def logloss(p, y):
epsilon = 1e-15
p = sp.maximum(epsilon, p)
p = sp.minimum(1 - epsilon, p)
ll = sum(y * sp.log(p) + sp.subtract(1, y) * sp.log(sp.subtract(1, p)))
ll = ll * -1.0 / len(y)
return ll
def run(self, clusters):
"""Input:
- clusters: a TrainingClusters instance
"""
n = clusters.problemSpaceDims()
self.Ms = [None] * len(clusters.library.primitives)
for i in xrange(len(clusters.library.primitives)):
trainPos = []
trainNeg = []
close = clusters.clusterClose[i]
far = clusters.clusterFar[i]
for j in close:
trainPos.append(
sp.subtract(
clusters.problemFeatures[j],
clusters.library.primitives[i].problemFeatures))
for j in far:
trainNeg.append(
sp.subtract(
clusters.problemFeatures[j],
clusters.library.primitives[i].problemFeatures))
sigmaPos = sp.eye(n) * self.regularization
sigmaNeg = sp.eye(n) * self.regularization
for v in trainPos:
sigmaPos += sp.outer(v, v)
for v in trainNeg:
sigmaNeg += sp.outer(v, v)
sigmaPos = mask(sigmaPos, self.mask)
sigmaNeg = mask(sigmaNeg, self.mask)
M = LA.inv(sigmaPos) - LA.inv(sigmaNeg)
self.Ms[i], numNegative = projectSemidef(M)
print numNegative, "negative eigenvalues"
return
def evaluate_ll(y, yhat):
epsilon = 1e-15
yhat = sp.maximum(epsilon, yhat)
yhat = sp.minimum(1-epsilon, yhat)
ll = sum(y*sp.log(yhat) + sp.subtract(1,y)*sp.log(sp.subtract(1,yhat)))
ll = ll * -1.0/len(y)
return ll
def llfun(act, pred):
epsilon = 1e-15
pred = sp.maximum(epsilon, pred)
pred = sp.minimum(1 - epsilon, pred)
ll = sum(act * sp.log(pred) + sp.subtract(1, act) * sp.log(sp.subtract(1, pred)))
ll = ll * -1.0 / len(act)
return ll
def binary_logloss(p, y):
epsilon = 1e-15
p = sp.maximum(epsilon, p)
p = sp.minimum(1-epsilon, p)
res = sum(y * sp.log(p) + sp.subtract(1, y) * sp.log(sp.subtract(1, p)))
res *= -1.0/len(y)
return res
def reflect1(v, u, c):
print("Reflect by vector math variant 1:")
c = 0
center_ = eT(center(len(v)))
print("center_:", center_)
print("v:", v)
v = scipy.subtract(v, center_)
print("v:", v)
print("u:", u)
print("c:", c)
v_dot_u = scipy.dot(v, u)
print("v_dot_u:", v_dot_u)
v_dot_u_minus_c = scipy.subtract(v_dot_u, c)
print("v_dot_u_minus_c:", v_dot_u_minus_c)
u_dot_u = scipy.dot(u, u)
print("u_dot_u:", u_dot_u)
quotient = scipy.divide(v_dot_u_minus_c, u_dot_u)
print("quotient:", quotient)
subtrahend = scipy.multiply((2 * quotient), u)
print("subtrahend:", subtrahend)
reflection = scipy.subtract(v, subtrahend)
print("reflection:", reflection)
reflection = scipy.add(reflection, center_)
print("reflection:", reflection)
return reflection
def run(self, clusters):
"""Input:
- clusters: a TrainingClusters instance
"""
n = len(clusters.problemFeatures[0])
sigmaPos = sp.eye(n) * self.regularization
sigmaNeg = sp.eye(n) * self.regularization
numPos = 0
numNeg = 0
for i, c in enumerate(clusters.clusterClose):
for j in c:
v = sp.subtract(clusters.problemFeatures[j],
clusters.library.primitives[i].problemFeatures)
sigmaPos += sp.outer(v, v)
numPos += 1
for i, c in enumerate(clusters.clusterFar):
for j in c:
v = sp.subtract(clusters.problemFeatures[j],
clusters.library.primitives[i].problemFeatures)
sigmaNeg += sp.outer(v, v)
numNeg += 1
#Do we want to do covariance, or just E[xxt]?
