def estimate_log_likelihood(self, X):
"""
Estimate the log-likelihood of the model with respect to a set of data samples.
This method uses the L{Estimator} class.
@type X: array_like
@param X: data points
@rtype: real
@return: the average model log-likelihood in nats
"""
import estimator
return estimator.Estimator(self).estimate_log_probability(X)[0].mean()
def estimate_log_partition_function(self, num_ais_samples=100, beta_weights=[], layer=-1):
"""
Estimate the log of the partition function of the top layer. This method is
a wrapper for the L{Estimator} class and is provided for convenience.
@type num_ais_samples: integer
@param num_ais_samples: number of samples used to estimate the partition function
@type beta_weights: list
@param beta_weights: annealing weights changing from zero to one
@rtype: real
@return: log of the estimated partition function
"""
import estimator
return estimator.Estimator(self).estimate_log_partition_function(num_ais_samples, beta_weights, layer)
def estimate_log_likelihood(self, X, num_samples=200):
"""
Estimate the log probability of a set of data samples. This method uses
the L{Estimator} class.
@type X: array_like
@param X: data points
@type num_samples: integer
@param num_samples: number of Monte Carlo samples used to estimate unnormalized
probabilities
@rtype: real
@return: the average model log-likelihood in nats
"""
import estimator
return estimator.Estimator(self).estimate_log_probability(X, num_samples)[0].mean()
if not os.path.exists(PlotsDirectory):
os.makedirs(PlotsDirectory)
names = ['highway', 'fall', 'traffic']
estimation_range = [np.array([1050, 1200]), np.array([1460, 1510]), np.array([950, 1000])]
prediction_range = [np.array([1201, 1350]), np.array([1511, 1560]), np.array([1001, 1050])]
for seq_index, seq_name in enumerate(names):
print('computing ' + seq_name +' ...')
[X_est, y_est] = load_data(data_path, seq_name, estimation_range[seq_index], grayscale=True)
[X_pred, y_pred] = load_data(data_path, seq_name, prediction_range[seq_index], grayscale=True)
g_estimator = estimator.Estimator()
g_estimator.fit(X_est)
y_pred = build_mask(y_pred)
max_alpha = 15
alphas = np.arange(0, max_alpha, 0.1)
n_alpha = len(alphas)
TP = np.zeros(n_alpha)
TN = np.zeros(n_alpha)
FP = np.zeros(n_alpha)
FN = np.zeros(n_alpha)
TF = np.zeros(n_alpha)
F1 = np.zeros(n_alpha)
Pr = np.zeros(n_alpha)
Re = np.zeros(n_alpha)
dropout = 0.1 * tf.cast(training, tf.float32)
x = data["input"]
x = layer1(x)
x = tf.nn.dropout(x, rate=dropout)
x = layer2(x)
y = data["label"]
loss = tf.keras.losses.binary_crossentropy(y, x)
loss = tf.reduce_mean(loss)
accuracy = tf.keras.metrics.binary_accuracy(y, x)
accuracy = tf.reduce_mean(accuracy)
metric = {"accuracy": accuracy}
optimizer = tf.train.GradientDescentOptimizer(1e-3)
trainable_variables = layer1.weights + layer2.weights
model_spec = estimator.ModelSpec(loss=loss,
optimizer=optimizer,
trainable_variables=trainable_variables,
metric=metric)
return model_spec
run_config = estimator.RunConfig(
train_steps_per_round=1000,
eval_steps_per_round=20,
model_dir="model_dir",
save_every_rounds=40,
)
estm = estimator.Estimator(model_fn, data_fn, run_config)
estm.run(200)
def selectEvent(self, event_id):
# Now that we have the event_id, let's create the log manager for this process
self.log = logmanager.LogManager(self.logs_directory, event_id)
self.betapi.setLog(self.log)
self.money = self.betapi.getAccountFunds()
self.homeTeam, self.awayTeam = self.betapi.selectEvent(event_id)
self.log.log("manager", "Home Team:", self.homeTeam)
self.log.log("manager", "Away Team:", self.awayTeam)
# Get main odds(to calculate probabilities)
odds_dict = {}
try:
odds_dict['market_Full_Time'] = self.betapi.market_Full_Time()[0]
except:
pass
try:
odds_dict['market_Half_Time'] = self.betapi.market_Half_Time()[0]
except:
pass
try:
odds_dict['market_CorrectScore'] = self.betapi.market_CorrectScore(
)[0]
except:
pass
try:
odds_dict[
'market_Over_Under_0_5'] = self.betapi.market_Over_Under_0_5(
)[0]
except:
pass
try:
odds_dict[
'market_Over_Under_1_5'] = self.betapi.market_Over_Under_1_5(
)[0]
except:
pass
try:
odds_dict[
'market_Over_Under_2_5'] = self.betapi.market_Over_Under_2_5(
)[0]
except:
pass
try:
odds_dict[
'market_Over_Under_3_5'] = self.betapi.market_Over_Under_3_5(
)[0]
except:
pass
try:
odds_dict[
'market_Over_Under_4_5'] = self.betapi.market_Over_Under_4_5(
)[0]
except:
pass
try:
odds_dict[
'market_Over_Under_5_5'] = self.betapi.market_Over_Under_5_5(
)[0]
except:
pass
try:
odds_dict[
'market_Over_Under_6_5'] = self.betapi.market_Over_Under_6_5(
)[0]
except:
pass
try:
odds_dict[
'market_Over_Under_7_5'] = self.betapi.market_Over_Under_7_5(
)[0]
except:
pass
try:
odds_dict[
'market_Over_Under_8_5'] = self.betapi.market_Over_Under_8_5(
)[0]
except:
pass
try:
odds_dict[
'market_Half_Time_Over_Under_0_5'] = self.betapi.market_Half_Time_Over_Under_0_5(
)[0]
except:
pass
try:
odds_dict[
'market_Half_Time_Over_Under_1_5'] = self.betapi.market_Half_Time_Over_Under_1_5(
)[0]
except:
pass
try:
odds_dict['market_HT_FT'] = self.betapi.market_HT_FT()[0]
except:
pass
try:
odds_dict[
'market_Half_Time_Score'] = self.betapi.market_Half_Time_Score(
)[0]
except:
pass
try:
odds_dict[
'market_CorrectScore2Home'] = self.betapi.market_CorrectScore2Home(
)[0]
except:
pass
try:
odds_dict[
'market_CorrectScore2Away'] = self.betapi.market_CorrectScore2Away(
)[0]
except:
pass
try:
odds_dict[
'market_BothTeamsToScore'] = self.betapi.market_BothTeamsToScore(
)[0]
except:
pass
try:
odds_dict['market_First_Goal'] = self.betapi.market_First_Goal()[0]
except:
pass
try:
odds_dict['market_Draw_No_Bet'] = self.betapi.market_Draw_No_Bet(
)[0]
except:
pass
# Create estimator (calculator of theoretical odds)
self.estimator = estimator.Estimator(odds_dict=odds_dict,
homeTeam=self.homeTeam,
awayTeam=self.awayTeam,
log=self.log)
self.event_id = event_id
