def fit(self, X, y=None):
assert isinstance(X, pd.DataFrame)
start = X
y_present = y is not None
groupby_present = self.groupby is not None
self.imputer = []
if y_present or groupby_present:
assert not (groupby_present and y_present)
if y_present:
classes = np.unique(y)
gen_mask = lambda c: y == c
if groupby_present:
classes = X[self.groupby].unique()
gen_mask = lambda c: X[self.groupby] == c
self.imputer = {
c: {
"impute": SoftImpute(max_iters=self.max_iters,
**self.kwargs),
"mask": gen_mask(c),
}
for c in classes
}
msg = """Building Soft Imputation Transformers for {} classes""".format(
len(classes))
logger.info(msg)
else:
self.imputer = SoftImpute(max_iters=self.max_iters, **self.kwargs)
msg = """Building Soft Imputation Transformer"""
logger.info(msg)
return self
def test_soft_impute_with_low_rank_random_matrix():
solver = SoftImpute()
XY_completed = solver.fit_transform(XY_incomplete)
_, missing_mae = reconstruction_error(XY,
XY_completed,
missing_mask,
name="SoftImpute")
assert missing_mae < 0.1, "Error too high!"
def __init__(self):
"""
Params:
k number of nearest neighbors to consider
"""
self._imputer = SoftImpute()
def softimpute_used(X, X_incomplete, missing_mask, count_miss):
softImpute = SoftImpute(convergence_threshold=0.0001, max_iters=300)
X_filled_softimpute_no_biscale = softImpute.complete(X_incomplete)
"""
softImpute_no_biscale_mse = ((X_filled_softimpute_no_biscale[missing_mask] - X[missing_mask]) ** 2).mean()
softImpute_no_biscale_rmse = np.sqrt(float(((X_filled_softimpute_no_biscale[missing_mask] - X[missing_mask]) ** 2).sum())/count_miss)
print("SoftImpute without BiScale MSE: %f" % softImpute_no_biscale_mse)
print("SoftImpute without BiScale RMSE: %f" % softImpute_no_biscale_rmse)
"""
return X_filled_softimpute_no_biscale
def fun(lambd_val):
# fit soft impute for each lambda value
si = SoftImpute(shrinkage_value=lambd_val,
init_fill_method='mean',
max_rank=max_rank,
verbose=verbose,
max_iters=max_iters,
convergence_threshold=convergence_threshold)
X_filled = si.fit_transform(X_incomplete.copy())
return ((X_filled[missing_mask] - X[missing_mask]) ** 2).mean()
def softimpute_used_for_cv(X, X_incomplete, missing_mask, count_miss,
defined_missing_percent, limit1, limit2,
percentile):
softImpute = SoftImpute(convergence_threshold=0.0001, max_iters=300)
X_filled_softimpute_no_biscale = softImpute.complete(X_incomplete)
"""
softImpute_no_biscale_mse = ((X_filled_softimpute_no_biscale[missing_mask] - X[missing_mask]) ** 2).mean()
softImpute_no_biscale_rmse = np.sqrt(float(((X_filled_softimpute_no_biscale[missing_mask] - X[missing_mask]) ** 2).sum())/count_miss)
print("SoftImpute without BiScale MSE: %f" % softImpute_no_biscale_mse)
print("SoftImpute without BiScale RMSE: %f" % softImpute_no_biscale_rmse)
"""
rmse_percentile = defaultdict(float)
y = X[missing_mask]
y_predict = X_filled_softimpute_no_biscale[missing_mask]
y_percentile = defaultdict(list)
y_predict_percentile = defaultdict(list)
y_percentile_arr = defaultdict()
y_predict_percentile_arr = defaultdict()
for m, n in zip(y, y_predict):
