def get_predictions(self, target_data):
o = self.target_learner.predict_loo(target_data)
if self.source_loo:
o_source = self.source_learner.train_predict_loo(target_data)
else:
o_source = self.source_learner.predict(target_data)
is_labeled = target_data.is_labeled
target_labels = self.configs.target_labels
if self.use_estimated_f:
o = self.target_learner.predict_loo(target_data.get_subset(is_labeled))
if target_data.is_regression:
y_t = array_functions.vec_to_2d(o.fu)
if self.source_loo:
y_s = array_functions.vec_to_2d(o_source.fu)
else:
y_s = array_functions.vec_to_2d(o_source.fu[is_labeled])
y_true = array_functions.vec_to_2d(o.true_y)
else:
assert False, 'Update this?'
y_t = o.fu[:,target_labels]
y_s = o_source.fu[:,target_labels]
y_s = y_s[is_labeled,:]
y_true = array_functions.make_label_matrix(o.true_y)[:,target_labels]
y_true = array_functions.try_toarray(y_true)
return (y_t, y_s, y_true)
def train(self, data):
'''
self.C = 1
self.C2 = 10
self.k = 1
'''
#self.C = 100
#self.configs.use_fused_lasso = False
g_max = 2
g0_oracle = np.zeros(data.n)
g0_oracle[data.x[:, 0] < .5] = g_max
f = self.create_eval(data, self.C)
g = self.create_gradient(data, self.C)
bounds = list((0, g_max) for i in range(data.n))
#bounds = list((i, i) for i in range(data.n))
#bounds = list((0, 0) for i in range(data.n))
#bounds[0] = (0,None)
#self.include_bias = False
if self.include_bias:
bounds = [(None, None)] + bounds
#bounds = [(10, 10)] + bounds
else:
bounds = [(0, 0)] + bounds
n = data.n + 1
g0 = np.zeros(n)
g0[1:] = g0_oracle
#g0[:] = 1
x = data.x
y_s = np.squeeze(data.y_s[:, 0])
y_t = np.squeeze(data.y_t[:, 0])
y = data.y
W = -array_functions.make_laplacian_kNN(data.x, self.k,
self.configs.metric)
#W = array_functions.make_graph_radius(data.x, self.radius, self.configs.metric)
#W = array_functions.make_graph_adjacent(data.x, self.configs.metric)
W = array_functions.try_toarray(W)
if not data.is_regression:
y = array_functions.make_label_matrix(
data.y)[:, data.classes].toarray()
y = y[:, 0]
reg = self.create_reg(data.x)
reg2 = self.create_reg2(data.x)
if self.configs.use_fused_lasso:
method = 'SLSQP'
max_iter = 10000
maxfun = 10000
fused_lasso = ScipyOptNonparametricHypothesisTransfer.fused_lasso
lasso = lambda x: self.C - fused_lasso(x, W)
constraints = [{'type': 'ineq', 'fun': lasso}]
if self.configs.no_reg:
constraints = ()
args = (x, y, y_s, y_t, 0, reg, self.C2, reg2)
else:
method = 'L-BFGS-B'
max_iter = np.inf
maxfun = np.inf
constraints = ()
args = (x, y, y_s, y_t, self.C, reg, self.C2, reg2)
if self.g_supervised:
x = np.squeeze(data.x)
assert x.ndim == 1
min_i = x.argmin()
max_i = x.argmax()
bounds[min_i] = (1, None)
bounds[max_i] = (0, 0)
options = {
'disp': False,
'maxiter': max_iter,
'maxfun': maxfun,
#'pgtol': 1e-8
}
results = optimize.minimize(
f,
g0,
method=method,
bounds=bounds,
jac=g,
options=options,
constraints=constraints,
args=args,
)
compare_results = False
if compare_results or not results.success:
options['disp'] = False
options['approx_grad'] = True
results2 = optimize.minimize(f,
g0,
method=method,
bounds=bounds,
options=options,
constraints=constraints,
args=args)
if compare_results:
err = results.x - results2.x
if norm(results2.x[1:]) == 0:
print 'All zeros - using absolute error'
print 'Abs Error - g: ' + str(norm(err[1:]))
else:
print 'Rel Error - g: ' + str(
norm(err[1:]) / norm(results2.x[1:]))
if not self.include_bias:
if norm(results2.x[0]) == 0:
print 'Abs Error - b: ' + str(norm(err[0]))
else:
print 'Rel Error - b: ' + str(
norm(err[0]) / norm(results2.x[0]))
rel_error = norm(results.fun - results2.fun) / norm(results2.fun)
print 'Rel Error - f(g*): ' + str(rel_error)
if rel_error > .001 and norm(results2.x) > 0:
print 'Big error: C=' + str(self.C) + ' C2=' + str(self.C2)
if not results.success:
results = results2
self.g = results.x[1:]
self.bias = results.x[0]
if not results.success:
self.g[:] = 0
self.bias = 0
#print 'Failed: ' + results.message
'''
I = data.arg_sort()
x = (data.x[I,:])
g = array_functions.vec_to_2d(results.x[I])
v = np.hstack((x,g))
print v
print ''
'''
s = 'C=' + str(self.C) + ',C2=' + str(self.C2) + ',k=' + str(