sigmaPos = mask(sigmaPos / numPos, self.mask)
sigmaNeg = mask(sigmaNeg / numNeg, self.mask)
M = LA.inv(sigmaPos) - LA.inv(sigmaNeg)
self.M, numNegative = projectSemidef(M)
print numNegative, "negative eigenvalues"
return
def __init__(self, fc, c_vel, alp_g, mu_los, mu_nlos, a, b, noise_var, hUAV, xUAV, yUAV, xUE, yUE):
dist = sp.sqrt( sp.add(sp.square(sp.subtract(yUAV, yUE)), sp.square(sp.subtract(xUAV, xUE))) )
R_dist = sp.sqrt( sp.add(sp.square(dist), sp.square(hUAV)) )
temp1 = sp.multiply(10, sp.log10(sp.power(fc*4*sp.pi*R_dist/c_vel, alp_g)))
temp2 = sp.multiply(sp.subtract(mu_los, mu_nlos), sp.divide(1, (1+a*sp.exp(-b*sp.arctan(hUAV/dist)-a))))
temp3 = sp.add(sp.add(temp1, temp2), mu_nlos)
self.pathloss = sp.divide(sp.real(sp.power(10, -sp.divide(temp3, 10))), noise_var)
def entropyloss(act, pred):
epsilon = 1e-15
pred = sp.maximum(epsilon, pred)
pred = sp.minimum(1-epsilon, pred)
el = sum(act*sp.log10(pred) + sp.subtract(1,act)*sp.log10(sp.subtract(1,pred)))
el = el * -1.0/len(act)
return el
def binary_logloss(p, y):
epsilon = 1e-15
p = sp.maximum(epsilon, p)
p = sp.minimum(1 - epsilon, p)
res = sum(y * sp.log(p) + sp.subtract(1, y) * sp.log(sp.subtract(1, p)))
res *= -1.0 / len(y)
return res
def logloss(act, pred):
epsilon = 1e-15
pred = sp.maximum(epsilon, pred)
pred = sp.minimum(1-epsilon, pred)
ll = sum(act*sp.log(pred) + sp.subtract(1,act)*sp.log(sp.subtract(1,pred)))
ll = ll * -1.0/len(act)
return ll
def logloss(act, pred):
epsilon = 1e-15
pred = max(epsilon, pred)
pred = min(1-epsilon, pred)
ll = act*sp.log(pred) + sp.subtract(1,act)*sp.log(sp.subtract(1,pred))
ll = ll * -1.0
return ll
def logloss(Y_true, Y_pred):
epsilon = 1e-15
pred = sp.maximum(epsilon, Y_pred)
pred = sp.minimum(1-epsilon, Y_pred)
ll = sum(Y_true*sp.log(pred) + sp.subtract(1,Y_true)*sp.log(sp.subtract(1,Y_pred)))
ll = ll * -1.0/len(Y_true)
return ll
def logloss(act, pred):
epsilon = 1e-4
pred = sp.maximum(epsilon, pred)
pred = sp.minimum(1-epsilon, pred)
ll = -1.0/len(act) * sum(act*sp.log(pred) +
sp.subtract(1,act)*sp.log(sp.subtract(1,pred)))
return ll
def logloss(self, y, pred):
epsilon = 1e-15
pred = sp.maximum(epsilon, pred)
pred = sp.minimum(1-epsilon, pred)
ll = sum(y*sp.log(pred) + sp.subtract(1,y)*sp.log(sp.subtract(1,pred)))
ll = ll * -1.0/len(y)
return ll
def log_loss(self, act, pred, epsilon=1e-07):
pred = sp.maximum(epsilon, pred)
pred = sp.minimum(1 - epsilon, pred)
ll = sum(act * sp.log(pred) +
sp.subtract(1, act) * sp.log(sp.subtract(1, pred)))
ll = ll * -1.0 / len(act)
return ll
def logloss(p, y):
epsilon = 1e-15
p = sp.maximum(epsilon, p)
p = sp.minimum(1-epsilon, p)
ll = sum(y*sp.log(p) + sp.subtract(1,y)*sp.log(sp.subtract(1,p)))
ll = ll * -1.0/len(y)
return ll
def logloss(actual, predict):
epsilon = 1e-15
predict = sp.maximum(epsilon, predict)
predict = sp.minum(1 - epsilon, predict)
loss = sum(actual * sp.log(predict) + sp.subtract(1, actual) * sp.log(sp.subtract(1, predict)))
loss = loss * -1.0 / len(actual)
return loss
def llfun(act, pred,idx):
