def GLS(X,y,model = "ols",**kwargs):
"""
model = "ols","ridge","lasso","lar"
"""
if model == "ols":
md1 = linear_model.LinearRegression(fit_intercept=True).fit(X,y)
md0 = linear_model.LinearRegression(fit_intercept=False).fit(X,y)
if model == "ridge":
alpha = get_alpha(kwargs,default=10**0.5)
md1 = linear_model.Ridge(alpha=alpha,fit_intercept=True).fit(X,y)
md0 = linear_model.Ridge(alpha=alpha, fit_intercept=False).fit(X, y)
if model == 'lasso':
alpha = get_alpha(kwargs, default=0.1)
md1 = linear_model.Lasso(alpha=alpha,fit_intercept=True).fit(X,y)
md0 = linear_model.Lasso(alpha=alpha, fit_intercept=False).fit(X, y)
if model == 'lar':
"""
TO DO
"""
md1 = linear_model.Lars(fit_intercept=True).fit(X,y)
md0 = linear_model.Lars(fit_intercept=False).fit(X,y)
if model == 'kernel':
alpha, kernel, gamma, degree, coef0 = get_kernel_coef(kwargs["alpha"])
md1 = kernel_ridge.KernelRidge(alpha=alpha,kernel=kernel,gamma=gamma,degree=degree,coef0=coef0).fit(X,y)
md0 = md1
if model == 'xgb':
md1 = xgb.XGBRegressor().fit(X,y)
md0 = md1
return {"1":md1,
"-1":md0,
"type":'GLS'}
def test_multitarget():
# Assure that estimators receiving multidimensional y do the right thing
X = diabetes.data
Y = np.vstack([diabetes.target, diabetes.target**2]).T
n_targets = Y.shape[1]
estimators = [
linear_model.LassoLars(),
linear_model.Lars(),
# regression test for gh-1615
linear_model.LassoLars(fit_intercept=False),
linear_model.Lars(fit_intercept=False),
]
for estimator in estimators:
estimator.fit(X, Y)
Y_pred = estimator.predict(X)
alphas, active, coef, path = (estimator.alphas_, estimator.active_,
estimator.coef_, estimator.coef_path_)
for k in range(n_targets):
estimator.fit(X, Y[:, k])
y_pred = estimator.predict(X)
assert_array_almost_equal(alphas[k], estimator.alphas_)
assert_array_almost_equal(active[k], estimator.active_)
assert_array_almost_equal(coef[k], estimator.coef_)
assert_array_almost_equal(path[k], estimator.coef_path_)
assert_array_almost_equal(Y_pred[:, k], y_pred)
def main():
X_train, y_train, X_test = load_data('v2')
# tunning
model = linear_model.Lars()
# dict with tunning parameters
param_grid = {'n_nonzero_coefs': range(50, 70, 1)}
kfold = KFold(n_splits=folds, random_state=seed)
scorer = make_scorer(rmse, greater_is_better=False)
grid_search = GridSearchCV(model,
param_grid,
n_jobs=-1,
cv=kfold,
verbose=1,
scoring=scorer)
grid_result = grid_search.fit(X_train, y_train)
means = grid_result.cv_results_['mean_test_score']
stds = grid_result.cv_results_['std_test_score']
params = grid_result.cv_results_['params']
for mean, stdev, param in zip(means, stds, params):
#print("%f (%f) with: %r" % (mean, stdev, param))
print("{:06.5f} ({:06.5f}) with {}".format(mean, stdev, param))
# summarize results
print("Best: %f using %s" %
(grid_result.best_score_, grid_result.best_params_))
def train(self, dataset):
model = linear_model.Lars()
independent_data = self.get_independent_variable_data(dataset)
dependent_data = self.get_dependent_variable_data(dataset)
trained_regression = model.fit(independent_data, dependent_data)
return TrainedSklearnModel(self, trained_regression)
def boston_lars(x=datasets.load_boston()['data'], y=datasets.load_boston()['target']):
print('Least Angle Regression\n')
model = linear_model.Lars()
num_train = 500
num_val = 6
x_train_ones = numpy.ones((num_train, 1))
x_train = numpy.column_stack((x_train_ones, numpy.array(x[0:num_train])))
y_train = y[0:num_train]
x_val_ones = numpy.ones((num_val, 1))
x_val = numpy.column_stack((x_val_ones, numpy.array(x[num_train:num_train+num_val])))
