def test_regression_hoeffding_tree_categorical_features(test_path):
data_path = os.path.join(test_path, 'ht_categorical_features_testcase.npy')
stream = np.load(data_path)
# Remove class value
stream = stream[:, np.delete(np.arange(8), 7)]
# Removes the last column (used only in the multi-target regression case)
stream = stream[:, :-1]
X, y = stream[:, :-1], stream[:, -1]
nominal_attr_idx = np.arange(7).tolist()
learner = RegressionHoeffdingTree(nominal_attributes=nominal_attr_idx)
learner.partial_fit(X, y)
expected_description = "if Attribute 4 = 0.0:\n" \
" Leaf = Statistics {0: 606.0000, 1: 1212.0000, 2: 3626.0000}\n" \
"if Attribute 4 = 1.0:\n" \
" Leaf = Statistics {0: 551.0000, 1: 1128.0000, 2: 3400.0000}\n" \
"if Attribute 4 = 2.0:\n" \
" Leaf = Statistics {0: 566.0000, 1: 1139.0000, 2: 3423.0000}\n" \
"if Attribute 4 = 3.0:\n" \
" Leaf = Statistics {0: 577.0000, 1: 1138.0000, 2: 3374.0000}\n" \
"if Attribute 4 = 4.0:\n" \
" Leaf = Statistics {0: 620.0000, 1: 1233.0000, 2: 3725.0000}\n" \
"if Attribute 4 = -3.0:\n" \
" Leaf = Statistics {0: 80.0000, 1: 163.0000, 2: 483.0000}\n"
assert SequenceMatcher(
None, expected_description, learner.get_model_description()
).ratio() > 0.9
def test_hoeffding_tree_coverage(test_path):
# Cover nominal attribute observer
test_file = os.path.join(test_path, 'regression_data.npz')
data = np.load(test_file)
X = data['X']
y = data['y']
learner = RegressionHoeffdingTree(leaf_prediction='mean', nominal_attributes=[i for i in range(3)])
learner.partial_fit(X, y)
def InnerCycle_Train(X, y, inject_drift, perc_train):
# get number of training samples
ntrain = int(perc_train * X.shape[0])
if inject_drift:
# pick a point between 0.7 and 0.9 of the stream
dpoints = Driftpoints(X)
dpoints["cleanrun"] = dpoints["row"] - ntrain
# contaminate X after that point
X = Swapcols(df=X,
class_vec=y,
ids=dpoints["cols"],
t_change=dpoints["row"])
else:
dpoints = dict({"row": X.shape[0], "cols": 0})
# cast data as DataStream class
stream = DataStream(X, y)
stream.prepare_for_use()
# call incr model (main classifier, teacher model)
stream_clf = ARF(n_estimators=25) #,
#drift_detection_method=None,
#warning_detection_method=None
#)
# get training data... first ntrain rows
Xtrain, ytrain = stream.next_sample(ntrain)
# partial fit of the incre model using training data
stream_clf.fit(Xtrain, ytrain, classes=stream.target_values)
yhat_train = stream_clf.predict(Xtrain)
yhat_train_prob = stream_clf.predict_proba(
Xtrain) ### needs warnings!!!!!!!!!
