Error_train_fs[k] = np.square(y_train - m.predict(
X_train[:, selected_features])).sum() / y_train.shape[0]
Error_test_fs[k] = np.square(y_test - m.predict(
X_test[:, selected_features])).sum() / y_test.shape[0]
figure(k)
suptitle("Cross-validation fold #{}".format(k + 1),
fontsize=12,
fontweight='bold')
subplot(1, 2, 1)
plot(range(1, len(loss_record)), loss_record[1:])
xlabel('Iteration')
ylabel('Squared error (crossvalidation)')
subplot(1, 3, 3)
bmplot(attributeNames, range(1, features_record.shape[1]),
-features_record[:, 1:])
clim(-1.5, 0)
xlabel('Iteration')
savefig(
"project-2-forward-selection-squared-error-{}-cv-fold.png".format(
k + 1),
bbox_inches='tight')
print('Cross validation fold {0}/{1}'.format(k + 1, K))
print('Train indices: {0}'.format(train_index))
print('Test indices: {0}'.format(test_index))
print('Features no: {0}'.format(selected_features.size))
print("Weights: {}\n".format(m.coef_))
k += 1
def forwardSelection(X,y,N,K,attributeNames, classNames):
# Add offset attribute
X2 = np.concatenate((np.ones((X.shape[0],1)),X),1)
attributeNames2 = [u'Offset']+attributeNames
M2 = len(attributeNames)+1
#X3 = np.copy(X)
X2[:,2] = np.power(X2[:,2],2)
## Crossvalidation
# Create crossvalidation partition for evaluation
CV = cross_validation.KFold(N,K,shuffle=True)
# Initialize variables
Features = np.zeros((M2,K))
Error_train = np.empty((K,1))
Error_test = np.empty((K,1))
Error_train_fs = np.empty((K,1))
Error_test_fs = np.empty((K,1))
Error_train_nofeatures = np.empty((K,1))
Error_test_nofeatures = np.empty((K,1))
k=0
for train_index, test_index in CV:
# extract training and test set for current CV fold
X_train = X2[train_index]
y_train = y[train_index]
X_test = X2[test_index]
y_test = y[test_index]
internal_cross_validation = 5
# Compute squared error without using the input data at all
Error_train_nofeatures[k] = np.square(y_train-y_train.mean()).sum()/y_train.shape[0]
Error_test_nofeatures[k] = np.square(y_test-y_test.mean()).sum()/y_test.shape[0]
# Compute squared error with all features selected (no feature selection)
m = lm.LinearRegression().fit(X_train, y_train)
Error_train[k] = np.square(y_train-m.predict(X_train)).sum()/y_train.shape[0]
Error_test[k] = np.square(y_test-m.predict(X_test)).sum()/y_test.shape[0]
# Compute squared error with feature subset selection
selected_features, features_record, loss_record = feature_selector_lr(X_train, y_train, internal_cross_validation)
Features[selected_features,k]=1
# .. alternatively you could use module sklearn.feature_selection
m = lm.LinearRegression().fit(X_train[:,selected_features], y_train)
Error_train_fs[k] = np.square(y_train-m.predict(X_train[:,selected_features])).sum()/y_train.shape[0]
Error_test_fs[k] = np.square(y_test-m.predict(X_test[:,selected_features])).sum()/y_test.shape[0]
figure()
subplot(1,2,1)
plot(range(1,len(loss_record)), loss_record[1:])
xlabel('Iteration')
ylabel('Squared error (crossvalidation)')
subplot(1,3,3)
bmplot(attributeNames2, range(1,features_record.shape[1]), -features_record[:,1:])
clim(-1.5,0)
xlabel('Iteration')
print('Cross validation fold {0}/{1}'.format(k+1,K))
k+=1
# Display results
print('\n')
print('Linear regression without feature selection:\n')
print('- Training error: {0}'.format(Error_train.mean()))
