def svmClassifier(X, y, cv_size=5):
"""The following function is used to perform SVM for classification.
@X This is the feature vector of type numpy
@y labels of type numpy
@ cv_size The k-fold size
@return It returns SVC object and accuracy score value
This function uses GridSearchCV to tune the parameters for the best performance
The parameters are as follows:
{
'kernel': ('linear', 'rbf', 'poly', 'sigmoid'),
'degree': [2,3,4,5,6]
'C': [1,4,10],
'gamma': ['auto', 'scale']
}"""
temp_cls_ = SVC()
parameters = {
'C': reciprocal(1, 100).rvs(5),
'gamma': reciprocal(1, 100).rvs(5),
'random_state': [0]
}
param_tuner_ = RandomizedSearchCV(temp_cls_,
parameters,
cv=cv_size,
n_iter=16)
param_tuner_.fit(X, y)
cls = param_tuner_.best_estimator_.fit(X, y)
return cls, param_tuner_.best_score_
def test_pdf(self):
try:
from scipy.stats import reciprocal
from numpy.random import randint, uniform
a = randint(1, 100)
b = a + randint(1, 1000)
d = dist(a, b)
for _ in range(100):
x = uniform(a, b)
self.assertAlmostEqual(d.pdf(x), reciprocal(a, b).pdf(x))
except ImportError:
pass # ok, no luck checking things with scipy...
d = dist(a=10, b=5000)
self.assertEqual(d.pdf(0), 0.0)
self.assertEqual(d.pdf(6000), 0.0)
self.assertNotEqual(d.pdf(d.a), 0.0)
self.assertGreater(d.pdf(d.a), 0.0)
self.assertNotEqual(d.pdf(d.b), 0.0)
self.assertGreater(d.pdf(d.b), 0.0)
def exercise9():
dataset = datasets.fetch_mldata('MNIST original')
X = dataset['data']
y = dataset['target']
dv = 60000
X_train, X_test = X[:dv], X[dv:]
y_train, y_test = y[:dv], y[dv:]
rnd_idx = np.random.permutation(dv)
X_train, y_train = X_train[rnd_idx], y_train[rnd_idx]
scaler = StandardScaler()
X_train_scaled = scaler.fit_transform(X_train)
X_test_scaled = scaler.transform(X_test)
# svc = LinearSVC(multi_class='ovr')
svc = SVC(decision_function_shape='ovr')
param_distr = {'gamma': reciprocal(0.001, 0.1), 'C': uniform(1, 10)}
search_cv = RandomizedSearchCV(svc,
param_distributions=param_distr,
n_iter=10)
search_cv.fit(X_train_scaled[:1000], y_train[:1000])
y_test_pred = search_cv.predict(X_test_scaled)
print(accuracy_score(y_test, y_test_pred))
def tuning():
from scipy.stats import reciprocal
from sklearn.model_selection import RandomizedSearchCV
param_distribs = {
"n_hidden": [0, 1, 2, 3],
"n_neurons": np.arange(1, 100),
"learning_rate": reciprocal(3e-4, 3e-2),
}
keras_reg = keras.wrappers.scikit_learn.KerasRegressor(build_model2)
rnd_search_cv = RandomizedSearchCV(keras_reg,
param_distribs,
n_iter=10,
cv=3,
verbose=2)
rnd_search_cv.fit(X_train,
y_train,
epochs=100,
validation_data=(X_valid, y_valid),
callbacks=[keras.callbacks.EarlyStopping(patience=10)])
print(rnd_search_cv.best_params_)
rnd_search_cv.score(X_test, y_test)
model3 = rnd_search_cv.best_estimator_.model
print(model3.evaluate(X_test, y_test))
# tuning()
# model = keras.models.load_model("keras_seq_minst_model.h5") # rollback to best model
# print(model.evaluate(X_test, y_test))
def load_params_nn(p, label, features):
from scipy.stats import reciprocal
features = features.count('|') + 1
n_hidden = p[label]['n_hidden'] + 1
n_neurons = p[label]['n_neurons'] + 1
input_shape = p[label]['input_shape']
dropout = p[label]['dropout']
params = {
'n_hidden': np.arange(1, n_hidden),
'n_neurons': np.arange(1, n_neurons),
'input_shape': [input_shape],
'dropout': np.linspace(0, dropout, num=4),
'features': [features]
}
if label != 'cnn':
lr = p[label]['learning_rate']
lr = [lr / 100, lr]
params.update({'learning_rate': reciprocal(lr[0], lr[1])})
if label == 'lstm' or label == 'gru':
dropout_rec = p[label]['dropout_rec']
params.update({'dropout_rec': np.linspace(0, dropout_rec, num=4)})
if label == 'cnn':
filters = p[label]['filters']
pool_size = p[label]['pool_size']
kernel_size = p[label]['kernel_size']
params.update({'filters': filters})
params.update({'kernel_size': kernel_size})
params.update({'pool_size': [x for x in range(1, pool_size)]})
params.update({'n_neurons': np.arange(64, n_neurons, 64)})
return params
def _get_rand_space_vals(param_space):
"""
Get user defined single hyperparameter and modify it to fit sklearn ParameterSampler input.