yhat_tr_max_prob = np.array([np.max(x) for x in yhat_train_prob])
# fit student model
student_clf = ARF(n_estimators=25) #,
#drift_detection_method=None,
#warning_detection_method=None)
student_clf.fit(Xtrain, yhat_train, classes=stream.target_values)
student_regr = RHT()
student_regr.fit(Xtrain, yhat_tr_max_prob)
results = dict()
results["Teacher"] = stream_clf
results["Student"] = student_clf
results["StudentRegression"] = student_regr
results["Driftpoints"] = dpoints
results["n"] = ntrain
results["Stream"] = stream
results["Xtrain"] = Xtrain
return (results)
def test_hoeffding_tree_perceptron():
stream = RegressionGenerator(n_samples=500,
n_features=20,
n_informative=15,
random_state=1)
stream.prepare_for_use()
learner = RegressionHoeffdingTree(leaf_prediction='perceptron',
random_state=1)
cnt = 0
max_samples = 500
y_pred = array('d')
y_true = array('d')
wait_samples = 10
while cnt < max_samples:
X, y = stream.next_sample()
# Test every n samples
if (cnt % wait_samples == 0) and (cnt != 0):
y_pred.append(learner.predict(X)[0])
y_true.append(y[0])
learner.partial_fit(X, y)
cnt += 1
expected_predictions = array('d', [
1198.4326121743168, 456.36607750881586, 927.9912160545144,
1160.4797981899128, 506.50541829176535, -687.8187227095925,
-677.8120094065415, 231.14888704761225, -284.46324039942937,
-255.69195985557175, 47.58787439365423, -135.22494016284043,
-10.351457437330152, 164.95903200643997, 360.72854984472383,
193.30633911830088, -64.23638301570358, 587.9771578214296,
649.8395655757931, 481.01214222804026, 305.4402728117724,
266.2096493865043, -445.11447171009775, -567.5748694154349,
-68.70070048021438, -446.79910655850153, -115.892348067663,
-98.26862866231015, 71.04707905920286, -10.239274802165584,
18.748731569441812, 4.971217265129857, 172.2223575990573,
-655.2864976783711, -129.69921313686626, -114.01187375876822,
-405.66166686550963, -215.1264381928009, -345.91020370426247,
-80.49330468453074, 108.78958382083302, 134.95267043280126,
-398.5273538477553, -157.1784910649728, 219.72541225645654,
-100.91598162899217, 80.9768574308987, -296.8856956382453,
251.9332271253148
])
assert np.allclose(y_pred, expected_predictions)
error = mean_absolute_error(y_true, y_pred)
expected_error = 362.98595964244623
assert np.isclose(error, expected_error)
expected_info = 'RegressionHoeffdingTree: max_byte_size: 33554432 - memory_estimate_period: 1000000 ' \
'- grace_period: 200 - split_criterion: variance reduction - split_confidence: 1e-07 ' \
'- tie_threshold: 0.05 - binary_split: False - stop_mem_management: False ' \
'- remove_poor_atts: False - no_pre_prune: False - leaf_prediction: perceptron - nb_threshold: 0 ' \
'- nominal_attributes: [] - '
assert learner.get_info() == expected_info
assert isinstance(learner.get_model_description(), type(''))
assert type(learner.predict(X)) == np.ndarray
def test_hoeffding_tree():
stream = RegressionGenerator(n_samples=500,
n_features=20,
n_informative=15,
random_state=1)
stream.prepare_for_use()
learner = RegressionHoeffdingTree(leaf_prediction='mean')
cnt = 0
max_samples = 500
y_pred = array('d')
y_true = array('d')
wait_samples = 10
while cnt < max_samples:
X, y = stream.next_sample()
# Test every n samples
if (cnt % wait_samples == 0) and (cnt != 0):
y_pred.append(learner.predict(X)[0])
y_true.append(y[0])
learner.partial_fit(X, y)
cnt += 1
expected_predictions = array('d', [
102.38946041769101, 55.6584574987656, 5.746076599168373,
17.11797209372667, 2.566888222752787, 9.188247802192826,
17.87894804676911, 15.940629626883966, 8.981172175448485,
13.152624115190092, 11.106058099429399, 6.473195313058236,
4.723621479590173, 13.825568609556493, 8.698873073880696,
1.6452441811010252, 5.123496188584294, 6.34387187194982,
5.9977733790395105, 6.874251577667707, 4.605348088338317,
8.20112636572672, 9.032631648758098, 4.428189978974459,
4.249801041367518, 9.983272668044492, 12.859518508979734,
11.741395774380285, 11.230028410261868, 9.126921979081521,
