def test_pca_dim():
"""
"""
n, p = 100, 5
X = randn(n, p)*.1
X[:10] += np.array([3, 4, 5, 1, 2])
pca = PCA(n_comp='mle')
pca.fit(X)
assert_true(pca.n_comp == 1)
def test_infer_dim_2():
"""
"""
n, p = 1000, 5
X = randn(n, p)*.1
X[:10] += np.array([3, 4, 5, 1, 2])
X[10:20] += np.array([6, 0, 7, 2, -1])
pca = PCA(n_comp=p)
pca.fit(X)
spect = pca.explained_variance_
assert_true(_infer_dimension_(spect, n, p) > 1)
def test_pca_check_projection():
"""test that the projection of data is correct
"""
n, p = 100, 3
X = randn(n, p) * .1
X[:10] += np.array([3, 4, 5])
pca = PCA(n_comp=2)
pca.fit(X)
Xt = 0.1* randn(1, p) + np.array([3, 4, 5])
Yt = pca.transform(Xt)
Yt /= np.sqrt((Yt**2).sum())
np.testing.assert_almost_equal(np.abs(Yt[0][0]), 1., 1)
def test_pca():
"""
PCA
"""
pca = PCA(n_comp=2)
X_r = pca.fit(X).transform(X)
np.testing.assert_equal(X_r.shape[1], 2)
pca = PCA()
pca.fit(X)
np.testing.assert_almost_equal(pca.explained_variance_ratio_.sum(),
1.0, 3)
def test_infer_dim_1():
"""
"""
n, p = 1000, 5
X = randn(n, p)*0.1 + randn(n, 1)*np.array([3, 4, 5, 1, 2]) + np.array(
[1, 0, 7, 4, 6])
pca = PCA(n_comp=p)
pca.fit(X)
spect = pca.explained_variance_
ll = []
for k in range(p):
ll.append(_assess_dimension_(spect, k, n, p))
ll = np.array(ll)
assert_true(ll[1] > ll.max() - .01 * n)
"""
print __doc__
import pylab as pl
from scikits.learn import datasets
from scikits.learn.pca import PCA
from scikits.learn.lda import LDA
iris = datasets.load_iris()
X = iris.data
y = iris.target
target_names = iris.target_names
pca = PCA(n_components=2)
X_r = pca.fit(X).transform(X)
lda = LDA(n_components=2)
X_r2 = lda.fit(X, y).transform(X)
# Percentage of variance explained for each components
print 'explained variance ratio (first two components):', \
pca.explained_variance_ratio_
pl.figure()
pl.subplot(2, 1, 1)
for c, i, target_name in zip("rgb", [0, 1, 2], target_names):
pl.scatter(X_r[y == i, 0], X_r[y == i, 1], c=c, label=target_name)
pl.legend()
pl.title('PCA of IRIS dataset')
print "n_digits: %d" % n_digits print "n_features: %d" % n_features print "n_samples: %d" % n_samples print print "Raw k-means with k-means++ init..." t0 = time() km = KMeans(init='k-means++', k=n_digits, n_init=10).fit(data) print "done in %0.3fs" % (time() - t0) print "inertia: %f" % km.inertia_ print print "Raw k-means with random centroid init..." t0 = time() km = KMeans(init='random', k=n_digits, n_init=10).fit(data) print "done in %0.3fs" % (time() - t0) print "inertia: %f" % km.inertia_ print print "Raw k-means with PCA-based centroid init..." # in this case the seeding of the centers is deterministic, hence we run the # kmeans algorithm only once with n_init=1 t0 = time() pca = PCA(n_components=n_digits).fit(data) km = KMeans(init=pca.components_.T, k=n_digits, n_init=1).fit(data) print "done in %0.3fs" % (time() - t0) print "inertia: %f" % km.inertia_ print
print "Dataset size:"
print "n_samples: %d" % n_samples
print "n_features: %d" % n_features
split = n_samples * 3 / 4
X_train, X_test = X[:split], X[split:]
y_train, y_test = y[:split], y[split:]
################################################################################
# Compute a PCA (eigenfaces) on the face dataset (treated as unlabeled
# dataset): unsupervised feature extraction / dimensionality reduction
n_components = 150