:param param_space: (dict) user defined hyperparams space
:return: (list/np.array) transformed user space definition to Distribution (scipy) or a list for categorical
space
"""
space = None
if param_space['type'] == "static":
space = [param_space['search_vals']]
elif param_space['type'] == "categorical":
space = param_space['search_vals']
elif param_space['type'] == "normal":
space = stats.norm(param_space['search_vals'][0],
param_space['search_vals'][1])
elif param_space['type'] == "exp":
space = stats.expon(param_space['search_vals'][0])
elif param_space['type'] == "poisson":
space = stats.poisson(param_space['search_vals'][0])
elif param_space['type'] == "log-uniform":
space = stats.reciprocal(param_space['search_vals'][0],
param_space['search_vals'][1])
elif param_space['type'] == "uniform":
space = stats.uniform(param_space['search_vals'][0],
param_space['search_vals'][1])
elif param_space['type'] == "int-uniform":
space = stats.randint(param_space['search_vals'][0],
param_space['search_vals'][1])
return space
def train_with_svr_random_search(data_prepared, labels):
"""
exercise 2
:param data_prepared:
:param labels:
:return:
"""
param_distribs = {
'kernel': ['linear', 'rbf'],
'C': reciprocal(20, 200000),
'gamma': expon(scale=1.0)
}
svm_reg = SVR()
random_search = RandomizedSearchCV(svm_reg,
param_distributions=param_distribs,
n_iter=50,
cv=5,
scoring='neg_mean_squared_error',
verbose=2,
n_jobs=4,
random_state=42)
random_search.fit(data_prepared, labels)
mse = random_search.best_score_
print("rmse: ", np.sqrt(-mse))
print("best params: ", random_search.best_params_)
def __init__(self, name, params_dict):
# Get component name
self.name = name
# Check that config dictionary as correct number of entries
if self.npars != len(params_dict["values"].keys()):
print(
f"Component needs to have {self.npars} number of parameters.")
sys.exit(1)
if "latex_names" in params_dict:
if (self.npars != len(params_dict["latex_names"])):
print(f"Component latex names must have size {self.npars}")
sys.exit(1)
self.parameter_latex_names = params_dict["latex_names"]
if "units" in params_dict:
if (self.npars != len(params_dict["units"])):
print(f"Component units must have size {self.npars}")
sys.exit(1)
self.parameter_units = params_dict["units"]
# Setup the priors and init parameters
self.prior = []
params_values = params_dict["values"]
for pname in self.parameter_names:
if params_values[pname][0]:
print("Fixing parameter values is not yet supported")
sys.exit(1)
if params_values[pname][2] == "uniform":
self.prior.append(
uniform(params_values[pname][3],
params_values[pname][4] - params_values[pname][3]))
elif params_values[pname][2] == "normal":
self.prior.append(
norm(params_values[pname][3], params_values[pname][4]))
elif params_values[pname][2] == "reciprocal":
if params_values[pname][3] != 0:
print(
"Reciprocal prior cannot have a starting interval value of 0.0"
)
sys.exit(1)
self.prior.append(
reciprocal(params_values[pname][3],
params_values[pname][4]))
else:
print(
f"Parameter prior distribution chosen not recognized: {params_values[pname][2]}"
)
sys.exit(1)
self.prior = np.asarray(self.prior)
def exercise5_10():
from sklearn.datasets import fetch_california_housing
from sklearn.model_selection import train_test_split, RandomizedSearchCV
from sklearn.preprocessing import StandardScaler
from sklearn.svm import SVR
from sklearn.metrics import mean_squared_error
from scipy.stats import reciprocal, uniform
housing = fetch_california_housing()
X = housing["data"]
y = housing["target"]
train_x, test_x, train_y, test_y = train_test_split(X,
y,
test_size=0.2,
random_state=42)
scaler = StandardScaler()
train_x_scaled = scaler.fit_transform(train_x)
test_x_scaled = scaler.transform(test_x)
rnd_param = {
"gamma": reciprocal(0.001, 0.1),
"C": uniform(1, 10)
}
rnd_search = RandomizedSearchCV(SVR(),
rnd_param,
cv=3,
n_iter=10,
verbose=2,
random_state=42,
n_jobs=-1)
rnd_search.fit(train_x_scaled, train_y)
best_estimator = rnd_search.best_estimator_
print("Best estimator : \n{}".format(best_estimator))
train_pred = best_estimator.predict(train_x_scaled)
train_mse = mean_squared_error(train_y, train_pred)
train_rmse = np.sqrt(train_mse)
print("Train RMSE : {}".format(train_rmse))
test_pred = best_estimator.predict(test_x_scaled)
test_mse = mean_squared_error(test_y, test_pred)