epsilon = 1e-15
pred = sp.maximum(epsilon, pred[idx])
pred = sp.minimum(1-epsilon, pred)
ll = sum(act[idx]*sp.log(pred) + sp.subtract(1,act[idx])*sp.log(sp.subtract(1,pred)))
ll = ll * -1.0/len(act[idx])
return ll
def report( right_list, pre_list ):
epsilon = 1e-15
act = right_list
pred = sp.maximum(epsilon, pre_list)
pred = sp.minimum(1-epsilon, pre_list)
ll = sum(act*sp.log(pred) + sp.subtract(1,act)*sp.log(sp.subtract(1,pred)))
ll = ll * -1.0/len(act)
return ll
def log_loss(act, pred):
epsilon = 1e-15
pred = sp.maximum(epsilon, pred)
pred = sp.minimum(1 - epsilon, pred)
ll = sum(act * sp.log(pred.astype(float)) + sp.subtract(1, act.astype(float)) * sp.log(
sp.subtract(1, pred.astype(float))))
ll = ll * -1.0 / len(act)
return ll
def logloss(act, predicted):
predicted = sp.minimum(1-(1e-15), sp.maximum(1e-15, predicted))
v1 = act*sp.log(predicted)
v2 = sp.subtract(1,act)
v3 = sp.log(sp.subtract(1,predicted))
LogLoss = sum(v1 + v2 * v3)
LogLoss = LogLoss * (-1.0/len(act))
return LogLoss
def cross_entropy(act, pred):
#negative log-loss sklearn
epsilon = 1e-15
pred = sp.maximum(epsilon, pred)
pred = sp.minimum(1 - epsilon, pred)
ll = act * sp.log(pred) + sp.subtract(1, act) * sp.log(sp.subtract(
1, pred))
return -ll
def logloss(label, prediction):
epsilon = 1e-15
prediction = sp.maximum(epsilon, prediction)
prediction = sp.minimum(1 - epsilon, prediction)
ll = sum(label * sp.log(prediction) +
sp.subtract(1, label) * sp.log(sp.subtract(1, prediction)))
ll = ll * -1.0 / len(label)
print(ll)
def logloss(self, act, pred):
epsilon = 1e-15
pred = sp.maximum(epsilon, pred)
pred = sp.minimum(1-epsilon, pred)
pred[pred >= 1] = 0.9999999
ll = sum(act*sp.log(pred) + sp.subtract(1,act)*sp.log(sp.subtract(1,pred)))
ll = ll * -1.0/len(act)
return ll
def log_loss(act, pred):
""" Vectorised computation of logloss """
epsilon = 1e-15
pred = sp.maximum(epsilon, pred)
pred = sp.minimum(1-epsilon, pred)
ll = sum(act*sp.log(pred) + sp.subtract(1,act)*sp.log(sp.subtract(1,pred)))
ll = ll * -1.0/len(act)
return ll
def logloss(act, pred):
epsilon = 1e-6
pred = sp.maximum(epsilon, pred)
pred = sp.minimum(1-epsilon, pred)
#print np.mean(pred)
ll = sum(act*sp.log(pred) + sp.subtract(1,act)*sp.log(sp.subtract(1,pred)))
ll = ll * -1.0/len(act)
return ll
def log_loss(y_true, y_pred, eps=1e-15):
""" As used by Kaggle. """
y_pred = sp.maximum(eps, y_pred)
y_pred = sp.minimum(1 - eps, y_pred)
ll = sum(y_true * sp.log(y_pred) +
sp.subtract(1, y_true) * sp.log(sp.subtract(1, y_pred)))
ll = ll * -1.0 / len(y_true)
return ll
def logloss(real, pred):
epsilon = 1e-15
pred = sp.maximum(epsilon, pred)
pred = sp.minimum(1 - epsilon, pred)
ll = sum(real * sp.log(pred) +
sp.subtract(1, real) * sp.log(sp.subtract(1, pred)))
ll = ll * 1.0 / len(real)
return ll
def llfun(act, pred):
p_true = pred[:, 1]
epsilon = 1e-15
p_true = sp.maximum(epsilon, p_true)
p_true = sp.minimum(1 - epsilon, p_true)
ll = sum(act * sp.log(p_true) + sp.subtract(1, act) * sp.log(sp.subtract(1, p_true)))
ll = ll * -1.0 / len(act)