print('- Test error: {0}'.format(Error_test.mean()))
print('- R^2 train: {0}'.format((Error_train_nofeatures.sum()-Error_train.sum())/Error_train_nofeatures.sum()))
print('- R^2 test: {0}'.format((Error_test_nofeatures.sum()-Error_test.sum())/Error_test_nofeatures.sum()))
print('\n')
print('Linear regression with feature selection:\n')
print('- Training error: {0}'.format(Error_train_fs.mean()))
print('- Test error: {0}'.format(Error_test_fs.mean()))
print('- R^2 train: {0}'.format((Error_train_nofeatures.sum()-Error_train_fs.sum())/Error_train_nofeatures.sum()))
print('- R^2 test: {0}'.format((Error_test_nofeatures.sum()-Error_test_fs.sum())/Error_test_nofeatures.sum()))
figure()
subplot(1,3,2)
bmplot(attributeNames2, range(1,Features.shape[1]+1), -Features)
clim(-1.5,0)
xlabel('Crossvalidation fold')
ylabel('Attribute')
# Inspect selected feature coefficients effect on the entire dataset and
# plot the fitted model residual error as function of each attribute to
# inspect for systematic structure in the residual
f=2 # cross-validation fold to inspect
ff=Features[:,f-1].nonzero()[0]
m = lm.LinearRegression().fit(X2[:,ff], y)
y_est= m.predict(X2[:,ff])
residual=y-y_est
figure()
title('Residual error vs. Attributes for features selected in cross-validation fold {0}'.format(f))
for i in range(0,len(ff)):
subplot(2,ceil(len(ff)/2.0),i+1)
for c in classNames:
class_mask = (y_est==c)
plot(X2[:,ff[i]],residual,'.')
xlabel(attributeNames2[ff[i]])
ylabel('residual error')
show()
def linear_reg(input_matrix, index, outer_cross_number, inner_cross_number):
X, y = split_train_test(input_matrix, index)
N, M = X.shape
K = outer_cross_number
# CV = model_selection.KFold(K,True)
attributeNames = [
'MPG', 'Cylinders', 'Displacment', 'Horsepower', 'Weight (lbs)',
'Acceleration (MPH)', 'Model year', 'Origin'
]
temp = attributeNames[index]
attributeNamesShorter = attributeNames
attributeNamesShorter.remove(temp)
neurons = 1
learning_goal = 25
max_epochs = 64
show_error_freq = 65
CV = cross_validation.KFold(N, K, shuffle=True)
Features = np.zeros((M, K))
Error_train = np.empty((K, 1))
Error_test = np.empty((K, 1))
Error_train_fs = np.empty((K, 1))
Error_test_fs = np.empty((K, 1))
Error_train_mean = np.empty((K, 1))
Error_test_mean = np.empty((K, 1))
Error_train_nn = np.empty((K, 1))
Error_test_nn = np.empty((K, 1))
k = 0
for train_index, test_index in CV:
X_train = X[train_index, :]
y_train = y[train_index]
X_test = X[test_index, :]
y_test = y[test_index]
internal_cross_validation = inner_cross_number
Error_train_mean[k] = np.square(
y_train - y_train.mean()).sum() / y_train.shape[0]
Error_test_mean[k] = np.square(y_test -
y_test.mean()).sum() / y_test.shape[0]
m = lm.LinearRegression(fit_intercept=True).fit(X_train, y_train)
Error_train[k] = np.square(y_train -
m.predict(X_train)).sum() / y_train.shape[0]
Error_test[k] = np.square(y_test -
m.predict(X_test)).sum() / y_test.shape[0]
textout = ''
selected_features, features_record, loss_record = feature_selector_lr(
X_train, y_train, internal_cross_validation, display=textout)
Features[selected_features, k] = 1
# .. alternatively you could use module sklearn.feature_selection
if len(selected_features) is 0:
print(
'No features were selected, i.e. the data (X) in the fold cannot describe the outcomes (y).'