test_rmse = np.sqrt(test_mse)
print("Test RMSE : {}".format(test_rmse))
def random_search(model, cross_valid: int, iterations: int, random_state: int, X, y):
param_distribs = {
'n_estimators': stats.randint(low=1, high=200),
'max_features': stats.randint(low=1, high=8),
'C': stats.reciprocal(20, 200000),
'gamma': stats.expon(scale=1.0),
'alpha': stats.uniform()
}
r_search = RandomizedSearchCV(model, param_distributions=param_distribs, n_iter=iterations, cv=cross_valid,
scoring='neg_mean_squared_error', random_state=random_state)
r_search.fit(X, y)
for mean_score, params in zip(r_search.cv_results_['mean_test_score'], r_search.cv_results_['params']):
print(np.sqrt(-mean_score), params)
return r_search.best_estimator_
def test_continous_induced_measure_ppf(self):
degree = 2
alpha_stat, beta_stat = 3, 3
ab = jacobi_recurrence(
degree+1, alpha=beta_stat-1, beta=alpha_stat-1, probability=True)
tol = 1e-15
var = stats.beta(alpha_stat, beta_stat, -5, 10)
can_lb, can_ub = -1, 1
lb, ub = var.support()
print(lb, ub)
cx = np.linspace(can_lb, can_ub, 51)
def can_pdf(xx):
loc, scale = lb+(ub-lb)/2, (ub-lb)/2
return var.pdf(xx*scale+loc)*scale
cdf_vals = continuous_induced_measure_cdf(
can_pdf, ab, degree, can_lb, can_ub, tol, cx)
assert np.all(cdf_vals <= 1.0)
ppf_vals = continuous_induced_measure_ppf(
var, ab, degree, cdf_vals, 1e-10, 1e-8)
assert np.allclose(cx, ppf_vals)
try:
var = stats.loguniform(1.e-5, 1.e-3)
except:
var = stats.reciprocal(1.e-5, 1.e-3)
ab = get_recursion_coefficients_from_variable(var, degree+5, {})
can_lb, can_ub = -1, 1
cx = np.linspace(can_lb, can_ub, 51)
lb, ub = var.support()
def can_pdf(xx):
loc, scale = lb+(ub-lb)/2, (ub-lb)/2
return var.pdf(xx*scale+loc)*scale
cdf_vals = continuous_induced_measure_cdf(
can_pdf, ab, degree, can_lb, can_ub, tol, cx)
# differences caused by root finding optimization tolerance
assert np.all(cdf_vals <= 1.0)
ppf_vals = continuous_induced_measure_ppf(
var, ab, degree, cdf_vals, 1e-10, 1e-8)
# import matplotlib.pyplot as plt
# plt.plot(cx, cdf_vals)
# plt.plot(ppf_vals, cdf_vals, 'r*', ms=2)
# plt.show()
assert np.allclose(cx, ppf_vals)
def exercise10():
dataset = datasets.fetch_california_housing()
X = dataset['data']
y = dataset['target']
X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.2)
scaler = StandardScaler()
X_train_scaled = scaler.fit_transform(X_train.astype(np.float32))
X_test_scaled = scaler.transform(X_test.astype(np.float32))
svr = SVR()
params = {'gamma': reciprocal(0.001, 0.1), 'C': uniform(1, 10)}
search_cv = RandomizedSearchCV(svr, param_distributions=params, n_iter=10)
search_cv.fit(X_train_scaled, y_train)
y_test_pred = search_cv.predict(X_test_scaled)
mse = mean_squared_error(y_test, y_test_pred)
print('rmse', np.sqrt(mse))
print('best SVR', search_cv.best_estimator_)
class DBSCAN_Model(ModelRepresentationBase):
klass = DBSCANWrapper
category = StepCategories.Model
type_of_variable = None # TypeOfVariables.NUM
# is_regression = False
type_of_model = TypeOfProblem.CLUSTERING
custom_hyper = {
"eps": reciprocal(1e-5, 1),
"metric": ["minkowski"],
"leaf_size": sp_randint(10, 100),
"min_samples": sp_randint(1, 100),
"p": sp_randint(1, 20),
"scale_eps": [True],
}
use_y = False
def reciprocal_dstr_example():
'''
Shows why reciprocal is good for a uniform distribution of scales(logs)
'''
from scipy.stats import reciprocal
import matplotlib.pyplot as plt
distr = reciprocal(20, 200)
samples = distr.rvs(10000, random_state=42)
plt.figure(figsize=(10, 4))
plt.subplot(121)
plt.title('Reciprocal distribution (scale=1.0)')
plt.hist(samples, bins=50)
plt.subplot(122)
plt.title('Log of this distribution')
plt.hist(np.log(samples), bins=50)
plt.show()
samples = np.array(samples)
range3_4 = np.sum(np.logical_and(samples < np.exp(4), samples > np.exp(3)))
range4_5 = np.sum(np.logical_and(samples > np.exp(4), samples < np.exp(5)))
print(range3_4, range4_5)
#
# ```
# $ tensorboard --logdir=tf_logs
# ```
# Now you can play around with the hyperparameters (e.g. the `batch_size` or the `learning_rate`) and run training again and again, comparing the learning curves. You can even automate this process by implementing grid search or randomized search. Below is a simple implementation of a randomized search on both the batch size and the learning rate. For the sake of simplicity, the checkpoint mechanism was removed.