y_val = y[num_train:num_train+num_val]
print('Number of training data: %i' % len(x_train))
print('Number of validation data: %i' % len(x_val))
coef = model.fit(x_train, y_train).coef_
variance = 0
print('Coefficient: %s' % coef)
for i in range(0, num_val):
x = x_val[i]
y = y_val[i]
hypo = model.predict([x])[0]
print('\n%i.' % (i + 1))
print('X: %s\nHypothesis: %s \ny: %s\nVariance: %s' % (x, hypo, y, (hypo - y) ** 2))
variance += (hypo - y_val[i]) ** 2
plt.scatter(i + 1, hypo, c='b')
plt.scatter(i + 1, y, c='g')
mean_variance = variance/num_val
print('\nMean Variance: %s\n' % mean_variance)
plt.show()
def scikit_Lars(self):
"""Function to generate a multiple regression model sklearn.linear_model.Lars"""
# import libraries
from sklearn import linear_model
import numpy as np
# Get a model
columns = len(self.x_in[0])
model = linear_model.Lars(n_nonzero_coefs=columns, eps=1e-17)
model.fit(self.x_in, self.y_in)
# Generate string with regression equation
self.reg_model = str("y = %8.3f" % float(model.intercept_))
for i in range(columns):
aux_string = str(" + %8.3f" % float(model.coef_[i]) + "x" +
str(i + 1))
self.reg_model += aux_string
# Get Multiple model
alphas = []
alphas.append(float(model.intercept_))
for i in range(columns):
alphas.append(model.coef_[i])
# Set up array with coefficients
self.b = np.array(alphas)
def test_lars_add_features(verbose=False):
"""
assure that at least some features get added if necessary
test for 6d2b4c
"""
linear_model.Lars(verbose=verbose, fit_intercept=True).fit(
np.array(
[[0.02863763, 0.88144085, -0.02052429,
-0.10648066, -0.06396584, -0.18338974],
[0.02038287, 0.51463335, -0.31734681,
-0.12830467, 0.16870657, 0.02169503],
[0.14411476, 0.37666599, 0.2764702,
0.0723859, -0.03812009, 0.03663579],
[-0.29411448, 0.33321005, 0.09429278,
-0.10635334, 0.02827505, -0.07307312],
[-0.40929514, 0.57692643, -0.12559217,
0.19001991, 0.07381565, -0.0072319],
[-0.01763028, 1., 0.04437242,
0.11870747, 0.1235008, -0.27375014],
[-0.06482493, 0.1233536, 0.15686536,
0.02059646, -0.31723546, 0.42050836],
[-0.18806577, 0.01970053, 0.02258482,
-0.03216307, 0.17196751, 0.34123213],
[0.11277307, 0.15590351, 0.11231502,
0.22009306, 0.1811108, 0.51456405],
[0.03228484, -0.12317732, -0.34223564,
0.08323492, -0.15770904, 0.39392212],
[-0.00586796, 0.04902901, 0.18020746,
0.04370165, -0.06686751, 0.50099547],
[-0.12951744, 0.21978613, -0.04762174,
-0.27227304, -0.02722684, 0.57449581]]),
np.array([0, 0, 0, 0, 0, 0, 1, 1, 1, 1, 1, 1]))
def main(predictions=False):
train = pd.read_csv("./data/X_train_v1.csv")
y_train = train['SalePrice']
X_train = train.loc[:, 'MSSubClass':'SaleCondition_Partial']
test = pd.read_csv("./data/X_test_v1.csv")
X_test = test.loc[:, 'MSSubClass':'SaleCondition_Partial']
# build model
model = linear_model.Lars(n_nonzero_coefs=64)
# fit model
model.fit(X_train, y_train)
# evaluate model
results = rmse_cv(model, X_train, y_train)
print("RMSE-{}-CV({})={:06.5f}+-{:06.5f}".format(model_label, folds,
results.mean(),
results.std()))
# # predict
if predictions:
y_test_pred_log = model.predict(X_test)
y_test_pred = np.expm1(y_test_pred_log)
submission = pd.DataFrame({'Id': test['Id'], 'SalePrice': y_test_pred})
subFileName = "./submissions/sub-" + model_label + "-" + time.strftime(
"%Y%m%d-%H%M%S") + ".csv"
print("saving to file: " + subFileName)
submission.to_csv(subFileName, index=False)
def run(self, x: np.ndarray, y: np.ndarray, design_matrix: np.ndarray):
"""
Implements the LAR method to compute the polynomial_chaos coefficients.
