def __init__(self, data, k):
if(DBG): tl.comment("KF (Kalman Filter)")
(self.n,self.d)=np.shape(data)
# data (observations)
self.data=data
self.k=k
self.initParams()
def nl_fit(nlds, ftype, wtype, dps):
nlds_org = tl.dcopy(nlds)
#--------------------------------#
if (ftype != 'si' and ftype != 'A2' and ftype != 'A01' and ftype != 'B01'):
tl.warning("fit.py: usage: [si/M2/A01/B01]")
#--------------------------------#
if (ftype == 'si'): # if si, i.e., arg{s(0)=si}
global MAXFEV
MAXFEV = MAXFEVi
global XTL
XTL = XTLi
global FTL
FTL = FTLi
#--------------------------------#
if (DBG): tl.comment("=== start LMfit ===")
if (DBG): tl.comment("(%s,%s,%d)" % (ftype, wtype, dps))
if (DBG): tl.msg("rmse: %f" % _distfunc_rmse(nlds))
if (DBG): tl.comment("start fitting")
#--------------------------------#
if (DBG): tic = time.clock()
nlds = _nl_fit(nlds, ftype, wtype, dps)
if (DBG):
toc = time.clock()
fittime = toc - tic
#--------------------------------#
if (_distfunc_rmse(nlds_org) < _distfunc_rmse(nlds)):
nlds = nlds_org #notfin
if (DBG): tl.comment("end fitting")
if (DBG): tl.msg("time: %f" % fittime)
if (DBG): tl.msg("rmse: %f" % _distfunc_rmse(nlds))
if (DBG): tl.comment("=== end LMfit ===")
#--------------------------------#
return nlds
def fit(Xe, mdb, ftype, dictMS, wtype='uniform', dps=1):
#--------------------------------#
if (DBG): tl.comment("=== start LMfit ===")
if (DBG): tl.comment("(%s,%s,%d)" % (ftype, wtype, dps))
if (DBG): tl.msg("rmse: %f" % _distfunc_rmse(Xe, mdb, dictMS))
if (DBG): tl.comment("start fitting")
#--------------------------------#
if (DBG): tic = time.clock()
(dictMS) = _fit(Xe, mdb, ftype, dictMS, wtype, dps)
if (DBG):
toc = time.clock()
fittime = toc - tic
dictMS['errV'] = _distfunc_rmse(Xe, mdb, dictMS)
#--------------------------------#
if (DBG): tl.comment("end fitting")
if (DBG): tl.msg("time: %f" % fittime)
if (DBG): tl.comment("=== end LMfit ===")
#--------------------------------#
return dictMS
def _OrbitMap(Xorg,
lstep,
wd_level,
mdb,
outdir,
save_fig=True,
save_full=True):
#--------------------------------#
(n, d) = np.shape(Xorg)
Snaps = init_Snaps(Xorg, lstep, wd_level) # SnapShots
CGs = [] # for CGraph_snap_shots
n = Snaps['n']
d = Snaps['d']
pstep = Snaps['pstep']
PE_vc = _initP() # current best
PE_vp = _initP() # previous pattern
PE_vb = _initP() # previous-previous pattern
# init time-ticks
tc = pstep
PE_vc['tm_st'] = 0
PE_vc['tm_ed'] = tc
if (COMMENT):
tl.msg(
"_OrbitMap X(%d,%d), lstep=%d, pstep=%d, wd_level=%d, c=%d, rho=%f, dps=%d"
% (n, d, lstep, pstep, wd_level, mdb.get_c(), mdb.rho_RE, DPS))
#--------------------------------#
while (True):
#===================#
tic = tl.time.clock()
#===================#
if (tc >= n): break
if (np.isnan(Xorg[PE_vc['tm_st']:PE_vc['tm_ed'], :]).sum() > 0):
PE_vc['tm_st'] = tc
tc += pstep
continue # if, nan-value, then ignore
if (DBG0): tl.comment("tc:%d" % (tc))
mdb = mdb.update_Xminmax(Xorg[(tc - pstep):tc, :]) # update Xmin, Xmax
#--------------------------------#
# 1. O-estimator
(PE_vb, PE_vp, PE_vc, mdb,
Snaps) = _O_estimator(tc, Xorg, PE_vb, PE_vp, PE_vc, mdb, Snaps)
tic2 = tl.time.clock()
if (DBG1): tl.msg("time(estimate):%f" % (tl.time.clock() - tic))
#--------------------------------#
if (tc <= lstep * FSTART_R or tc + lstep >= n):
tc += pstep
continue
#--------------------------------#
# 2. O-generator
(Snaps) = _O_generator(tc, Xorg, PE_vb, PE_vp, PE_vc, mdb, Snaps)
#===================#
if (DBG1): tl.msg("time(forecast):%f" % (tl.time.clock() - tic2))
toc = tl.time.clock()
fittime = toc - tic
if (DBG1): tl.msg("time:%f" % (fittime))
#if(save_full and TSAVE and outdir != ''): tl.save_mat(Snaps, "%sSnaps"%(outdir))
Snaps['T_full'][tc] = fittime
CGs.append(mdb.create_CGraph_rcds())
# continue
tc += pstep
#===================#
#--------------------------------#
# final (SAVE)
#--------------------------------#
if (mdb.CC is tl.NO): Snaps['Ve_full'] = Snaps['Xorg']
Snaps = compute_Snaps_Errs(Snaps)
want_refinement = tl.NO
(mdb, Snaps) = mdb.update_apoptosis(
Snaps, 0, 0, want_refinement
) # if there's any un-used regime, then delete (but, no-refinement)