print "Extracting the top %d eigenfaces" % n_components
pca = PCA(n_comp=n_components, whiten=True, do_fast_svd=True).fit(X_train)
eigenfaces = pca.components_.T.reshape((n_components, 64, 64))
# project the input data on the eigenfaces orthonormal basis
X_train_pca = pca.transform(X_train)
X_test_pca = pca.transform(X_test)
################################################################################
# Train a SVM classification model
print "Fitting the classifier to the training set"
param_grid = {
'C': [1, 5, 10, 50, 100],
'gamma': [0.0001, 0.0005, 0.001, 0.005, 0.01, 0.1],
from scikits.learn.pca import PCA
from scikits.learn.fastica import FastICA
if __name__ == '__main__':
###############################################################################
# Generate sample data
S = np.random.standard_t(1.5, size=(2, 10000))
S[0] *= 2.
# Mix data
A = [[1, 1], [0, 2]] # Mixing matrix
X = np.dot(A, S) # Generate observations
pca = PCA()
S_pca_ = pca.fit(X.T).transform(X.T).T
ica = FastICA()
S_ica_ = ica.fit(X).transform(X) # Estimate the sources
S_ica_ /= S_ica_.std(axis=1)[:,np.newaxis]
###############################################################################
# Plot results
def plot_samples(S, axis_list=None):
pl.scatter(S[0], S[1], s=2, marker='o', linewidths=0, zorder=10)
if axis_list is not None:
colors = [(0, 0.6, 0), (0.6, 0, 0)]
for color, axis in zip(colors, axis_list):
feature space) that account for the most variance in the data. Here we
plot the different samples on the 2 first principal components.
"""
print __doc__
import pylab as pl
from scikits.learn import datasets
from scikits.learn.pca import PCA
iris = datasets.load_iris()
X = iris.data
y = iris.target
target_names = iris.target_names
pca = PCA(n_components=2)
X_r = pca.fit(X).transform(X)
# Percentage of variance explained for each components
print pca.explained_variance_
pl.figure()
for c, i, target_name in zip("rgb", [0, 1, 2], target_names):
pl.scatter(X_r[y==i,0], X_r[y==i,1], c=c, label=target_name)
pl.legend()
pl.title('PCA of IRIS dataset')
pl.show()
def main_train(dataset,
save_dir,
n_hidden,
tied_weights,
act_enc,
act_dec,
learning_rate,
batch_size,
epochs,
cost_type,
noise_type,
corruption_level,
reg,
normalize_on_the_fly=False,
do_pca=False,
num_components=numpy.inf,
min_variance=.0,
do_create_submission=False,
submission_dir=None):
''' main function used for training '''
datasets = load_data(dataset, not normalize_on_the_fly,
normalize_on_the_fly)
train_set_x = datasets[0]
valid_set_x = datasets[1]
test_set_x = datasets[2]
#################
# Premier block #
#################
from scikits.learn.pca import PCA
pca = PCA(n_components=75, whiten=True)
print '... train PCA'
pca.fit(train_set_x.value)
print '... explained variance'
print pca.explained_variance_
print '... transform valid/test'
train_r = pca.transform(train_set_x.value)
valid_r = pca.transform(valid_set_x.value)
test_r = pca.transform(test_set_x.value)
train_set_x.value = train_r
valid_set_x.value = valid_r
test_set_x.value = test_r
del PCA, train_r, valid_r, test_r
##################
# Deuxieme Block #
##################
da1 = dA()
save_dir1 = '/data/lisa/exp/mesnilgr/ift6266h11/GREGAVI2_/55'
da1.load(save_dir1)
index = T.lscalar() # index to a [mini]batch