Recommended only for model_selection algorithm.
:param x: :class:`numpy.ndarray` containing the training points (samples).
:param y: :class:`numpy.ndarray` containing the model evaluations (labels) at the training points.
:param design_matrix: matrix containing the evaluation of the polynomials at the input points **x**.
:return: Beta (polynomial_chaos coefficients)
"""
polynomialbasis = design_matrix
P = polynomialbasis.shape[1]
n_samples, inputs_number = x.shape
reg = regresion.Lars(fit_intercept=self.fit_intercept, verbose=self.verbose,
n_nonzero_coefs=self.n_nonzero_coefs, normalize=self.normalize)
reg.fit(design_matrix, y)
# LarsBeta = reg.coef_path_
c_ = reg.coef_
self.Beta_path = reg.coef_path_
if c_.ndim == 1:
c_ = c_.reshape(-1, 1)
return c_, None, np.shape(c_)[1]
def get_regression_models():
models = [('LR', linear_model.LinearRegression()),
('R', linear_model.Ridge()),
('Lo', linear_model.Lasso(alpha=.015)),
('La', linear_model.Lars(positive=True)),
('OMP', linear_model.OrthogonalMatchingPursuit()),
('BR', linear_model.BayesianRidge()),
('GB',
ensemble.GradientBoostingRegressor(alpha=0.9,
criterion='friedman_mse',
init=None,
learning_rate=0.1,
loss='ls',
max_depth=5,
max_features=None,
min_samples_leaf=1,
min_samples_split=2,
min_weight_fraction_leaf=.0,
n_estimators=400,
presort='auto',
random_state=None,
subsample=1.0,
verbose=0,
warm_start=False)),
('RF', ensemble.RandomForestRegressor()),
('AB', ensemble.AdaBoostRegressor())]
return models
def linear_regression(df, id, column_to_predict, n):
df = df[df.id == id]
x = df.drop(['id', 'timestamp', column_to_predict],
axis=1).fillna(0).values
y = df[[column_to_predict]].fillna(0).values[:, 0]
pca = PCA(n_components=n, whiten=True)
x = pca.fit_transform(x)
alphas_lars, _, coef_path_lars = linear_model.lars_path(x,
y,
method='lars')
# coef_path_cont_lars = interpolate.interp1d(alphas_lars[::-1], coef_path_lars[:, ::-1])
xx = np.sum(np.abs(coef_path_lars.T), axis=1)
xx /= xx[-1]
plt.plot(xx, coef_path_lars.T)
ymin, ymax = plt.ylim()
plt.vlines(xx, ymin, ymax, linestyle='dashed')
plt.xlabel('|coef|/max|coef|')
plt.ylabel('Coefficients')
plt.axis('tight')
plt.show()
res = linear_model.Lars(n_nonzero_coefs=n,
fit_intercept=True,
normalize=True)
res.fit(x, y)
print(res.score(x, y))
def test_all():
dp = DataPreprocessor()
dp.read_all()
models = [
GradientBoostingRegressor(),
MLPRegressor(),
DecisionTreeRegressor(),
GaussianProcessRegressor(),
KNeighborsRegressor(),
svm.SVR(),
KernelRidge(),
linear_model.HuberRegressor(),
linear_model.BayesianRidge(),
linear_model.LassoLars(alpha=.1),
linear_model.Lars(n_nonzero_coefs=25),
linear_model.ElasticNet(tol=1),
linear_model.Lasso(alpha=0.1, tol=0.1),
linear_model.Lasso(alpha=0.3, tol=1),
LinearRegression(),
linear_model.Ridge(),
]
results = []
print(0)
for model in models:
res = cross_val_score(model,
dp.train_inputs,
dp.train_outputs,
cv=KFold(n_splits=20))
results.append([res.mean(), res.std(), model])
print(1)
for r in sorted(results):
print(r[2], '\nAccuracy (mean std): {:.4f} {:.4f}'.format(r[0], r[1]),
'\n--------------')
def test_lars_n_nonzero_coefs(verbose=False):
lars = linear_model.Lars(n_nonzero_coefs=6, verbose=verbose)
lars.fit(X, y)
assert_equal(len(lars.coef_.nonzero()[0]), 6)
# The path should be of length 6 + 1 in a Lars going down to 6
# non-zero coefs
assert_equal(len(lars.alphas_), 7)
def predict_author(X, matrix_ids, new_text_vect, columns, model): #Lasso if model == "lasso": model_reg = linear_model.Lasso(alpha = 1.0, fit_intercept=True, max_iter=10000, tol=0.0001) elif model == "lars": model_reg = linear_model.Lars(fit_intercept=True) model_reg.fit(X, new_text_vect) y_s = [] #Calculate distances and predict author w_predicted = model_reg.coef_ num_authors = X.shape[1] residuals = [] for i in range(num_authors): w = np.array([0.0]*num_authors, dtype = float) w[i] = w_predicted[i] y_hat = np.dot(X,w) residuals.append((np.linalg.norm(y_hat-new_text_vect), matrix_ids[i], y_hat)) y_s.append(y_hat) if columns > 1: return str(math.floor(int(min(residuals)[1]))) else: return min(residuals), y_s
def lars(signals, dictionary, n_nonzero=0, alpha=0, lars_params=None, **kwargs):
"""
"Homotopy" algorithm for solving the Lasso
argmin 0.5*||X - DA||_2^2 + r*||A||_1
for all r.