# In[125]:
from scipy.stats import reciprocal
n_search_iterations = 10
for search_iteration in range(n_search_iterations):
batch_size = np.random.randint(1, 100)
learning_rate = reciprocal(0.0001, 0.1).rvs(random_state=search_iteration)
n_inputs = 2 + 4
logdir = log_dir("logreg")
print("Iteration", search_iteration)
print(" logdir:", logdir)
print(" batch size:", batch_size)
print(" learning_rate:", learning_rate)
print(" training: ", end="")
reset_graph()
X = tf.placeholder(tf.float32, shape=(None, n_inputs + 1), name="X")
y = tf.placeholder(tf.float32, shape=(None, 1), name="y")
callbacks=[keras.callbacks.EarlyStopping(patience=5)])
mse_test = keras_reg.score(X_test, y_test)
y_pred = keras_reg.predict(X_new)
#%%
np.random.seed(42)
tf.random.set_seed(42)
#%%
from scipy.stats import reciprocal
from sklearn.model_selection import RandomizedSearchCV
param_distribs = {
"n_hidden": [0, 1, 2, 3],
"n_neurons": np.arange(1, 100),
"learning_rate": reciprocal(3e-4, 3e-2),
}
rnd_search_cv = RandomizedSearchCV(keras_reg,
param_distribs,
n_iter=10,
cv=3,
verbose=2)
rnd_search_cv.fit(X_train,
y_train,
epochs=100,
validation_data=(X_valid, y_valid),
callbacks=[keras.callbacks.EarlyStopping(patience=10)])
#%%
rnd_search_cv.best_params_
y_pred = lin_svr.predict(X_train_scaled)
mse = mean_squared_error(y_train, y_pred)
mse
#RMSE
np.sqrt(mse)
#%% SVR with RBF kernel
from sklearn.svm import SVR
from sklearn.model_selection import RandomizedSearchCV
from scipy.stats import reciprocal, uniform
param_distributions = {'gamma': reciprocal(0.001, 0.1),
'C': uniform(1, 10)}
rnd_search_cv = RandomizedSearchCV(SVR(), param_distributions, n_iter=10, verbose=2, cv=3, random_state=42)
rnd_search_cv.fit(X_train_scaled, y_train)
rnd_search_cv.best_score_
rnd_search_cv.best_estimator_
y_pred = rnd_search_cv.best_estimator_.predict(X_train_scaled)
mse = mean_squared_error(y_train, y_pred)
mse
np.sqrt(mse)
#%% Predict the test set
def run_random_cv_for_SVM(X_train,
y_train,
parameter_svm,
pipe_run,
scorers,
refit_scorer_name,
number_of_samples=400,
kfolds=5,
n_iter_search=2000,
plot_best=20):
'''
Execute random search cv
:args:
:X_train: feature dataframe X
:y_train: ground truth dataframe y
:parameter_svm: Variable parameter range for C and gamma
:pipe_run: Pipe to run
:scorers: Scorers
:refit_scorer_name: Refit scrorer name
:number_of_samples: Number of samples to use from the training data. Default=400
:kfolds: Number of folds for cross validation. Default=5
:n_iter_search: Number of random search iterations. Default=2000
:plot_best: Number of top results selected for narrowing the parameter range. Default=20
:return:
'''
# Extract data subset to train on
X_train_subset, y_train_subset = modelutil.extract_data_subset(
X_train, y_train, number_of_samples)
# Main set of parameters for the grid search run 2: Select solver parameter
# Reciprocal for the logarithmic range
params_run = {
'model__C':
reciprocal(parameter_svm.loc['param_model__C']['min'],
parameter_svm.loc['param_model__C']['max']),
'model__gamma':
reciprocal(parameter_svm.loc['param_model__gamma']['min'],
parameter_svm.loc['param_model__gamma']['max'])
}
# K-Fold settings
skf = StratifiedKFold(n_splits=kfolds)
# run randomized search
random_search_run = RandomizedSearchCV(pipe_run,
param_distributions=params_run,
n_jobs=-1,
n_iter=n_iter_search,
cv=skf,
scoring=scorers,
refit=refit_scorer_name,
return_train_score=True,
verbose=5).fit(
X_train_subset, y_train_subset)
# random_search_run = RandomizedSearchCV(pipe_run, param_distributions=params_run, n_jobs=-1,
# n_iter=n_iter_search, cv=skf, scoring=scorers,
# refit=refit_scorer_name, return_train_score=True,
# iid=True, verbose=5).fit(X_train_subset, y_train_subset)
print("Best parameters: ", random_search_run.best_params_)
print("Best score: {:.3f}".format(random_search_run.best_score_))
# Create the result table
results = modelutil.generate_result_table(random_search_run, params_run,
refit_scorer_name)
# Get limits of the best values and focus in this area
parameter_svm = generate_parameter_limits_for_SVM(results, plot_best)