)
else:
m = lm.LinearRegression(fit_intercept=True).fit(
X_train[:, selected_features], y_train)
Error_train_fs[k] = np.square(y_train - m.predict(
X_train[:, selected_features])).sum() / y_train.shape[0]
Error_test_fs[k] = np.square(y_test - m.predict(
X_test[:, selected_features])).sum() / y_test.shape[0]
y_train_2 = np.asmatrix([[x] for x in y_train])
y_test_2 = np.asmatrix([[x] for x in y_test])
ann = nl.net.newff(
[[-3, 3]] * M, [neurons, 1],
[nl.trans.TanSig(), nl.trans.PureLin()])
ann.train(X_train,
y_train_2,
goal=learning_goal,
epochs=max_epochs,
show=show_error_freq)
y_est_train = ann.sim(X_train)
y_est_test = ann.sim(X_test)
Error_train_nn[k] = np.square(y_est_train -
y_train_2).sum() / y_train.shape[0]
Error_test_nn[k] = np.square(y_est_test -
y_test_2).sum() / y_test.shape[0]
figure()
subplot(2, 1, 1)
plot(y_train_2, y_est_train, '.')
subplot(2, 1, 2)
plot(y_test_2, y_est_test, '.')
xlabel('MPG (true, normalized)')
ylabel('MPG (estimated, normalized)')
print('Cross validation fold {0}/{1}'.format(k + 1, K))
print('Features no: {0}\n'.format(selected_features.size))
k += 1
figure(k)
subplot(1, 2, 1)
plot(range(1, len(loss_record)), loss_record[1:])
xlabel('Iteration')
ylabel('Squared error (crossvalidation)')
subplot(1, 3, 3)
bmplot(attributeNames, range(1, features_record.shape[1]),
-features_record[:, 1:])
clim(-1.5, 0)
xlabel('Iteration')
print('Feature_select vs. ANN:')
significant_differnece(Error_1=Error_test_fs, Error_2=Error_test_nn, K=K)
print('Mean vs. ANN:')
significant_differnece(Error_1=Error_test_mean, Error_2=Error_test_nn, K=K)
print('Linear vs. ANN:')
significant_differnece(Error_1=Error_test, Error_2=Error_test_nn, K=K)
figure()
plt.boxplot(
np.bmat('Error_test_nn, Error_test_fs, Error_test, Error_train_mean'))
title('Normalized input/output')
xlabel('ANN vs. Feature_selected vs. clean vs. mean')
ylabel('Mean squared error')
show()
if addCombinations:
plt.xticks(range(len(selected_features) + 1),
["", "Ca", "Si", "Al", "Ba", "K | Si"])
plt.xlabel('iteration (attribute added)', fontsize=12)
else:
plt.xticks(range(len(selected_features) + 1))
plt.xlabel('iteration')
plt.ylabel('R^2 (crossvalidation)', fontsize=12)
plt.ylim(0, 1)
plt.grid('on')
if not addCombinations:
plt.subplot(1, 3, 3)
#Add the constant (no feature) evaluation to data
bmplot(labels, range(features_record.shape[1]), -features_record)
plt.clim(-1.5, 0)
plt.xlabel('Iteration')
filename = "reg"
if addCombinations:
filename += "_allCombi"
filename += "_Trans"
if transformMean:
filename += "_Mean"
if transformStd:
filename += "_Std"
else:
m = lm.LinearRegression(fit_intercept=True).fit(
X_train[:, selected_features], y_train)
Error_train_fs[k] = np.square(y_train - m.predict(
X_train[:, selected_features])).sum() / y_train.shape[0]
Error_test_fs[k] = np.square(y_test - m.predict(
X_test[:, selected_features])).sum() / y_test.shape[0]
figure(k)
subplot(1, 2, 1)
plot(range(1, len(loss_record)), loss_record[1:])
xlabel('Iteration')
ylabel('Squared error (crossvalidation)')
subplot(1, 3, 3)
bmplot(label, range(1, features_record.shape[1]),
-features_record[:, 1:])
clim(-1.5, 0)
xlabel('Iteration')
print('Cross validation fold {0}/{1}'.format(k + 1, K))
print('Train indices: {0}'.format(train_index))
print('Test indices: {0}'.format(test_index))
print('Features no: {0}\n'.format(selected_features.size))