return ll
def logloss(pred, dtrain):
act = dtrain.get_label()
epsilon = 1e-15
pred = sp.maximum(epsilon, pred)
pred = sp.minimum(1-epsilon, pred)
ll = sum(act*sp.log(pred) + sp.subtract(1,act)*sp.log(sp.subtract(1,pred)))
ll = ll * -1.0/len(act)
return 'logloss',ll
def llfun(act, pred):
p_true = pred[:, 1]
epsilon = 1e-15
p_true = sp.maximum(epsilon, p_true)
p_true = sp.minimum(1 - epsilon, p_true)
ll = sum(act * sp.log(p_true) +
sp.subtract(1, act) * sp.log(sp.subtract(1, p_true)))
ll = ll * -1.0 / len(act)
return ll
def logloss(act,pred):
epsilon = 1e-15
pred = sp.maximum(epsilon,pred)
pred = sp.minimum(1-epsilon,pred)
#实际上我觉得这个式子就是机器学习课程中的cost Function
#sum(act*log(pred) + (1-a)*log(1-p))
ll = sum(act*sp.log(pred) + sp.subtract(1,act)*sp.log(sp.subtract(1,pred)))
ll = ll * -1.0/len(act)
return ll
def logloss_1(act, pred):
act = act.flatten()
pred = pred.flatten()
epsilon = 1e-15
pred = sp.maximum(epsilon, pred)
pred = sp.minimum(1-epsilon, pred)
ll = sum(act*sp.log(pred) + sp.subtract(1,act)*sp.log(sp.subtract(1,pred)))
ll = ll * -1.0/len(act)
return ll
def log_loss(act, pred, normalize=True):
epsilon = 1e-15
pred = sp.maximum(epsilon, pred)
pred = sp.minimum(1 - epsilon, pred)
ll = sum(act * sp.log(pred) +
sp.subtract(1, act) * sp.log(sp.subtract(1, pred)))
if normalize is True:
ll = ll * -1.0 / len(act)
return ll
def log_loss(act, pred):
"""https://www.kaggle.com/wiki/LogarithmicLoss"""
epsilon = 1e-15
import scipy as sp
pred = sp.maximum(epsilon, pred)
pred = sp.minimum(1 - epsilon, pred)
ll = sum(act * sp.log(pred) + sp.subtract(1, act) * sp.log(sp.subtract(1, pred)))
ll = ll * -1.0/len(act)
return ll
def oht_alg(d2d_to_d2d_gains_diag, uav_to_d2d_gains, d2d_to_d2d_gains_diff, eta, power_UAV, power_cir_UAV):
theta_ini = Parameter(value=1 / 0.5)
iter = 0
epsilon = 1
theta_sol = 0
iter_phi = []
while epsilon >= 1e-2 and iter <= 20:
iter += 1
if iter == 1:
theta_ref = theta_ini.value
else:
theta_ref = theta_sol
term_x = sp.divide(1,
sp.multiply(sp.subtract(theta_ref, 1), sp.matmul(d2d_to_d2d_gains_diag, uav_to_d2d_gains)))
term_y = sp.add(
sp.multiply(sp.subtract(theta_ref, 1), sp.matmul(sp.transpose(d2d_to_d2d_gains_diff), uav_to_d2d_gains)),
sp.divide(1, eta * power_UAV))
a_1 = sp.add(sp.divide(sp.multiply(2, sp.log(sp.add(1, sp.divide(1, sp.multiply(term_x, term_y))))), theta_ref),
sp.divide(2, sp.multiply(theta_ref, sp.add(sp.multiply(term_x, term_y), 1))))
b_1 = sp.divide(1, sp.multiply(theta_ref, sp.multiply(term_x, sp.add(sp.multiply(term_x, term_y), 1))))
c_1 = sp.divide(1, sp.multiply(theta_ref, sp.multiply(term_y, sp.add(sp.multiply(term_x, term_y), 1))))
d_1 = sp.divide(sp.log(sp.add(1, sp.divide(1, sp.multiply(term_x, term_y)))), sp.square(theta_ref))
theta = NonNegative(1)
t_max = NonNegative(1)
obj_opt = Maximize(t_max)
constraints = [theta >= 1]
constraints.append(
t_max <= a_1 - sp.divide(b_1, sp.matmul(d2d_to_d2d_gains_diag, uav_to_d2d_gains)) * inv_pos(theta - 1)
- mul_elemwise(c_1,
sp.matmul(sp.transpose(d2d_to_d2d_gains_diff), uav_to_d2d_gains) * (theta - 1)