self.k) + '-'
if not results.success:
s += 'Opt failed - '
has_nonneg = (self.g[1:] < -1e-6).any()
if has_nonneg:
s += 'Negative g - min value: ' + str(self.g.min())
if not results.success or has_nonneg:
print s + ': ' + results.message
self.g[:] = 0
else:
pass
g_data = data_lib.Data()
g_data.x = data.x
g_data.y = results.x[1:]
g_data.is_regression = True
g_data.set_train()
g_data.set_target()
g_data.set_true_y()
self.g_nw.train_and_test(g_data)
if results.success:
pass
def train(self, data):
'''
self.C = 1
self.C2 = 10
self.k = 1
'''
#self.C = 100
#self.configs.use_fused_lasso = False
g_max = 2
g0_oracle = np.zeros(data.n)
g0_oracle[data.x[:,0] < .5] = g_max
f = self.create_eval(data, self.C)
g = self.create_gradient(data, self.C)
bounds = list((0, g_max) for i in range(data.n))
#bounds = list((i, i) for i in range(data.n))
#bounds = list((0, 0) for i in range(data.n))
#bounds[0] = (0,None)
#self.include_bias = False
if self.include_bias:
bounds = [(None, None)] + bounds
#bounds = [(10, 10)] + bounds
else:
bounds = [(0, 0)] + bounds
n = data.n + 1
g0 = np.zeros(n)
g0[1:] = g0_oracle
#g0[:] = 1
x = data.x
y_s = np.squeeze(data.y_s[:,0])
y_t = np.squeeze(data.y_t[:,0])
y = data.y
W = -array_functions.make_laplacian_kNN(data.x,self.k,self.configs.metric)
#W = array_functions.make_graph_radius(data.x, self.radius, self.configs.metric)
#W = array_functions.make_graph_adjacent(data.x, self.configs.metric)
W = array_functions.try_toarray(W)
if not data.is_regression:
y = array_functions.make_label_matrix(data.y)[:,data.classes].toarray()
y = y[:,0]
reg = self.create_reg(data.x)
reg2 = self.create_reg2(data.x)
if self.configs.use_fused_lasso:
method = 'SLSQP'
max_iter = 10000
maxfun = 10000
fused_lasso = ScipyOptNonparametricHypothesisTransfer.fused_lasso
lasso = lambda x : self.C - fused_lasso(x,W)
constraints = [{
'type': 'ineq',
'fun': lasso
}]
if self.configs.no_reg:
constraints = ()
args = (x,y,y_s,y_t,0,reg,self.C2,reg2)
else:
method = 'L-BFGS-B'
max_iter = np.inf
maxfun = np.inf
constraints = ()
args = (x,y,y_s,y_t,self.C,reg,self.C2,reg2)
if self.g_supervised:
x = np.squeeze(data.x)
assert x.ndim == 1
min_i = x.argmin()
max_i = x.argmax()
bounds[min_i] = (1,None)
bounds[max_i] = (0,0)
options = {
'disp': False,
'maxiter':max_iter,
'maxfun': maxfun,
#'pgtol': 1e-8
}
results = optimize.minimize(
f,
g0,
method=method,
bounds=bounds,
jac=g,
options=options,
constraints=constraints,
args=args,
)
compare_results = False
if compare_results or not results.success:
options['disp'] = False
options['approx_grad'] = True
results2 = optimize.minimize(
f,
g0,
method=method,
bounds=bounds,
options=options,
constraints=constraints,
args=args
)
if compare_results:
err = results.x - results2.x
if norm(results2.x[1:]) == 0:
print 'All zeros - using absolute error'
print 'Abs Error - g: ' + str(norm(err[1:]))
else:
print 'Rel Error - g: ' + str(norm(err[1:])/norm(results2.x[1:]))
if not self.include_bias:
if norm(results2.x[0]) == 0:
print 'Abs Error - b: ' + str(norm(err[0]))
else:
print 'Rel Error - b: ' + str(norm(err[0])/norm(results2.x[0]))
rel_error = norm(results.fun-results2.fun)/norm(results2.fun)
print 'Rel Error - f(g*): ' + str(rel_error)
if rel_error > .001 and norm(results2.x) > 0:
print 'Big error: C=' + str(self.C) + ' C2=' + str(self.C2)
if not results.success:
results = results2
self.g = results.x[1:]
self.bias = results.x[0]
if not results.success:
self.g[:] = 0
self.bias = 0
#print 'Failed: ' + results.message
'''
I = data.arg_sort()
x = (data.x[I,:])
g = array_functions.vec_to_2d(results.x[I])
v = np.hstack((x,g))
print v
print ''
'''
s = 'C=' + str(self.C) + ',C2=' + str(self.C2) + ',k=' + str(self.k) + '-'
if not results.success:
s += 'Opt failed - '
has_nonneg = (self.g[1:] < -1e-6).any()
if has_nonneg:
s += 'Negative g - min value: ' + str(self.g.min())
if not results.success or has_nonneg:
print s + ': ' + results.message
self.g[:] = 0
else:
pass
g_data = data_lib.Data()
g_data.x = data.x
g_data.y = results.x[1:]
g_data.is_regression = True
g_data.set_train()
g_data.set_target()
g_data.set_true_y()
self.g_nw.train_and_test(g_data)
if results.success:
pass