# display(parameter_svm)
# Display results
print(results.round(3).head(5))
print(parameter_svm)
return parameter_svm, results, random_search_run
def main(args=None):
from ligo.lw import lsctables
from ligo.lw import utils as ligolw_utils
from ligo.lw import ligolw
import lal.series
from scipy import stats
p = parser()
args = p.parse_args(args)
xmldoc = ligolw.Document()
xmlroot = xmldoc.appendChild(ligolw.LIGO_LW())
process = register_to_xmldoc(xmldoc, p, args)
gwcosmo = GWCosmo(
cosmology.default_cosmology.get_cosmology_from_string(args.cosmology))
ns_mass_min = 1.0
ns_mass_max = 2.0
bh_mass_min = 5.0
bh_mass_max = 50.0
ns_astro_spin_min = -0.05
ns_astro_spin_max = +0.05
ns_astro_mass_dist = stats.norm(1.33, 0.09)
ns_astro_spin_dist = stats.uniform(ns_astro_spin_min,
ns_astro_spin_max - ns_astro_spin_min)
ns_broad_spin_min = -0.4
ns_broad_spin_max = +0.4
ns_broad_mass_dist = stats.uniform(ns_mass_min, ns_mass_max - ns_mass_min)
ns_broad_spin_dist = stats.uniform(ns_broad_spin_min,
ns_broad_spin_max - ns_broad_spin_min)
bh_astro_spin_min = -0.99
bh_astro_spin_max = +0.99
bh_astro_mass_dist = stats.pareto(b=1.3)
bh_astro_spin_dist = stats.uniform(bh_astro_spin_min,
bh_astro_spin_max - bh_astro_spin_min)
bh_broad_spin_min = -0.99
bh_broad_spin_max = +0.99
bh_broad_mass_dist = stats.reciprocal(bh_mass_min, bh_mass_max)
bh_broad_spin_dist = stats.uniform(bh_broad_spin_min,
bh_broad_spin_max - bh_broad_spin_min)
if args.distribution.startswith('bns_'):
m1_min = m2_min = ns_mass_min
m1_max = m2_max = ns_mass_max
if args.distribution.endswith('_astro'):
x1_min = x2_min = ns_astro_spin_min
x1_max = x2_max = ns_astro_spin_max
m1_dist = m2_dist = ns_astro_mass_dist
x1_dist = x2_dist = ns_astro_spin_dist
elif args.distribution.endswith('_broad'):
x1_min = x2_min = ns_broad_spin_min
x1_max = x2_max = ns_broad_spin_max
m1_dist = m2_dist = ns_broad_mass_dist
x1_dist = x2_dist = ns_broad_spin_dist
else: # pragma: no cover
assert_not_reached()
elif args.distribution.startswith('nsbh_'):
m1_min = bh_mass_min
m1_max = bh_mass_max
m2_min = ns_mass_min
m2_max = ns_mass_max
if args.distribution.endswith('_astro'):
x1_min = bh_astro_spin_min
x1_max = bh_astro_spin_max
x2_min = ns_astro_spin_min
x2_max = ns_astro_spin_max
m1_dist = bh_astro_mass_dist
m2_dist = ns_astro_mass_dist
x1_dist = bh_astro_spin_dist
x2_dist = ns_astro_spin_dist
elif args.distribution.endswith('_broad'):
x1_min = bh_broad_spin_min
x1_max = bh_broad_spin_max
x2_min = ns_broad_spin_min
x2_max = ns_broad_spin_max
m1_dist = bh_broad_mass_dist
m2_dist = ns_broad_mass_dist
x1_dist = bh_broad_spin_dist
x2_dist = ns_broad_spin_dist
else: # pragma: no cover
assert_not_reached()
elif args.distribution.startswith('bbh_'):
m1_min = m2_min = bh_mass_min
m1_max = m2_max = bh_mass_max
if args.distribution.endswith('_astro'):
x1_min = x2_min = bh_astro_spin_min
x1_max = x2_max = bh_astro_spin_max
m1_dist = m2_dist = bh_astro_mass_dist
x1_dist = x2_dist = bh_astro_spin_dist
elif args.distribution.endswith('_broad'):
x1_min = x2_min = bh_broad_spin_min
x1_max = x2_max = bh_broad_spin_max
m1_dist = m2_dist = bh_broad_mass_dist
x1_dist = x2_dist = bh_broad_spin_dist
else: # pragma: no cover
assert_not_reached()
else: # pragma: no cover
assert_not_reached()
dists = (m1_dist, m2_dist, x1_dist, x2_dist)
# Read PSDs
psds = list(
lal.series.read_psd_xmldoc(
ligolw_utils.load_fileobj(
args.reference_psd,
contenthandler=lal.series.PSDContentHandler)).values())
# Construct mass1, mass2, spin1z, spin2z grid.
m1 = np.geomspace(m1_min, m1_max, 10)
m2 = np.geomspace(m2_min, m2_max, 10)
x1 = np.linspace(x1_min, x1_max, 10)
x2 = np.linspace(x2_min, x2_max, 10)
params = m1, m2, x1, x2
# Calculate the maximum distance on the grid.
max_z = gwcosmo.get_max_z(psds,
args.waveform,
args.f_low,
args.min_snr,
m1,
m2,
x1,
x2,
jobs=args.jobs)
if args.max_distance is not None:
new_max_z = cosmology.z_at_value(gwcosmo.cosmo.luminosity_distance,
args.max_distance * units.Mpc)
max_z[max_z > new_max_z] = new_max_z
max_distance = gwcosmo.sensitive_distance(max_z).to_value(units.Mpc)