This algorithm is supposedly the most accurate for l1
regularization.
This is terribly slow, and not very accurate. ~20x slower
than OMP. Find this strange as OMP solves a NP-Hard problem
and this a convex
:param signals:
Signals to encode. Shape (signal_size, n_signals) or (signal_size,)
:param dictionary:
Dictionary, shape (signal_size, n_atoms)
:param n_nonzero:
Number of nonzero coefficients to use
:param alpha:
Regularization parameter. Overwrites n_nonzero
:param lars_params:
See sklearn.linear_models.LassoLars docs
:param kwargs:
Not used. Just to make calling API for all regularization algorithms the same
:return:
Sparse codes, shape (n_atoms, n_signals) or (n_atoms,)
"""
params = {
'precompute': True,
'fit_path': False,
'normalize': True
}
if n_nonzero > 0 and alpha == 0:
params['n_nonzero_coefs'] = int(n_nonzero)
model = linear_model.Lars()
elif alpha > 0:
params['alpha'] = alpha
model = linear_model.LassoLars()
else:
raise ValueError('Need to specify either regularization '
'parameter alpha or number of nonzero '
'coefficients n_nonzero')
if isinstance(lars_params, dict):
params.update(lars_params)
model.set_params(**params)
model.fit(dictionary.copy(), signals)
return model.coef_.T.copy()
def test_model_lars(self):
model, X = fit_regression_model(linear_model.Lars())
model_onnx = convert_sklearn(
model,
"lars", [("input", FloatTensorType([None, X.shape[1]]))],
target_opset=TARGET_OPSET)
self.assertIsNotNone(model_onnx)
dump_data_and_model(X, model, model_onnx, basename="SklearnLars-Dec4")
def __init__(self):
self.mortality_predictor = linear_model.ARDRegression()
self.natality_predictor = linear_model.Lars()
self.migration_predictor = linear_model.LinearRegression()
self.mortality_offset = 1000000
def train_models(x, y):
model1 = linear_model.Lars(n_nonzero_coefs=1)
model2 = linear_model.ElasticNetCV()
model3 = linear_model.BayesianRidge()
model1.fit(x, y)
model2.fit(x, y)
model3.fit(x, y)
return [model1, model2, model3]
def test_lars_add_features():
# assure that at least some features get added if necessary
# test for 6d2b4c
# Hilbert matrix
n = 5
H = 1. / (np.arange(1, n + 1) + np.arange(n)[:, np.newaxis])
clf = linear_model.Lars(fit_intercept=False).fit(H, np.arange(n))
assert np.all(np.isfinite(clf.coef_))
def test_sk_Lars():
print("Testing sklearn, Lars...")