if m < percentile[10] and m > percentile[10] * (-1):
y_percentile[10].append(m)
y_predict_percentile[10].append(n)
y_percentile_arr[10] = np.asarray(y_percentile[10])
y_predict_percentile_arr[10] = np.asarray(y_predict_percentile[10])
rmse_percentile[10] = np.sqrt(
float(
((y_predict_percentile_arr[10] - y_percentile_arr[10])**2).sum()) /
len(y_predict_percentile_arr[10]))
for m, n in zip(y, y_predict):
if abs(m) < percentile[5] and abs(m) > percentile[10]:
y_percentile[5].append(m)
y_predict_percentile[5].append(n)
y_percentile_arr[5] = np.asarray(y_percentile[5])
y_predict_percentile_arr[5] = np.asarray(y_predict_percentile[5])
rmse_percentile[5] = np.sqrt(
float(((y_predict_percentile_arr[5] - y_percentile_arr[5])**2).sum()) /
len(y_predict_percentile_arr[5]))
for m, n in zip(y, y_predict):
if abs(m) < percentile[2] and abs(m) > percentile[5]:
y_percentile[2].append(m)
y_predict_percentile[2].append(n)
y_percentile_arr[2] = np.asarray(y_percentile[2])
y_predict_percentile_arr[2] = np.asarray(y_predict_percentile[2])
rmse_percentile[2] = np.sqrt(
float(((y_predict_percentile_arr[2] - y_percentile_arr[2])**2).sum()) /
len(y_predict_percentile_arr[2]))
return (X_filled_softimpute_no_biscale, rmse_percentile)
def Initialize_X_incomplete(X_incomplete, test_filename, train_filename):
m, n = X_incomplete.shape
missing_mask = np.zeros((m, n), dtype=bool)
softImpute = SoftImpute(convergence_threshold=0.0001, max_iters=300)
X = softImpute.complete(X_incomplete)
count_miss = 0
for i in range(m):
for j in range(n):
if np.isnan(X_incomplete[i, j]):
missing_mask[i, j] = True
count_miss += 1
return (X, missing_mask, count_miss)
def forward(ctx, input):
batch_num, c, h, w = input.size()
output = torch.zeros_like(input).cpu().numpy()
for i in range(batch_num):
img = (input[i] * 2 - 1).cpu().numpy()
if args.me_channel == 'concat':
img = np.concatenate((np.concatenate(
(img[0], img[1]), axis=1), img[2]),
axis=1)
if globe_train:
mask = np.random.binomial(
1, args.startp + mask_train_cnt *
(args.endp - args.startp) / args.mask_num,
h * w * c).reshape(h, w * c).astype(float)
else:
mask = np.random.binomial(
1, random.uniform(args.startp, args.endp),
h * w * c).reshape(h, w * c).astype(float)
mask[mask < 1] = np.nan
W = SoftImpute(verbose=False).fit_transform(mask * img)
W[W < -1] = -1
W[W > 1] = 1
est_matrix = (W + 1) / 2
for channel in range(c):
output[i,
channel] = est_matrix[:,
channel * h:(channel + 1) * h]
else:
if globe_train:
mask = np.random.binomial(
1, args.startp + mask_train_cnt *
(args.endp - args.startp) / args.mask_num,
h * w).reshape(h, w).astype(float)
else:
mask = np.random.binomial(
1, random.uniform(args.startp, args.endp),
h * w).reshape(h, w).astype(float)
mask[mask < 1] = np.nan
for channel in range(c):
mask_img = img[channel] * mask
W = SoftImpute(verbose=False).fit_transform(mask_img)
W[W < -1] = -1
W[W > 1] = 1
output[i, channel] = (W + 1) / 2
output = output - mean
output /= std
output = torch.from_numpy(output).float().to(device)
return output
def preprocessingData_pialadunia2018(dataset):
# solve missing value
dataset.iloc[:, 2:] = SoftImpute().complete(dataset.iloc[:, 2:])