+ sp.divide(1, eta * power_UAV))
- d_1 * theta)
t1 = time.time()
prob = Problem(obj_opt, constraints)
prob.solve(solver=ECOS_BB)
theta_sol = theta.value
phi_n_sol = sp.multiply((theta_sol - 1) * eta * power_UAV, uav_to_d2d_gains)
x_rate = sp.matmul(d2d_to_d2d_gains_diag, phi_n_sol)
term_rate = sp.matmul(sp.transpose(d2d_to_d2d_gains_diff), phi_n_sol) + 1
rate_sol_ue = sp.divide(sp.log(sp.add(1, sp.divide(x_rate, term_rate))), theta_sol)
iter_maximin_rate = min(rate_sol_ue)
term_pow_iter = sp.subtract(1, sp.divide(1, theta_sol)) * eta * power_UAV * sp.add(1, sp.sum(
uav_to_d2d_gains)) + power_cir_UAV
iter_phi.append(t_max.value)
if iter >= 2:
epsilon = sp.divide(sp.absolute(sp.subtract(iter_phi[iter - 1], iter_phi[iter - 2])),
sp.absolute(iter_phi[iter - 2]))
iter_EE = sp.divide(sp.multiply(1e3, sp.divide(sp.sum(rate_sol_ue), term_pow_iter)), sp.log(2))
return iter_EE, theta_sol, iter_maximin_rate
def logloss(act, pred):
'''
Calculate the log loss incurred for each prediction
'''
epsilon = 1e-15
pred = max(epsilon, pred)
pred = min(1-epsilon, pred)
ll = act*sp.log(pred) + sp.subtract(1,act)*sp.log(sp.subtract(1,pred))
ll = ll * -1.0
return ll
def logloss(obs, pred):
"""LogLoss function
https://www.kaggle.com/wiki/LogarithmicLoss
"""
epsilon = 1e-15
pred = sp.maximum(epsilon, pred)
pred = sp.minimum(1-epsilon, pred)
ll = sum(obs*sp.log(pred) + sp.subtract(1,obs)*sp.log(sp.subtract(1,pred)))
ll = ll * -1.0/len(obs)
return ll
def logloss(self):
probs = self.predict_proba(self.x)
# Calculating the loss
epsilon = 1e-15
probs = sp.maximum(epsilon, probs)
probs = sp.minimum(1 - epsilon, probs)
ll = sum(self.y * sp.log(probs) + sp.subtract(1, self.y) * sp.log(sp.subtract(1, probs)))
ll = ll * -1.0 / len(self.y)
return ll[0]
def log_loss_fun(act, pred):
"""
:rtype : float
"""
epsilon = 1e-15
pred = sp.maximum(epsilon, pred)
pred = sp.minimum(1-epsilon, pred)
ll = sum(act*sp.log(pred) + sp.subtract(1,act)*sp.log(sp.subtract(1,pred)))
ll = ll * -1.0/len(act)
return ll
def llfun(act, pred):
# import pdb;pdb.set_trace()
epsilon = 1e-15
pred = sp.maximum(epsilon, pred)
pred = sp.minimum(1-epsilon, pred)
ll = sum(act*sp.log(pred) + sp.subtract(1,act)*sp.log(sp.subtract(1,pred)))
# ll = sum(ll)
ll = ll * -1.0/len(act)
print ll
return ll
def logloss(y_true, y_pred):
""" As provided by kaggle:
https://www.kaggle.com/wiki/LogarithmicLoss
"""
epsilon = 1e-18
y_pred = sp.maximum(epsilon, y_pred)
y_pred = sp.minimum(1 - epsilon, y_pred)
ll = (sum(y_true * sp.log(y_pred) +
sp.subtract(1, y_true) * sp.log(sp.subtract(1, y_pred))))
ll = ll * -1.0 / len(y_true)
return ll
def logloss(act, pred):
"""
logloss function
imported from kaggle evalutation
"""
epsilon = 1e-15
pred = sp.maximum(epsilon, pred)
pred = sp.minimum(1-epsilon, pred)
ll = sum(act*sp.log(pred) + sp.subtract(1,act)*sp.log(sp.subtract(1,pred)))
ll = ll * -1.0/len(act)
return ll
def logloss(self):
probs = self.predict_proba(self.x)
# Calculating the loss
epsilon = 1e-15
probs = sp.maximum(epsilon, probs)