9.132146661688296, 7.750655625124709, 6.445145118245414,
5.760928671876355, 4.041291302080659, 3.591837600560529,
0.7640424010500604, 0.1738639840537784, 2.2068337802212286,
-81.05302946841077, 96.17757415335177, -77.35894903819677,
95.85568683733698, 99.1981674250886, 99.89327888035015,
101.66673013734784, -79.1904234513751, -80.42952143783687,
100.63954789983896
])
assert np.allclose(y_pred, expected_predictions)
error = mean_absolute_error(y_true, y_pred)
expected_error = 143.11351404083086
assert np.isclose(error, expected_error)
expected_info = 'RegressionHoeffdingTree: max_byte_size: 33554432 - memory_estimate_period: 1000000 ' \
'- grace_period: 200 - split_criterion: variance reduction - split_confidence: 1e-07 ' \
'- tie_threshold: 0.05 - binary_split: False - stop_mem_management: False ' \
'- remove_poor_atts: False - no_pre_prune: False - leaf_prediction: mean - nb_threshold: 0 ' \
'- nominal_attributes: [] - '
assert learner.get_info() == expected_info
assert isinstance(learner.get_model_description(), type(''))
assert type(learner.predict(X)) == np.ndarray
def test_hoeffding_tree_coverage(test_path):
# Cover nominal attribute observer
test_file = os.path.join(test_path, 'regression_data.npz')
data = np.load(test_file)
X = data['X']
y = data['y']
# Typo in leaf prediction
learner = RegressionHoeffdingTree(
leaf_prediction='percptron', nominal_attributes=[i for i in range(3)]
)
print(learner.split_criterion)
# Invalid split_criterion
learner.split_criterion = 'VR'
learner.partial_fit(X, y)
assert learner._estimator_type == 'regressor'
def test_regression_hoeffding_tree_model_description():
stream = RegressionGenerator(
n_samples=500, n_features=20, n_informative=15, random_state=1
)
stream.prepare_for_use()
learner = RegressionHoeffdingTree(leaf_prediction='mean')
max_samples = 500
X, y = stream.next_sample(max_samples)
learner.partial_fit(X, y)
expected_description = "if Attribute 6 <= 0.1394515530995348:\n" \
" Leaf = Statistics {0: 276.0000, 1: -21537.4157, 2: 11399392.2187}\n" \
"if Attribute 6 > 0.1394515530995348:\n" \
" Leaf = Statistics {0: 224.0000, 1: 22964.8868, 2: 10433581.2534}\n"
assert SequenceMatcher(
None, expected_description, learner.get_model_description()
).ratio() > 0.9
def test_evaluate_regression_coverage(tmpdir):
# A simple coverage test. Tests for metrics are placed in the corresponding test module.
from skmultiflow.data import RegressionGenerator
from skmultiflow.trees import RegressionHoeffdingTree
max_samples = 1000
# Stream
stream = RegressionGenerator(n_samples=max_samples)
stream.prepare_for_use()
# Learner
htr = RegressionHoeffdingTree()
output_file = os.path.join(str(tmpdir), "prequential_summary.csv")
metrics = ['mean_square_error', 'mean_absolute_error']
evaluator = EvaluatePrequential(max_samples=max_samples,
metrics=metrics,
output_file=output_file)
evaluator.evaluate(stream=stream, model=htr, model_names=['HTR'])
def InnerCycle(X, y, inject_drift, perc_train, window, delta, pval,
prob_instance, inst_delay):
# get number of training samples
ntrain = int(perc_train * X.shape[0])
if inject_drift:
# pick a point between 0.7 and 0.9 of the stream
dpoints = Driftpoints(X)
dpoints["cleanrun"] = dpoints["row"] - ntrain
# contaminate X after that point
X = Swapcols(df=X,
class_vec=y,
ids=dpoints["cols"],
t_change=dpoints["row"])
else:
dpoints = dict({"row": X.shape[0], "cols": 0})
# cast data as DataStream class
stream = DataStream(X, y)
stream.prepare_for_use()
# call incr model (main classifier, teacher model)
stream_clf = ARF(n_estimators=25,
drift_detection_method=None,
warning_detection_method=None)
# get training data... first ntrain rows
Xtrain, ytrain = stream.next_sample(ntrain)
# partial fit of the incre model using training data
stream_clf.fit(Xtrain, ytrain, classes=stream.target_values)
yhat_train = stream_clf.predict(Xtrain)
yhat_train_prob = stream_clf.predict_proba(
Xtrain) ### needs warnings!!!!!!!!!