dataset_independent = dataset.round({
'HTRF': 0,
'THFP': 0,
'PHPAR': 0,
'PHSPAR': 0,
'PHPSAR': 0,
'PHDAR': 0,
'PHTSA': 0,
'PHDBAR': 0,
'PHAAR': 0,
'ATRF': 0,
'TAFP': 0,
'PAPAR': 0,
'PASPAR': 0,
'PAPSAR': 0,
'PADAR': 0,
'PATSA': 0,
'PADBAR': 0,
'PAAAR': 0
})
dataset_independent = dataset_independent.drop('Hasil', axis=1)
#label encoder
dataset_dependent = dataset['Hasil']
return dataset_independent, dataset_dependent
def preprocessingData(dataset):
# solve missing value
dataset.iloc[:, 5:] = SoftImpute().complete(dataset.iloc[:, 5:])
dataset_independent = dataset.round({
'HTRF': 0,
'THFP': 0,
'PHPAR': 0,
'PHSPAR': 0,
'PHPSAR': 0,
'PHDAR': 0,
'PHTSA': 0,
'PHDBAR': 0,
'PHAAR': 0,
'ATRF': 0,
'TAFP': 0,
'PAPAR': 0,
'PASPAR': 0,
'PAPSAR': 0,
'PADAR': 0,
'PATSA': 0,
'PADBAR': 0,
'PAAAR': 0
})
dataset_independent = dataset_independent.drop('Hasil', axis=1)
#label encoder
dataset_dependent = dataset.iloc[:, [4]].values
labelencoder_X = LabelEncoder()
dataset_dependent = labelencoder_X.fit_transform(dataset_dependent)
dataset_dependent_baru = pd.DataFrame(dataset_dependent, columns=['Hasil'])
return dataset_independent, dataset_dependent_baru
def cmd(in_mat_file, dims, suffix, i_loo, j_loo, loo_output, loo_only, verbose,
seed):
"""Read M_partial from IN_MAT_FILE and complete the matrix using soft-impute method."""
M = io.loadmat(in_mat_file)['M_partial']
rank = dims
LOO_mode = False
if i_loo > -1 and j_loo > -1:
LOO = M[i_loo, j_loo]
M[i_loo, j_loo] = 0
LOO_mode = True
num_comments, num_voters = M.shape
M[M == 0] = np.nan
M_complete = SoftImpute(max_rank=dims).complete(M)
if LOO_mode:
file_tmpl = f'{in_mat_file}.r{rank}.s{seed}.i{i_loo}.j{j_loo}.soft-impute.out'
if not loo_only:
op_mat_file = file_tmpl + '.mat'
io.savemat(op_mat_file, {'Mhat': M_complete})
op_loo_file = loo_output if loo_output is not None else file_tmpl + '.loo'
loo_pred = M_complete[i_loo, j_loo]
with open(op_loo_file, 'wt') as f:
f.write('{}, {}'.format(LOO, loo_pred))
else:
raise NotImplementedError('Use randomized_svd here.')
# np.savetxt(in_mat_file + '.' + suffix + '.c_vecs', U)
# np.savetxt(in_mat_file + '.' + suffix + '.v_vecs', V)
print('Done at', datetime.now())
def baseline_inpute(X_incomplete, method='mean', level=0):
if method == 'mean':
X_filled_mean = SimpleFill().fit_transform(X_incomplete)
return X_filled_mean
elif method == 'knn':
k = [3, 10, 50][level]
X_filled_knn = KNN(k=k, verbose=False).fit_transform(X_incomplete)
return X_filled_knn
elif method == 'svd':
rank = [
np.ceil((X_incomplete.shape[1] - 1) / 10),
np.ceil((X_incomplete.shape[1] - 1) / 5), X_incomplete.shape[1] - 1
][level]
X_filled_svd = IterativeSVD(rank=int(rank),
verbose=False).fit_transform(X_incomplete)
return X_filled_svd
elif method == 'mice':
max_iter = [3, 10, 50][level]
X_filled_mice = IterativeImputer(
max_iter=max_iter).fit_transform(X_incomplete)
return X_filled_mice
elif method == 'spectral':
# default value for the sparsity level is with respect to the maximum singular value,
# this is now done in a heuristic way
sparsity = [0.5, None, 3][level]
X_filled_spectral = SoftImpute(