# Find piecewise constant approximate upper bound on distance.
max_distance = cell_max(max_distance)
# Calculate V * T in each grid cell
cdfs = [dist.cdf(param) for param, dist in zip(params, dists)]
cdf_los = [cdf[:-1] for cdf in cdfs]
cdfs = [np.diff(cdf) for cdf in cdfs]
probs = np.prod(np.meshgrid(*cdfs, indexing='ij'), axis=0)
probs /= probs.sum()
probs *= 4 / 3 * np.pi * max_distance**3
volume = probs.sum()
probs /= volume
probs = probs.ravel()
volumetric_rate = args.nsamples / volume * units.year**-1 * units.Mpc**-3
# Draw random grid cells
dist = stats.rv_discrete(values=(np.arange(len(probs)), probs))
indices = np.unravel_index(dist.rvs(size=args.nsamples),
max_distance.shape)
# Draw random intrinsic params from each cell
cols = {}
cols['mass1'], cols['mass2'], cols['spin1z'], cols['spin2z'] = [
dist.ppf(stats.uniform(cdf_lo[i], cdf[i]).rvs(size=args.nsamples))
for i, dist, cdf_lo, cdf in zip(indices, dists, cdf_los, cdfs)
]
# Swap binary components as needed to ensure that mass1 >= mass2.
# Note that the .copy() is important.
# See https://github.com/numpy/numpy/issues/14428
swap = cols['mass1'] < cols['mass2']
cols['mass1'][swap], cols['mass2'][swap] = \
cols['mass2'][swap].copy(), cols['mass1'][swap].copy()
cols['spin1z'][swap], cols['spin2z'][swap] = \
cols['spin2z'][swap].copy(), cols['spin1z'][swap].copy()
# Draw random extrinsic parameters
cols['distance'] = stats.powerlaw(
a=3, scale=max_distance[indices]).rvs(size=args.nsamples)
cols['longitude'] = stats.uniform(0, 2 * np.pi).rvs(size=args.nsamples)
cols['latitude'] = np.arcsin(stats.uniform(-1, 2).rvs(size=args.nsamples))
cols['inclination'] = np.arccos(
stats.uniform(-1, 2).rvs(size=args.nsamples))
cols['polarization'] = stats.uniform(0, 2 * np.pi).rvs(size=args.nsamples)
cols['coa_phase'] = stats.uniform(-np.pi,
2 * np.pi).rvs(size=args.nsamples)
cols['time_geocent'] = stats.uniform(1e9, units.year.to(
units.second)).rvs(size=args.nsamples)
# Convert from sensitive distance to redshift and comoving distance.
# FIXME: Replace this brute-force lookup table with a solver.
z = np.linspace(0, max_z.max(), 10000)
ds = gwcosmo.sensitive_distance(z).to_value(units.Mpc)
dc = gwcosmo.cosmo.comoving_distance(z).to_value(units.Mpc)
z_for_ds = interp1d(ds, z, kind='cubic', assume_sorted=True)
dc_for_ds = interp1d(ds, dc, kind='cubic', assume_sorted=True)
zp1 = 1 + z_for_ds(cols['distance'])
cols['distance'] = dc_for_ds(cols['distance'])
# Apply redshift factor to convert from comoving distance and source frame
# masses to luminosity distance and observer frame masses.
for key in ['distance', 'mass1', 'mass2']:
cols[key] *= zp1
# Populate sim_inspiral table
sims = xmlroot.appendChild(lsctables.New(lsctables.SimInspiralTable))
for row in zip(*cols.values()):
sims.appendRow(**dict(dict.fromkeys(sims.validcolumns, None),
process_id=process.process_id,
simulation_id=sims.get_next_id(),
waveform=args.waveform,
f_lower=args.f_low,
**dict(zip(cols.keys(), row))))
# Record process end time.
process.comment = str(volumetric_rate)
process.set_end_time_now()
# Write output file.
write_fileobj(xmldoc, args.output)
def get_percentile_distr():
"""Get a distribution of percentiles geometrically
spaced between 50-100 and 5-50. Less in the middle, more
at the ends."""
second_part = (np.geomspace(5, 50, 10)).astype(int)
first_part = (101. - np.geomspace(1, 51, 20)).astype(int)
return np.hstack([first_part, second_part])
# define all the tunable params for each of them
LOGISTIC_TUNABLE = [{
'classify__penalty':
['l1', 'l2'], # l1 and l2 regularization, l1 introduces sparsity(lasso)
'classify__C': stats.reciprocal(a=1e-1, b=1e4)
}]
SVM_TUNABLE = [{
'classify__penalty': ['l2'],
'classify__C': stats.reciprocal(a=1e-1, b=1e4),
}]
DECISION_TREE_TUNABLE = [{'classify__max_features': ['sqrt', 'log2']}]
RANDOM_FOREST_TUNABLE = [{'classify__max_features': ['sqrt', 'log2']}]
DEEP_TUNABLE = [{
'classify__optimizer': ['adagrad', 'adam', 'rmsprop'],
'classify__activation': ['relu', 'selu', 'sigmoid', 'tanh'],
'classify__dropout':
x = np.linspace(reciprocal.ppf(0.01, a, b), reciprocal.ppf(0.99, a, b), 100)
ax.plot(x,
reciprocal.pdf(x, a, b),
'r-',
lw=5,
alpha=0.6,
label='reciprocal pdf')