yhat_tr_max_prob = np.array([np.max(x) for x in yhat_train_prob])
# fit student model
student_clf = ARF(n_estimators=25,
drift_detection_method=None,
warning_detection_method=None)
student_clf.fit(Xtrain, yhat_train, classes=stream.target_values)
student_regr = RHT()
student_regr.fit(Xtrain, yhat_tr_max_prob)
####### Call drift detectors
## Supervised
# Supervised with ADWIN
S_ADWIN = ADWIN() #(delta=delta)
S_ADWIN_alarms = []
# Supervised with PHT
S_PHT = PHT() #(min_instances=window,delta=delta)
S_PHT_alarms = []
# Delayed Supervised with ADWIN
DS_ADWIN = ADWIN() #(delta=delta)
DS_ADWIN_alarms = []
# Delayed Supervised with PHT
DS_PHT = PHT() #(min_instances=window,delta=delta)
DS_PHT_alarms = []
## Semi-supervised
# Semi-Supervised with ADWIN
WS_ADWIN = ADWIN() #(delta=delta)
WS_ADWIN_alarms = []
# Supervised with PHT
WS_PHT = PHT() #(min_instances=window,delta=delta)
WS_PHT_alarms = []
# Delayed Supervised with ADWIN
DWS_ADWIN = ADWIN() #(delta=delta)
DWS_ADWIN_alarms = []
# Delayed Supervised with PHT
DWS_PHT = PHT() #(min_instances=window,delta=delta)
DWS_PHT_alarms = []
##### Unsupervised
# Student with ADWIN
U_ADWIN = ADWIN() #(delta=delta)
U_ADWIN_alarms = []
# Student with PHT
U_PHT = PHT() #(min_instances=window,delta=delta)
U_PHT_alarms = []
# Student with ADWIN
UR_ADWIN = ADWIN() #(delta=delta)
UR_ADWIN_alarms = []
# Student with PHT
UR_PHT = PHT() #(min_instances=window,delta=delta)
UR_PHT_alarms = []
# WRS with output
WRS_Output = HypothesisTestDetector(method="wrs", window=window, thr=pval)
WRS_Output_alarms = []
# WRS with class prob
WRS_Prob = HypothesisTestDetector(method="wrs", window=window, thr=pval)
WRS_Prob_alarms = []
# TT with output
TT_Output = HypothesisTestDetector(method="tt", window=window, thr=pval)
TT_Output_alarms = []
# TT with class prob
TT_Prob = HypothesisTestDetector(method="tt", window=window, thr=pval)
TT_Prob_alarms = []
# KS with output
KS_Output = HypothesisTestDetector(method="ks", window=window, thr=pval)
KS_Output_alarms = []
# KS with class prob
KS_Prob = HypothesisTestDetector(method="ks", window=window, thr=pval)
KS_Prob_alarms = []
Driftmodels = [
S_ADWIN, S_PHT, DS_ADWIN, DS_PHT, WS_ADWIN, WS_PHT, DWS_ADWIN, DWS_PHT,
U_ADWIN, U_PHT, UR_ADWIN, UR_PHT, WRS_Output, TT_Output, KS_Output,
WRS_Prob, TT_Prob, KS_Prob
]
Driftmodels_alarms = [
S_ADWIN_alarms, S_PHT_alarms, DS_ADWIN_alarms, DS_PHT_alarms,
WS_ADWIN_alarms, WS_PHT_alarms, DWS_ADWIN_alarms, DWS_PHT_alarms,
U_ADWIN_alarms, U_PHT_alarms, UR_ADWIN_alarms, UR_PHT_alarms,
WRS_Output_alarms, TT_Output_alarms, KS_Output_alarms, WRS_Prob_alarms,
TT_Prob_alarms, KS_Prob_alarms
]
S_driftmodels = Driftmodels[0:2]
DS_driftmodels = Driftmodels[2:4]
WS_driftmodels = Driftmodels[4:6]
DWS_driftmodels = Driftmodels[6:8]
Ustd_driftmodels = Driftmodels[8:10]
Ustdreg_driftmodels = Driftmodels[10:12]
Uoutput_driftmodels = Driftmodels[12:15]
Uprob_driftmodels = Driftmodels[15:18]
# always updated
S_clf = copy.deepcopy(stream_clf)
# always updated with delay
DS_clf = copy.deepcopy(stream_clf)