shrinkage_value=sparsity).fit_transform(X_incomplete)
return X_filled_spectral
else:
raise NotImplementedError
def fancyimpute_matrix_completion(function, gram_drop,
seqs=None, sigma=None, triangular=None,
num_process=4,
drop_flag_matrix=None):
gram_partially_completed_by_gak = gak.gram_gak(seqs,
sigma=sigma,
triangular=triangular,
num_process=num_process,
drop_flag_matrix=drop_flag_matrix)
for i in range(len(gram_drop)):
gram_drop[i, i] = 1
for j in range(len(gram_drop[0])):
if np.isnan(gram_partially_completed_by_gak[i, j]):
continue
assert np.isnan(gram_drop[i, j])
gram_drop[i, j] = gram_partially_completed_by_gak[i, j]
if function == "SoftImpute":
gram_completed = SoftImpute().complete(gram_drop)
elif function == "KNN":
gram_completed = KNN().complete(gram_drop)
elif function == "IterativeSVD":
gram_completed = IterativeSVD().complete(gram_drop)
else:
print("unsupported fancyimpute functin")
exit(-1)
return gram_completed
def fit(self, trainset):
AlgoBase.fit(self, trainset)
X_incomplete = np.nan * np.zeros((trainset.n_users, trainset.n_items))
for u, i, r in trainset.all_ratings():
X_incomplete[u, i] = r
soft_impute = SoftImpute(shrinkage_value=self.lmbda,
max_iters=self.max_iter,
max_rank=self.max_rank,
min_value=self.min_value,
max_value=self.max_value,
verbose=self.verbose)
X_filled_normalized \
= soft_impute.fit_transform(X_incomplete)
self.predictions = X_filled_normalized
return self
def impute(data):
row_bool = ~np.all(np.isnan(data), axis=1)
col_bool = ~np.all(np.isnan(data), axis=0)
data_filtered = data[row_bool, :][:, col_bool]
data_imputed = SoftImpute().fit_transform(data_filtered)
tmp = np.zeros([data_filtered.shape[0], data.shape[1]])
tmp[:, col_bool] = data_imputed
data[row_bool, :] = tmp
data[np.isnan(data)] = 0
def filtering(food_list, food_a, food_b):
df = pd.read_csv('./resource/meal_problem/final_rating_data.csv')
df = df.iloc[:, 1:]
df = df.append(build_new_row(food_list, food_a), ignore_index=True)
df = df.append(build_new_row(food_list, food_b), ignore_index=True)
df_numeric = df.select_dtypes(include=[np.float]).to_numpy()
df_new = pd.DataFrame(SoftImpute().fit_transform(df_numeric))
df_new.columns = df.columns
return df_new
def impute(self, trained_model, input):
"""
Loads the input table and gives the imputed table
:param trained_model: trained model returned by train function - not used in our case
:param input: input table which needs to be imputed
:return:
X_filled_softimpute: imputed table as a numpy array
"""
X_incomplete = input
softImpute = SoftImpute()
biscaler = BiScaler()
X_incomplete_normalized = biscaler.fit_transform(X_incomplete)
X_filled_softimpute_normalized = softImpute.fit_transform(
X_incomplete_normalized)
X_filled_softimpute = biscaler.inverse_transform(
X_filled_softimpute_normalized)
return X_filled_softimpute
def softimp(img, maskp):
"""Preprocessing with Soft-Impute approach.
Data matrix is scaled between [-1, 1] before matrix estimation (and rescaled back after ME)
[Mazumder, R. et al. Spectral regularization algorithms for learning large incomplete matrices. 2010.]
