusters_by_day[update_message.day][best_cluster][0]
for risk_message in self.clusters_by_day[update_message.day][best_cluster]:
score = self.score_two_messages(update_message, risk_message)
if score > best_score:
best_message = risk_message
best_message = decode_message(best_message)
updated_message = Message(best_message.uid, update_message.new_risk, best_message.day, best_message.unobs_id)
self.update_record(best_cluster, best_cluster, best_message, updated_message)
return self
def __init__(self, params):
self._params = params
self.loc = params[0]
self.scale = np.exp(params[1])
self.dist = dist(s=self.scale, scale=np.exp(self.loc))
self.eps = 1e-5
def __init__(self, params):
self.loc = params[0]
self.var = np.ones_like(self.loc)
self.scale = np.ones_like(self.loc)
self.shape = self.loc.shape
self.dist = dist(loc=self.loc, scale=self.scale)
def __init__(self, params):
self._params = params
self.loc = params[0]
self.logscale = params[1]
self.scale = np.exp(params[1])
self.dist = dist(loc=self.loc, scale=self.scale)
def __init__(self, params):
self.logit = params[0]
self.prob = sp.special.expit(self.logit)
self.dist = dist(p=self.prob)
def __init__(self, params, temp_scale=1.0):
self.loc = params[0]
self.scale = np.exp(params[1])
self.dist = dist(s=self.scale, scale=np.exp(self.loc))
'lognorm': res['lognorm']
}
results = pd.concat([results, pd.DataFrame(out, index=[0])],
axis=0,
sort=False)
results.reset_index(drop=True).to_csv(logfile, index=False)
# joint[i] = res['joint']
# lognorm[i] = res['lognorm']
# plt.plot(covs, joint, label='joint')
# plt.plot(covs, single, label='lognormal')
# plt.ylabel('est. E')
# plt.xlabel('cov(E, C)')
# plt.legend()
# plt.show()
mu = [mu0, mu1]
S = [[S00, S01], [S10, S11]]
R = dist(mean=mu, cov=S)
raw = np.array([R.rvs() for _ in range(N)])
T = np.min(raw, axis=1)
E = raw[:, 0] < raw[:, 1]
print('Prevalence:', np.mean(E))
print('mu_E:', mu0)
print('Marginal Mean of E:', np.mean(T[np.where(E == 1)]))
print('mu_C:', mu1)
print('Marginal Mean of C:', np.mean(T[np.where(E == 0)]))
def __init__(self, params): # pylint: disable=super-init-not-called
self._params = params
self.scale = np.exp(params[0])
self.dist = dist(scale=self.scale)
def __init__(self, params):
self.loc = 0
self.scale = np.exp(params[0])
self.shp = self.scale.shape
self.dist = dist(scale=self.scale)
"passer_player_id",
"defteam",
])
target = "pass_touchdown"
X = df.drop(columns=[target]).values
Y = df[target].values
X_train, X_test, Y_train, Y_test = train_test_split(X,
Y,
test_size=0.2,
random_state=SEED)
# baseline not using predictor data
avg_tds = np.mean(Y_train)
y_dist = dist(avg_tds)
naive_NLL = -y_dist.logpmf(Y_test).mean()
print("Mean squared error using only the mean: {:.4f}".format(
mean_squared_error(np.repeat(avg_tds, len(Y_test)), Y_test)))
print(
"Poisson negative log liklihood without using predictor variables: {:.4f}"
.format(naive_NLL))
ngb = NGBRegressor(Dist=Poisson)
ngb.fit(X_train, Y_train)
Y_preds = ngb.predict(X_test)
Y_dists = ngb.pred_dist(X_test)
def __init__(self, params):
self.loc = params[0]
self.scale = np.exp(params[1])
self.var = self.scale**2
self.dist = dist(loc=self.loc, scale=self.scale)