# updated immediately with some prob
WS_clf = copy.deepcopy(stream_clf)
# updated with delay with some prob
DWS_clf = copy.deepcopy(stream_clf)
# never updated
U_clf = copy.deepcopy(stream_clf)
i = ntrain
k = 0
DWS_yhat_hist = []
DS_yhat_hist = []
X_hist = []
y_hist = []
while (stream.has_more_samples()):
print(i)
#i=3000
Xi, yi = stream.next_sample()
y_hist.append(yi[0])
X_hist.append(Xi)
ext_Xi = np.concatenate([Xtrain[-10:], Xi])
U_prob = U_clf.predict_proba(ext_Xi)[-1]
U_yhat = U_clf.predict(ext_Xi)[-1]
S_yhat = S_clf.predict(ext_Xi)[-1]
WS_yhat = WS_clf.predict(ext_Xi)[-1]
DS_yhat = DS_clf.predict(ext_Xi)[-1]
DWS_yhat = DWS_clf.predict(ext_Xi)[-1]
DWS_yhat_hist.append(DWS_yhat)
DS_yhat_hist.append(DS_yhat)
if len(U_prob) < 2:
U_yhat_prob_i = U_prob[0]
elif len(U_prob) == 2:
U_yhat_prob_i = U_prob[1]
else:
U_yhat_prob_i = np.max(U_prob)
y_meta_hat_i = student_clf.predict(ext_Xi)[-1]
y_meta_prob = student_regr.predict(ext_Xi)[-1]
# Updating student model
student_clf.partial_fit(Xi, [U_yhat])
# Updating supervised model
S_clf.partial_fit(Xi, yi)
# Computing loss
S_err_i = int(yi[0] != S_yhat)
student_err_i = int(y_meta_hat_i != U_yhat)
student_prob_err_i = U_yhat_prob_i - y_meta_prob
for model in S_driftmodels:
model.add_element(S_err_i)
for model in Ustd_driftmodels:
model.add_element(student_err_i)
for model in Ustdreg_driftmodels:
model.add_element(student_prob_err_i)
for model in Uoutput_driftmodels:
model.add_element(U_yhat)
for model in Uprob_driftmodels:
model.add_element(U_yhat_prob_i)
put_i_available = np.random.binomial(1, prob_instance)
if k >= inst_delay:
DS_err_i = int(
y_hist[k - inst_delay] != DS_yhat_hist[k - inst_delay])
DS_clf.partial_fit(X_hist[k - inst_delay],
[y_hist[k - inst_delay]])
for model in DS_driftmodels:
model.add_element(DS_err_i)
if put_i_available > 0:
DWS_err_i = int(
y_hist[k - inst_delay] != DWS_yhat_hist[k - inst_delay])
DWS_clf.partial_fit(X_hist[k - inst_delay],
[y_hist[k - inst_delay]])
for model in DWS_driftmodels:
model.add_element(DWS_err_i)
if put_i_available > 0:
WS_err_i = int(yi[0] != WS_yhat)
WS_clf.partial_fit(Xi, yi)
for model in WS_driftmodels:
model.add_element(WS_err_i)
# detect changes
for j, model in enumerate(Driftmodels):
has_change = model.detected_change()
if has_change:
Driftmodels_alarms[j].append(i)
i += 1
k += 1
return ([Driftmodels_alarms, dpoints])
X = tdf[["Pressure (millibars)", "Humidity",
"Wind Speed (km/h)"]].resample("6H").mean()
y = tdf[["Temperature (C)"]].resample("6H").max()
X.plot(subplots=True, layout=(1, 3))
y.plot()
#%%
reload(samknnreg)
from samknnreg import SAMKNNRegressor
sam = SAMKNNRegressor()
hat = RegressionHAT()
rht = RegressionHoeffdingTree()
ds = DataStream(X, y=y)
ds.prepare_for_use()
evaluator = EvaluatePrequential(
show_plot=True,
n_wait=730,
batch_size=28,
metrics=['mean_square_error', 'true_vs_predicted'])
#%%
evaluator.evaluate(stream=ds,
model=[sam, rht, hat],
model_names=[
"SAM", "Hoeffding Tree Regressor",
"Hoeffding Tree Regressor (Adaptive)"