# Alternatively, the distribution object can be called (as a function)
# to fix the shape, location and scale parameters. This returns a "frozen"
# RV object holding the given parameters fixed.
# Freeze the distribution and display the frozen ``pdf``:
rv = reciprocal(a, b)
ax.plot(x, rv.pdf(x), 'k-', lw=2, label='frozen pdf')
# Check accuracy of ``cdf`` and ``ppf``:
vals = reciprocal.ppf([0.001, 0.5, 0.999], a, b)
np.allclose([0.001, 0.5, 0.999], reciprocal.cdf(vals, a, b))
# True
# Generate random numbers:
r = reciprocal.rvs(a, b, size=1000)
# And compare the histogram:
ax.hist(r, normed=True, histtype='stepfilled', alpha=0.2)
plt.subplot(121)
plt.title("Exponential distribution (scale=1.0)")
plt.hist(samples, bins=50)
plt.subplot(122)
plt.title("Log of this distribution")
plt.hist(np.log(samples), bins=50)
plt.show()
#%% reciprocal continuous random variable
# use reciprocal distribution when you have no idea what the scale of the hyperparameter should be
# log of the samples roughly constant as scale of the samples picked from a uniform distribution
reciprocal_distrib = reciprocal(20, 200000)
samples = reciprocal_distrib.rvs(10000, random_state=42)
plt.figure(figsize=(10, 4))
plt.subplot(121)
plt.title("Reciprocal distribution (scale=1.0)")
plt.hist(samples, bins=50)
plt.subplot(122)
plt.title("Log of this distribution")
plt.hist(np.log(samples), bins=50)
plt.show()
#%% linear looking data
# data.
#
# Notes: some combinations of the hyper-parameters proposed above are invalid.
# You can make the parameter search accept such failures by setting `error_score`
# to `np.nan`. The warning messages give more details on which parameter
# combinations but the computation will proceed.
#
# Once the computation has completed, print the best combination of parameters
# stored in the `best_params_` attribute.
# %%
from sklearn.model_selection import RandomizedSearchCV
from scipy.stats import reciprocal
param_distributions = {
"logisticregression__C": reciprocal(0.001, 10),
"logisticregression__solver": ["liblinear", "lbfgs"],
"logisticregression__penalty": ["l2", "l1"],
"columntransformer__cat-preprocessor__drop": [None, "first"]
}
model_random_search = RandomizedSearchCV(
model,
param_distributions=param_distributions,
n_iter=20,
error_score=np.nan,
n_jobs=2,
verbose=1)
model_random_search.fit(df_train, target_train)
model_random_search.best_params_
tokens = nltk.word_tokenize(text)
stems = []
for item in tokens:
stems.append(PorterStemmer().stem(item))
return stems
def nlkt_tokenize(text):
return nltk.word_tokenize(text)
pipe = Pipeline([('tfidf', TfidfVectorizer()), ('lsa', OptionalTruncatedSVD()),
('clf', RandomForestClassifier())])
params = {
"tfidf__ngram_range": [(1, 1), (1, 2), (2, 2)],
"tfidf__min_df": stats.randint(1, 3),
"tfidf__max_df": stats.uniform(.95, .3),
"tfidf__sublinear_tf": [True, False],
"tfidf__tokenizer": [None, stemmer, lemmatizer, nlkt_tokenize],
"lsa__passthrough": [True, False, True, True, True, True, True],
"lsa__n_components": stats.randint(100, 3000),
'clf__n_estimators': stats.randint(100, 300),
'clf__criterion': ['gini', 'entropy'],
'clf__max_features': ['auto', 'log2', None],
'clf__max_depth': stats.randint(10, 150),
'clf__class_weight': [None, 'balanced'],
'clf__min_samples_split': stats.reciprocal(.0001, .2),
'clf__min_samples_leaf': stats.reciprocal(.0001, .2)
}
default="accuracy",
help="Scoring metric to be used")
args = vars(ap.parse_args())
# TODO: make grid to other classifiers like, GaussianNB and Logistic Regression
randomized_params = {
"KNeighborsClassifier": {
"n_neighbors": randint(low=1, high=30)
},
"RandomForest": {
"n_estimators": randint(low=1, high=200),
"max_features": randint(low=1, high=8),
},
"SVM": {
"kernel": ["linear", "rbf"],
"C": reciprocal(0.1, 200000),
"gamma": expon(scale=1.0),
},
}
models = {
"KNeighborsClassifier": KNeighborsClassifier(),
"RandomForest": RandomForestClassifier(),
"SVM": SVC(),
}
if __name__ == "__main__":
import tensorflow as tf
model_name = args["model"]
scoring = args["scoring"]
if not os.path.exists(logdir):
os.mkdir(logdir)
output_model_file = os.path.join(logdir,
"model.h5")
sklearn_model = keras.wrappers.scikit_learn.KerasRegressor(
build_fn = build_model)
from scipy.stats import reciprocal
# f(x) = 1/(x*log(b/a)) a <= x <= b
param_distribution = {
"hidden_layers":[1, 2, 3, 4],
"layer_size": np.arange(1, 100),
"learning_rate": reciprocal(1e-4, 1e-2),
}
from sklearn.model_selection import RandomizedSearchCV
callbacks = [keras.callbacks.ModelCheckpoint(output_model_file,save_best_only = True),keras.callbacks.EarlyStopping(patience=5, min_delta=1e-2)]
random_search_cv = RandomizedSearchCV(sklearn_model,
param_distribution,
n_iter = 10,
cv = 3,
n_jobs = 1)
history = random_search_cv.fit(x_train_scaled, y_train, epochs = 30,
validation_data = (x_valid_scaled, y_valid),
callbacks = callbacks)
def plot_learning_curves(history):
pd.DataFrame(history.history).plot(figsize=(8, 5))
logger.info(
"Running SVM algorithm on best combination of features from FLAS subsets..."