x = theano.tensor.matrix('input')
get_rep_train = theano.function([index],
da1.get_hidden_values(x),
updates={},
givens={x: train_set_x},
name='get_rep_train')
get_rep_valid = theano.function([index],
da1.get_hidden_values(x),
updates={},
givens={x: valid_set_x},
name='get_rep_valid')
get_rep_test = theano.function([index],
da1.get_hidden_values(x),
updates={},
givens={x: test_set_x},
name='get_rep_test')
# valid and test representations
train_r = get_rep_train(0)
valid_r = get_rep_valid(0)
test_r = get_rep_test(0)
train_set_x.value = train_r
valid_set_x.value = valid_r
test_set_x.value = test_r
del train_r, valid_r, test_r
d = get_constant(train_set_x.shape[1])
da = dA(n_visible=d,
n_hidden=n_hidden,
tied_weights=tied_weights,
act_enc=act_enc,
act_dec=act_dec)
time_spent, loss = da.fit(train_set_x, learning_rate, batch_size, epochs,
cost_type, noise_type, corruption_level, reg)
if save_dir:
da.save(save_dir)
denoising_error = da.get_denoising_error(valid_set_x, cost_type,
noise_type, corruption_level)
print 'Training complete in %f (min) with final denoising error %f' \
%(time_spent,denoising_error)
if do_pca:
print "... computing PCA"
x = theano.tensor.matrix('input')
get_rep_train = theano.function([],
da.get_hidden_values(x),
updates={},
givens={x: train_set_x},
name='get_rep_valid')
pca_trainer = pca.PCATrainer(get_rep_train(),
num_components=num_components,
min_variance=min_variance)
pca_trainer.updates()
pca_trainer.save(save_dir)
if do_create_submission:
print "... creating submission"
if submission_dir is None:
submission_dir = save_dir
create_submission(dataset, save_dir, submission_dir,
normalize_on_the_fly, do_pca)
return denoising_error, time_spent, loss
from mpl_toolkits.mplot3d import Axes3D
import numpy as np
from scikits.learn.pca import PCA
from src.data_interface import d, L_clean, L
from src.utils import get_path, bool_to_color
path = get_path(__file__) + '/..'
L = list(L)
# Remove trial_id, obsnum and is alert
# I change notation here from D to X
X = d.view()[:,3:]
pca = PCA(n_components=30)
pca.fit(X)
plt.plot(np.cumsum(pca.explained_variance_ratio_), marker='o')
ax = plt.gca()
plt.title('Cumulative percentage of total variation explained by principal components')
ax.set_xlabel('Principal component')
ax.set_ylabel('% of total variation')
plt.savefig('{0}/plots/pca-variation-explained.pdf'.format(path), papertype='a4', format='pdf')
plt.cla()
W = pca.components_[:,0:3]
X_p = np.dot(X,W)
rnd_rows = np.random.random_integers(0, X.shape[0], 120)
import pylab as pl
from scikits.learn.pca import PCA
from scikits.learn.fastica import FastICA
###############################################################################
# Generate sample data
S = np.random.standard_t(1.5, size=(2, 10000))
S[0] *= 2.
# Mix data
A = [[1, 1], [0, 2]] # Mixing matrix
X = np.dot(A, S) # Generate observations
pca = PCA()
S_pca_ = pca.fit(X.T).transform(X.T).T
ica = FastICA()
S_ica_ = ica.fit(X).transform(X) # Estimate the sources
S_ica_ /= S_ica_.std(axis=1)[:, np.newaxis]
###############################################################################
# Plot results
def plot_samples(S, axis_list=None):
pl.scatter(S[0], S[1], s=2, marker='o', linewidths=0, zorder=10)
if axis_list is not None:
colors = [(0, 0.6, 0), (0.6, 0, 0)]