mod = linear_model.Lars()
X, y = iris_data
mod.fit(X, y)
docs = {'name': "Lars test"}
fv = X[0, :]
upload(mod, fv, docs)
def get_all_regrs():
regrs = {
"Linear regression":
linear_model.LinearRegression(),
# "Perceptron": linear_model.Perceptron(),
"Lars":
linear_model.Lars(),
"Lasso":
linear_model.LassoCV(max_iter=5000),
# "Passive Aggressive": linear_model.PassiveAggressiveRegressor(),
"PLS":
PLS(n_components=3),
"Random Forest":
ensemble.RandomForestRegressor(),
"Gradient Boost":
ensemble.GradientBoostingRegressor(),
"Extra Trees":
ensemble.ExtraTreesRegressor(max_depth=2),
"Ada Boost":
ensemble.AdaBoostRegressor(
base_estimator=tree.DecisionTreeRegressor(max_depth=2),
n_estimators=250),
"Gaussian Process":
gaussian_process.GaussianProcessRegressor(),
# "Isotonic": isotonic.IsotonicRegression(),
"Kernel Ridge":
kernel_ridge.KernelRidge(),
"Ridge CV":
linear_model.RidgeCV(),
# "Exp tranform": TransformedTargetRegressor(regressor=PLS(n_components=3),
# func=np.exp,
# inverse_func=np.log),
# "Log tranform": TransformedTargetRegressor(regressor=PLS(n_components=3),
# func=np.log,
# inverse_func=np.exp),
# "Inv tranform": TransformedTargetRegressor(regressor=PLS(n_components=3),
# func=invert,
# inverse_func=invert),
# "Log regressor": linear_model.LogisticRegressionCV(),
"ML Perceptron":
neural_network.MLPRegressor(max_iter=50000, hidden_layer_sizes=(5, 5)),
"Linear SVR":
linear_svc,
"RBF SVR":
svm.SVR(kernel='rbf'),
"Poly SVR":
svm.SVR(kernel='poly'),
# "Sigmoid SVR": svm.SVR(kernel='sigmoid'),
"Bayesian Ridge":
linear_model.BayesianRidge(),
"Huber":
linear_model.HuberRegressor(),
# "Poisson": linear_model.PoissonRegressor(),
"K-neighbors":
neighbors.KNeighborsRegressor()
}
# "Radius Neighbors": neighbors.RadiusNeighborsRegressor()}
return regrs
def mcfs(X, n_selected_features, **kwargs):
"""
This function implements unsupervised feature selection for multi-cluster data.
Input
-----
X: {numpy array}, shape (n_samples, n_features)
input data
n_selected_features: {int}
number of features to select
kwargs: {dictionary}
W: {sparse matrix}, shape (n_samples, n_samples)
affinity matrix
n_clusters: {int}
number of clusters (default is 5)
Output
------
W: {numpy array}, shape(n_features, n_clusters)
feature weight matrix
Reference
---------
Cai, Deng et al. "Unsupervised Feature Selection for Multi-Cluster Data." KDD 2010.
"""
# use the default affinity matrix
if 'W' not in kwargs:
W = construct_W(X)
else:
W = kwargs['W']
# default number of clusters is 5
if 'n_clusters' not in kwargs:
n_clusters = 5
else:
n_clusters = kwargs['n_clusters']
# solve the generalized eigen-decomposition problem and get the top K
# eigen-vectors with respect to the smallest eigenvalues
W = W.toarray()
W = (W + W.T) / 2
W_norm = np.diag(np.sqrt(1 / W.sum(1)))
W = np.dot(W_norm, np.dot(W, W_norm))
WT = W.T
W[W < WT] = WT[W < WT]
eigen_value, ul = scipy.linalg.eigh(a=W)
Y = np.dot(W_norm, ul[:, -1 * n_clusters - 1:-1])
# solve K L1-regularized regression problem using LARs algorithm with cardinality constraint being d
n_sample, n_feature = X.shape
W = np.zeros((n_feature, n_clusters))
for i in range(n_clusters):
clf = linear_model.Lars(n_nonzero_coefs=n_selected_features)
clf.fit(X, Y[:, i])
W[:, i] = clf.coef_
return W
def run_specific_combination(test_frame, reg_type, column_list):
target_feature = test_frame['Endurance_Score']
test_df = test_frame.filter(column_list, axis=1)
X_train, X_test, y_train, y_test = train_test_split(
test_df, target_feature.values.reshape(-1,1),
test_size=0.20, random_state=0)
if reg_type == 'dt':
regr = DecisionTreeRegressor(max_depth=2)
elif reg_type == 'lin':
regr = linear_model.LinearRegression()
elif reg_type == 'ridge':