)
features_flas = self.data.combinations_flas_top10[0][0]
logger.info(f"These features are : {features_flas}")
x_train = self.X_train[features_flas].values
y_train = self.y_train.values
x_test = self.X_test[features_flas].values
y_test = self.y_test.values
scaler = StandardScaler()
x_train = scaler.fit_transform(x_train)
x_test = scaler.transform(x_test)
svm_flas = svm.SVC(kernel=kernel_choice)
#Hyperparameter tuning
param_distributions = {"gamma": reciprocal(0.001, 0.1), "C": uniform(1, 10)}
rnd_search_cv_flas = RandomizedSearchCV(svm_flas, param_distributions, n_iter=10, verbose=2, cv=3)
rnd_search_cv_flas.fit(X_train, y_train)
rnd_search_cv_flas.best_estimator_
logger.info("Fitting train data on SVM model...")
rnd_search_cv_flas.best_estimator_.fit(x_train, y_train)
y_pred_flas = rnd_search_cv_flas.best_estimator_.predict(x_test)
logger.info(
f"Train accuracy : {accuracy_score(y_train, svm_flas.predict(x_train))}"
)
logger.info(f"Test accuracy : {accuracy_score(y_test, y_pred_flas)}")
logger.info(
"Saving results for svm with best combination of features from FLAS subsets..."
)
y_pred = lin_clf.predict(X_train_scaled)
accuracy_score(y_train, y_pred)
#%% Train scaled data with SVC + RBF kernel
from sklearn.svm import SVC
svm_clf = SVC(gamma="scale")
svm_clf.fit(X_train_scaled[:10000], y_train[:10000])
#%% Narrow down hyperparameters with randomized search + CV
from sklearn.model_selection import RandomizedSearchCV
from scipy.stats import reciprocal, uniform
param_distributions = {'gamma': reciprocal(0.001, 0.1), 'C': uniform(1, 10)}
rnd_search_cv = RandomizedSearchCV(svm_clf,
param_distributions,
n_iter=10,
verbose=2,
cv=3)
rnd_search_cv.fit(X_train_scaled[:1000], y_train[:1000])
rnd_search_cv.best_score_
rnd_search_cv.best_estimator_.fit(X_train_scaled, y_train)
y_pred = rnd_search_cv.best_estimator_.predict(X_train_scaled)
accuracy_score(y_train, y_pred)
#%% And now the test set
svm_reg = SVR()
grid_search = GridSearchCV(svm_reg, param_grid, cv=5,
scoring='neg_mean_squared_error', verbose=2, n_jobs=4)
grid_search.fit(housing_prepared, housing_labels)
negative_mse = grid_search.best_score_
rmse = np.sqrt(-negative_mse)
rmse
print(grid_search.best_params_)
# exercise 2
from sklearn.model_selection import RandomizedSearchCV
from scipy.stats import expon, reciprocal
param_distribs = {
'kernel': ['linear', 'rbf'],
'C': reciprocal(20, 200000),
'gamma': expon(scale=1.0),
}
svm_reg = SVR()
rnd_search = RandomizedSearchCV(svm_reg, param_distributions=param_distribs,
n_iter=50, cv=5, scoring='neg_mean_squared_error',
verbose=2, n_jobs=4, random_state=42)
rnd_search.fit(housing_prepared, housing_labels)
negative_mse = rnd_search.best_score_
rmse = np.sqrt(-negative_mse)
rmse
rnd_search.best_params_
# exercise 3
from sklearn.base import BaseEstimator, TransformerMixin
for layer in range(n_hidden):
model.add(keras.layers.Dense(n_neurons, activation=activation))
model.add(keras.layers.Dense(1))
optimizer = keras.optimizers.Adam(lr=lr)
model.compile(loss='mse', optimizer=optimizer)
return model
from scipy.stats import reciprocal
from sklearn.model_selection import RandomizedSearchCV
param_distribs = {
'n_hidden': [0, 1, 2, 3],
'n_neurons': np.arange(1, 100),
'lr': reciprocal(3e-4, 3e-2) # 역수?
}
keras_reg = keras.wrappers.scikit_learn.KerasRegressor(build_model)
rnd__search_cv = RandomizedSearchCV(keras_reg,
param_distribs,
n_iter=10,
cv=None)
# fit
rnd__search_cv.fit(x_train,
y_train,
epochs=2,
validation_data=(x_valid, y_valid))
# evaluate, predict