:param img: original image
:param maskp: observation probability of each entry in mask matrix
:return: preprocessed image
"""
h, w, c = img.shape
img = img.astype('float64') * 2 / 255 - 1
if args.me_channel == 'concat':
img = img.transpose(2, 0, 1)
img = np.concatenate((np.concatenate(
(img[0], img[1]), axis=1), img[2]),
axis=1)
mask = np.random.binomial(1, maskp,
h * w * c).reshape(h, w * c).astype(float)
mask[mask < 1] = np.nan
W = SoftImpute(verbose=False).fit_transform(mask * img)
W[W < -1] = -1
W[W > 1] = 1
est_matrix = (W + 1) * 255 / 2
outputs = np.zeros((h, w, c))
for channel in range(c):
outputs[:, :, channel] = est_matrix[:,
channel * w:(channel + 1) * w]
else:
mask = np.random.binomial(1, maskp, h * w).reshape(h, w).astype(float)
mask[mask < 1] = np.nan
outputs = np.zeros((h, w, c))
for channel in range(c):
mask_img = img[:, :, channel] * mask
W = SoftImpute(verbose=False).fit_transform(mask_img)
W[W < -1] = -1
W[W > 1] = 1
outputs[:, :, channel] = (W + 1) * 255 / 2
return outputs
def fancy_predict(train,
test_data_points,
max_rank=8,
shrinkage_value=0.02,
max_iters=50):
''' Generates predictions for test data points using FancyImpute's dense implementation of SoftImpute. '''
train, rowscale, colscale, rowcenter, colcenter = fancy_biscale(train)
train[train == 0] = np.nan
si = SoftImpute(shrinkage_value=shrinkage_value,
max_rank=max_rank,
max_iters=max_iters,
init_fill_method='zero',
verbose=False)
complete = si.complete(train)
targets = zip(test_data_points[0], test_data_points[1])
res = []
for idx, (r, c) in enumerate(targets):
res.append((complete[r, c], r, c))
res = fancy_remove_biscale(res, rowscale, colscale, rowcenter, colcenter)
return res
def construct_low_rank_imputer(method, k):
clf = None
if method == "SoftImpute":
clf = SoftImpute(max_rank=k, verbose=False)
elif method == "KNN":
clf = KNN(k=k, verbose=False)
elif method == 'II':
clf = IterativeImputer(min_value=0)
else:
raise ("Not implemented")
return clf
def test_estimators(X, y, dum_enc, classification=True):
ModeMeanImputer = create_mode_mean_imputer(X, dum_enc)
# List with all imputation algorithms to test, in tuples of (name, estimator object, inductive)
impute_estimators = [
("ModeMeanImputer", ModeMeanImputer, True),
("KNNImputer", KNNImputer(), True),
("Iter_BayesianRidge",
IterativeImputer(estimator=BayesianRidge(), random_state=0), True),
("Iter_DecisionTree",
IterativeImputer(estimator=DecisionTreeRegressor(max_features='sqrt',
random_state=0),
random_state=0), True),
("Iter_RF",
IterativeImputer(estimator=RandomForestRegressor(n_estimators=100,
random_state=0),
random_state=0), True),
("Iter_ExtraTrees",
IterativeImputer(estimator=ExtraTreesRegressor(n_estimators=100,
random_state=0),
random_state=0), True),
("Iter_KNRegr",
IterativeImputer(estimator=KNeighborsRegressor(n_neighbors=15),
random_state=0), True),
("Iter_SVD", IterativeSVD(rank=min(min(X.shape) - 1, 10),
verbose=False), False),
("SoftImpute", SoftImpute(verbose=False), False)
]
imp_scores = {}
times = {}
if not classification:
for estimator_name, impute_estimator, inductive in impute_estimators:
time1 = time.time()
imp_scores[estimator_name] = imputation_score_regression(
X, y, estimator_name, impute_estimator, inductive)
time2 = time.time()
times[estimator_name] = time2 - time1
#print(estimator_name + " finished, took " + str(round(time2 - time1, 1)) + " seconds")
if classification:
for estimator_name, impute_estimator, inductive in impute_estimators:
time1 = time.time()