probs = sp.minimum(1 - epsilon, probs)
ll = sum(self.y * sp.log(probs) +
sp.subtract(1, self.y) * sp.log(sp.subtract(1, probs)))
ll = ll * -1.0 / len(self.y)
return ll[0]
def log_loss(predicted, actual):
""" Vectorized computation of log loss """
assert(len(predicted), len(actual))
epsilon = 1e-15
predicted = sp.maximum(epsilon, predicted)
predicted = sp.minimum(1 - epsilon, predicted)
# compute log loss function (vectorized)
ll = sum(actual * sp.log(predicted) +
sp.subtract(1, actual) * sp.log(sp.subtract(1, predicted)))
ll = ll * -1.0 / len(actual)
return ll
def logloss(act, pred):
""" Vectorised computation of logloss """
#cap in official Kaggle implementation,
#per forums/t/1576/r-code-for-logloss
epsilon = 1e-15
pred = sp.maximum(epsilon, pred)
pred = sp.minimum(1-epsilon, pred)
#compute logloss function (vectorised)
ll = sum( act*sp.log(pred) +
sp.subtract(1,act)*sp.log(sp.subtract(1,pred)))
ll = ll * -1.0/len(act)
return abs(ll)
def loss_to_pair(self,
pair,
gain=1e-3,
exp_factor=sp.random.exponential(1),
pl_exp=3):
dist = sp.sqrt(
sp.add(sp.square(sp.subtract(self.tx_x, pair.rx_x)),
sp.square(sp.subtract(self.tx_y, pair.rx_y))))
loss = sp.multiply(
gain, sp.multiply(sp.square(exp_factor), sp.power(dist, -pl_exp)))
return loss
def logloss(act, pred):
""" Vectorised computation of logloss """
epsilon = 1e-15
pred = sp.maximum(epsilon, pred)
pred = sp.minimum(1 - epsilon, pred)
# compute logloss function (vectorised)
ll = sum(act * sp.log(pred) +
sp.subtract(1, act) * sp.log(sp.subtract(1, pred)))
ll = ll * -1.0 / len(act)
return ll
def logloss(y_true, y_pred):
""" As provided by kaggle:
https://www.kaggle.com/wiki/LogarithmicLoss
"""
epsilon = 1e-18
y_pred = sp.maximum(epsilon, y_pred)
y_pred = sp.minimum(1 - epsilon, y_pred)
ll = (sum(y_true * sp.log(y_pred) +
sp.subtract(1, y_true) *
sp.log(sp.subtract(1, y_pred)))
)
ll = ll * -1.0 / len(y_true)
return ll
def binary_logloss(act, pred):
"""
act and pred are vectors of actual class
and prediction probability of class 1,
respectively
"""
epsilon = 1e-15
pred = sp.maximum(epsilon, pred)
pred = sp.minimum(1 - epsilon, pred)
ll = sum(act * sp.log(pred) +
sp.subtract(1, act) * sp.log(sp.subtract(1, pred)))
ll = ll * -1.0 / len(act)
return ll
def logloss(act, pred):
'''
官方给的损失函数
:param act:
:param pred:
:return:
'''
epsilon = 1e-15
pred = sp.maximum(epsilon, pred)
pred = sp.minimum(1 - epsilon, pred)
ll = sum(act * sp.log(pred) +
sp.subtract(1, act) * sp.log(sp.subtract(1, pred)))
ll = ll * -1.0 / len(act)
return ll
def rbf(inputs, centroids, weights):
if len(inputs) > 0:
icw = np.array([[inputs[i], centroids[i], weights[i]]
for i in inputs.keys()])
sw = np.absolute(np.subtract(icw[:, 0], icw[:, 1]))
return np.exp(-10 * np.multiply(sw, icw[:, 2]).sum()) # /len(inputs))
else:
return 0
def mls(p):
data = ascii.read("datos.dat")
x=data["col1"]
y=data["col2"]
z=data["col3"]
sig=30*(10**(-6))
Y=sy.subtract(y,1)
A=[]
for m in x:
pol=[]
for i in range(p+1):
pol.append(m**i)
if m <0.4 or m>0.7:
pol.append(0)