regr = linear_model.Ridge(alpha=1500.0)
elif reg_type == 'lasso':
regr = linear_model.Lasso(alpha=10.0)
elif reg_type == 'bayridge':
regr = linear_model.BayesianRidge()
elif reg_type == 'sgd':
regr = linear_model.SGDRegressor(loss='huber')
elif reg_type == 'lars':
regr = linear_model.Lars(n_nonzero_coefs=np.inf)
elif reg_type == 'pasagv':
regr = linear_model.PassiveAggressiveRegressor(random_state=0)
elif reg_type == 'kernelridge':
regr = kernel_ridge.KernelRidge()
elif reg_type == 'svr':
regr = svm.SVR()
elif reg_type == 'kneigh':
regr = neighbors.KNeighborsRegressor(algorithm='kd_tree')
elif reg_type == 'gauss':
regr = gaussian_process.GaussianProcessRegressor()
elif reg_type == 'gbr':
params = {'n_estimators': 760, 'max_depth': 4, 'min_samples_split': 3, 'learning_rate': 0.026, 'loss': 'huber'}
regr = GradientBoostingRegressor(**params)
elif reg_type == 'ran':
regr = RandomForestRegressor(n_estimators=300, max_depth=8)
elif reg_type == 'et':
regr = ExtraTreesRegressor()
else:
return
x_train_frame = X_train.copy()
del x_train_frame['Title']
del x_train_frame['Artist']
regr.fit(x_train_frame, y_train.ravel())
x_test_frame = X_test.copy()
del x_test_frame['Title']
del x_test_frame['Artist']
y_pred = regr.predict(x_test_frame)
rmse = mean_squared_error(y_test, y_pred)
score = r2_score(y_test, y_pred)
print("R2-score: {}, RMSE: {}".format(score, math.sqrt(rmse)))
result_df = pd.DataFrame(columns=['Song', 'Artist', 'Endurance_Score', 'Predicted_Endurance_Score'])
result_df['Song'] = X_test['Title']
result_df['Artist'] = X_test['Artist']
result_df['Endurance_Score'] = y_test.ravel()
result_df['Predicted_Endurance_Score'] = y_pred
result_df.to_csv('{0}/{1}.csv'.format(path_final_csv, 'predicted_midtermdata'), index=False)
def _train(self):
x = self._train_set.features
y = self._train_set.outputs
self._transform = preprocessing.PolynomialFeatures(1)
clf = linear_model.Lars(n_nonzero_coefs=400, fit_intercept=True)
clf.fit(self._transform.fit_transform(x, y), y)
self._model = clf.predict
def leastAngleRegression(self):
lar = linear_model.Lars()
lar.fit(self.training_order_start_end_districts_and_time,
self.training_number_of_orders)
predicted_number_of_orders = lar.predict(
self.testing_order_start_end_districts_and_time)
current_ride_prediction_error = numpy.mean(
(predicted_number_of_orders - self.testing_number_of_orders)**2)
print(current_ride_prediction_error)
print(lar.coef_)
def train_lars_regressor(X, y, k_fold):
## CROSS VALIDATION
# Without evenly distributing classes
kf = KFold(n_splits=k_fold, shuffle=True, random_state=None)
kf.get_n_splits()
print(kf)
print(kf.get_n_splits())
# Evenly Distributing Classes: Stratified K-fold
# skf = StratifiedKFold(n_splits=10, shuffle=True, random_state=None)
# skf.get_n_splits(X, y)
# print(skf)
# SVM classifier definition
regressor = linear_model.Lars(fit_intercept=True,
verbose=False,
normalize=True,
precompute='auto',
n_nonzero_coefs=500,
eps=2.2204460492503131e-16,
copy_X=True,
fit_path=True,
positive=False)
# k-Fold loop
counter = 0
model = []
r2 = []
print("\nShape")
print(X.shape)
print(y.shape)
for train_index, test_index in kf.split(X, y=y):
# print("TRAIN: ", train_index, " TEST: ", test_index)
# get indices
X_train, X_test = X[train_index], X[test_index]
y_train, y_test = y[train_index], y[test_index]
### SVM CLASSIFIER ####################################
# fit model
model.append(regressor.fit(X_train, y_train))
# predict
y_pred = model[counter].predict(X_test)
print("Coefficient of Determination for Regressor ", counter)
r2.append(model[counter].score(X_test, y_test))
print(r2[counter])
counter += 1
# choose svm with highest r2
idx = np.argmax(r2)
return model[idx]