# save results
if (save_full and outdir != ''):
tl.save_mat(Snaps, "%sSnaps" % (outdir))
tl.save_obj(mdb, "%sMDB" % (outdir))
tl.save_obj(CGs, "%sCGs" % (outdir))
if (save_fig and outdir != ''):
om_viz.saveResults_txt(Snaps, mdb, outdir)
om_viz.plotResultsE(Snaps, mdb, outdir)
om_viz.plotResultsF(Snaps, mdb, outdir)
om_viz.plotCG(mdb, outdir)
#--------------------------------#
# return mdb, Snaps
#--------------------------------#
return (mdb, Snaps)
else: my_tst = 0
#--- check n (duration) ---#
if (args.n != None): my_n = args.n
else: my_n = tl.INF
#--- check modelfn ---#
if (args.mdir != None):
mdir = args.mdir
else:
mdir = ''
#--- check multi-scale/process ---#
if (args.mscale != None):
mscale = args.mscale
else:
mscale = 1 # single-scale
#--- print args ---#
tl.comment('main_om.py - args')
tl.msg("-------------------------")
tl.msg("input-seqfn: [%s]" % iseqfn)
tl.msg("ls-step-ahead: [%d]" % lstep)
tl.msg("multi-scale: [%d]" % mscale)
tl.msg("outdir: [%s]" % outdir)
tl.msg("model dir (scan): [%s]" % mdir)
tl.msg("t_st (opt): [%s]" % my_tst)
tl.msg("duration (opt): [%s]" % my_n)
tl.msg("-------------------------")
try:
tl.mkdir("%s" % outdir)
except:
tl.error("cannot find: %s" % outdir)
#------------------------------#
def printParams(self, fn=''):
tl.comment("print/save params [%s]"%(fn))
_printParams(self, fn)
tl.save_obj(self, fn)
def _example1():
# create observations
n=300
d=1
x = np.linspace(0, 3 * np.pi, n)
data=np.zeros((n,d))
observations = 20 * (np.sin(x) + 0.005 * np.random.random(n))
data[:,0]=observations
return (data)
#----------------------------------#
# main
#----------------------------------#
if __name__ == "__main__":
from kf import KF
tl.comment("kf.py -- example ")
tl.msg("create synthetic sequence (1-dim)")
(data)=_example1()
fn='../output/tmp/kf_sample'
k=2 #4
tl.msg("k=%d: # of latent variables"%(k))
tl.msg("init params")
mykf=KF(data,k)
tl.msg("em algorithm -- START")
tic = tl.time.clock()
mykf.em(ITER=2, iter_each=10)
toc = tl.time.clock(); fittime= toc-tic;
tl.msg("em algorithm -- END (%f sec.)"%(fittime))
tl.msg("plot/save models")
if (args.wd != None):
wd = args.wd
else:
wd = 1
if (args.swd != None):
swd = args.swd
else:
swd = 1
#--- check output ---#
if (args.outfn != None):
outfn = args.outfn
else:
parser.print_help()
tl.error("parser")
#--- print args ---#
tl.comment('main_norm.py - args')
lstep = swd
pstep = int(np.ceil(lstep * orbitmap.LP_R))
print("-------------------------")
print("seqfn: [%s]" % seqfn)
print("sampling window size: [%d]" % wd)
print("smooth window size: [%d]" % swd)
print("lstep: [%d], pstep: [%d]" % (lstep, pstep))
print("outfn: [%s]" % (outfn))
print("-------------------------")
#------------------------------#
# LOAD DATA
#------------------------------#
data = tl.loadsq(seqfn).T
(n, d) = np.shape(data)
def _example2():
inputfn = "_dat/mocap/20_01.amc.4d"
inputfn = "../../DATA/mocap_modf/seq/X20_21.dat"
data = tl.loadsq(inputfn)
data = data.T
data = data[320:400, :]
return data
#---------------#
# main #
#---------------#
if __name__ == "__main__":
from nlds import NLDS
tl.comment("load data")
data = _example1()
data = _example2()
(n, d) = np.shape(data)
outdir = "../output/tmp/nlds_out"
wtype = 'uniform' #linear
tl.comment("create NLDS")
nlds = NLDS(data, outdir)
tl.comment("start LMfit")
tic = time.clock()
#nlds=nlds.fit_lin(wtype)
nlds = nlds.fit(wtype, TH=1)
toc = time.clock()
fittime = toc - tic
tl.comment("END LMfit")
"--animation",
type=int,
help="animation (1:yes, 0:no)")
args = parser.parse_args()
if (len(sys.argv) < 2):
parser.print_help()
tl.error("parser")
#--- check output dir ---#
if (args.outdir != None):
outdir = args.outdir
else:
parser.print_help()
tl.error("parser")
#--- check animation ---#
if (args.animation != None):
animation = args.animation
else:
animation = tl.NO
#--- print args ---#
tl.comment('main_om_viz.py - args')
print("-------------------------")
print("outdir:[%s]" % outdir)
print("plot animation (1:yes, 0:no):[%d]" % animation)
print("-------------------------")
#------------------------------#
# Start VIZ
#------------------------------#
om_viz.run_viz(outdir, animation)
sys.exit(0)