k += 1
# Display results
print('\n')
print('Linear regression without feature selection:\n')
print('- Training error: {0}'.format(Error_train.mean()))
print('- Test error: {0}'.format(Error_test.mean()))
print('- R^2 train: {0}'.format((LINEAR_ERROR_TRAIN_NOFEATURES.sum()-LINEAR_ERROR_TRAIN.sum())/LINEAR_ERROR_TRAIN_NOFEATURES.sum()))
print('- R^2 test: {0}'.format((LINEAR_ERROR_TEST_NOFEATURES.sum()-LINEAR_ERROR_TEST.sum())/LINEAR_ERROR_TEST_NOFEATURES.sum()))
# print('- Error rate train: {0}%'.format(100*mean(LINEAR_ERROR_TRAIN)))
# print('- Error rate test: {0}%'.format(100*mean(LINEAR_ERROR_TEST)))
print('Linear regression with feature selection:\n')
print('- Training error: {0}'.format(LINEAR_ERROR_TRAIN_FS.mean()))
print('- Test error: {0}'.format(LINEAR_ERROR_TEST_FS.mean()))
print('- R^2 train: {0}'.format((LINEAR_ERROR_TRAIN_NOFEATURES.sum()-LINEAR_ERROR_TRAIN_FS.sum())/LINEAR_ERROR_TRAIN_NOFEATURES.sum()))
print('- R^2 test: {0}'.format((LINEAR_ERROR_TEST_NOFEATURES.sum()-LINEAR_ERROR_TEST_FS.sum())/LINEAR_ERROR_TEST_NOFEATURES.sum()))
# print('- Error rate train: {0}%'.format(100*mean(LINEAR_ERROR_TRAIN_FS)))
# print('- Error rate test: {0}%'.format(100*mean(LINEAR_ERROR_TEST_FS)))
figure(k)
subplot(1,3,2)
bmplot(attributeNames, range(1,LINEAR_FEATURES.shape[1]+1), -LINEAR_FEATURES)
clim(-1.5,0)
xlabel('Crossvalidation fold')
ylabel('Attribute')
f=2 # cross-validation fold to inspect
ff=LINEAR_FEATURES[:,f-1].nonzero()[0]
m = lm.LinearRegression().fit(X[:,ff], y)
# print "ff: " + str(ff)
# params = attributeNames[ff]
# coefficients = m.coef_
#
# for ind in range(len(ff)):
# print params[ind] + ": " + str(coefficients[ind])
# Compute squared error with feature subset selection
selected_features, features_record, loss_record = feature_selector_lr(X_train, y_train, internal_cross_validation)
Features[selected_features,k]=1
# .. alternatively you could use module sklearn.feature_selection
m = lm.LinearRegression().fit(X_train[:,selected_features], y_train)
Error_train_fs[k] = np.square(y_train-m.predict(X_train[:,selected_features])).sum()/y_train.shape[0]
Error_test_fs[k] = np.square(y_test-m.predict(X_test[:,selected_features])).sum()/y_test.shape[0]
figure(k)
subplot(1,2,1)
plot(range(1,len(loss_record)), loss_record[1:])
xlabel('Iteration')
ylabel('Squared error (crossvalidation)')
subplot(1,3,3)
bmplot(attributeNames, range(1,features_record.shape[1]), -features_record[:,1:])
clim(-1.5,0)
xlabel('Iteration')
print('Cross validation fold {0}/{1}'.format(k+1,K))
print('Train indices: {0}'.format(train_index))
print('Test indices: {0}'.format(test_index))
print('Features no: {0}\n'.format(selected_features.size))
k+=1
# Display results
print('\n')
print('Linear regression without feature selection:\n')
print('- Training error: {0}'.format(Error_train.mean()))
def forwardSelection(X,y,N,K,attributeNames, classNames):
# Add offset attribute
X2 = np.concatenate((np.ones((X.shape[0],1)),X),1)
attributeNames2 = [u'Offset']+attributeNames
M2 = len(attributeNames)+1
#X3 = np.copy(X)
X2[:,2] = np.power(X2[:,2],2)
## Crossvalidation
# Create crossvalidation partition for evaluation
CV = cross_validation.KFold(N,K,shuffle=True)
# Initialize variables
Features = np.zeros((M2,K))
Error_train = np.empty((K,1))
Error_test = np.empty((K,1))
Error_train_fs = np.empty((K,1))