A.append(pol)
else:
pol.append(-1)
A.append(pol)
theta= sy.dot( sy.linalg.inv(sy.dot( sy.transpose(A),A )) , sy.dot(sy.transpose(A),Y) )
modelo=[]
for i in x:
poli=1
for s in range(p+1):
poli+=(theta[s]*(i**s))
e=sy.random.normal(0,sig)
if i <0.4 or i>0.7:
modelo.append(poli)
else:
modelo.append(poli - theta[len(theta)-1])
chi2=0
for h in range(len(x)):
chi2+= ((y[h]-modelo[h]) / (sig) ) **2
return modelo, theta , len(x) ,sig ,chi2
def _compute_single( self, score_type, y, y_hat):
#--------------------------------------------------------------------------
if score_type == "accuracy":
return metrics.accuracy_score( y,
y_hat>0.5,
sample_weight=self.sample_weight,
normalize=True )
#--------------------------------------------------------------------------
elif score_type == "f1_score":
return metrics.f1_score( y,
y_hat>0.5,
sample_weight=self.sample_weight )
#--------------------------------------------------------------------------
elif score_type == "auc":
return metrics.roc_auc_score( y,
y_hat,
sample_weight=self.sample_weight )
#--------------------------------------------------------------------------
elif score_type == "log-loss":
epsilon = 1e-15
pred = sp.maximum(epsilon, y_hat)
pred = sp.minimum(1-epsilon, pred)
if self.sample_weight is None:
J = np.sum( - y*sp.log(pred) \
- sp.subtract(1,y)*sp.log(sp.subtract(1,pred))) \
/y.shape[0]
else:
J = np.sum( - y*sp.log(pred)*self.sample_weight \
- sp.subtract(1,y)*sp.log(sp.subtract(1,pred)) \
*self.sample_weight)/y.shape[0]
return J
#--------------------------------------------------------------------------
elif score_type == "quadratic-loss":
if self.sample_weight is None:
J = 0.5*np.sum((y-y_hat)**2)/y.shape[0]
else:
J = 0.5*np.sum((self.sample_weight*(y-y_hat))**2) \
/y.shape[0]
return J
#--------------------------------------------------------------------------
else:
raise ValueError('Evaluator: undefined score_type.')
def param(y):
Y=sy.subtract(y,1)
A=[]
for m in x:
A.append([1,m,m**2,m**3,m**4,m**5])
theta= sy.dot( sy.linalg.inv(sy.dot( sy.transpose(A),A )) , sy.dot(sy.transpose(A),Y) )
return theta
def score_game(self, year, team_1_id, team_2_id, winning_team_id):
"""
Compute the log loss portion of this game and return.
https://www.kaggle.com/wiki/LogarithmicLoss
"""
if team_1_id >= team_2_id:
raise Exception("Invalid team Ids while calculating score, team 1's id is greater than or equal to team 2. {}, {}".format(team_1_id, team_2_id))
prediction = self.predictions[team_1_id][team_2_id]
epsilon = 1e-15
prediction = maximum(epsilon, prediction)
prediction = minimum(1-epsilon, prediction)
y_i = None
if team_1_id == winning_team_id:
y_i = 1
else:
y_i = 0
result = y_i * log(prediction) + subtract(1, y_i) * log(subtract(1, prediction))
return result
def param(y):
Y=sy.subtract(y,1)
A=[]
for m in x:
if m <0.4 or m>0.7:
A.append([1,m,m**2,m**3,m**4,m**5,0])
else:
A.append([1,m,m**2,m**3,m**4,m**5,-1])
theta= sy.dot( sy.linalg.inv(sy.dot( sy.transpose(A),A )) , sy.dot(sy.transpose(A),Y) )
return theta