def compare_regressors():
""" Compare the performance of regressors. """
regressors = {
'Linear': linear_model.LinearRegression(),
'Ridge': linear_model.Ridge(),
'Lasso': linear_model.Lasso(),
'LAR': linear_model.Lars(),
'SGD': linear_model.SGDRegressor(),
#'ARD': linear_model.ARDRegression() # takes a minute or two
}
_compare_estimators(regressors, classify=False)
def default_models_(self):
return {
'Tree': {'clf': tree.DecisionTreeRegressor(),
'param': {'max_depth': [3, 5, 7, 10, 20]
}},
'GBDT': {'clf': ensemble.GradientBoostingRegressor(random_state=1),
'param': {
'n_estimators': [50, 100, 150, 200],
'learning_rate': [0.1],
'max_depth': [4, 6, 8],
'alpha': [0.7, 0.8, 0.9],
'max_leaf_nodes': [10, 20],
'min_samples_split': [2, 4, 7]
}},
'Lin': {'clf': linear_model.LinearRegression(),
'param': {
'fit_intercept': [True, False],
'normalize': [True, False]
}},
'Ridge': {'clf': linear_model.Ridge(),
'param': {}},
'Lasso': {'clf': linear_model.Lasso(),
'param': {}},
'ElasN': {'clf': linear_model.ElasticNet(),
'param': {}},
'Lars': {'clf': linear_model.Lars(),
'param': {}},
'Bayers': {'clf': linear_model.BayesianRidge(),
'param': {}},
'Poly2': {'clf': Pipeline([('poly', PolynomialFeatures(degree=2)),
('std_scaler', StandardScaler()),
('line_reg', linear_model.LinearRegression())
]),
'param': {}},
'SGD': {'clf': linear_model.SGDRegressor(),
'param': {}},
'SVM': {'clf': svm.SVR(kernel='rbf', C=1.0, epsilon=1),
'param': {
'C': [1, 10, 100, 1000, 10000]
}},
'Knn': {'clf': neighbors.KNeighborsRegressor(),
'param': {}},
'RF': {'clf': ensemble.RandomForestRegressor(random_state=1),
'param':
{'n_estimators': [10, 30, 50, 100, 150], }},
'ADA': {'clf': ensemble.AdaBoostRegressor(n_estimators=100),
'param': {}},
'BAG': {'clf': BaggingRegressor(bootstrap=True),
'param': {'n_estimators': [50, 100, 200]}},
'ET': {'clf': tree.ExtraTreeRegressor(),
'param': {}},
}
def __init__(self, method, params, i=0):
self.algorithm_list = [
'PLS', 'GP', 'OLS', 'OMP', 'Lasso', 'Elastic Net', 'Ridge',
'Bayesian Ridge', 'ARD', 'LARS', 'LASSO LARS', 'SVR', 'KRR', 'GBR'
]
self.method = method
self.outliers = None
self.ransac = False
#print(params)
if self.method[i] == 'PLS':
self.model = PLSRegression(**params[i])
if self.method[i] == 'OLS':
self.model = linear.LinearRegression(**params[i])
if self.method[i] == 'OMP':
# create a temporary set of parameters
params_temp = copy.copy(params[i])
self.model = linear.OrthogonalMatchingPursuit(**params_temp)
if self.method[i] == 'LASSO':
# create a temporary set of parameters
params_temp = copy.copy(params[i])
self.model = linear.Lasso(**params_temp)
if self.method[i] == 'Elastic Net':
params_temp = copy.copy(params[i])
self.model = linear.ElasticNet(**params_temp)
if self.method[i] == 'Ridge':
# create a temporary set of parameters
params_temp = copy.copy(params[i])
self.model = linear.Ridge(**params_temp)
if self.method[i] == 'BRR':
self.model = linear.BayesianRidge(**params[i])
if self.method[i] == 'ARD':
self.model = linear.ARDRegression(**params[i])
if self.method[i] == 'LARS':
# create a temporary set of parameters
params_temp = copy.copy(params[i])
self.model = linear.Lars(**params_temp)
if self.method[i] == 'SVR':
self.model = svm.SVR(**params[i])
if self.method[i] == 'KRR':
self.model = kernel_ridge.KernelRidge(**params[i])
def test_model_lars(self):
model, X = _fit_model(linear_model.Lars())
model_onnx = convert_sklearn(
model, "lars", [("input", FloatTensorType([None, X.shape[1]]))])
self.assertIsNotNone(model_onnx)
dump_data_and_model(
X.astype(numpy.float32),
model,
model_onnx,
basename="SklearnLars-Dec4",
allow_failure="StrictVersion("
"onnxruntime.__version__)"
"<= StrictVersion('0.2.1')",
)