Error_test_fs = np.empty((K,1))
Error_train_nofeatures = np.empty((K,1))
Error_test_nofeatures = np.empty((K,1))
k=0
for train_index, test_index in CV:
# extract training and test set for current CV fold
X_train = X2[train_index]
y_train = y[train_index]
X_test = X2[test_index]
y_test = y[test_index]
internal_cross_validation = 5
# Compute squared error without using the input data at all
Error_train_nofeatures[k] = np.square(y_train-y_train.mean()).sum()/y_train.shape[0]
Error_test_nofeatures[k] = np.square(y_test-y_test.mean()).sum()/y_test.shape[0]
# Compute squared error with all features selected (no feature selection)
m = lm.LinearRegression().fit(X_train, y_train)
Error_train[k] = np.square(y_train-m.predict(X_train)).sum()/y_train.shape[0]
Error_test[k] = np.square(y_test-m.predict(X_test)).sum()/y_test.shape[0]
# Compute squared error with feature subset selection
selected_features, features_record, loss_record = feature_selector_lr(X_train, y_train, internal_cross_validation)
Features[selected_features,k]=1
# .. alternatively you could use module sklearn.feature_selection
m = lm.LinearRegression().fit(X_train[:,selected_features], y_train)
Error_train_fs[k] = np.square(y_train-m.predict(X_train[:,selected_features])).sum()/y_train.shape[0]
Error_test_fs[k] = np.square(y_test-m.predict(X_test[:,selected_features])).sum()/y_test.shape[0]
figure()
subplot(1,2,1)
plot(range(1,len(loss_record)), loss_record[1:])
xlabel('Iteration')
ylabel('Squared error (crossvalidation)')
subplot(1,3,3)
bmplot(attributeNames2, range(1,features_record.shape[1]), -features_record[:,1:])
clim(-1.5,0)
xlabel('Iteration')
print('Cross validation fold {0}/{1}'.format(k+1,K))
k+=1
# Display results
print('\n')
print('Linear regression without feature selection:\n')
print('- Training error: {0}'.format(Error_train.mean()))
print('- Test error: {0}'.format(Error_test.mean()))
print('- R^2 train: {0}'.format((Error_train_nofeatures.sum()-Error_train.sum())/Error_train_nofeatures.sum()))
print('- R^2 test: {0}'.format((Error_test_nofeatures.sum()-Error_test.sum())/Error_test_nofeatures.sum()))
print('\n')
print('Linear regression with feature selection:\n')
print('- Training error: {0}'.format(Error_train_fs.mean()))
print('- Test error: {0}'.format(Error_test_fs.mean()))
print('- R^2 train: {0}'.format((Error_train_nofeatures.sum()-Error_train_fs.sum())/Error_train_nofeatures.sum()))
print('- R^2 test: {0}'.format((Error_test_nofeatures.sum()-Error_test_fs.sum())/Error_test_nofeatures.sum()))
figure()
subplot(1,3,2)
bmplot(attributeNames2, range(1,Features.shape[1]+1), -Features)
clim(-1.5,0)
xlabel('Crossvalidation fold')
ylabel('Attribute')
# Inspect selected feature coefficients effect on the entire dataset and
# plot the fitted model residual error as function of each attribute to
# inspect for systematic structure in the residual
f=2 # cross-validation fold to inspect
ff=Features[:,f-1].nonzero()[0]
m = lm.LinearRegression().fit(X2[:,ff], y)
y_est= m.predict(X2[:,ff])
residual=y-y_est
figure()
title('Residual error vs. Attributes for features selected in cross-validation fold {0}'.format(f))
for i in range(0,len(ff)):
subplot(2,ceil(len(ff)/2.0),i+1)
for c in classNames:
class_mask = (y_est==c)
plot(X2[:,ff[i]],residual,'.')
xlabel(attributeNames2[ff[i]])
ylabel('residual error')
show()