imp_scores[estimator_name] = imputation_score_classification(
X, y, estimator_name, impute_estimator, inductive)
time2 = time.time()
times[estimator_name] = time2 - time1
#print(estimator_name + " finished, took " + str(round(time2 - time1, 1)) + " seconds")
imputer_dict = {}
for estimator_name, impute_estimator, inductive in impute_estimators:
imputer_dict[estimator_name] = impute_estimator
return imp_scores, times, imputer_dict
def fi_complete(self, X, method='mf', **params):
if method == 'mf':
#rank = params['rank']=100
self.X_filled = MatrixFactorization(params['rank']).complete(X)
if method == 'knn':
# Use 3 nearest rows which have a feature to fill in each row's missing features
#k = params['k'] = 3
self.X_filled = KNN(params['k']).complete(X)
if method == 'soft':
# Instead of solving the nuclear norm objective directly, instead
# induce sparsity using singular value thresholding
self.X_filled = SoftImpute().complete(X)
def fancyImputeAttempts(data, dataframe):
data = np.array(data, np.float)
#use fancy impute package
filled_knn = KNN(k=3, verbose=False).complete(data)
filled_softimpute = SoftImpute(verbose=False).complete(data)
filled_svd = IterativeSVD(verbose=False).complete(data)
print "\nKNN computations\n"
doiteration(filled_knn, dataframe)
print "\n SOFTIMPUTE computations\n"
doiteration(filled_softimpute, dataframe)
print "\n SVD computations\n"
doiteration(filled_svd, dataframe)
def isvt(self):
"""
Matrix completion is done using the softimpute function in the fancyimpute library.
"""
#the fancyimpute library requires that all the sparse elements in the sparse matrix be NaN.
#so, the zeroes are converted accordingly
rating = self.sparse.copy()
rating[np.where(rating == 0)] = np.nan
#the sparse matrix is then filled
filled = SoftImpute(max_iters=100).fit_transform(rating)
return (rating, filled)
def __init__(self, method, **kwargs):
self.clf = None
self.method = method
if method == "SoftImpute":
self.clf = SoftImpute(**kwargs)
elif method == "KNN":
self.clf = KNN(**kwargs)
elif method == "Naive":
self.clf = SimpleFill()
elif method == 'II':
raise ('NOT TESTED')
self.clf = IterativeImputer(min_value=0)
else:
raise ("Not Implemented method")
def netPred(self, method='mf', dim=100, alpha=0.1):
'''
supported methods: mf, cf, mnmf, fancy_nnm, fancy_soft
'''
if method == 'mf':
model = NMF(n_components=dim, alpha=alpha, l1_ratio=0.2)
W = model.fit_transform(self.mat)
H = model.components_
self.pred = np.matmul(W, H)
elif method == 'cf':
model = implicit.als.AlternatingLeastSquares(factors=dim,
regularization=alpha)
model.fit(self.mat)
self.pred = np.matmul(model.item_factors, model.user_factors.T)
elif method == 'mnmf':
self.pred = mnmf(self.mat, dim, alpha)
elif 'fancy' in method:
X = self.mat.toarray().astype(np.float)
X[X == 0] = np.nan
if 'nnm' in method:
self.pred = NuclearNormMinimization(
error_tolerance=0.01).complete(X)
elif 'soft' in method:
self.pred = SoftImpute().complete(X)
def train_models(self, minibatch_size=32):
memory_arr = np.array(self.memory)
file = "memoryBW.npy"
np.save(file, memory_arr)
if self.partial_obs_rate > 0:
self.make_mem_partial_obs(memory_arr)
file1 = "memoryBWcorrupted.npy"
np.save(file1, memory_arr)
print("Memory size:")
print(memory_arr.size)
print("Proportion of missing values:")
print(np.isnan(memory_arr).sum() / memory_arr.size)
#memory_train = np.array([exp for exp in memory_arr if not np.isnan(exp[-self.state_size - 1:-1]).any()])
#imputer = Imputer()
#memory_final = imputer.fit_transform(memory_train)
memory_final = SoftImpute().complete(memory_arr)
file2 = "memoryBWimputedSoft.npy"
np.save(file2, memory_final)
else:
memory_final = memory_arr
if self.useRNN:
batch_size = len(memory_final)
minibatch_size = min(minibatch_size, batch_size)
t_x, t_y = self.setup_batch_for_RNN(memory_final)
self.tmodel.fit(t_x,
t_y,
batch_size=minibatch_size,
epochs=self.net_train_epochs,
validation_split=0.1,
callbacks=self.Ttensorboard,
verbose=1)
else:
batch_size = len(memory_arr)
minibatch_size = min(minibatch_size, batch_size)
# batch = random.sample(list(memory_final), minibatch_size)
# batch = np.array(batch)
# batch = memory_arr
t_x = memory_final[:, :self.state_size + self.action_size]
t_y = memory_final[:, -self.state_size - 1:-1]
self.tmodel.fit(t_x,
t_y,
batch_size=minibatch_size,
epochs=self.net_train_epochs,
validation_split=0.1,
callbacks=self.Ttensorboard,
verbose=1)
'''
def get_imputer(imputer_name, **add_params):
imputer_name = imputer_name.lower()
if imputer_name == 'knn':
return KNN(**add_params)
elif imputer_name.lower() == 'nnm':
return NuclearNormMinimization(**add_params)
elif imputer_name == 'soft':
return SoftImpute(**add_params)
elif imputer_name == 'iterative':
return IterativeImputer(**add_params)
elif imputer_name == 'biscaler':
return BiScaler(**add_params)
else:
print('Choose one of predefined imputers')
def fill_row(data):
for i in range(data.shape[1]):
if np.isnan(data[0,i]):
data[0,i] = averages["avg_" + str(i)]
tmp = np.zeros((1, data.shape[1]))
tmp[:] = np.nan
data = np.concatenate((data, tmp))
for i in range(data.shape[1]):
if i%2 == 1:
tmp = data[0,i]
data[0,i] = data[1,i]
data[1,i] = tmp
data_normalized = BiScaler(verbose=False).fit_transform(data)
data_filled = SoftImpute(verbose=False).fit_transform(data_normalized)
data_filled = np.delete(data_filled, 1, 0)
return data_filled
def clean_input(data):
cols = data.shape[1]
for i in range(cols):
curr = data[:,i]
nans = np.isnan(curr)
if not False in nans:
data[0,i] = averages["avg_" + str(i)]
if data.shape[0] == 1:
norm = np.linalg.norm(data)
if norm == 0:
return data
else:
return data / norm
data_normalized = BiScaler(verbose=False).fit_transform(data)
data_filled = SoftImpute(verbose=False).fit_transform(data_normalized)
return data_filled
X_incomplete[missing_mask] = np.nan
meanFill = SimpleFill("mean")
X_filled_mean = meanFill.complete(X_incomplete)
# Use 3 nearest rows which have a feature to fill in each row's missing features
knnImpute = KNN(k=3)
X_filled_knn = knnImpute.complete(X_incomplete)
# matrix completion using convex optimization to find low-rank solution
# that still matches observed values. Slow!
X_filled_nnm = NuclearNormMinimization().complete(X_incomplete)
# Instead of solving the nuclear norm objective directly, instead
# induce sparsity using singular value thresholding
softImpute = SoftImpute()
# simultaneously normalizes the rows and columns of your observed data,
# sometimes useful for low-rank imputation methods
biscaler = BiScaler()
# rescale both rows and columns to have zero mean and unit variance
X_incomplete_normalized = biscaler.fit_transform(X_incomplete)
X_filled_softimpute_normalized = softImpute.complete(X_incomplete_normalized)
X_filled_softimpute = biscaler.inverse_transform(X_filled_softimpute_normalized)
X_filled_softimpute_no_biscale = softImpute.complete(X_incomplete)
meanfill_mse = ((X_filled_mean[missing_mask] - X[missing_mask]) ** 2).mean()
print("meanFill MSE: %f" % meanfill_mse)
